//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Kapitaleinkommen"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Arbitrage-Free Prediction of t...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Kapitaleinkommen
Prognoseverfahren
40,834
Volatility
40,405
Volatilität
40,228
Forecasting model
39,841
Theorie
28,663
Theory
27,982
Optionspreistheorie
14,725
Schätzung
14,271
Option pricing theory
14,267
Estimation
13,925
Börsenkurs
12,186
Share price
12,011
Capital income
11,080
Zeitreihenanalyse
8,530
Statistische Verteilung
8,441
USA
8,364
Time series analysis
8,296
Statistical distribution
8,228
United States
8,093
ARCH-Modell
7,090
Aktienmarkt
7,081
Stock market
7,001
ARCH model
7,000
Welt
6,722
World
6,574
Prognose
6,382
Forecast
6,092
Stochastischer Prozess
5,996
Wechselkurs
5,910
Stochastic process
5,876
Exchange rate
5,793
Portfolio-Management
4,774
Portfolio selection
4,733
Schätztheorie
4,595
Estimation theory
4,513
Risk
4,302
Risiko
4,260
Wirtschaftsprognose
3,901
Economic forecast
3,821
more ...
less ...
Online availability
All
Free
4,058
Undetermined
3,628
Type of publication
All
Article
6,854
Book / Working Paper
4,268
Type of publication (narrower categories)
All
Article in journal
6,673
Aufsatz in Zeitschrift
6,673
Graue Literatur
1,482
Non-commercial literature
1,482
Working Paper
1,460
Arbeitspapier
1,420
Aufsatz im Buch
174
Book section
174
Hochschulschrift
161
Thesis
120
Collection of articles written by one author
56
Sammlung
56
Conference paper
30
Konferenzbeitrag
30
Collection of articles of several authors
18
Sammelwerk
18
Aufsatzsammlung
14
Bibliografie enthalten
9
Bibliography included
9
Konferenzschrift
6
Reprint
6
Case study
5
Fallstudie
5
Conference proceedings
3
Forschungsbericht
3
Lehrbuch
3
Textbook
3
Amtsdruckschrift
2
Government document
2
Mehrbändiges Werk
2
Multi-volume publication
2
Systematic review
2
Übersichtsarbeit
2
Adressbuch
1
Article
1
Directory
1
Glossar enthalten
1
Glossary included
1
Kartenmaterial
1
Lehrmittel
1
more ...
less ...
Language
All
English
11,074
German
32
Spanish
7
French
5
Italian
3
Czech
1
Dutch
1
Polish
1
more ...
less ...
Author
All
Gupta, Rangan
129
Bollerslev, Tim
76
McMillan, David G.
73
Diebold, Francis X.
59
McAleer, Michael
56
Zaremba, Adam
54
Caporale, Guglielmo Maria
52
Pierdzioch, Christian
50
Wohar, Mark E.
47
Bekaert, Geert
46
Bouri, Elie
46
Guidolin, Massimo
41
Ma, Feng
41
Timmermann, Allan
41
Narayan, Paresh Kumar
37
Wang, Yudong
37
Zhou, Guofu
36
Andersen, Torben
35
Bali, Turan G.
35
Campbell, John Y.
29
Todorov, Viktor
28
Lux, Thomas
27
Engle, Robert F.
26
Spagnolo, Nicola
26
Zhang, Yaojie
26
Cakici, Nusret
24
Chang, Chia-Lin
24
Prokopczuk, Marcel
24
Fabozzi, Frank J.
23
Guo, Hui
23
Wu, Chunchi
23
Yılmaz, Kamil
23
Chiang, Thomas C.
22
Harvey, Campbell R.
22
Asai, Manabu
21
Balcilar, Mehmet
21
Christoffersen, Peter F.
21
Gil-Alaña, Luis A.
21
Goyal, Amit
21
Kumar, Dilip
21
more ...
less ...
Institution
All
National Bureau of Economic Research
115
Federal Reserve Bank of St. Louis
6
Federal Reserve Bank of San Francisco
4
Federal Reserve System / Division of Research and Statistics
4
Gottfried Wilhelm Leibniz Universität Hannover
4
Rodney L. White Center for Financial Research
4
University of Canterbury / Dept. of Economics and Finance
4
Chambre de commerce et d'industrie de Paris
3
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
3
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
3
Svenska Handelshögskolan <Helsinki>
3
The Wharton Financial Institutions Center
3
Birkbeck College / Department of Economics
2
Centre for Analytical Finance <Århus>
2
Erasmus Research Institute of Management
2
Institute of Finance and Accounting <London>
2
Judge Institute of Management Studies
2
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
William Davidson Institute <Ann Arbor, Mich.>
2
American Finance Association
1
Australien / Division of Regional Development
1
Banca nazionale del lavoro / Ufficio scenari economici
1
Banca nazionale del lavoro / Ufficio studi
1
Banco Central do Brasil
1
Center for Economic Research <Tilburg>
1
Centro de Estudios Macroeconómicos de Argentina / Universidad
1
Conference on Exchange Rates Effects on Corporations <1992, New York, NY>
1
Conference on Realized Volatility <2006, Montréal>
1
Econometrisch Instituut <Rotterdam>
1
Ekonomiska forskningsinstitutet <Stockholm>
1
European University Institute / Department of Economics
1
Federal Reserve Bank of Cleveland
1
Goethe-Universität Frankfurt am Main / Fachbereich Wirtschaftswissenschaften
1
Harvard Institute of Economic Research
1
IGI Global
1
INSEAD
1
Innocenzo Gasparini Institute for Economic Research <Mailand>
1
Internationaler Währungsfonds / European Department <2>
1
Internationaler Währungsfonds / Western Hemisphere Department
1
Johns Hopkins University / Department of Economics
1
more ...
less ...
Published in...
All
Finance research letters
247
International review of financial analysis
195
Journal of banking & finance
191
Journal of empirical finance
189
Journal of financial economics
164
International review of economics & finance : IREF
151
The North American journal of economics and finance : a journal of financial economics studies
129
Pacific-Basin finance journal
116
NBER working paper series
113
Applied economics
111
Applied financial economics
109
Energy economics
105
Research in international business and finance
104
Journal of econometrics
103
Economic modelling
99
International journal of forecasting
98
Journal of international financial markets, institutions & money
92
Working paper / National Bureau of Economic Research, Inc.
91
NBER Working Paper
88
Applied economics letters
87
Journal of forecasting
86
The European journal of finance
83
Journal of risk and financial management : JRFM
76
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
72
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
68
Management science : journal of the Institute for Operations Research and the Management Sciences
68
The review of financial studies
64
Economics letters
63
Journal of financial markets
61
Research paper series / Swiss Finance Institute
59
Review of quantitative finance and accounting
57
The journal of finance : the journal of the American Finance Association
55
Working paper
55
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
52
Quantitative finance
49
The journal of futures markets
48
International journal of finance & economics : IJFE
46
Journal of international money and finance
46
Journal of financial and quantitative analysis : JFQA
45
Investment management and financial innovations
43
more ...
less ...
Source
All
ECONIS (ZBW)
11,080
EconStor
41
OLC EcoSci
1
Showing
1
-
10
of
11,122
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
COMFORT: a common market factor non-Gaussian returns model
Paolella, Marc S.
;
Polak, Pawel
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 593-605
Persistent link: https://www.econbiz.de/10011499783
Saved in:
2
Implied
volatility
sentiment : a tale of two tails
Stork, Philip
;
Félix, Luiz
;
Kräussl, Roman
-
2017
. We find that our implied
volatility
(IV) sentiment measure, jointly derived from index and single stock options, explains …
Persistent link: https://www.econbiz.de/10011583312
Saved in:
3
Implied
volatility
sentiment : a tale of two tails
Felix, Luiz
;
Kräussl, Roman
;
Stork, Philip
-
2017
-neutral density. An implied
volatility
(IV) sentiment measure that is jointly derived from index and single stock options explains …
Persistent link: https://www.econbiz.de/10011587564
Saved in:
4
Forecasting the density of oil futures returns using model-free implied
volatility
and high-frequency data
Ielpo, Florian
;
Sévi, Benoît
-
2014
Persistent link: https://www.econbiz.de/10010432122
Saved in:
5
Implied
volatility
sentiment : a tale of two tails
Felix, Luiz
;
Kräussl, Roman
;
Stork, Philip
-
2017
Persistent link: https://www.econbiz.de/10011737840
Saved in:
6
The sum of all fears : forecasting international returns using option-implied risk measures
Gagnon, Marie-Hélène
;
Power, Gabriel J.
;
Toupin, Dominique
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014248207
Saved in:
7
Cross-sectional variation of option-implied
volatility
skew
Wu, Liuren
;
Tian, Meng
- In:
Management science : journal of the Institute for …
70
(
2024
)
6
,
pp. 3566-3580
Persistent link: https://www.econbiz.de/10014551903
Saved in:
8
Momentum profit fluctuations in seasonal conditions due to default probability
Lee, Nicholas Rueilin
;
Liu, Jung Fang
;
Lin, Yih-Bey
; …
- In:
The empirical economics letters : a monthly …
13
(
2014
)
6
,
pp. 715-722
Persistent link: https://www.econbiz.de/10010520042
Saved in:
9
Option augmented density forecasts of market returns with monotone pricing kernel
Beare, Brendan K.
;
Dossani, Asad
- In:
Quantitative finance
18
(
2018
)
4
,
pp. 623-635
Persistent link: https://www.econbiz.de/10011906445
Saved in:
10
Comments on "A multi-horizon comparison of density forecasts for the S&P 500 using index returns and option prices"
Carnero, M. Angeles
- In:
International journal of forecasting
28
(
2012
)
1
,
pp. 36-38
Persistent link: https://www.econbiz.de/10009580803
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->