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Schätzung
Börsenkurs
52,023
Share price
50,488
Volatility
40,439
Volatilität
40,261
Theorie
22,284
Theory
21,898
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17,716
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17,675
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16,145
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15,963
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14,395
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13,891
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13,856
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11,622
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11,323
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7,737
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7,598
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6,779
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6,694
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6,330
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6,251
Optionspreistheorie
5,943
Ankündigungseffekt
5,890
Option pricing theory
5,847
Announcement effect
5,840
Wechselkurs
5,420
Anlageverhalten
5,388
Behavioural finance
5,331
Portfolio-Management
5,319
Exchange rate
5,306
Portfolio selection
5,293
CAPM
5,237
Finanzmarkt
4,757
Financial market
4,673
Stochastischer Prozess
4,476
Stochastic process
4,393
Zeitreihenanalyse
4,328
Finanzkrise
4,264
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4,245
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5,334
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8,421
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6,294
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1
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3,006
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22
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English
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Gupta, Rangan
110
Caporale, Guglielmo Maria
107
McAleer, Michael
96
Pierdzioch, Christian
96
Hautsch, Nikolaus
66
Bollerslev, Tim
60
Gil-Alaña, Luis A.
59
Belke, Ansgar
50
McMillan, David G.
49
Bohl, Martin T.
48
Döpke, Jörg
45
Narayan, Paresh Kumar
44
Todorov, Viktor
43
Wohar, Mark E.
41
Zaremba, Adam
40
Tiwari, Aviral Kumar
39
Engle, Robert F.
38
Allen, David E.
36
Herwartz, Helmut
36
Härdle, Wolfgang
36
Bahmani-Oskooee, Mohsen
34
Pesaran, M. Hashem
34
Bouri, Elie
33
Ma, Feng
31
Asai, Manabu
30
Cheung, Yin-Wong
30
Buch, Claudia M.
29
Lettau, Martin
29
Lux, Thomas
29
Theissen, Erik
29
Bali, Turan G.
28
Caporin, Massimiliano
28
Balcilar, Mehmet
27
Entorf, Horst
27
Liesenfeld, Roman
27
Mumtaz, Haroon
27
Chang, Chia-Lin
25
Kapetanios, George
25
Xuan Vinh Vo
25
Koopman, Siem Jan
24
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National Bureau of Economic Research
164
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
22
Ekonomiska forskningsinstitutet <Stockholm>
8
Institut für Weltwirtschaft
8
Federal Reserve System / Division of Research and Statistics
6
University of Canterbury / Dept. of Economics and Finance
6
Zentrum für Europäische Wirtschaftsforschung
6
Birkbeck College / Department of Economics
4
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
4
Gottfried Wilhelm Leibniz Universität Hannover
4
Institute of Finance and Accounting <London>
4
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
4
Verlag Dr. Kovač
4
Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
4
Chambre de commerce et d'industrie de Paris
3
Federal Reserve Bank of Cleveland
3
Forschungsinstitut zur Zukunft der Arbeit
3
Institute of European Finance <Bangor, Gwynedd>
3
Kansantaloustieteen Laitos <Tampere>
3
Rodney L. White Center for Financial Research
3
School of Accounting, Finance and Economics <Perth, Western Australia>
3
Shaker Verlag
3
Springer Fachmedien Wiesbaden
3
Technische Universität Dresden
3
Australian National University / Faculty of Economics and Commerce
2
Bonn Graduate School of Economics
2
Centre for Analytical Finance <Århus>
2
Centre for Economic Policy Research
2
Centre for Quantitative Economics & Computing
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European University Institute / Department of Economics
2
Federal Reserve Bank of St. Louis
2
Goethe-Universität Frankfurt am Main
2
Goethe-Universität Frankfurt am Main / Institut für Kapitalmarktforschung
2
Großbritannien / Parliament / House of Commons / Home Affairs Committee
2
Großbritannien / Parliament / House of Commons / Select Committee on Race Relations and Immigration
2
Humboldt-Universität zu Berlin
2
Institut für Höhere Studien
2
International Monetary Fund
2
Internationaler Währungsfonds / Research Department
2
Pensions Institute
2
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Finance research letters
205
International review of economics & finance : IREF
183
Applied economics
182
International review of financial analysis
170
Economic modelling
169
Energy economics
164
Applied economics letters
162
Working paper / National Bureau of Economic Research, Inc.
162
NBER working paper series
161
Journal of banking & finance
158
The North American journal of economics and finance : a journal of financial economics studies
145
Applied financial economics
143
NBER Working Paper
139
Journal of empirical finance
135
Journal of econometrics
121
Journal of international financial markets, institutions & money
115
Research in international business and finance
108
The journal of futures markets
101
Journal of international money and finance
93
Working paper
90
Discussion paper / Centre for Economic Policy Research
89
Journal of financial economics
89
CESifo working papers
86
Journal of risk and financial management : JRFM
84
Economics letters
80
The European journal of finance
80
Pacific-Basin finance journal
74
International journal of finance & economics : IJFE
73
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
73
Discussion paper / Tinbergen Institute
70
International journal of economics and finance
67
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
66
Review of quantitative finance and accounting
65
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
58
International journal of economics and financial issues : IJEFI
58
Cogent economics & finance
56
International journal of forecasting
54
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
52
Journal of financial markets
52
Management science : journal of the Institute for Operations Research and the Management Sciences
52
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Source
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ECONIS (ZBW)
14,391
EconStor
319
USB Cologne (EcoSocSci)
5
OLC EcoSci
1
Showing
1
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10
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14,716
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date (newest first)
date (oldest first)
1
Volume determination in stock and stock index futures markets : an analysis of arbitrage and
volatility
effects
Merrick, John J.
-
1987
Persistent link: https://www.econbiz.de/10000741962
Saved in:
2
A causality-in-variance test and its application to financial market prices
Cheung, Yin-Wong
- In:
Journal of econometrics
72
(
1996
)
1
,
pp. 33-48
Persistent link: https://www.econbiz.de/10001198033
Saved in:
3
A study of the lead-lag relationship between price change and trading volume in futures market using high-frequency data
Streeter, Denise W.
;
Najand, Mohammad
;
Dondeti, V. Reddy
; …
- In:
International journal of bonds and derivatives
1
(
2015
)
4
,
pp. 284-301
Persistent link: https://www.econbiz.de/10011546737
Saved in:
4
Estimating stochastic
volatility
: the rough side to equityreturns
Haynes, Jonathan
;
Schmitt, Daniel
;
Grimm, Lukas
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 449-469
Persistent link: https://www.econbiz.de/10012127236
Saved in:
5
Carbon future price return, oil future price return and stock index future price return in the U.S.
Wei, Ching Chun
;
Lin, Ya-Ling
- In:
International Journal of Energy Economics and Policy : IJEEP
6
(
2016
)
4
,
pp. 655-662
Persistent link: https://www.econbiz.de/10011550607
Saved in:
6
Can
derivative
information predict stock price jumps?
Kwark, Noe-Keol
;
Kang, Hyoung Goo
;
Jun, Sang-Gyung
- In:
The journal of applied business research
31
(
2015
)
3
,
pp. 845-860
Persistent link: https://www.econbiz.de/10011304812
Saved in:
7
Lead-lag relationship between returns and implied moments : evidence from KOSPI 200 intraday options data
Kim, Sol
;
Lee, Geul
- In:
Review of Pacific Basin financial markets and policies
20
(
2017
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011752436
Saved in:
8
Futures trading activity and stock price
volatility
: some extensions
Chatrath, Arjun
;
Song, Frank M.
;
Adrangi, Bahram
- In:
Applied financial economics
13
(
2003
)
9
,
pp. 655-664
Persistent link: https://www.econbiz.de/10001776851
Saved in:
9
New insights into the impact of the introduction of futures trading on stock price
volatility
McKenzie, Michael D.
;
Brailsford, Timothy J.
;
Faff, …
- In:
The journal of futures markets
21
(
2001
)
3
,
pp. 237-255
Persistent link: https://www.econbiz.de/10001556709
Saved in:
10
Volatility
, depth, and order composition : evidence from a pure limit order futures market
Chen, Ho-chyuan
;
Wu, Juping
- In:
Emerging markets finance & trade : a journal of the …
45
(
2009
)
5
,
pp. 72-85
Persistent link: https://www.econbiz.de/10003982559
Saved in:
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