//--> //--> //--> //-->
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:"Volatility"
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
Improved forecasting of mutual...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
CAPM
19,009
Investmentfonds
12,601
Theorie
12,223
Investment Fund
12,149
Theory
12,118
Kapitaleinkommen
7,827
Capital income
7,812
Portfolio-Management
7,589
Portfolio selection
7,548
Schätzung
4,582
Börsenkurs
4,544
Estimation
4,526
Share price
4,526
Zustandsraummodell
3,791
State space model
3,750
USA
3,589
United States
3,512
Risikoprämie
3,285
Risk premium
3,270
Anlageverhalten
3,118
Behavioural finance
3,060
Risk
2,617
Risiko
2,600
Aktienmarkt
2,337
Volatilität
2,316
Stock market
2,287
Welt
1,972
World
1,958
Zeitreihenanalyse
1,833
Time series analysis
1,811
Betafaktor
1,779
Beta risk
1,759
Finanzmarkt
1,541
Financial market
1,534
Prognoseverfahren
1,469
Forecasting model
1,444
Deutschland
1,322
Kapitalanlage
1,316
Financial investment
1,242
more ...
less ...
Online availability
All
Free
839
Undetermined
791
Type of publication
All
Article
1,386
Book / Working Paper
921
Type of publication (narrower categories)
All
Article in journal
1,341
Aufsatz in Zeitschrift
1,341
Graue Literatur
434
Non-commercial literature
434
Working Paper
396
Arbeitspapier
394
Hochschulschrift
63
Thesis
49
Aufsatz im Buch
39
Book section
39
Collection of articles written by one author
20
Sammlung
20
Collection of articles of several authors
6
Sammelwerk
6
Aufsatzsammlung
4
Forschungsbericht
4
Bibliografie enthalten
3
Bibliography included
3
Conference paper
2
Konferenzbeitrag
2
Konferenzschrift
2
Article
1
Case study
1
Diskette
1
Fallstudie
1
Floppy disk
1
Guidebook
1
Handbook
1
Handbuch
1
Lehrbuch
1
Ratgeber
1
Textbook
1
more ...
less ...
Language
All
English
2,278
German
19
French
3
Spanish
3
Undetermined
2
Italian
1
Portuguese
1
more ...
less ...
Author
All
Koopman, Siem Jan
20
Martin, Gael M.
16
Bekaert, Geert
15
Bansal, Ravi
14
Barro, Robert J.
14
Bollerslev, Tim
14
Chan, Joshua
14
Christoffersen, Peter F.
14
Forbes, Catherine Scipione
13
Jacobs, Kris
13
Campbell, John Y.
12
Maneesoonthorn, Worapree
12
Engstrom, Eric
11
Guo, Hui
11
Andersen, Torben
10
Todorov, Viktor
10
Blitz, David
9
Rodríguez, Rosa
9
Tiwari, Aviral Kumar
9
Zaremba, Adam
9
Aït-Sahalia, Yacine
8
Chen, Andrew Y.
8
Giglio, Stefano
8
Jawadi, Fredj
8
Kiku, Dana
8
Prokopczuk, Marcel
8
Yaron, Amir
8
Yogo, Motohiro
8
Adam, Klaus
7
Ait-Sahalia, Yacine
7
Barunik, Jozef
7
Baruník, Jozef
7
Bos, Charles S.
7
Caporale, Guglielmo Maria
7
Dobrev, Dobrislav
7
Fabozzi, Frank J.
7
Li, Junye
7
Restoy, Fernando
7
Scharth, Marcel
7
Shaliastovich, Ivan
7
more ...
less ...
Institution
All
National Bureau of Economic Research
31
Federal Reserve Bank of St. Louis
3
Ekonomiska forskningsinstitutet <Stockholm>
2
Centre for Actuarial Studies
1
Centre for Analytical Finance <Århus>
1
DIW Berlin (Deutsches Institut für Wirtschaftsforschung)
1
Deutsche Forschungsgemeinschaft
1
Erasmus Research Institute of Management
1
Federal Reserve Bank of New York
1
Federal Reserve Bank of San Francisco
1
Federal Reserve System / Division of Research and Statistics
1
Gottfried Wilhelm Leibniz Universität Hannover
1
Instituto Valenciano de Investigaciones Económicas
1
Nuffield College
1
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
1
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
1
University of Alberta / Western Centre for Economic Research
1
Universität Mannheim
1
Université de Genève / Institut de hautes études internationales
1
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
1
Weierstraß-Institut für Angewandte Analysis und Stochastik
1
more ...
less ...
Published in...
All
Journal of financial economics
48
Finance research letters
40
Journal of banking & finance
38
Journal of empirical finance
38
Journal of econometrics
35
NBER working paper series
30
International review of economics & finance : IREF
29
Economic modelling
28
International review of financial analysis
28
NBER Working Paper
28
Working paper / National Bureau of Economic Research, Inc.
28
Energy economics
27
The North American journal of economics and finance : a journal of financial economics studies
24
Applied economics
23
Journal of economic dynamics & control
22
Management science : journal of the Institute for Operations Research and the Management Sciences
22
The review of financial studies
21
Discussion paper / Tinbergen Institute
19
International journal of theoretical and applied finance
16
Quantitative finance
16
Economics letters
15
Pacific-Basin finance journal
15
Research in international business and finance
15
The European journal of finance
14
Working paper
14
Working paper / Department of Econometrics and Business Statistics, Monash University
14
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
13
Journal of financial econometrics
13
Journal of financial markets
13
Journal of risk and financial management : JRFM
13
Research paper series / Swiss Finance Institute
13
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
13
Discussion paper / Centre for Economic Policy Research
12
Journal of financial and quantitative analysis : JFQA
12
Journal of international financial markets, institutions & money
12
The journal of finance : the journal of the American Finance Association
12
CREATES research paper
11
European journal of operational research : EJOR
10
Applied financial economics
9
Computational economics
9
more ...
less ...
Source
All
ECONIS (ZBW)
2,301
EconStor
3
RePEc
3
Showing
1
-
10
of
2,307
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Time-varying betas of sectoral returns to market returns and exchange rate movements
Karlsson, Hyunjoo Kim
;
Hacker, Scott
- In:
Applied financial economics
23
(
2013
)
13/15
,
pp. 1155-1168
Persistent link: https://www.econbiz.de/10010204788
Saved in:
2
Improved beta modeling and forecasting : an unobserved component approach with conditional heteroscedastic disturbances
Ortas, E.
;
Salvador, Manuel
;
Moneva, J. M.
- In:
The North American journal of economics and finance : a …
31
(
2015
),
pp. 27-51
Persistent link: https://www.econbiz.de/10011511029
Saved in:
3
Forecasting the daily time‐varying beta of European banks during the crisis period : comparison between GARCH models and the Kalman filter
Zhang, Yuanyuan
;
Choudhry, Taufiq
- In:
Journal of forecasting
36
(
2017
)
8
,
pp. 956-973
Persistent link: https://www.econbiz.de/10011860929
Saved in:
4
The spillover, risk and leverage effects of smart beta management exchange-traded fund (ETF)
Chen, Jo-hui
;
Edwards, Nicholas
- In:
Global economy journal : GEJ
21
(
2021
)
3
,
pp. 2150016-1-2150016-24
Persistent link: https://www.econbiz.de/10013174928
Saved in:
5
Spillover and leverage effect in Smart Beta Exchange Traded Funds : evidence from India
Vijaya, C.
;
Thenmozhi, M.
- In:
Decision : official journal of Indian Institute of …
51
(
2024
)
1
,
pp. 105-122
Persistent link: https://www.econbiz.de/10014566032
Saved in:
6
Good news, bad news, volatility, and betas
Braun, Phillip A.
;
Nelson, Daniel B.
;
Sunier, Alain M.
-
1990
Persistent link: https://www.econbiz.de/10000809497
Saved in:
7
Jumps and betas : a new framework for disentangling and estimating systematic risks
Todorov, Viktor
;
Bollerslev, Tim
- In:
Journal of econometrics
157
(
2010
)
2
,
pp. 220-235
Persistent link: https://www.econbiz.de/10008663039
Saved in:
8
The effect of exchange rate risk on the conditional relationship between beta risk and return in international equity markets
Sandoval, Eduardo
;
Vásquez, Arturo
- In:
The international journal of business and finance …
2
(
2008
)
2
,
pp. 1-18
Persistent link: https://www.econbiz.de/10003951974
Saved in:
9
Testing the relation between beta and returns in the Athens stock exchange
Theriou, Nikolaos G.
;
Aggelidis, Vassilios P.
; …
- In:
Managerial finance
36
(
2010
)
12
,
pp. 1043-1056
Persistent link: https://www.econbiz.de/10008778149
Saved in:
10
Essays on financial economics and econometrics
Wu, Jin
-
2005
Persistent link: https://www.econbiz.de/10003384696
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...
//-->