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subject:"Volatility"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~person:"Engle, Robert F."
~person:"Goldreich, David"
~subject:"Theory"
~subject:"United States"
~subject:"World"
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Volatility
Theory
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Estimation
5
Schätzung
5
Börsenkurs
3
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3
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3
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2
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Engle, Robert F.
Goldreich, David
Goetzmann, William N.
3
Tate, Geoffrey
3
Titman, Sheridan
3
Aït-Sahalia, Yacine
2
Baker, Malcolm
2
Bansal, Ravi
2
Bollerslev, Tim
2
Bossaerts, Peter L.
2
Boudoukh, Jacob
2
Brennan, Michael J.
2
Cornelli, Francesca
2
Duffie, Darrell
2
Easley, David
2
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2
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2
Fleming, Jeff
2
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2
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2
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2
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2
La Porta, Rafael
2
Li, Haitao
2
Ljungqvist, Alexander
2
Malmendier, Ulrike
2
Nanda, Vikram
2
O'Hara, Maureen
2
Pástor, Ľuboš
2
Richardson, Matthew
2
Seru, Amit
2
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2
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2
Stambaugh, Robert F.
2
Timmermann, Allan
2
Wang, Yihui
2
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2
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2
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2
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The journal of finance : the journal of the American Finance Association
Discussion paper / Department of Economics, University of California San Diego
11
Working paper / National Bureau of Economic Research, Inc.
10
Discussion paper / Centre for Economic Policy Research
5
NBER working paper series
4
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
4
IFA working paper
3
NBER Working Paper
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
Discussion paper series
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Forecasting volatility in the financial markets
1
Georgetown McDonough School of Business Research Paper
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of economic literature
1
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1
Journal of financial markets
1
Nota di lavoro / Fondazione Eni Enrico Mattei
1
Review of derivatives research
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Review of finance : journal of the European Finance Association
1
Rodney L. White Center for Financial Research
1
Special issue on auctions and market design
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The review of financial studies
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ECONIS (ZBW)
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1
Bookbuilding : how informative is the order book?
Cornelli, Francesca
;
Goldreich, David
- In:
The journal of finance : the journal of the American …
58
(
2003
)
4
,
pp. 1415-1444
Persistent link: https://www.econbiz.de/10001780905
Saved in:
2
Bookbuilding and strategic allocation
Cornelli, Francesca
;
Goldreich, David
- In:
The journal of finance : the journal of the American …
56
(
2001
)
6
,
pp. 2337-2369
Persistent link: https://www.econbiz.de/10001631756
Saved in:
3
Time and the price impact of a trade
Dufour, Alfonso
;
Engle, Robert F.
- In:
The journal of finance : the journal of the American …
55
(
2000
)
6
,
pp. 2467-2498
Persistent link: https://www.econbiz.de/10001537329
Saved in:
4
Measuring and testing the impact of news on volatility
Engle, Robert F.
- In:
The journal of finance : the journal of the American …
48
(
1993
)
5
,
pp. 1749-1778
Persistent link: https://www.econbiz.de/10001155967
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