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Search: subject_exact:"Volatility"
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Volatility
265
Volatilität
265
Capital income
78
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78
Estimation
75
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75
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64
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McMillan, David G.
9
Speight, Alan E. H.
5
Chelley-Steeley, Patricia L.
4
Asai, Manabu
3
Adrangi, Bahram
2
Ap Gwilym, Owain
2
Brooks, Robert
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Butler, Kirt Charles
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Chatrath, Arjun
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Chiang, Min-Hsien
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2
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Visaltanachoti, Nuttawat
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Applied financial economics
Energy economics
598
Finance research letters
518
NBER working paper series
483
Working paper / National Bureau of Economic Research, Inc.
467
International review of financial analysis
419
NBER Working Paper
416
Applied economics
378
Journal of banking & finance
375
International review of economics & finance : IREF
360
The journal of futures markets
358
Economic modelling
339
The North American journal of economics and finance : a journal of financial economics studies
324
Journal of econometrics
321
Journal of empirical finance
261
Applied economics letters
259
Research in international business and finance
255
Economics letters
246
International journal of theoretical and applied finance
245
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240
Journal of international financial markets, institutions & money
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Journal of international money and finance
222
Discussion paper / Tinbergen Institute
198
Journal of risk and financial management : JRFM
197
Quantitative finance
185
Journal of financial economics
184
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
172
MPRA Paper
171
CESifo working papers
170
Pacific-Basin finance journal
169
International Journal of Energy Economics and Policy : IJEEP
166
The European journal of finance
153
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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IMF working papers
148
Journal of economic dynamics & control
147
International journal of finance & economics : IJFE
146
International journal of forecasting
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ECONIS (ZBW)
266
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161
Is the risk-return relation positive? : Further evidence from a stochastic volatility in mean approach
Loudon, Geoffrey F.
- In:
Applied financial economics
16
(
2006
)
13
,
pp. 981-992
Persistent link: https://www.econbiz.de/10003377852
Saved in:
162
Structural breaks and common factors in the volatiliy of the Fama-French factor portfolios
Morana, Claudio
;
Beltratti, Andrea
- In:
Applied financial economics
16
(
2006
)
14
,
pp. 1059-1073
Persistent link: https://www.econbiz.de/10003377864
Saved in:
163
Macroeconomic news effects on conditional volatilities in the bond and stock markets
Arshanapalli, Bala Gangadhar
;
D'Ouville, Edmond L.
; …
- In:
Applied financial economics
16
(
2006
)
5
,
pp. 377-384
Persistent link: https://www.econbiz.de/10003289274
Saved in:
164
09/11 on the USD/EUR foreign exchange market
Mende, Alexander
- In:
Applied financial economics
16
(
2006
)
3
,
pp. 213-222
Persistent link: https://www.econbiz.de/10003291879
Saved in:
165
A systematic modelling strategy for futures markets volatility
Carvalho, Ana Filipa
;
Costa, José Sá da
;
Lopes, José …
- In:
Applied financial economics
16
(
2006
)
11
,
pp. 819-833
Persistent link: https://www.econbiz.de/10003351005
Saved in:
166
Rate of subscription and after-market volatility in Hong Kong IPOs
Vong, Anna P. I.
- In:
Applied financial economics
16
(
2006
)
16
,
pp. 1217-1224
Persistent link: https://www.econbiz.de/10003387386
Saved in:
167
The leverage effect in the UK stock market
Chelley-Steeley, Patricia L.
;
Steeley, James M.
- In:
Applied financial economics
15
(
2005
)
6
,
pp. 409-423
Persistent link: https://www.econbiz.de/10002708209
Saved in:
168
Stochastic volatility forecasting and risk management
Sadorsky, Perry A.
- In:
Applied financial economics
15
(
2005
)
2
,
pp. 121-135
Persistent link: https://www.econbiz.de/10002537405
Saved in:
169
GARCH model with cross-sectional volatility : GARCHX models
Hwang, Soosung
;
Satchell, Stephen
- In:
Applied financial economics
15
(
2005
)
3
,
pp. 203-216
Persistent link: https://www.econbiz.de/10002598953
Saved in:
170
US monetary policy announcements and Irish stock market volatility
Bredin, Donal
;
Gavin, Caroline
;
O'Reilly, Gerard
- In:
Applied financial economics
15
(
2005
)
17
,
pp. 1243-1250
Persistent link: https://www.econbiz.de/10003228797
Saved in:
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