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~isPartOf:"CREATES research paper"
~isPartOf:"International review of applied economics"
~person:"Andersen, Torben"
~person:"Bahmani-Oskooee, Mohsen"
~person:"Brzozowski, Michał"
~person:"Degiannakis, Stavros"
~person:"Farka, Mira"
~person:"Hammoudeh, Shawkat"
~person:"Kiohos, Apostolos"
~person:"Valadkhani, Abbas"
~person:"Yoon, Seong-min"
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Search: subject_exact:"Volatility"
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Volatility
13
Volatilität
13
Börsenkurs
4
Share price
4
ARCH model
3
ARCH-Modell
3
Exchange rate
3
USA
3
United States
3
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exchange rate volatility
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industry data
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Andersen, Torben
Bahmani-Oskooee, Mohsen
Brzozowski, Michał
Degiannakis, Stavros
Farka, Mira
Hammoudeh, Shawkat
Kiohos, Apostolos
Valadkhani, Abbas
Yoon, Seong-min
Lunde, Asger
8
Santucci de Magistris, Paolo
8
Bollerslev, Tim
7
Christiansen, Charlotte
7
Christoffersen, Peter F.
7
Todorov, Viktor
7
Teräsvirta, Timo
6
Christensen, Bent Jesper
5
Hansen, Peter Reinhard
5
Hounyo, Ulrich
5
Podolskij, Mark
5
Jacobs, Kris
4
Silvennoinen, Annastiina
4
Veliyev, Bezirgen
4
Asgharian, Hossein
3
Barndorff-Nielsen, Ole E.
3
Christensen, Kim
3
Hou, Ai Jun
3
Rossi, Eduardo
3
Veraart, Almut E. D.
3
Violante, Francesco
3
Amado, Cristina
2
Andreasen, Martin Møller
2
Barletta, Andrea
2
Bennedsen, Mikkel
2
Caporin, Massimiliano
2
Ergemen, Yunus Emre
2
Fusari, Nicola
2
Grassi, Stefano
2
Hegerty, Scott W.
2
Heston, Steven L.
2
Kristensen, Dennis
2
Kruse, Robinson
2
Meddahi, Nour
2
Olesen, Kasper V.
2
Pakkanen, Mikko S.
2
Proietti, Tommaso
2
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2
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CREATES research paper
International review of applied economics
Energy economics
26
Working paper / National Bureau of Economic Research, Inc.
15
Applied economics
14
Journal of econometrics
12
The North American journal of economics and finance : a journal of financial economics studies
12
International review of financial analysis
8
Empirica : journal of european economics
7
Journal of international financial markets, institutions & money
6
The energy journal
6
The journal of finance : the journal of the American Finance Association
6
Australian economic papers
5
CFS working paper series
5
Economic systems
5
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
5
International review of economics & finance : IREF
5
Research in international business and finance
5
Working papers / Financial Institutions Center
5
Economic modelling
4
Economics working paper series ...
4
Finance research letters
4
Global finance journal
4
Working Paper / Bank of Greece
4
Working paper
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Bank of Greece Working Paper
3
Econometric Institute Research Papers
3
Econometric Institute research papers
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Economic change and restructuring : empirical and policy research on the transitional and emerging economies
3
Economic issues
3
Financial Institutions Center
3
Korea and the world economy
3
Pacific-Basin finance journal
3
The International trade journal
3
The Korean economic review
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Working papers / Federal Reserve Bank of Chicago
3
Applied economics quarterly
2
Applied financial economics
2
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ECONIS (ZBW)
13
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1
Time-varying periodicity in intraday volatility
Andersen, Torben
;
Thyrsgaard, Martin
;
Todorov, Viktor
-
2018
Persistent link: https://www.econbiz.de/10011797522
Saved in:
2
Short-term market risks implied by weekly options
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2018
Persistent link: https://www.econbiz.de/10011797670
Saved in:
3
The Euro Area : does one currency fit all?
Nikas, Christos
;
Stoupos, Nikolaos
;
Kiohos, Apostolos
- In:
International review of applied economics
33
(
2019
)
5
,
pp. 642-658
Persistent link: https://www.econbiz.de/10012182352
Saved in:
4
Parametric inference and dynamic state recovery from option panels
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2012
Persistent link: https://www.econbiz.de/10009524097
Saved in:
5
Coherent model-free implied volatility : a corridor fix for high-frequency VIX
Andersen, Torben
;
Bondarenko, Oleg
;
Gonzalez-Perez, Maria T.
-
2011
Persistent link: https://www.econbiz.de/10009385071
Saved in:
6
The interplay between labor market rigidity and volatility-growth nexus
Brzozowski, Michał
- In:
International review of applied economics
25
(
2011
)
4
,
pp. 405-418
Persistent link: https://www.econbiz.de/10009156784
Saved in:
7
Stochastic volatility
Andersen, Torben
;
Benzoni, Luca
-
2010
Persistent link: https://www.econbiz.de/10003937010
Saved in:
8
Realized volatility and multipower variation
Andersen, Torben
;
Todorov, Viktor
-
2009
Persistent link: https://www.econbiz.de/10003892558
Saved in:
9
An empirical analysis of the US stock market and output growth volatility spillover effects on three Anglo-Saxon countries
Valadkhani, Abbas
;
Chen, George
- In:
International review of applied economics
28
(
2014
)
3
,
pp. 322-334
Persistent link: https://www.econbiz.de/10010355442
Saved in:
10
Impact of exchange rate volatility on commodity trade between US and Hong Kong
Bahmani-Oskooee, Mohsen
;
Xu, Jia
- In:
International review of applied economics
27
(
2013
)
1
,
pp. 81-109
Persistent link: https://www.econbiz.de/10009720396
Saved in:
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