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~isPartOf:"The journal of finance : the journal of the American Finance Association"
~language:"eng"
~language:"nld"
~language:"pol"
~language:"zho"
~person:"Bollerslev, Tim"
~person:"Payne, James E."
~subject:"Aktienmarkt"
~subject:"Developing countries"
~subject:"Foreign investment"
~subject:"Risk premium"
~subject:"United States"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Government document"
~type_genre:"Statistics"
~type_genre:"Textbook"
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Aktienmarkt
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Bollerslev, Tim
Payne, James E.
Titman, Sheridan
13
Michaely, Roni
12
Fama, Eugene F.
11
French, Kenneth Ronald
11
Longstaff, Francis A.
11
O'Hara, Maureen
11
Whaley, Robert E.
11
Lakonishok, Josef
10
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10
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9
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9
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9
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8
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8
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8
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8
Bekaert, Geert
7
Campbell, John Y.
7
Ferson, Wayne E.
7
Goetzmann, William N.
7
Harris, Jeffrey H.
7
Harvey, Campbell R.
7
Kaplan, Steven N.
7
Lemmon, Michael L.
7
Lerner, Joshua
7
McConnell, John J.
7
Rajan, Raghuram Govind
7
Ritter, Jay
7
Andersen, Torben
6
Ang, Andrew
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6
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6
Hasbrouck, Joel
6
Jagannathan, Ravi
6
James, Christopher M.
6
Lee, Charles M. C.
6
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The journal of finance : the journal of the American Finance Association
Journal of econometrics
19
Journal of economics and finance
6
Applied economics letters
5
Applied financial economics
5
Journal of financial economics
5
Energy economics
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Applied economics
3
Atlantic economic journal : AEJ
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Journal of forensic economics
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Review of financial economics : RFE
3
Southern economic journal
3
The American journal of economics and sociology
3
The review of economics and statistics
3
Economic modelling
2
Economics letters
2
International economic review
2
Journal of applied econometrics
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Journal of empirical finance
2
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Journal of international money and finance
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Journal of legal economics
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Journal of policy modeling : JPMOD ; a social science forum of world issues
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Public choice
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The International trade journal
2
The review of financial studies
2
Tourism economics : the business and finance of tourism and recreation
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American economic review
1
Banking and finance review
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Contemporary economic policy : a journal of Western Economic Association International
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Defence and peace economics
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Defence economics : the political economy of defence disarmament and peace
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Economia internazionale
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European financial management : the journal of the European Financial Management Association
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International review of economics & finance : IREF
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Journal of economic dynamics & control
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ECONIS (ZBW)
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1
Tails, fears, and risk premia
Bollerslev, Tim
;
Todorov, Viktor
- In:
The journal of finance : the journal of the American …
66
(
2011
)
6
,
pp. 2165-2211
Persistent link: https://www.econbiz.de/10009514108
Saved in:
2
Variance-ratio statistics and high-frequency data : testing for changes in intraday volatility patterns
Andersen, Torben
;
Bollerslev, Tim
;
Das, Ashish
- In:
The journal of finance : the journal of the American …
56
(
2001
)
1
,
pp. 305-327
Persistent link: https://www.econbiz.de/10001575072
Saved in:
3
Deutsche Mark-dollar volatility : intraday activity patterns, macroeconomic announcements and longer run dependencies
Andersen, Torben
- In:
The journal of finance : the journal of the American …
53
(
1998
)
1
,
pp. 219-265
Persistent link: https://www.econbiz.de/10001235487
Saved in:
4
Heterogeneous information arrivals and return volatility dynamics : uncovering the long-run in high frequency returns
Andersen, Torben
- In:
The journal of finance : the journal of the American …
52
(
1997
)
3
,
pp. 975-1005
Persistent link: https://www.econbiz.de/10001225624
Saved in:
5
Cointegration, fractional cointegration, and exchange rate dynamics
Baillie, Richard
- In:
The journal of finance : the journal of the American …
49
(
1994
)
2
,
pp. 737-745
Persistent link: https://www.econbiz.de/10001169038
Saved in:
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