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~person:"Allen, David E."
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Search: subject:"Volatility"
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Volatilität
50
Volatility
48
Börsenkurs
18
ARCH model
17
ARCH-Modell
17
Schätzung
17
Estimation
16
Share price
16
forecasting
15
Kapitaleinkommen
13
Risikomaß
13
Spillover-Effekt
13
Australien
12
Welt
12
Australia
11
Capital income
11
Prognoseverfahren
11
Risk measure
11
Spillover effect
11
Time series analysis
11
Zeitreihenanalyse
11
value-at-risk
11
volatility of volatility
11
volatility risk
11
Aktienindex
10
Forecasting model
10
Stock index
10
World
10
Großbritannien
9
Realized volatility
9
United Kingdom
9
conditional heteroskedasticity
9
Cholesky-GARCH
8
Basel Accord
7
Capital market returns
7
Kapitalmarktrendite
7
Aktienmarkt
6
Stock market
6
USA
6
Volatility spillovers
6
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Free
58
Undetermined
7
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Book / Working Paper
60
Article
21
Type of publication (narrower categories)
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Working Paper
36
Arbeitspapier
26
Graue Literatur
26
Non-commercial literature
26
Article in journal
10
Aufsatz in Zeitschrift
10
Aufsatz im Buch
4
Book section
4
Article
3
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Language
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English
64
Undetermined
17
Author
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Allen, David E.
McAleer, Michael
592
Gupta, Rangan
261
Caporale, Guglielmo Maria
224
Chang, Chia-Lin
212
Bollerslev, Tim
192
Diebold, Francis X.
151
Koopman, Siem Jan
137
Spagnolo, Nicola
129
Asai, Manabu
120
Pierdzioch, Christian
116
Bouri, Elie
115
Härdle, Wolfgang
105
Lux, Thomas
101
Aizenman, Joshua
100
Andersen, Torben
98
Hammoudeh, Shawkat
98
Ma, Feng
96
Bekaert, Geert
95
Caporin, Massimiliano
93
Chiarella, Carl
92
Chevallier, Julien
86
Hautsch, Nikolaus
86
Bahmani-Oskooee, Mohsen
85
Todorov, Viktor
85
Andersen, Torben G.
84
Engle, Robert F.
83
Shephard, Neil
82
Buch, Claudia M.
78
Mumtaz, Haroon
77
Clements, Adam
74
McMillan, David G.
74
Davis, Steven J.
72
Kočenda, Evžen
72
Tiwari, Aviral Kumar
70
Ghysels, Eric
69
Barndorff-Nielsen, Ole E.
67
Herwartz, Helmut
66
Hafner, Christian M.
65
Christiansen, Charlotte
64
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Tinbergen Instituut
7
Department of Economics and Finance, College of Business and Economics
5
Institute of Economic Research, Kyoto University
2
School of Finance and Business Economics <Perth, Western Australia>
2
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
1
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Discussion paper / Tinbergen Institute
11
Tinbergen Institute Discussion Paper
10
School of Accounting, Finance and Economics & FEMARC working paper series
8
Tinbergen Institute Discussion Papers
7
Working Papers in Economics
5
Working paper
4
Econometric Institute research papers
3
Journal of Risk and Financial Management
3
The North American journal of economics and finance : a journal of financial economics studies
3
Applied economics
2
Journal of risk and financial management : JRFM
2
KIER Working Papers
2
Mathematics and Computers in Simulation (MATCOM)
2
Risks : open access journal
2
Documentos de Trabajo del ICAE
1
Emerging markets and sovereign risk
1
Emerging markets and the global economy
1
Global Business and Economics Review
1
International review of economics & finance : IREF
1
Risks
1
Stock market liquidity : implications for market microstructure and asset pricing
1
Stock market volatility
1
Working paper series / School of Economics and Finance, Curtin University of Technology
1
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ECONIS (ZBW)
49
RePEc
19
EconStor
13
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