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Volatility
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McAleer, Michael
325
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Bouri, Elie
111
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Ma, Feng
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89
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75
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74
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72
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64
Kočenda, Evžen
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Chiarella, Carl
62
Lux, Thomas
61
Corbet, Shaen
60
Clements, Adam
58
Lucey, Brian M.
58
Kang, Sang Hoon
56
Wohar, Mark E.
56
Christoffersen, Peter F.
55
Gil-Alaña, Luis A.
55
Caballero, Ricardo J.
53
Hautsch, Nikolaus
53
Mensi, Walid
53
Buch, Claudia M.
52
Fernández-Villaverde, Jesús
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Hafner, Christian M.
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28
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Centre for Analytical Finance <Århus>
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World Bank
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Centre for Growth and Business Cycle Research <Manchester>
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Ekonomiska forskningsinstitutet <Stockholm>
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Institut für Weltwirtschaft
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Chambre de commerce et d'industrie de Paris
9
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Cowles Foundation for Research in Economics, Yale University
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Institute of Economic Research, Kyoto University
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Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
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419
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Journal of banking & finance
375
International review of economics & finance : IREF
368
The journal of futures markets
360
Economic modelling
341
The North American journal of economics and finance : a journal of financial economics studies
324
Journal of econometrics
321
Applied financial economics
265
Journal of empirical finance
265
Applied economics letters
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Research in international business and finance
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Economics letters
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International journal of theoretical and applied finance
245
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197
Quantitative finance
191
Journal of financial economics
184
Pacific-Basin finance journal
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
172
CESifo working papers
169
International Journal of Energy Economics and Policy : IJEEP
166
The European journal of finance
157
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
150
IMF working papers
148
Journal of economic dynamics & control
147
International journal of finance & economics : IJFE
146
International journal of forecasting
145
Journal of forecasting
131
The review of financial studies
125
Research paper series / Swiss Finance Institute
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ECONIS (ZBW)
39,300
RePEc
1,017
EconStor
131
BASE
39
ArchiDok
3
Other ZBW resources
1
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41
Bayesian collapsed Gibbs sampling for a stochastic volatility model with a Dirichlet process mixture
Wu, Frank C. Z.
- In:
Journal of applied econometrics
39
(
2024
)
4
,
pp. 697-704
Persistent link: https://www.econbiz.de/10014562850
Saved in:
42
Bayesian VARs and prior calibration in times of COVID-19
Hartwig, Benny
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014505189
Saved in:
43
Being famous matters : evidence from cash flow volatility
Ahmed, Mohamed Shaker
;
Elnahass, Marwa
- In:
International review of financial analysis
93
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014543486
Saved in:
44
Belief overreaction and stock market puzzles
Bordalo, Pedro
;
Gennaioli, Nicola
;
La Porta, Rafael
; …
- In:
Journal of political economy
132
(
2024
)
5
,
pp. 1450-1484
Persistent link: https://www.econbiz.de/10014633508
Saved in:
45
Bitcoin attention and economic policy uncertainty
Gill de Albornoz Noguer, Belén
;
Lafuente, Juan Angel
; …
- In:
Finance research letters
60
(
2024
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014490191
Saved in:
46
Bitcoin halving and the integration of cryptocurrency and forex markets : an analysis of the higher-order moment spillovers
Jiménez, Inés
;
Mora-Valencia, Andrés
;
Perote, Javier
- In:
International review of economics & finance : IREF
92
(
2024
),
pp. 302-315
Persistent link: https://www.econbiz.de/10014534898
Saved in:
47
The Bitcoin price and Bitcoin price uncertainty : evidence of Bitcoin price volatility
Kose, Nezir
;
Yildirim, Hakan
;
Ünal, Emre
;
Lin, Boqiang
- In:
The journal of futures markets
44
(
2024
)
4
,
pp. 673-695
Persistent link: https://www.econbiz.de/10014536669
Saved in:
48
Bitcoin price volatility transmission between spot and futures markets
Apostolakis, George N.
- In:
International review of financial analysis
94
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014543923
Saved in:
49
Bond market spillover networks of ASEAN-4 markets : is the global pandemic different?
Uddin, Mohammed Gazi Salah
;
Yahya, Muhammad
;
Park, Donghyun
- In:
International review of economics & finance : IREF
92
(
2024
),
pp. 1028-1044
Persistent link: https://www.econbiz.de/10014535068
Saved in:
50
Breaking bad trends
Goulding, Christian L.
;
Harvey, Campbell R.
;
Mazzoleni, …
- In:
Financial analysts journal : FAJ
80
(
2024
)
1
,
pp. 84-98
Persistent link: https://www.econbiz.de/10014576152
Saved in:
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