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~isPartOf:"American journal of agricultural economics"
~isPartOf:"Journal of financial economics"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
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Volatility
USA
2,100
United States
2,100
Theorie
356
Theory
356
Börsenkurs
171
Share price
171
Agriculture
113
Landwirtschaft
113
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101
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101
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95
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95
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94
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Aufsatz in Zeitschrift
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49
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Brandt, Michael W.
2
Chan, Kalok
2
Fleming, Jeff
2
García, Philip
2
Hayes, Dermot James
2
Jacobs, Kris
2
Karali, Berna
2
Kirby, Chris
2
Ostdiek, Barbara
2
Power, Gabriel J.
2
Ang, Andrew
1
Aït-Sahalia, Yacine
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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American journal of agricultural economics
Journal of financial economics
The journal of futures markets
128
The review of financial studies
81
Journal of banking & finance
60
The journal of finance : the journal of the American Finance Association
58
Applied financial economics
53
Energy economics
46
Journal of financial and quantitative analysis : JFQA
46
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
46
The North American journal of economics and finance : a journal of financial economics studies
43
Journal of empirical finance
38
Applied economics
35
International review of financial analysis
35
International review of economics & finance : IREF
34
Finance research letters
32
The review of economics and statistics
31
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
29
Journal of international financial markets, institutions & money
29
Economic modelling
28
Economics letters
28
Journal of international money and finance
28
Journal of money, credit and banking : JMCB
27
Global finance journal
25
Journal of econometrics
24
Journal of economics & business
24
The American economic review
24
Applied economics letters
23
The journal of derivatives : the official publication of the International Association of Financial Engineers
22
The journal of real estate finance and economics
20
Journal of economics and finance
19
Research in international business and finance
18
Journal of applied econometrics
17
Journal of multinational financial management
17
Journal of risk and financial management : JRFM
17
Econometric reviews
16
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
16
The journal of fixed income
16
Review of quantitative finance and accounting
15
Journal of monetary economics
14
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ECONIS (ZBW)
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1
Mitigating volatile US gasoline prices and internalizing external costs : a win-win fuel portfolio
Zhang, Zibin
;
Lohr, Luanne
;
Escalante, Cesar L.
; …
- In:
American journal of agricultural economics
90
(
2008
)
5
,
pp. 1218-1225
Persistent link: https://www.econbiz.de/10003783037
Saved in:
2
The economic consequences of increased disclosure : evidence from international cross-listings
Bailey, Warren
;
Karolyi, G. Andrew
;
Salva, Carolina
- In:
Journal of financial economics
81
(
2006
)
1
,
pp. 175-213
Persistent link: https://www.econbiz.de/10003340778
Saved in:
3
Conditional volatility in affine term-structure models : evidence from Treasury and swap markets
Jacobs, Kris
;
Karoui, Lotfi
- In:
Journal of financial economics
91
(
2009
)
3
,
pp. 288-318
Persistent link: https://www.econbiz.de/10003833577
Saved in:
4
Option markets and implied volatility : past versus present
Mixon, Scott
- In:
Journal of financial economics
94
(
2009
)
2
,
pp. 171-191
Persistent link: https://www.econbiz.de/10003906341
Saved in:
5
Cross-section of option returns and volatility
Goyal, Amit
;
Saretto, Alessio
- In:
Journal of financial economics
94
(
2009
)
2
,
pp. 310-326
Persistent link: https://www.econbiz.de/10003906353
Saved in:
6
Maximum likelihood estimation of stochastic volatility models
Aït-Sahalia, Yacine
;
Kimmel, Robert
- In:
Journal of financial economics
83
(
2007
)
2
,
pp. 413-452
Persistent link: https://www.econbiz.de/10003425468
Saved in:
7
The term structure of implied forward volatility : recovery and informational content in the corn options market
Egelkraut, Thorsten Michael
;
García, Philip
;
Sherrick, …
- In:
American journal of agricultural economics
89
(
2007
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10003448528
Saved in:
8
Pricing American options under stochastic volatility and stochastic interest rates
Medvedev, Alexey
;
Scaillet, Olivier
- In:
Journal of financial economics
98
(
2010
)
1
,
pp. 145-159
Persistent link: https://www.econbiz.de/10008702738
Saved in:
9
Identifying the effects of a lender of last resort on financial markets : lessons from the founding of the fed
Bernstein, Asaf
;
Hughson, Eric
;
Weidenmier, Marc D.
- In:
Journal of financial economics
98
(
2010
)
1
,
pp. 40-53
Persistent link: https://www.econbiz.de/10008702773
Saved in:
10
Bayesian state-space estimation of stochastic volatility for storable commodities
Karali, Berna
;
Power, Gabriel J.
;
Ishdorj, Ariun
- In:
American journal of agricultural economics
93
(
2011
)
2
,
pp. 434-440
Persistent link: https://www.econbiz.de/10009374045
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