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~isPartOf:"CREATES Research Papers"
~isPartOf:"Economics letters"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of financial economics"
~subject:"United States"
~subject:"Volatilität"
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An agent-based stochastic vola...
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United States
Volatilität
Anlageverhalten
603
Behavioural finance
603
Capital income
187
Kapitaleinkommen
187
Börsenkurs
172
Portfolio selection
172
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Baker, Malcolm
2
Branger, Nicole
2
Gupta, Rangan
2
Nofsinger, John R.
2
Park, Beum-jo
2
Renò, Roberto
2
Stein, Jeremy C.
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Andersen, Torben
1
Andreou, Panayiotis C.
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1
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CREATES Research Papers
Economics letters
Journal of banking & finance
Journal of financial economics
Working paper / National Bureau of Economic Research, Inc.
115
The review of financial studies
102
Finance research letters
76
The journal of finance : the journal of the American Finance Association
75
Journal of financial and quantitative analysis : JFQA
68
International review of financial analysis
48
International journal of theoretical and applied finance
45
NBER working paper series
41
Discussion paper / Tinbergen Institute
38
The North American journal of economics and finance : a journal of financial economics studies
37
Applied economics
36
Journal of econometrics
36
Quantitative finance
35
Discussion paper / Centre for Economic Policy Research
34
Journal of economic dynamics & control
34
International review of economics & finance : IREF
33
The journal of behavioral finance : a publication of the Institute of Behavioral Finance
33
Working paper
32
The journal of futures markets
31
Energy economics
30
Pacific-Basin finance journal
29
Research in international business and finance
28
Economic modelling
27
Applied economics letters
26
Research paper series / Swiss Finance Institute
25
Discussion papers / CEPR
24
Journal of empirical finance
24
Review of quantitative finance and accounting
24
CAMA working paper series
23
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
20
Applied mathematical finance
19
Finance and economics discussion series
19
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
19
Fisher College of Business working paper series
18
Financial management
17
Journal of risk and financial management : JRFM
17
Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
112
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1
Payoff complementarities and financial fragility : evidence from mutual fund outflows
Chen, Qi
;
Goldstein, Itay
;
Jiang, Wei
- In:
Journal of financial economics
97
(
2010
)
2
,
pp. 239-262
Persistent link: https://www.econbiz.de/10008648207
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2
COVID-19, lockdowns and herding towards a cryptocurrency market-specific implied volatility index
Rubbaniy, Ghulame
;
Polyzos, Stathis
;
Rizvi, Kumail Abbas
; …
- In:
Economics letters
207
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013169956
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3
The case for herding is stronger than you think
Bohl, Martin T.
;
Branger, Nicole
;
Trede, Mark
- In:
Journal of banking & finance
85
(
2017
),
pp. 30-40
Persistent link: https://www.econbiz.de/10011816847
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4
Robustness of distance-to-default
Jessen, Cathrine
;
Lando, David
- In:
Journal of banking & finance
50
(
2015
),
pp. 493-505
Persistent link: https://www.econbiz.de/10010510191
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5
Valuation of VIX derivatives
Mencía, Javier
;
Sentana, Enrique
- In:
Journal of financial economics
108
(
2013
)
2
,
pp. 367-391
Persistent link: https://www.econbiz.de/10009749334
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6
Moment-based estimation of stochastic volatility
Bregantini, Daniele
- In:
Journal of banking & finance
37
(
2013
)
12
,
pp. 4755-4764
Persistent link: https://www.econbiz.de/10010342233
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7
Spurious persistence in stochastic volatility
Messow, Philip
;
Krämer, Walter
- In:
Economics letters
121
(
2013
)
2
,
pp. 221-223
Persistent link: https://www.econbiz.de/10010346320
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8
Earning the right premium on the right factor in portfolio planning
Branger, Nicole
;
Hansis, Alexandra
- In:
Journal of banking & finance
59
(
2015
),
pp. 367-383
Persistent link: https://www.econbiz.de/10011544589
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9
Are classical option pricing models consistent with observed option second-order moments? : evidence from high-frequency data
Audrino, Francesco
;
Fengler, Matthias
- In:
Journal of banking & finance
61
(
2015
),
pp. 46-63
Persistent link: https://www.econbiz.de/10011545126
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10
Robust portfolio choice with derivative trading under stochastic volatility
Escobar, Marcos
;
Ferrando, Sebastian
;
Rubtsov, Alexey
- In:
Journal of banking & finance
61
(
2015
),
pp. 142-157
Persistent link: https://www.econbiz.de/10011545164
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