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~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of financial economics"
~subject:"Estimation"
~subject:"Theory"
~subject:"USA"
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An agent-based stochastic vola...
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Estimation
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Anlageverhalten
490
Behavioural finance
490
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162
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162
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Hong, Harrison G.
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Barroso, Pedro
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Malliaris, Anastasios G.
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CREATES Research Papers
Journal of banking & finance
Journal of financial economics
Working paper / National Bureau of Economic Research, Inc.
170
NBER working paper series
143
The review of financial studies
132
Finance research letters
105
The journal of finance : the journal of the American Finance Association
100
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87
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71
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63
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63
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58
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55
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54
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47
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46
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45
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43
Discussion paper / Tinbergen Institute
42
Economics letters
40
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CESifo working papers
39
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38
Pacific-Basin finance journal
37
The European journal of finance
36
Applied economics letters
35
Review of quantitative finance and accounting
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SpringerLink / Bücher
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Fisher College of Business working paper series
32
Research in international business and finance
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Review of finance : journal of the European Finance Association
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The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
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30
Sonderforschungsbereich 504, Rationalitätskonzepte, Entscheidungsverhalten und Ökonomische Modellierung
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Swiss Finance Institute Research Paper
29
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ECONIS (ZBW)
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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
Firm specific and macro herding by professional and amateur investors and their effects on market volatility
Venezia, Itzhak
;
Nashikkar, Amrut
;
Shapira, Zur Baruch
- In:
Journal of banking & finance
35
(
2011
)
7
,
pp. 1599-1609
Persistent link: https://www.econbiz.de/10009247630
Saved in:
3
Herding on fundamental information : a comparative study
Galariotis, Emilios C.
;
Rong, Wu
;
Spyrou, Spyros I.
- In:
Journal of banking & finance
50
(
2015
),
pp. 589-598
Persistent link: https://www.econbiz.de/10010510181
Saved in:
4
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
Saved in:
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
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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8
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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9
Discrete stochastic autoregressive volatility
Cordis, Adriana S.
;
Kirby, Chris
- In:
Journal of banking & finance
43
(
2014
),
pp. 160-178
Persistent link: https://www.econbiz.de/10010410013
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10
The risk premia embedded in index options
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
- In:
Journal of financial economics
117
(
2015
)
3
,
pp. 558-584
Persistent link: https://www.econbiz.de/10011480313
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