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~isPartOf:"International journal of theoretical and applied finance"
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Volatility
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International journal of theoretical and applied finance
NBER working paper series
1,441
Finance research letters
1,394
Working paper / National Bureau of Economic Research, Inc.
1,363
Journal of banking & finance
1,159
NBER Working Paper
1,129
International review of financial analysis
1,065
The journal of finance : the journal of the American Finance Association
940
Journal of financial economics
909
Applied economics
800
International review of economics & finance : IREF
799
Energy economics
791
Applied financial economics
765
Pacific-Basin finance journal
726
Applied economics letters
677
Journal of empirical finance
633
The review of financial studies
631
Journal of financial and quantitative analysis : JFQA
618
The North American journal of economics and finance : a journal of financial economics studies
598
Economic modelling
571
Discussion paper / Centre for Economic Policy Research
566
Journal of international financial markets, institutions & money
562
The journal of futures markets
547
Research in international business and finance
545
Economics letters
530
Review of quantitative finance and accounting
482
The European journal of finance
468
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
466
Journal of international money and finance
422
Working paper
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Journal of econometrics
409
The journal of real estate finance and economics
395
Journal of risk and financial management : JRFM
380
International journal of economics and finance
362
CESifo working papers
335
International journal of economics and financial issues : IJEFI
319
Research paper series / Swiss Finance Institute
319
Journal of financial markets
316
Management science : journal of the Institute for Operations Research and the Management Sciences
316
International journal of finance & economics : IJFE
299
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ECONIS (ZBW)
326
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1
A threshold model for stock return
volatility
and trading volume
Iori, Giulia
- In:
International journal of theoretical and applied finance
3
(
2000
)
3
,
pp. 467-472
Persistent link: https://www.econbiz.de/10001523008
Saved in:
2
A threshold model for local
volatility
: evidence of leverage and mean reversion effects on historical data
Lejay, Antoine
;
Pigato, Paolo
- In:
International journal of theoretical and applied finance
22
(
2019
)
4
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012030906
Saved in:
3
The impact of stock returns
volatility
on credit default swap rates: A copula study
Abid, Fathi
;
Naifar, Nader
- In:
International journal of theoretical and applied finance
8
(
2005
)
8
,
pp. 1135-1155
Persistent link: https://www.econbiz.de/10003280048
Saved in:
4
Modeling the risk and return relation conditional on markt
volatility
and market conditions
Galagedera, Don U. A.
;
Faff, Robert W.
- In:
International journal of theoretical and applied finance
8
(
2005
)
1
,
pp. 75-95
Persistent link: https://www.econbiz.de/10002625219
Saved in:
5
A correlated stochastic
volatility
model measuring leverage and other stylized facts
Masoliver, Jaume
;
Perelló, Josep
- In:
International journal of theoretical and applied finance
5
(
2002
)
5
,
pp. 541-562
Persistent link: https://www.econbiz.de/10001687146
Saved in:
6
Fractional integration in the stock market
volatility
series
Gil-Alaña, Luis A.
- In:
International journal of theoretical and applied finance
5
(
2002
)
8
,
pp. 775-783
Persistent link: https://www.econbiz.de/10001763176
Saved in:
7
On the rate of information absorption in the conditional variance of SES dual listed stocks
Fong, Wai-mun
;
Chng, Pheng Lui
- In:
International journal of theoretical and applied finance
3
(
2000
)
2
,
pp. 205-217
Persistent link: https://www.econbiz.de/10001484695
Saved in:
8
Wavelet transforms for the statistical analysis of returns generating stochastic processes
Capobianco, Enrico
- In:
International journal of theoretical and applied finance
4
(
2001
)
3
,
pp. 511-534
Persistent link: https://www.econbiz.de/10001584368
Saved in:
9
Volatility
inference and return dependencies in stochastic
volatility
models
Pfante, Oliver
;
Bertschinger, Nils
- In:
International journal of theoretical and applied finance
22
(
2019
)
3
,
pp. 1-44
Persistent link: https://www.econbiz.de/10012019759
Saved in:
10
Drawdown measures and return moments
Möller, Philipp M.
- In:
International journal of theoretical and applied finance
21
(
2018
)
7
,
pp. 1-42
Persistent link: https://www.econbiz.de/10011957033
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