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Volatility
375
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374
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221
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187
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187
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134
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133
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Prokopczuk, Marcel
7
Chen, Tsung-kang
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Liao, Hsien-hsing
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Skiadopoulos, George
6
Taylor, Stephen
6
Alexander, Carol
4
Clements, Adam
4
Harris, Richard D. F.
4
Jiang, George J.
4
Peña Sánchez de Rivera, Juan Ignacio
4
Uhrig-Homburg, Marliese
4
Wese Simen, Chardin
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Bianchi, Robert
3
Branger, Nicole
3
Brooks, Robert
3
Cartea, Álvaro
3
Chang, Eric Chieh
3
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3
Cyree, Ken B.
3
Doran, James S.
3
Dotsis, George
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Driessen, Joost
3
Ederington, Louis H.
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Gençay, Ramazan
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Konstantinidi, Eirini
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Li, Junye
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3
Roncoroni, Andrea
3
Ronn, Ehud I.
3
Smith, Daniel R.
3
Thornton, Daniel L.
3
Tse, Yiuman
3
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Journal of banking & finance
Journal of econometrics
1,934
Economics letters
1,295
Energy economics
1,060
NBER working paper series
1,058
NBER Working Paper
966
Working paper / National Bureau of Economic Research, Inc.
936
Econometric theory
755
Finance research letters
744
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
743
Applied economics
649
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540
Discussion paper / Tinbergen Institute
537
Economic modelling
537
Econometric reviews
528
Applied economics letters
517
International review of financial analysis
503
International review of economics & finance : IREF
468
Discussion paper / Centre for Economic Policy Research
451
The journal of futures markets
437
The North American journal of economics and finance : a journal of financial economics studies
384
Journal of empirical finance
377
CEMMAP working papers / Centre for Microdata Methods and Practice
376
Journal of international money and finance
370
International journal of theoretical and applied finance
368
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
353
CESifo working papers
351
Applied financial economics
348
Journal of the American Statistical Association : JASA
332
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
328
European journal of operational research : EJOR
328
Journal of applied econometrics
323
International journal of forecasting
318
Journal of financial economics
309
Journal of international financial markets, institutions & money
305
The econometrics journal
304
Journal of economic dynamics & control
302
Discussion paper
293
Research in international business and finance
288
Journal of forecasting
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ECONIS (ZBW)
637
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1
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637
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1
Volatility
dynamics for the S&P 500 : further evidence from non-affine, multi-factor jump diffusions
Kaeck, Andreas
;
Alexander, Carol
- In:
Journal of banking & finance
36
(
2012
)
11
,
pp. 3110-3121
Persistent link: https://www.econbiz.de/10009672975
Saved in:
2
On stability of operational risk estimates by LDA : from causes to approaches
Zhou, Xiaoping
;
Durfee, Antonina V.
;
Fabozzi, Frank J.
- In:
Journal of banking & finance
68
(
2016
),
pp. 266-278
Persistent link: https://www.econbiz.de/10011634840
Saved in:
3
Computing the market price of
volatility
risk in the energy commodity markets
Doran, James S.
;
Ronn, Ehud I.
- In:
Journal of banking & finance
32
(
2008
)
12
,
pp. 2541-2552
Persistent link: https://www.econbiz.de/10003795774
Saved in:
4
Cross-commodity news transmission and
volatility
spillovers in the German energy markets
Green, Rikard
;
Larsson, Karl
;
Lunina, Veronika
; …
- In:
Journal of banking & finance
95
(
2018
),
pp. 231-243
Persistent link: https://www.econbiz.de/10011966754
Saved in:
5
A comparison of yield curve estimation techniques using UK data
Ioannides, Michalis
- In:
Journal of banking & finance
27
(
2003
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10001721729
Saved in:
6
Term structure estimation from on-the-run Treasuries
Jordan, James V.
;
Mansi, Sattar
- In:
Journal of banking & finance
27
(
2003
)
8
,
pp. 1487-1509
Persistent link: https://www.econbiz.de/10001770312
Saved in:
7
Modeling persistent interest rates with double-autoregressive processes
Hansen, Anne Lundgaard
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013257376
Saved in:
8
Evaluating the robustness of UK term structure decompositions using linear regression methods
Malik, Sheheryar
;
Meldrum, Andrew
- In:
Journal of banking & finance
67
(
2016
),
pp. 85-102
Persistent link: https://www.econbiz.de/10011634653
Saved in:
9
Geostatistical modeling of dependent credit spreads : estimation of large covariance matrices and imputation of missing data
Hüttner, Amelie
;
Scherer, Matthias
;
Gräler, Benedikt
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012521061
Saved in:
10
Individual stock-option prices and credit spreads
Cremers, Martijn
;
Driessen, Joost
;
Maenhout, Pascal J.
; …
- In:
Journal of banking & finance
32
(
2008
)
12
,
pp. 2706-2715
Persistent link: https://www.econbiz.de/10003796160
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