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~isPartOf:"Journal of econometrics"
~subject:"USA"
~type_genre:"Article in journal"
~type_genre:"Konferenzschrift"
~type_genre:"Quelle"
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USA
Volatility
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Bollerslev, Tim
3
Engle, Robert F.
3
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2
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2
Zhou, Hao
2
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1
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Journal of econometrics
The journal of futures markets
168
Applied economics
124
The review of financial studies
112
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100
Journal of international money and finance
98
Monthly labor review : MLR
91
The review of economics and statistics
90
Journal of banking & finance
89
Applied financial economics
87
The journal of finance : the journal of the American Finance Association
85
Economics letters
84
Energy economics
84
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71
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70
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
66
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
61
International review of economics & finance : IREF
60
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
59
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58
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52
The North American journal of economics and finance : a journal of financial economics studies
52
Vierteljahrshefte zur Wirtschaftsforschung
52
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49
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48
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48
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48
Applied economics letters
46
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46
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46
The journal of derivatives : the official publication of the International Association of Financial Engineers
45
Global finance journal
43
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40
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40
Journal of multinational financial management
40
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38
Finance research letters
37
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ECONIS (ZBW)
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1
Post-'87 crash fears in the S&P 500 futures option market
Bates, David S.
- In:
Journal of econometrics
94
(
2000
)
1/2
,
pp. 181-238
Persistent link: https://www.econbiz.de/10001437755
Saved in:
2
Long-term equity anticipation securities and stock market
volatility
dynamics
Bollerslev, Tim
;
Mikkelsen, Hans Ole Æ.
- In:
Journal of econometrics
92
(
1999
)
1
,
pp. 75-99
Persistent link: https://www.econbiz.de/10001400092
Saved in:
3
Asymptotic normality of narrow-band least squares in the stationary fractional
cointegration
model and
volatility
forecasting
Christensen, Bent Jesper
;
Nielsen, Morten Ørregaard
- In:
Journal of econometrics
133
(
2006
)
1
,
pp. 343-371
Persistent link: https://www.econbiz.de/10003354581
Saved in:
4
Breaks and persistency: macroeconomic causes of stock market
volatility
Beltratti, Andrea
;
Morana, Claudio
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 151-177
Persistent link: https://www.econbiz.de/10003298570
Saved in:
5
A semiparametric GARCH model for foreign exchange
volatility
Yang, Lijian
- In:
Journal of econometrics
130
(
2006
)
2
,
pp. 365-384
Persistent link: https://www.econbiz.de/10003277973
Saved in:
6
Estimating stochastic
volatility
diffusion using conditional moments of integrated
volatility
Bollerslev, Tim
;
Zhou, Hao
- In:
Journal of econometrics
109
(
2002
)
1
,
pp. 33-65
Persistent link: https://www.econbiz.de/10001663892
Saved in:
7
Market efficiency, asset returns, and the size of the risk premium in global equity markets
Bansal, Ravi
;
Lundblad, Christian
- In:
Journal of econometrics
109
(
2002
)
2
,
pp. 195-237
Persistent link: https://www.econbiz.de/10001689009
Saved in:
8
Do option markets correctly price the probabilities of movement of the underlying asset?
Aït-Sahalia, Yacine
;
Wang, Yubo
;
Yared, Francis
- In:
Journal of econometrics
102
(
2001
)
1
,
pp. 67-110
Persistent link: https://www.econbiz.de/10001575286
Saved in:
9
Tests of cointegrating rank with a trend-break
Inoue, Atsushi
- In:
Journal of econometrics
90
(
1999
)
2
,
pp. 215-237
Persistent link: https://www.econbiz.de/10001382112
Saved in:
10
A semiparametric cointegrating regression : investigating the effects of age distributions on consumption and saving
Park, Joon Y.
;
Shin, Kwanho
;
Whang, Yoon-jae
- In:
Journal of econometrics
157
(
2010
)
1
,
pp. 165-178
Persistent link: https://www.econbiz.de/10008661721
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