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Volatility
333
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333
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270
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270
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225
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225
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212
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Bollerslev, Tim
20
Todorov, Viktor
18
Aït-Sahalia, Yacine
16
Tauchen, George Eugene
15
Andersen, Torben
13
McAleer, Michael
12
Park, Joon Y.
12
Phillips, Peter C. B.
11
Patton, Andrew J.
10
Ghysels, Eric
9
Linton, Oliver
9
Meddahi, Nour
9
Mykland, Per A.
9
Gouriéroux, Christian
8
Li, Jia
8
Renault, Eric
8
Taylor, Robert
8
Cavaliere, Giuseppe
7
Xiu, Dacheng
7
Yu, Jun
7
Chang, Chia-Lin
6
Kim, Donggyu
6
Li, Yingying
6
Ling, Shiqing
6
Maheu, John M.
6
Shephard, Neil G.
6
Zakoïan, Jean-Michel
6
Asai, Manabu
5
Corradi, Valentina
5
Dufour, Jean-Marie
5
Francq, Christian
5
Gallant, A. Ronald
5
Garcia, René
5
Hallin, Marc
5
Koopman, Siem Jan
5
Monfort, Alain
5
Rahbek, Anders
5
Renò, Roberto
5
Swanson, Norman R.
5
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5
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Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
Conference on Realized Volatility <2006, Montréal>
1
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Journal of econometrics
The journal of futures markets
955
European journal of operational research : EJOR
836
Energy economics
826
Finance research letters
802
International journal of theoretical and applied finance
756
Journal of banking & finance
727
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683
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650
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584
Insurance / Mathematics & economics
548
International review of financial analysis
530
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510
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472
Economics letters
469
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462
The North American journal of economics and finance : a journal of financial economics studies
419
Discussion paper / Tinbergen Institute
397
Finance and stochastics
390
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386
Mathematical finance : an international journal of mathematics, statistics and financial theory
380
Applied economics letters
376
Journal of economic dynamics & control
374
Quantitative finance
372
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362
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347
Discussion paper / Centre for Economic Policy Research
336
The journal of derivatives : the official publication of the International Association of Financial Engineers
336
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333
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331
Research in international business and finance
329
Risks : open access journal
318
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301
The journal of computational finance
301
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290
Journal of international financial markets, institutions & money
279
Journal of international money and finance
275
Computational economics
274
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
272
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ECONIS (ZBW)
618
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1
Variance trading and market price of variance risk
Bondarenko, Oleg
- In:
Journal of econometrics
180
(
2014
)
1
,
pp. 81-97
Persistent link: https://www.econbiz.de/10010379480
Saved in:
2
Learning, confidence, and option prices
Shaliastovich, Ivan
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 18-42
Persistent link: https://www.econbiz.de/10011498730
Saved in:
3
Closed-form implied
volatility
surfaces for stochastic
volatility
models with jumps
Aït-Sahalia, Yacine
;
Li, Chenxu
;
Li, Chen Xu
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 364-392
Persistent link: https://www.econbiz.de/10012619431
Saved in:
4
Nonparametric jump variation measures from options
Todorov, Viktor
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 255-280
Persistent link: https://www.econbiz.de/10013463804
Saved in:
5
Econometric analysis of financial derivatives: an overview
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 403-407
Persistent link: https://www.econbiz.de/10011499624
Saved in:
6
The effects of asymmetric
volatility
and jumps on the pricing of VIX derivatives
Park, Yang-Ho
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 313-328
Persistent link: https://www.econbiz.de/10011617156
Saved in:
7
Model-based pricing for financial derivatives
Zhu, Ke
;
Ling, Shiqing
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 447-457
Persistent link: https://www.econbiz.de/10011499705
Saved in:
8
A multivariate stochastic unit root model with an application to
derivative
pricing
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 99-110
Persistent link: https://www.econbiz.de/10011743783
Saved in:
9
On implied
volatility
for options : some reasons to smile and more to correct
Chen, Song Xi
;
Xu, Zheng
- In:
Journal of econometrics
179
(
2014
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10010258291
Saved in:
10
Econometric analysis of financial derivatives
Chang, Chia-Lin
(
ed.
);
McAleer, Michael
(
ed.
)
-
2015
Persistent link: https://www.econbiz.de/10011499675
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