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~isPartOf:"Journal of empirical finance"
~subject:"Volatility"
~type:"article"
~type_genre:"Article in journal"
~type_genre:"Bibliography included"
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Volatility
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Christiansen, Charlotte
4
Frijns, Bart
4
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Journal of empirical finance
Energy economics
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Finance research letters
589
International review of financial analysis
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375
International review of economics & finance : IREF
367
The journal of futures markets
360
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341
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324
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318
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261
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255
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245
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230
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184
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172
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
172
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156
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
263
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1
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263
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1
Option pricing under linear autoregressive dynamics, heteroskedasticity, and conditional leptokurtosis
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Journal of empirical finance
8
(
2001
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10001568288
Saved in:
2
Risk spillovers in international equity portfolios
Bonato, Matteo
;
Caporin, Massimiliano
;
Ranaldo, Angelo
- In:
Journal of empirical finance
24
(
2013
),
pp. 121-137
Persistent link: https://www.econbiz.de/10010371985
Saved in:
3
The impact of the introduction of the Euro on foreign exchange rate risk exposures
Bartram, Söhnke M.
;
Karolyi, G. Andrew
- In:
Journal of empirical finance
13
(
2006
)
4/5
,
pp. 519-549
Persistent link: https://www.econbiz.de/10003370863
Saved in:
4
Volatility
dynamics under duration-dependent mixing
Maheu, John M.
;
McCurdy, Thomas H.
- In:
Journal of empirical finance
7
(
2000
)
3/4
,
pp. 345-372
Persistent link: https://www.econbiz.de/10001558275
Saved in:
5
Variance risk premiums in foreign exchange markets
Ammann, Manuel
;
Buesser, Ralf
- In:
Journal of empirical finance
23
(
2013
),
pp. 16-32
Persistent link: https://www.econbiz.de/10010221798
Saved in:
6
The stochastic behavior of commodity prices with heteroskedasticity in the convenience yield
Liu, Peng
;
Tang, Ke
- In:
Journal of empirical finance
18
(
2011
)
2
,
pp. 211-224
Persistent link: https://www.econbiz.de/10009301130
Saved in:
7
Stock market momentum, business conditions, and GARCH option pricing models
Chiang, Min-Hsien
;
Huang, Hsin-yi
- In:
Journal of empirical finance
18
(
2011
)
3
,
pp. 488-505
Persistent link: https://www.econbiz.de/10009302078
Saved in:
8
American option pricing with discrete and continuous time models : an empirical comparison
Stentoft, Lars
- In:
Journal of empirical finance
18
(
2011
)
5
,
pp. 880-902
Persistent link: https://www.econbiz.de/10009492526
Saved in:
9
The role of time-varying jump risk premia in pricing stock index options
Yun, Jaeho
- In:
Journal of empirical finance
18
(
2011
)
5
,
pp. 833-846
Persistent link: https://www.econbiz.de/10009492529
Saved in:
10
No-arbitrage implied
volatility
functions : empirical evidence from KOSPI 200 index options
Kim, Namhyoung
;
Lee, Jaewook
- In:
Journal of empirical finance
21
(
2013
),
pp. 36-53
Persistent link: https://www.econbiz.de/10009745311
Saved in:
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