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Asset Volatility
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Börsenkurs
601
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600
Volatilität
467
Volatility
466
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386
United States
386
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331
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331
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152
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Stulz, René M.
22
Campbell, John Y.
20
Aizenman, Joshua
17
Andersen, Torben
16
Bekaert, Geert
15
Shleifer, Andrei
14
Diebold, Francis X.
12
Hong, Harrison G.
12
Shiller, Robert J.
12
Itō, Takatoshi
11
Veronesi, Pietro
11
Bollerslev, Tim
10
Lamont, Owen A.
10
Schwert, George William
10
Stein, Jeremy C.
10
Davis, Steven J.
9
Giglio, Stefano
9
Morck, Randall
9
Poterba, James M.
9
Summers, Lawrence Henry
9
Xiong, Wei
9
Aït-Sahalia, Yacine
8
Bansal, Ravi
8
Bloom, Nicholas
8
Caballero, Ricardo J.
8
Engle, Robert F.
8
Gorton, Gary
8
Harvey, Campbell R.
8
Lo, Andrew W.
8
Pástor, Ľuboš
8
Rigobón, Roberto
8
Ang, Andrew
7
Edwards, Sebastian
7
Goetzmann, William N.
7
Kelly, Bryan T.
7
Ludvigson, Sydney C.
7
Baker, Scott
6
Barro, Robert J.
6
Bordo, Michael D.
6
Cochrane, John H.
6
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1,214
Finance research letters
1,162
NBER working paper series
1,149
NBER Working Papers
902
Journal of banking & finance
867
International review of financial analysis
865
Economics Papers from University Paris Dauphine
852
NBER Working Paper
820
Energy economics
758
The journal of finance : the journal of the American Finance Association
672
International review of economics & finance : IREF
671
Applied economics
662
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657
Working Paper
584
Pacific-Basin finance journal
566
Applied economics letters
563
Applied financial economics
526
CEPR Discussion Papers
518
The North American journal of economics and finance : a journal of financial economics studies
516
The journal of futures markets
503
Economic modelling
502
Journal of empirical finance
478
ECB Working Paper
472
Research paper series / Swiss Finance Institute
465
Research in international business and finance
463
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443
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441
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440
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437
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433
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429
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408
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373
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
373
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360
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359
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337
Journal of Banking & Finance
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ECONIS (ZBW)
953
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953
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1
An analysis of the implications for stock and futures price
volatility
of program trading and dynamic hedging strategies
Grossman, Sanford J.
-
1987
Persistent link: https://www.econbiz.de/10000730638
Saved in:
2
An equilibrium theory of excess
volatility
and mean reversion in stock market prices
Marcus, Alan J.
-
1989
Persistent link: https://www.econbiz.de/10000774913
Saved in:
3
Stock market forecastability and
volatility
: a statistical appraisal
Mankiw, Nicholas Gregory
;
Romer, David
;
Shapiro, Matthew D.
-
1989
Persistent link: https://www.econbiz.de/10000777112
Saved in:
4
Explaining the variance of price dividend ratios
Cochrane, John H.
-
1989
Persistent link: https://www.econbiz.de/10000778779
Saved in:
5
No news is good news : an asyymmetric model of changing
volatility
in stock returns
Campbell, John Y.
;
Hentschel, Ludger
-
1991
Persistent link: https://www.econbiz.de/10000817377
Saved in:
6
Meteor showers or heat waves? : heteroskedastic intra-daily
volatility
in the foreign exchange market
Engle, Robert F.
;
Itō, Takatoshi
;
Lin, Wen-ling Tsai
-
1988
Persistent link: https://www.econbiz.de/10000757954
Saved in:
7
Why does stock market
volatility
change over time?
Schwert, George William
-
1988
Persistent link: https://www.econbiz.de/10000758902
Saved in:
8
Alternative models for conditional stock
volatility
Pagan, Adrian R.
;
Schwert, George William
-
1989
Persistent link: https://www.econbiz.de/10000765771
Saved in:
9
Transmission of
volatility
between stock markets
King, Mervyn
;
Wadhwani, Sushil B.
-
1989
Persistent link: https://www.econbiz.de/10000766769
Saved in:
10
Price
volatility
and volume spillovers between the Tokyo and New York stock markets
Itō, Takatoshi
-
1993
Persistent link: https://www.econbiz.de/10000881895
Saved in:
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