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Instituto Valenciano de Investigaciones Económicas
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Nationalekonomiska Institutionen, Uppsala Universitet
3
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3
Banco Central do Brasil
2
Birmingham Business School
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Business Information Centre <Toronto>
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Finance research letters
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International review of economics & finance : IREF
344
Applied economics
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Applied economics letters
280
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263
Journal of international financial markets, institutions & money
253
The European journal of finance
253
The North American journal of economics and finance : a journal of financial economics studies
249
Review of quantitative finance and accounting
247
Journal of financial and quantitative analysis : JFQA
246
Research in international business and finance
241
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
205
Economic modelling
189
Management science : journal of the Institute for Operations Research and the Management Sciences
188
Economics letters
185
International journal of economics and finance
180
Discussion paper / Centre for Economic Policy Research
176
Energy economics
165
Journal of risk and financial management : JRFM
164
The journal of real estate finance and economics
163
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
155
Investment management and financial innovations
146
Research paper series / Swiss Finance Institute
142
Journal of international money and finance
141
The journal of asset management
140
International journal of economics and financial issues : IJEFI
139
Journal of econometrics
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Journal of financial markets
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International journal of finance & economics : IJFE
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ECONIS (ZBW)
39,097
RePEc
8
EconStor
5
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1
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10
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39,110
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date (oldest first)
1
Improving
volatility
forecasts with GED-GARCH model: evidence from U.S. stock market
Giacalone, Massimiliano
;
Mattera, Raffaele
;
Cozzucoli, …
- In:
The empirical economics letters : a monthly …
18
(
2019
)
7
,
pp. 785-791
Persistent link: https://www.econbiz.de/10012315480
Saved in:
2
Direction-of-change forecasts based on conditional variance, skewness and kurtosis dynamics : international evidence
Christoffersen, Peter F.
;
Diebold, Francis X.
;
Mariano, …
-
2007
Persistent link: https://www.econbiz.de/10003729191
Saved in:
3
Average idiosyncratic
volatility
in G7 countries
Guo, Hui
;
Savickas, Robert
- In:
The review of financial studies
21
(
2008
)
3
,
pp. 1259-1296
Persistent link: https://www.econbiz.de/10003742243
Saved in:
4
The Markov switching multi-fractal model of asset returns : estimation and forecasting of dynamic volatitility with multinomial specifications
Lee, Hwa Taek
-
2007
Persistent link: https://www.econbiz.de/10003767966
Saved in:
5
Volatility
forecast comparison using imperfect
volatility
proxies
Patton, Andrew J.
-
2006
Persistent link: https://www.econbiz.de/10003329784
Saved in:
6
A multivariate nonparametric test for return and
volatility
timing
Marquering, Wessel A.
;
Verbeek, Marno
- In:
Finance research letters
1
(
2004
)
4
,
pp. 250-260
Persistent link: https://www.econbiz.de/10003307431
Saved in:
7
Estimating and predicting multivariate
volatility
thresholds in global stock markets
Audrino, Francesco
;
Trojani, Fabio
- In:
Journal of applied econometrics
21
(
2006
)
3
,
pp. 345-369
Persistent link: https://www.econbiz.de/10003316303
Saved in:
8
The factor-spline-GARCH model for high and low frequency correlations
Rangel, Jose Gonzalo
;
Engle, Robert F.
-
2009
frequency volatilities and correlations ; Dynamic conditional correlation ; Spline-GARCH ; Idiosyncratic
volatility
; Long …
Persistent link: https://www.econbiz.de/10003821063
Saved in:
9
Expected returns and
volatility
of Fama-French factors
Chabi-Yo, Fousseni
-
2009
-
This version: September 25, 2009
Persistent link: https://www.econbiz.de/10003887678
Saved in:
10
Option pricing under stochastic
volatility
and trading volume
Ono, Sadayuki
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003428523
Saved in:
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