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19
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1
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Finance research letters
165
International review of financial analysis
129
Journal of banking & finance
116
Journal of empirical finance
108
International review of economics & finance : IREF
106
Energy economics
95
The North American journal of economics and finance : a journal of financial economics studies
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Journal of financial economics
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Research in international business and finance
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Applied financial economics
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Applied economics
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NBER working paper series
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Journal of international financial markets, institutions & money
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Pacific-Basin finance journal
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Applied economics letters
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Journal of risk and financial management : JRFM
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NBER Working Paper
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
54
The European journal of finance
52
International journal of forecasting
51
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
48
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Journal of forecasting
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Economics letters
39
Working paper
39
Journal of financial markets
36
Research paper series / Swiss Finance Institute
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International journal of finance & economics : IJFE
35
Journal of international money and finance
35
The journal of finance : the journal of the American Finance Association
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Investment management and financial innovations
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Review of quantitative finance and accounting
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The journal of futures markets
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Discussion paper / Tinbergen Institute
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Management science : journal of the Institute for Operations Research and the Management Sciences
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The review of financial studies
31
Department of Economics working paper series
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ECONIS (ZBW)
7,372
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1
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7,372
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1
Bayesian estimation of asymmetric jump-diffusion processes
Frame, Samuel J.
;
Ramezani, Cyrus A.
- In:
Annals of financial economics
9
(
2014
)
3
,
pp. 1-29
Persistent link: https://www.econbiz.de/10010512597
Saved in:
2
Estimating correlated jumps and stochastic volatilities
Witzany, Jiří
- In:
Prague economic papers : a bimonthly journal of …
22
(
2013
)
2
,
pp. 251-283
Persistent link: https://www.econbiz.de/10010226453
Saved in:
3
Stochastic
volatility
models for asset returns with leverage, skewness and heavy-tails via scale mixture
Huang, Jing-Zhi
;
Xu, Li
- In:
The quarterly journal of finance
4
(
2014
)
3
,
pp. 1-31
Persistent link: https://www.econbiz.de/10010473521
Saved in:
4
Dynamic price jumps : the performance of high frequency tests and measures, and the robustness of inference
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2018
Persistent link: https://www.econbiz.de/10012583570
Saved in:
5
Jump and variance risk premia in the S&P 500
Neumann, Maximilian
;
Prokopczuk, Marcel
;
Wese Simen, Chardin
- In:
Journal of banking & finance
69
(
2016
),
pp. 72-83
Persistent link: https://www.econbiz.de/10011635040
Saved in:
6
Dynamic asset price jumps and the performance of high frequency tests and measures
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2017
Persistent link: https://www.econbiz.de/10011782238
Saved in:
7
A Bayesian analysis of time-varying jump risk in S&P 500 returns and options
Carverhill, Andrew
;
Luo, Dan
- In:
Journal of financial markets
64
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014466112
Saved in:
8
The COVID-19 and stock return
volatility
: evidence from South Korea
Pyo, Dong-Jin
- In:
East Asian economic review
25
(
2021
)
2
,
pp. 205-230
Persistent link: https://www.econbiz.de/10012620806
Saved in:
9
Testing for heteroskedastic mixture of ordinary least squares errors
Senarathne, Chamil W
;
Wei, Jianguo
- In:
Romanian journal of economic forecasting
23
(
2020
)
2
,
pp. 73-91
Persistent link: https://www.econbiz.de/10012422500
Saved in:
10
Cross-hedging minimum return guarantees : basis and liquidity risks
Ankirchner, Stefan
;
Schneider, Judith Christiane
; …
- In:
Journal of economic dynamics & control
41
(
2014
),
pp. 93-109
Persistent link: https://www.econbiz.de/10010425003
Saved in:
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