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Lux, Thomas
44
Hautsch, Nikolaus
41
Caporale, Guglielmo Maria
36
Dow, James
33
Campbell, John Y.
32
Foucault, Thierry
29
Härdle, Wolfgang
29
Gupta, Rangan
27
Timmermann, Allan
26
Veronesi, Pietro
26
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26
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25
Jarrow, Robert A.
25
Lo, Andrew W.
25
Subrahmanyam, Avanidhar
24
Shleifer, Andrei
23
Weber, Michael
23
Bansal, Ravi
21
Chiarella, Carl
21
Gil-Alaña, Luis A.
21
Stambaugh, Robert F.
21
Wang, Jiang
21
Bekaert, Geert
20
Grammig, Joachim
19
He, Xue-zhong
19
Abel, Andrew B.
18
Bollerslev, Tim
18
Engle, Robert F.
18
Hess, Dieter
18
Shiller, Robert J.
18
Bali, Turan G.
17
Hong, Harrison G.
17
Jovanovic, Boyan
17
McMillan, David G.
17
Pesaran, M. Hashem
17
Platen, Eckhard
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Sornette, Didier
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Stein, Jeremy C.
17
Allen, Franklin
16
Dumas, Bernard
16
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National Bureau of Economic Research
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Rodney L. White Center for Financial Research
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Universität Mannheim
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Australian National University / Faculty of Economics and Commerce
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Kansantaloustieteen Laitos <Tampere>
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University of Chicago / Center for Research in Security Prices
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American Finance Association
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Center for Economic Research <Tilburg>
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Centre for Analytical Finance <Århus>
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Eberhard Karls Universität Tübingen
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Goethe-Universität Frankfurt am Main / Institut für Kapitalmarktforschung
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International Monetary Fund
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Massachusetts Institute of Technology / Department of Economics
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Robert Schuman Centre for Advanced Studies
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
2
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2
USA / Department of Agriculture
2
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
2
University of Exeter / Department of Economics
2
Universität Zürich / Institut für Schweizerisches Bankwesen
2
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NBER working paper series
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Working paper / National Bureau of Economic Research, Inc.
202
NBER Working Paper
161
The journal of finance : the journal of the American Finance Association
142
The review of financial studies
131
Journal of financial economics
122
Journal of banking & finance
111
Finance research letters
109
Discussion paper / Centre for Economic Policy Research
95
International review of financial analysis
84
Journal of empirical finance
81
Economics letters
76
Journal of economic dynamics & control
69
International review of economics & finance : IREF
67
Economic modelling
62
The North American journal of economics and finance : a journal of financial economics studies
57
The European journal of finance
52
Applied economics
51
Journal of financial and quantitative analysis : JFQA
51
Journal of financial markets
51
Review of quantitative finance and accounting
51
Applied economics letters
48
The American economic review
48
Research paper series / Swiss Finance Institute
46
Applied financial economics
44
Quantitative finance
44
CESifo working papers
42
Journal of econometrics
41
Management science : journal of the Institute for Operations Research and the Management Sciences
41
Pacific-Basin finance journal
39
Computational economics
38
International journal of theoretical and applied finance
38
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
38
Journal of accounting & economics
37
Journal of forecasting
37
SFB 649 discussion paper
37
Journal of economic behavior & organization : JEBO
36
Journal of international financial markets, institutions & money
35
The journal of futures markets
35
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
11,029
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1
Estimating the density tail
index
for financial time series
Kearns, Phillip
- In:
The review of economics and statistics
79
(
1997
)
2
,
pp. 171-175
Persistent link: https://www.econbiz.de/10001222499
Saved in:
2
New evidence on the January effect before personal income taxes
Jones, Steven L.
;
Lee, Winson B.
;
Apenbrink, Rudolf E. W.
-
1990
Persistent link: https://www.econbiz.de/10000807435
Saved in:
3
New evidence on the January effect before personal income taxes
Jones, Steven L.
- In:
The journal of finance : the journal of the American …
46
(
1991
)
5
,
pp. 1909-1924
Persistent link: https://www.econbiz.de/10001115506
Saved in:
4
Measures of investor sentiment : a comparative analysis put-call ratio vs. volatility
index
Bandopadhyaya, Arindam
;
Jones, Anne Leah
- In:
Journal of business & economics research
6
(
2008
)
8
,
pp. 27-34
Persistent link: https://www.econbiz.de/10003778964
Saved in:
5
Volatility and stock price indexes
Clements, Kenneth W.
;
Izan, H. Y.
;
Lan, Yihui
- In:
Applied economics
45
(
2013
)
22/24
,
pp. 3255-3262
Persistent link: https://www.econbiz.de/10010345452
Saved in:
6
LPPLS bubble indicators over two centuries of the S&P 500
index
Zhang, Qunzhi
;
Sornette, Didier
;
Balcilar, Mehmet
; …
-
2016
S&P 500
index
and the detection of End-of-Bubble signals with their corresponding confidence levels. We use monthly S …
Persistent link: https://www.econbiz.de/10011514490
Saved in:
7
Derivative Instrumente auf Volatilitäten an Aktien- und Optionsmärkten : eine theoretische und empirische Untersuchung
Henn, Eric Tobias
-
2001
Persistent link: https://www.econbiz.de/10001768552
Saved in:
8
Die Shannonsche Entropie als Risikomass : Zusammenhang mit der physikalischen Entropie und Kritikpunkte
Weber, Frithjof
-
1999
Persistent link: https://www.econbiz.de/10001456173
Saved in:
9
Some international evidence regarding the stochastic memory of stock returns
Crato, Nuno
- In:
Applied financial economics
4
(
1994
)
1
,
pp. 33-39
Persistent link: https://www.econbiz.de/10001156149
Saved in:
10
Indeks giełdy jako jednorównaniowy liniowy model ekonometryczny
Kolupa, Michał
-
1997
Persistent link: https://www.econbiz.de/10000998244
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