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Lux, Thomas
45
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
Westerhoff, Frank H.
26
Gorton, Gary
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
He, Xue-zhong
20
Sornette, Didier
20
Engle, Robert F.
19
Grammig, Joachim
19
Jovanovic, Boyan
19
Vayanos, Dimitri
19
Abel, Andrew B.
18
Bollerslev, Tim
18
Hess, Dieter
18
Shiller, Robert J.
18
Bali, Turan G.
17
Hong, Harrison G.
17
Pesaran, M. Hashem
17
Platen, Eckhard
17
Stein, Jeremy C.
17
Allen, Franklin
16
Dumas, Bernard
16
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National Bureau of Economic Research
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Ekonomiska forskningsinstitutet <Stockholm>
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Birkbeck College / Department of Economics
8
Rodney L. White Center for Financial Research
6
Centre for Economic Policy Research
5
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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Federal Reserve System / Board of Governors
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Goethe-Universität Frankfurt am Main
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Institut für Höhere Studien
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Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
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Kansantaloustieteen Laitos <Tampere>
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Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
3
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>
2
Eberhard Karls Universität Tübingen
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Erasmus Research Institute of Management
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Goethe-Universität Frankfurt am Main / Institut für Kapitalmarktforschung
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Institut for Finansiering <Frederiksberg>
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International Monetary Fund
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Johannes Gutenberg-Universität Mainz
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Massachusetts Institute of Technology / Department of Economics
2
Robert Schuman Centre for Advanced Studies
2
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
2
The Wharton Financial Institutions Center
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
Weltbank / Policy Research Department / Finance and Private Sector Development Division
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NBER working paper series
211
Working paper / National Bureau of Economic Research, Inc.
201
NBER Working Paper
162
The journal of finance : the journal of the American Finance Association
140
The review of financial studies
130
Journal of financial economics
120
Finance research letters
110
Journal of banking & finance
109
Discussion paper / Centre for Economic Policy Research
94
International review of financial analysis
80
Journal of empirical finance
79
Economics letters
77
Journal of economic dynamics & control
71
International review of economics & finance : IREF
66
Economic modelling
61
The North American journal of economics and finance : a journal of financial economics studies
55
Journal of financial and quantitative analysis : JFQA
51
Review of quantitative finance and accounting
51
The European journal of finance
51
Applied economics
50
Journal of financial markets
50
Applied economics letters
48
The American economic review
48
Research paper series / Swiss Finance Institute
47
Quantitative finance
45
Applied financial economics
43
CESifo working papers
42
Management science : journal of the Institute for Operations Research and the Management Sciences
41
Journal of econometrics
40
Computational economics
39
Journal of accounting & economics
37
SFB 649 discussion paper
37
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
37
Journal of economic behavior & organization : JEBO
36
Journal of forecasting
36
Pacific-Basin finance journal
36
Discussion paper / Tinbergen Institute
34
International journal of theoretical and applied finance
34
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
34
Journal of international financial markets, institutions & money
34
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ECONIS (ZBW)
10,894
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1
Modellrisiko bei der Bewertung von Optionen in einem Vergleich von Modellen mit stochastischer Volatilität
Ender, Manuela
-
2008
-
1. Aufl.
Persistent link: https://www.econbiz.de/10003652604
Saved in:
2
Essays on market frictions and model misspecification in asset pricing
Seeger, Norman
-
2009
Persistent link: https://www.econbiz.de/10003863665
Saved in:
3
A statistical comparison of the CAPM to the Fama-French Three Factor Model and the Cahart's Model
Bello, Zakri
- In:
Global journal of finance and banking issues
2
(
2008
)
2
,
pp. 14-24
Persistent link: https://www.econbiz.de/10003853683
Saved in:
4
Asset pricing, the Fama-French factor model and the implications of Quantile Regression analysis
Allen, David E.
;
Singh, Abhay Kumar
;
Powell, Robert
-
2009
Persistent link: https://www.econbiz.de/10008667282
Saved in:
5
Essays on the industrial organization of ATM networks in the banking industry, moment inequalities, and corporate governance
Ishii, Joy L.
-
2005
Persistent link: https://www.econbiz.de/10003384510
Saved in:
6
Essays on financial
econometrics
D'Amico, Stefania
-
2004
Persistent link: https://www.econbiz.de/10003386855
Saved in:
7
Exploiting common features in macroeconomic and financial data
Çakmaklı, Cem
-
2012
Persistent link: https://www.econbiz.de/10009713424
Saved in:
8
A long-run relationship between stock price index and exchange rate : a structural nonparametric cointegration regression approach
Tsagkanos, Athanasios
;
Siriopoulos, Costas
- In:
Journal of international financial markets, …
25
(
2013
),
pp. 106-118
Persistent link: https://www.econbiz.de/10009762800
Saved in:
9
Modeling stock markets' volatility using GARCH models with Normal, Student's t and stable Paretian distributions
Curto, José Dias
;
Pinto, José Castro
;
Tavares, …
- In:
Statistical papers
50
(
2009
)
2
,
pp. 311-321
Persistent link: https://www.econbiz.de/10003815208
Saved in:
10
Implementing statistical criteria to select return forecasting models : what do we learn?
Bossaerts, Peter L.
;
Hillion, Pierre Henri
- In:
The review of financial studies
12
(
1999
)
2
,
pp. 405-428
Persistent link: https://www.econbiz.de/10001421811
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