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Share price
Theorie
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30,883
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27,689
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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
Westerhoff, Frank H.
26
Gorton, Gary
25
Jarrow, Robert A.
25
Lo, Andrew W.
25
Subrahmanyam, Avanidhar
24
Weber, Michael
24
Shleifer, Andrei
23
Bansal, Ravi
21
Chiarella, Carl
21
Gil-Alaña, Luis A.
21
Stambaugh, Robert F.
21
Wang, Jiang
21
Bekaert, Geert
20
Engle, Robert F.
20
Grammig, Joachim
19
He, Xue-zhong
19
Abel, Andrew B.
18
Bollerslev, Tim
18
Hess, Dieter
18
Shiller, Robert J.
18
Sornette, Didier
18
Bali, Turan G.
17
Hong, Harrison G.
17
Jovanovic, Boyan
17
Pesaran, M. Hashem
17
Platen, Eckhard
17
Stein, Jeremy C.
17
Allen, Franklin
16
Dumas, Bernard
16
Madhavan, Ananth Narayan
16
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National Bureau of Economic Research
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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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
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Universität Mannheim
4
Australian National University / Faculty of Economics and Commerce
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Christian-Albrechts-Universität zu Kiel
3
Deutsche Forschungsgemeinschaft
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Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
3
Federal Reserve System / Board of Governors
3
Federal Reserve System / Division of Research and Statistics
3
Goethe-Universität Frankfurt am Main
3
Institut für Höhere Studien
3
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
3
Kansantaloustieteen Laitos <Tampere>
3
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
3
University of Chicago / Center for Research in Security Prices
3
American Finance Association
2
Center for Economic Research <Tilburg>
2
Centre for Analytical Finance <Århus>
2
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
2
Erasmus Research Institute of Management
2
European University Institute / Department of Economics
2
Goethe-Universität Frankfurt am Main / Institut für Kapitalmarktforschung
2
Institut for Finansiering <Frederiksberg>
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International Monetary Fund
2
Johannes Gutenberg-Universität Mainz
2
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
2
AMACOM
1
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NBER working paper series
210
Working paper / National Bureau of Economic Research, Inc.
202
NBER Working Paper
162
The journal of finance : the journal of the American Finance Association
140
The review of financial studies
132
Journal of financial economics
120
Finance research letters
111
Journal of banking & finance
109
Discussion paper / Centre for Economic Policy Research
95
International review of financial analysis
81
Journal of empirical finance
79
Economics letters
76
International review of economics & finance : IREF
68
Journal of economic dynamics & control
68
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
53
Journal of financial markets
51
Applied economics
50
Review of quantitative finance and accounting
50
The European journal of finance
50
Applied economics letters
49
The American economic review
48
Research paper series / Swiss Finance Institute
47
Quantitative finance
45
Applied financial economics
43
Journal of econometrics
42
CESifo working papers
41
Management science : journal of the Institute for Operations Research and the Management Sciences
41
Computational economics
38
Journal of accounting & economics
37
Journal of economic behavior & organization : JEBO
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 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)
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1
Essays on individual risk-taking behavior and social security reform
Ranguelova, Elena
-
2001
Persistent link: https://www.econbiz.de/10001717973
Saved in:
2
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:
3
Self-exciting extreme value models for stock market crashes
Herrera, Rodrigo
;
Schipp, Bernhard
- In:
Statistical inference, econometric analysis and matrix …
,
(pp. 209-231)
.
2009
Persistent link: https://www.econbiz.de/10003781013
Saved in:
4
Capital asset pricing model and conditional value at risk
Karapici, Valbona
- In:
Transformation in the light of theory and globalization …
,
(pp. 157-187)
.
2008
Persistent link: https://www.econbiz.de/10003773181
Saved in:
5
A new algorithm based on copulas for financial risk calculation with applications to Chinese stock markets
Lin, Ping
;
Shi, Peng
;
Huang, Guang-Dong
- In:
Internet and network economics : first international …
,
(pp. 481-490)
.
2005
Persistent link: https://www.econbiz.de/10003276785
Saved in:
6
Further test on stock liquidity risk with a relative measure
Uddin, Md Hamid
;
Ann, Wong Kie
;
Eng, Soh Siew
- In:
The Indian journal of economics
89
(
2008
)
2
,
pp. 233-247
Persistent link: https://www.econbiz.de/10003823336
Saved in:
7
The econometrics of option pricing
Garcia, René
;
Ghysels, Eric
;
Renault, Eric
-
2010
Persistent link: https://www.econbiz.de/10003900680
Saved in:
8
Modelling, estimation and visualization of multivariate dependence for high-frequency data
Brodin, Erik
;
Klüppelberg, Claudia
- In:
Statistical modelling and regression structures : …
,
(pp. 267-300)
.
2010
Persistent link: https://www.econbiz.de/10003964488
Saved in:
9
Risk measures and the impact of asset price bubbles
Jarrow, Robert A.
;
Silva, Felipe Bastos Gurgel
- In:
Journal of risk
17
(
2014/15
)
3
,
pp. 35-56
Persistent link: https://www.econbiz.de/10011298886
Saved in:
10
The small and large time implied volatilities in the minimal market model
Guo, Zhi Jun
;
Platen, Eckhard
- In:
International journal of theoretical and applied finance
15
(
2012
)
8
,
pp. 1-23
Persistent link: https://www.econbiz.de/10009707096
Saved in:
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