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Stochastic process
Volatility
40,918
Volatilität
39,829
Theorie
12,270
Theory
12,238
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10,394
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10,385
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4,193
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3,928
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3,918
Stochastischer Prozess
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Portfolio-Management
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3,170
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3,082
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2,798
volatility
2,645
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McAleer, Michael
72
Asai, Manabu
37
Koopman, Siem Jan
35
Chan, Joshua
34
Todorov, Viktor
34
Cui, Zhenyu
33
Chiarella, Carl
29
Clark, Todd E.
25
Mumtaz, Haroon
25
Escobar, Marcos
24
Barndorff-Nielsen, Ole E.
23
Shephard, Neil G.
23
Tauchen, George Eugene
23
Fouque, Jean-Pierre
21
Andersen, Torben
20
Yu, Jun
20
Carriero, Andrea
19
Nguyen, Duy
19
Alòs, Elisa
18
Hafner, Christian M.
18
Marcellino, Massimiliano
18
Platen, Eckhard
18
Bos, Charles S.
17
Martin, Gael M.
17
Renò, Roberto
17
Rodriguez, Gabriel
17
Takahashi, Akihiko
17
Kang, Boda
16
Wong, Hoi Ying
16
Chan, Joshua C. C.
15
Chang, Chia-Lin
15
Grasselli, Martino
15
Jacquier, Antoine (Jack)
15
Benth, Fred Espen
14
Caporin, Massimiliano
14
Carr, Peter
14
Fabozzi, Frank J.
14
Forde, Martin
14
Lucas, André
14
Renault, Eric
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National Bureau of Economic Research
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Centre for Analytical Finance <Århus>
6
Chambre de commerce et d'industrie de Paris
3
Nuffield College
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
2
International Center for Financial Asset Management and Engineering
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1
Econometrisch Instituut <Rotterdam>
1
Ekonomiska forskningsinstitutet <Stockholm>
1
Erasmus Research Institute of Management
1
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1
Queen Mary College / Department of Economics
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Rodney L. White Center for Financial Research
1
Shakai-Keizai-Kenkyūsho <Osaka>
1
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
1
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1
University of Chicago / Graduate School of Business
1
University of Exeter / Department of Economics
1
Universität Ulm
1
Université de Montréal / Département de sciences économiques
1
Weierstraß-Institut für Angewandte Analysis und Stochastik
1
Zentrum für Europäische Wirtschaftsforschung
1
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International journal of theoretical and applied finance
135
Journal of econometrics
113
Quantitative finance
89
Applied mathematical finance
63
Discussion paper / Tinbergen Institute
59
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
57
Mathematical finance : an international journal of mathematics, statistics and financial theory
50
The journal of computational finance
50
Computational economics
48
Journal of economic dynamics & control
48
Finance and stochastics
47
Econometric reviews
45
Finance research letters
41
European journal of operational research : EJOR
40
Journal of mathematical finance
38
Working paper
36
Insurance / Mathematics & economics
35
International journal of financial engineering
35
Journal of banking & finance
35
Annals of finance
32
Journal of financial econometrics : official journal of the Society for Financial Econometrics
32
Journal of empirical finance
31
Risks : open access journal
31
The journal of futures markets
31
Energy economics
30
Economics letters
29
Research paper series / Swiss Finance Institute
29
The North American journal of economics and finance : a journal of financial economics studies
27
CREATES research paper
25
CAMA working paper series
24
Economic modelling
24
Review of derivatives research
24
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
24
Journal of risk and financial management : JRFM
23
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
22
Applied economics
20
The European journal of finance
19
Econometrics : open access journal
18
Journal of financial economics
18
NBER working paper series
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ECONIS (ZBW)
3,897
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1
Strict stationarity, persistence and
volatility
forecasting in ARCH (∞) processes
Davidson, James E. H.
;
Li, Xiaoyu
- In:
Journal of empirical finance
38
(
2016
),
pp. 534-547
Persistent link: https://www.econbiz.de/10011663340
Saved in:
2
Threshold stochastic
volatility
: properties and forecasting
Mao, Xiuping
;
Ruiz, Esther
;
Veiga, Helena
- In:
International journal of forecasting
33
(
2017
)
4
,
pp. 1105-1123
Persistent link: https://www.econbiz.de/10011746949
Saved in:
3
Ordinal-response GARCH models for transaction data : a forecasting exercise
Dimitrakopoulos, Stefanos
;
Tsionas, Efthymios G.
- In:
International journal of forecasting
35
(
2019
)
4
,
pp. 1273-1287
Persistent link: https://www.econbiz.de/10012305278
Saved in:
4
Wild bootstrap seasonal unit root tests for time series with periodic nonstationary
volatility
Cavaliere, Giuseppe
;
Skrobotov, Anton
;
Taylor, Robert
- In:
Econometric reviews
38
(
2019
)
5
,
pp. 509-532
Persistent link: https://www.econbiz.de/10012181330
Saved in:
5
Research on pricing of Shanghai 50ETF options based on fractal B-S model and GARCH model
Hu, Wanting
- In:
Modern economy
11
(
2020
)
2
,
pp. 407-425
Persistent link: https://www.econbiz.de/10012424566
Saved in:
6
Portfolio speculation and commodity price
volatility
in a stochastic storage model
Vercammen, James Alfred
;
Doroudian, Ali
- In:
American journal of agricultural economics
96
(
2014
)
2
,
pp. 517-532
Persistent link: https://www.econbiz.de/10010411908
Saved in:
7
Modeling and valuation of energy structures : analylsis., econometrics, and numerics
Mahoney, Daniel
-
2016
Persistent link: https://www.econbiz.de/10011399615
Saved in:
8
What should the value of lambda be in the exponentially weighted moving average
volatility
model?
Bollen, Bernard
- In:
Applied economics
47
(
2015
)
7/9
,
pp. 853-860
Persistent link: https://www.econbiz.de/10010512092
Saved in:
9
Return and
volatility
linkages among G-7 and selected emerging markets
Bhuyan, Rafiq
;
Elian, Mohammad I.
;
Bagnied, Mohsen
; …
- In:
International journal of economics and finance
7
(
2015
)
6
,
pp. 153-165
Persistent link: https://www.econbiz.de/10011335029
Saved in:
10
Price generating process and
volatility
in Nigerian agricultural commodities market
Ojogho, Osaihiomwan
;
Egware, Robert Awotu
- In:
International journal of food and agricultural …
3
(
2015
)
4
,
pp. 55-64
Persistent link: https://www.econbiz.de/10011557936
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