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Theorie
Volatility
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4,585
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4,365
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4,339
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Diebold, Francis X.
100
Bollerslev, Tim
80
McAleer, Michael
58
Lux, Thomas
53
Campbell, John Y.
50
Timmermann, Allan
50
Härdle, Wolfgang
49
Pierdzioch, Christian
49
Stambaugh, Robert F.
49
Gupta, Rangan
46
Hautsch, Nikolaus
46
Koopman, Siem Jan
46
Andersen, Torben
45
Chiarella, Carl
43
Caballero, Ricardo J.
41
Bekaert, Geert
40
Harvey, Campbell R.
39
Schlag, Christian
37
Caporin, Massimiliano
36
Cochrane, John H.
36
Ferson, Wayne E.
36
Westerhoff, Frank H.
36
Caporale, Guglielmo Maria
35
Herwartz, Helmut
34
Aizenman, Joshua
33
Li, Kai
33
Pesaran, M. Hashem
33
Engle, Robert F.
32
Asai, Manabu
31
Fabozzi, Frank J.
31
Lucas, André
31
Brandt, Michael W.
30
Bali, Turan G.
29
Liesenfeld, Roman
29
Gil-Alaña, Luis A.
28
Guidolin, Massimo
28
Hafner, Christian M.
28
Lettau, Martin
28
Christoffersen, Peter F.
27
Dumas, Bernard
27
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National Bureau of Economic Research
402
Rodney L. White Center for Financial Research
15
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
13
Birkbeck College / Department of Economics
10
European University Institute / Department of Economics
10
Centre for Analytical Finance <Århus>
9
Internationaler Währungsfonds / Research Department
9
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
8
Ekonomiska forskningsinstitutet <Stockholm>
8
Institute of Finance and Accounting <London>
8
Svenska Handelshögskolan <Helsinki>
8
The Wharton Financial Institutions Center
8
University of Chicago / Center for Research in Security Prices
8
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
7
Federal Reserve Bank of San Francisco
7
Erasmus Research Institute of Management
6
Federal Reserve System / Division of Research and Statistics
5
Instituto Valenciano de Investigaciones Económicas
5
International Center for Financial Asset Management and Engineering
5
Springer Fachmedien Wiesbaden
5
Brown University / Department of Economics
4
Centre for Economic Policy Research
4
Centre for Growth and Business Cycle Research <Manchester>
4
Institut für Weltwirtschaft
4
Massachusetts Institute of Technology / Department of Economics
4
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
4
University of British Columbia / Finance Division
4
University of Exeter / Department of Economics
4
Verlag Dr. Kovač
4
World Bank
4
Center for Economic Research <Tilburg>
3
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification <Paris>
3
Federal Reserve Bank of New York
3
Federal Reserve System / Board of Governors
3
Harvard Institute of Economic Research
3
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
3
International Monetary Fund
3
Internationaler Währungsfonds / Western Hemisphere Department
3
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
3
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
3
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NBER working paper series
390
Working paper / National Bureau of Economic Research, Inc.
369
NBER Working Paper
322
Journal of banking & finance
218
Finance research letters
200
Journal of financial economics
186
Journal of empirical finance
176
Journal of econometrics
162
Discussion paper / Centre for Economic Policy Research
157
Economics letters
138
Journal of economic dynamics & control
138
International review of financial analysis
136
The review of financial studies
135
The journal of finance : the journal of the American Finance Association
131
International review of economics & finance : IREF
123
Economic modelling
121
Applied economics
118
The European journal of finance
114
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
112
Working paper
107
International journal of forecasting
104
International journal of theoretical and applied finance
101
Journal of international money and finance
99
Discussion paper / Tinbergen Institute
98
Journal of forecasting
91
The North American journal of economics and finance : a journal of financial economics studies
84
Applied economics letters
83
Research paper series / Swiss Finance Institute
83
Computational economics
80
Quantitative finance
79
Applied financial economics
76
Mathematical finance : an international journal of mathematics, statistics and financial theory
76
Journal of monetary economics
74
Journal of financial and quantitative analysis : JFQA
70
Journal of risk and financial management : JRFM
69
Energy economics
68
CESifo working papers
67
Econometric reviews
65
Journal of international financial markets, institutions & money
63
Management science : journal of the Institute for Operations Research and the Management Sciences
63
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ECONIS (ZBW)
19,410
EconStor
301
USB Cologne (EcoSocSci)
5
ArchiDok
3
OLC EcoSci
2
RePEc
1
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1
Stock market spread trading : Argentina and
Brazil
stock indexes
Batten, Jonathan A.
;
Szilágyi, Péter G.
;
Wong, …
- In:
Emerging markets finance & trade : a journal of the …
50
(
2014
),
pp. 61-76
Persistent link: https://www.econbiz.de/10010465142
Saved in:
2
Testing the long-memory features in return and
volatility
of NSE index
Ahamed, Naseem
;
Kalita, Mamoni
;
Tiwari, Aviral Kumar
- In:
Theoretical economics letters
5
(
2015
)
3
,
pp. 431-440
Persistent link: https://www.econbiz.de/10011396558
Saved in:
3
Long memory analysis : an empirical investigation
Nazarian, Rafik
;
Naderi, Esmaeil
;
Gandali Alikhani, Nadiya
- In:
International journal of economics and financial issues …
4
(
2014
)
1
,
pp. 16-26
Persistent link: https://www.econbiz.de/10010519739
Saved in:
4
Effects of asset frequency components on value-at-risk in emerging and developed markets : analyses with MODWT and CWT wavelets
Biage, Milton
;
Nelcide, Pierre Joseph
- In:
Brazilian review of econometrics : BRE ; the review of …
40
(
2020
)
1
,
pp. 145-207
Persistent link: https://www.econbiz.de/10012271374
Saved in:
5
An empirical investigation of the Fama-French five-factor model
Paliienko, Oleksandr
;
Naumenkova, Svitlana
;
Mishchenko, …
- In:
Investment management and financial innovations
17
(
2020
)
1
,
pp. 143-155
Persistent link: https://www.econbiz.de/10012300519
Saved in:
6
A quantile regression approach and nonlinear analysis with Archimedean copulas to explain the movements of residential real estate prices
Almeshal, Khalid
;
Naifar, Nader
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
6
(
2016
)
4
,
pp. 374-395
Persistent link: https://www.econbiz.de/10011719674
Saved in:
7
Stochastic
volatility
in the Peruvian stock market and exchange rate returns : a Bayesian approximation
Alanya, Willy
;
Rodriguez, Gabriel
- In:
Journal of emerging market finance
17
(
2018
)
3
,
pp. 354-385
Persistent link: https://www.econbiz.de/10011964842
Saved in:
8
Predicting stock market
volatility
using MODWT with HyFIS and FS.HGD models
Alenezy, Abdullah H.
;
Mohd Tahir Ismail
;
Sadam Al-Wadi
; …
- In:
Risks : open access journal
11
(
2023
)
7
,
pp. 1-16
We enhance the precision of predicting daily stock market price
volatility
using the maximum overlapping discrete …
Persistent link: https://www.econbiz.de/10014335933
Saved in:
9
Modeling price dynamics and risk forecasting in Tehran stock exchange : conditional variance heteroscedasticity hidden Markov models
Nilchi, Moslem
;
Farid, Daryush
;
Peymany, Moslem
; …
- In:
Iranian journal of finance
7
(
2023
)
3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014429053
Saved in:
10
How candlestick features affect the performance of
volatility
forecasts : evidence from the stock market
Su, Jung-bin
- In:
The European journal of finance
21
(
2015
)
4/6
,
pp. 486-506
Persistent link: https://www.econbiz.de/10010528953
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