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Theory
Japan
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Bollerslev, Tim
84
Diebold, Francis X.
64
Lux, Thomas
63
Caporale, Guglielmo Maria
59
McAleer, Michael
56
Härdle, Wolfgang
55
Hautsch, Nikolaus
52
Chiarella, Carl
51
Andersen, Torben
45
Bekaert, Geert
44
Gupta, Rangan
43
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40
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40
Pierdzioch, Christian
40
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38
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34
Herwartz, Helmut
34
Timmermann, Allan
34
Aizenman, Joshua
33
Veronesi, Pietro
33
Dow, James
32
Bauwens, Luc
31
Fernández-Villaverde, Jesús
31
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30
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30
Engle, Robert F.
29
Foucault, Thierry
29
Shleifer, Andrei
29
Todorov, Viktor
29
Engstrom, Eric
28
Jarrow, Robert A.
28
Subrahmanyam, Avanidhar
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Asai, Manabu
27
Ghysels, Eric
27
Lo, Andrew W.
27
Bansal, Ravi
26
Lucas, André
26
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Platen, Eckhard
26
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25
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National Bureau of Economic Research
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Ekonomiska forskningsinstitutet <Stockholm>
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Rodney L. White Center for Financial Research
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Birkbeck College / Department of Economics
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Internationaler Währungsfonds / Research Department
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Centre for Analytical Finance <Århus>
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European University Institute / Department of Economics
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Centre for Economic Policy Research
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Federal Reserve Bank of San Francisco
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Institut für Weltwirtschaft
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6
International Monetary Fund
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Svenska Handelshögskolan <Helsinki>
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Federal Reserve System / Division of Research and Statistics
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The Wharton Financial Institutions Center
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Universität Mannheim
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Deutsche Forschungsgemeinschaft
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Edward Elgar Publishing
4
Goethe-Universität Frankfurt am Main
4
Instituto Valenciano de Investigaciones Económicas
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Kansantaloustieteen Laitos <Tampere>
4
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World Bank
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Erasmus Research Institute of Management
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Institut for Finansiering <Frederiksberg>
3
Institut für Höhere Studien
3
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
3
Judge Institute of Management Studies
3
Massachusetts Institute of Technology / Department of Economics
3
OECD
3
Robert Schuman Centre for Advanced Studies
3
Shakai-Keizai-Kenkyūsho <Osaka>
3
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Working paper / National Bureau of Economic Research, Inc.
385
NBER working paper series
373
NBER Working Paper
314
Journal of banking & finance
193
Discussion paper / Centre for Economic Policy Research
178
The journal of finance : the journal of the American Finance Association
177
Finance research letters
175
The review of financial studies
174
Journal of financial economics
159
Economics letters
152
Journal of econometrics
145
Journal of empirical finance
136
Journal of economic dynamics & control
132
Economic modelling
131
International review of financial analysis
123
International review of economics & finance : IREF
112
Applied economics
111
Journal of international money and finance
110
International journal of theoretical and applied finance
106
Discussion paper / Tinbergen Institute
104
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
99
Mathematical finance : an international journal of mathematics, statistics and financial theory
94
The European journal of finance
94
Working paper
93
International journal of forecasting
88
Applied economics letters
87
The North American journal of economics and finance : a journal of financial economics studies
83
Journal of forecasting
82
Research paper series / Swiss Finance Institute
81
Quantitative finance
79
Computational economics
78
Applied financial economics
76
Journal of the Japanese and international economies : an international journal ; JJIE
76
CESifo working papers
75
The American economic review
73
Energy economics
69
Journal of monetary economics
68
The journal of futures markets
68
Econometric reviews
67
Journal of financial and quantitative analysis : JFQA
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ECONIS (ZBW)
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1
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1
Dinámica no lineal en la bolsa de valores
Mayer-Foulkes, David
;
Feliz, Raúl Aníbal
-
1992
-
1. ed
Persistent link: https://www.econbiz.de/10000889335
Saved in:
2
Asymmetric
volatility
and risk in equity markets
Bekaert, Geert
;
Wu, Guojun
-
1997
Persistent link: https://www.econbiz.de/10000627885
Saved in:
3
Financial market
volatility
and the world-wide fall in inflation
Gruen, David W. R.
-
1995
Persistent link: https://www.econbiz.de/10000956665
Saved in:
4
Explaining international stock correlations with CPI fluctuations and market
volatility
Cai, Yijie
;
Chou, Ray Yeutien
;
Li, Dan
- In:
Journal of banking & finance
33
(
2009
)
11
,
pp. 2026-2035
Persistent link: https://www.econbiz.de/10003892191
Saved in:
5
Risk and return on technology stocks and the aggregate stock market
Khatchatrian, Varoujan
-
2004
Persistent link: https://www.econbiz.de/10003384712
Saved in:
6
Market variance risk premiums in
Japan
for asset predictability
Ubukata, Masato
;
Watanabe, Toshiaki
- In:
Empirical economics : a journal of the Institute for …
47
(
2014
)
1
,
pp. 169-198
Persistent link: https://www.econbiz.de/10010379960
Saved in:
7
The stochastic
volatility
in mean model : empirical evidence from international stock markets
Koopman, Siem Jan
;
Hol Uspensky, Eugenie
- In:
Journal of applied econometrics
17
(
2002
)
6
,
pp. 667-689
Persistent link: https://www.econbiz.de/10001723785
Saved in:
8
Nonparametric prediction for the time-dependent
volatility
of the security price
Kogure, Atsuyuki
- In:
Financial engineering and the Japanese markets
3
(
1996
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10001204474
Saved in:
9
An assessment of alternative models of financial market
volatility
Bilson, John F. O.
- In:
The Handbook of risk
,
(pp. 57-78)
.
2003
Persistent link: https://www.econbiz.de/10001739036
Saved in:
10
Monetary policy and asset price
volatility
Bernanke, Ben
;
Gertler, Mark
- In:
New challenges for monetary policy : a symposium …
,
(pp. 77-128)
.
1999
Persistent link: https://www.econbiz.de/10001506107
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