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Theory
Volatility
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3,202
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2,657
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Bollerslev, Tim
77
McAleer, Michael
77
Diebold, Francis X.
60
Härdle, Wolfgang
46
Andersen, Torben
45
Hafner, Christian M.
45
Caporin, Massimiliano
43
Herwartz, Helmut
41
Koopman, Siem Jan
40
Bauwens, Luc
39
Lux, Thomas
37
Gupta, Rangan
35
Aizenman, Joshua
33
Asai, Manabu
33
Chiarella, Carl
33
Engle, Robert F.
33
Hautsch, Nikolaus
31
Bekaert, Geert
30
Lucas, André
28
Laurent, Sébastien
27
Pierdzioch, Christian
27
Westerhoff, Frank H.
26
Christoffersen, Peter F.
25
Fernández-Villaverde, Jesús
25
Mittnik, Stefan
25
Todorov, Viktor
25
Paolella, Marc S.
24
Clark, Todd E.
23
Meddahi, Nour
23
Yu, Jun
23
Caballero, Ricardo J.
22
Ghysels, Eric
22
Schlag, Christian
22
Andersen, Torben G.
21
Lütkepohl, Helmut
21
Renault, Eric
21
Uppal, Raman
21
Aït-Sahalia, Yacine
20
Bansal, Ravi
20
Chan, Joshua
20
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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>
15
Centre for Analytical Finance <Århus>
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European University Institute / Department of Economics
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Rodney L. White Center for Financial Research
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Institute of Finance and Accounting <London>
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Internationaler Währungsfonds / Research Department
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Birkbeck College / Department of Economics
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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International Monetary Fund
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Shakai-Keizai-Kenkyūsho <Osaka>
5
Svenska Handelshögskolan <Helsinki>
5
Instituto Valenciano de Investigaciones Económicas
4
The Wharton Financial Institutions Center
4
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
3
Econometrisch Instituut <Rotterdam>
3
Federal Reserve Bank of San Francisco
3
Federal Reserve System / Division of Research and Statistics
3
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
3
Springer Fachmedien Wiesbaden
3
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
3
World Bank
3
Bonn Graduate School of Economics
2
Brown University / Department of Economics
2
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification <Paris>
2
Centre for Economic Policy Research
2
Centre for Growth and Business Cycle Research <Manchester>
2
Christian-Albrechts-Universität zu Kiel
2
Danmarks Nationalbank
2
Deutsche Börse AG
2
Edward Elgar Publishing
2
Erasmus Research Institute of Management
2
Federal Reserve Bank of New York
2
Forschungsinstitut zur Zukunft der Arbeit
2
Goethe-Universität Frankfurt am Main
2
Gottfried Wilhelm Leibniz Universität Hannover
2
Institut für Weltwirtschaft
2
International Center for Financial Asset Management and Engineering
2
Internationaler Währungsfonds / Western Hemisphere Department
2
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NBER working paper series
187
Working paper / National Bureau of Economic Research, Inc.
172
NBER Working Paper
163
Journal of econometrics
161
Journal of banking & finance
144
Finance research letters
121
Economics letters
107
Journal of empirical finance
100
Discussion paper / Tinbergen Institute
98
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
95
Discussion paper / Centre for Economic Policy Research
94
International journal of forecasting
93
Economic modelling
89
Applied economics
83
Journal of economic dynamics & control
82
International journal of theoretical and applied finance
81
Journal of financial economics
81
Working paper
80
International review of financial analysis
78
Mathematical finance : an international journal of mathematics, statistics and financial theory
77
Energy economics
75
Journal of international money and finance
74
The European journal of finance
72
Journal of forecasting
68
The review of financial studies
67
Econometric reviews
65
International review of economics & finance : IREF
65
Quantitative finance
59
Computational economics
58
The North American journal of economics and finance : a journal of financial economics studies
57
Journal of financial econometrics : official journal of the Society for Financial Econometrics
56
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
56
Applied economics letters
53
Research paper series / Swiss Finance Institute
53
The journal of finance : the journal of the American Finance Association
49
Econometric theory
47
Journal of applied econometrics
47
IMF working papers
46
Journal of risk and financial management : JRFM
46
Applied mathematical finance
45
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ECONIS (ZBW)
12,295
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1
Exports and economic growth : some empirical evidence from the Arab Gulf countries
Yousif, Yousif Khalifa al-
- In:
Applied economics
29
(
1997
)
6
,
pp. 693-697
Persistent link: https://www.econbiz.de/10001222659
Saved in:
2
Fourth moment structure of markov switching multivariate GARCH models
Cavicchioli, Maddalena
- In:
Journal of financial econometrics
19
(
2021
)
4
,
pp. 565-582
Persistent link: https://www.econbiz.de/10012654989
Saved in:
3
Bootstrapped nonlinear impulse-response analysis : the FTSE100 (UK) and the NDX100 (US) indices 2012-2021
Solibakke, Per Bjarte
- In:
International journal of computational economics and …
12
(
2022
)
1/2
,
pp. 197-221
Persistent link: https://www.econbiz.de/10012939622
Saved in:
4
Modelling exchange rate
volatility
of Somali Shilling against US Dollar by utilizing GARCH models
Ali, Abdullahi Osman
- In:
International journal of economics and financial issues …
11
(
2021
)
2
,
pp. 35-39
Persistent link: https://www.econbiz.de/10012509707
Saved in:
5
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:
6
Value at risk forecasting for
volatility
index
Park, Seul-Ki
;
Choi, Ji-Eun
;
Shin, Dong-wan
- In:
Applied economics letters
24
(
2017
)
21
,
pp. 1613-1620
Persistent link: https://www.econbiz.de/10011853568
Saved in:
7
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:
8
Bitcoin and liquidity risk
diversification
Ghabri, Yosra
;
Guesmi, Khaled
;
Zantour, Ahlem
- In:
Finance research letters
40
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012819160
Saved in:
9
On equity risk prediction and tail spillovers
Pouliasis, Panos
;
Kyriakou, Ioannis
;
Papapostolou, Nikos
- In:
International journal of finance & economics : IJFE
22
(
2017
)
4
,
pp. 379-393
Persistent link: https://www.econbiz.de/10011960379
Saved in:
10
Modelling and forecasting
volatility
in international financial markets
Enow, Samuel Tabot
-
2023
Persistent link: https://www.econbiz.de/10014287162
Saved in:
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