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United States
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1,515
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1,366
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1,334
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Mairesse, Jacques
34
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20
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16
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16
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15
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15
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15
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14
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13
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12
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12
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10
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10
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10
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10
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10
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10
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10
Werding, Martin
10
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9
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9
Bloom, Nicholas
9
Bozio, Antoine
9
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9
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9
Inklaar, Robert
9
Kocoglu, Yusuf
9
Lamoreaux, Naomi R.
9
Lemieux, Thomas
9
O'Mahony, Mary
9
Saez, Emmanuel
9
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8
Bec, Frédérique
8
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8
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8
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National Bureau of Economic Research
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5
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4
Fraunhofer-Institut für Systemtechnik und Innovationsforschung
4
Institut für Weltwirtschaft
4
Princeton University Press
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Rodney L. White Center for Financial Research
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Université Paris-Dauphine (Paris IX)
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Zentrum für Europäische Wirtschaftsforschung
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Centre d'Observation Economique
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Centre for Educational Research and Innovation
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Directorate for Education, Organisation de Coopération et de Développement Économiques (OCDE)
3
Duff & Phelps Corp.
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Istituto di Ricerca sulla Dinamica dei Sistemi Economici <Mailand>
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Rōdō Seisaku Kenkyū Kenshū Kikō
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Stiftung Wissenschaft und Politik
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Direktorenkonferenz der Landesmedienanstalten
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Edward Elgar Publishing
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2
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2
Internationale Vereinigung für Steuerrecht
2
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Working paper / National Bureau of Economic Research, Inc.
78
Discussion paper / Centre for Economic Policy Research
39
Applied financial economics
35
The journal of futures markets
32
NBER working paper series
31
Journal of international money and finance
28
Discussion paper series / IZA
25
Journal of banking & finance
23
The journal of finance : the journal of the American Finance Association
21
Applied economics
20
Economie et statistique
19
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
19
Economie & prévision : EP
18
NBER Working Paper
18
Revue économique : revue bimestrielle
18
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
17
The review of financial studies
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Journal of economics & business
16
SpringerLink / Bücher
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The American economic review
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CESifo working papers
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Journal of empirical finance
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Revue de l'OFCE
14
Journal of financial and quantitative analysis : JFQA
13
LIS working paper series
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Discussion paper
12
European economic review : EER
12
International review of economics & finance : IREF
12
Observations et diagnostics économiques / Revue de l'OFCE
12
Revue d'économie financière : revue trimestrielle de l'Association Europe finances régulations
12
Applied economics letters
10
Document de travail / OFCE
10
Economics letters
10
International review of financial analysis
10
La revue de l'IRES
10
Les cahiers de recherche / HEC Paris
10
Managerial finance
10
Revue d'économie politique
10
Revue française d'économie : RFE
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ECONIS (ZBW)
4,112
RePEc
38
BASE
4
EconStor
4
USB Cologne (EcoSocSci)
4
ArchiDok
1
Showing
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10
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1
Estimating and predicting multivariate volatility thresholds in global stock markets
Audrino, Francesco
;
Trojani, Fabio
- In:
Journal of applied econometrics
21
(
2006
)
3
,
pp. 345-369
Persistent link: https://www.econbiz.de/10003316303
Saved in:
2
Modeling asset returns : a comparison of theoretical and empirical models
Lüders, Erik
(
contributor
);
Schröder, Michael
(
contributor
)
-
2004
-
Rev. version
large economies, USA, United Kingdom, Germany,
France
and Japan. The empirical results show that although the pure NGARCH …
Persistent link: https://www.econbiz.de/10003670896
Saved in:
3
Parametric Value-at-Risk analysis : evidence from stock indices
Mabrouk, Samir
;
Saadi, Samir
- In:
The quarterly review of economics and finance : journal …
52
(
2012
)
3
,
pp. 305-321
Persistent link: https://www.econbiz.de/10009683550
Saved in:
4
A Copula-based autoregressive conditional dependence model of international stock markets
Goorbergh, Rob Willem Jean van den
-
2004
Persistent link: https://www.econbiz.de/10002849847
Saved in:
5
Dow Jones, CAC 40, SBF 120 : comment expliquer que le CAC 40 est le plus volatil?
Jeffers, Esther
;
Moyé, Damien
- In:
Revue d'économie financière : revue trimestrielle de …
(
2004
)
74
,
pp. 203-218
Persistent link: https://www.econbiz.de/10002514702
Saved in:
6
Value-at-risk for long and short trading positions
Giot, Pierre
;
Laurent, Sébastien
-
2001
Persistent link: https://www.econbiz.de/10001596369
Saved in:
7
How deep was the September 2001 stock market crisis? : Putting recent events on the American and French markets into perspective with an index of market shocks
Maillet, Bertrand
;
Michel, Thierry
-
2002
Persistent link: https://www.econbiz.de/10001687679
Saved in:
8
Excessive variation in risk-factor correlations and volatilities
Bali, Turan G.
;
Genberg, Hans
;
Neftci, Salih N.
- In:
The journal of futures markets
22
(
2002
)
12
,
pp. 1119-1146
Persistent link: https://www.econbiz.de/10001713588
Saved in:
9
Empirical studies on volatility in international stock markets
Hol, Eugenie M. J. H.
-
2003
Persistent link: https://www.econbiz.de/10001781211
Saved in:
10
The nonlinear dynamics of stock prices
Shively, Philip A.
- In:
The quarterly review of economics and finance : journal …
43
(
2003
)
3
,
pp. 505-517
Persistent link: https://www.econbiz.de/10001782543
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