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Glaeser, Edward L.
289
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288
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246
Heckman, James J.
235
Gupta, Rangan
220
Freeman, Richard B.
218
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215
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213
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208
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205
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204
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202
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197
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195
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194
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192
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192
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188
Haltiwanger, John C.
187
Mitchell, Olivia S.
186
Kotlikoff, Laurence J.
182
Caporale, Guglielmo Maria
179
Feldstein, Martin S.
176
Burkhauser, Richard V.
171
Currie, Janet M.
165
Card, David E.
163
Fairlie, Robert W.
163
Viscusi, W. Kip
163
Gil-Alaña, Luis A.
161
Slemrod, Joel
158
Acemoglu, Daron
155
Wise, David A.
155
Hamermesh, Daniel S.
154
Borjas, George J.
153
Bloom, Nicholas
150
Audretsch, David B.
149
Gordon, Robert J.
146
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1,859
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American journal of agricultural economics
1,289
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1,182
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1,161
Economic review
926
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876
Southern economic journal
866
Monthly labor review : MLR
856
Economics letters
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Economic inquiry : journal of the Western Economic Association International
847
Finance and economics discussion series
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National tax journal
845
Journal of financial economics
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Journal of financial and quantitative analysis : JFQA
806
The journal of futures markets
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Journal of human resources : JHR
772
CESifo working papers
741
Journal of money, credit and banking : JMCB
722
The journal of economic perspectives : EP ; a journal of the American Economic Association
699
Journal of political economy
680
The journal of law & economics
646
The quarterly journal of economics
643
Challenge
605
American economic journal : a journal of the American Economic Association
603
Health affairs : at the intersection of health, health care, and policy
599
ILR review : the journal of work and policy
594
Journal of labor economics
546
Journal of monetary economics
532
European journal of operational research : EJOR
525
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Journal of economic issues : jei
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2,838
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EconStor
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BASE
163
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1
Improving
volatility
forecasts with GED-GARCH model: evidence from U.S. stock market
Giacalone, Massimiliano
;
Mattera, Raffaele
;
Cozzucoli, …
- In:
The empirical economics letters : a monthly …
18
(
2019
)
7
,
pp. 785-791
Persistent link: https://www.econbiz.de/10012315480
Saved in:
2
Direction-of-change forecasts based on conditional variance, skewness and kurtosis dynamics : international evidence
Christoffersen, Peter F.
;
Diebold, Francis X.
;
Mariano, …
-
2007
Persistent link: https://www.econbiz.de/10003729191
Saved in:
3
Average idiosyncratic
volatility
in G7 countries
Guo, Hui
;
Savickas, Robert
- In:
The review of financial studies
21
(
2008
)
3
,
pp. 1259-1296
Persistent link: https://www.econbiz.de/10003742243
Saved in:
4
The Markov switching multi-fractal model of asset returns : estimation and forecasting of dynamic volatitility with multinomial specifications
Lee, Hwa Taek
-
2007
Persistent link: https://www.econbiz.de/10003767966
Saved in:
5
Volatility
forecast comparison using imperfect
volatility
proxies
Patton, Andrew J.
-
2006
Persistent link: https://www.econbiz.de/10003329784
Saved in:
6
A multivariate nonparametric test for return and
volatility
timing
Marquering, Wessel A.
;
Verbeek, Marno
- In:
Finance research letters
1
(
2004
)
4
,
pp. 250-260
Persistent link: https://www.econbiz.de/10003307431
Saved in:
7
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:
8
The factor-spline-GARCH model for high and low frequency correlations
Rangel, Jose Gonzalo
;
Engle, Robert F.
-
2009
frequency volatilities and correlations ; Dynamic conditional correlation ; Spline-GARCH ; Idiosyncratic
volatility
; Long …
Persistent link: https://www.econbiz.de/10003821063
Saved in:
9
Expected returns and
volatility
of Fama-French factors
Chabi-Yo, Fousseni
-
2009
-
This version: September 25, 2009
Persistent link: https://www.econbiz.de/10003887678
Saved in:
10
Option pricing under stochastic
volatility
and trading volume
Ono, Sadayuki
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003428523
Saved in:
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