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Movements in Australian Stock...
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United States
Volatility
40,961
Volatilität
39,866
Theorie
11,538
Theory
11,519
Börsenkurs
9,853
Share price
9,828
Schätzung
9,299
Estimation
9,270
Kapitaleinkommen
7,636
Capital income
7,635
Correlation
6,972
ARCH-Modell
6,721
ARCH model
6,713
Korrelation
6,620
Aktienmarkt
6,363
Stock market
6,349
Welt
5,201
World
5,183
Exchange rate
4,644
Wechselkurs
4,637
USA
4,634
Prognoseverfahren
4,035
Forecasting model
4,025
Stochastischer Prozess
3,929
Stochastic process
3,922
Optionspreistheorie
3,915
Option pricing theory
3,903
Zeitreihenanalyse
3,589
Time series analysis
3,573
Portfolio-Management
2,852
Portfolio selection
2,848
Risk
2,809
Risiko
2,738
volatility
2,648
Oil price
2,418
Ölpreis
2,414
Schätztheorie
2,390
Spillover-Effekt
2,386
Estimation theory
2,385
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Free
1,164
Undetermined
804
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Article
2,931
Book / Working Paper
1,680
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1
Other
1
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2,775
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2,775
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1,333
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1,231
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1,229
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147
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147
Hochschulschrift
125
Thesis
108
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62
Sammlung
62
Conference paper
15
Konferenzbeitrag
15
Amtsdruckschrift
12
Government document
12
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9
Bibliography included
9
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6
Sammelwerk
6
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5
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4
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4
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3
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3
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2
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2
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2
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2
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English
4,552
German
32
French
13
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10
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7
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1
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Gupta, Rangan
56
McAleer, Michael
47
Bahmani-Oskooee, Mohsen
33
Bollerslev, Tim
28
Andersen, Torben
23
Caporale, Guglielmo Maria
20
Bali, Turan G.
19
Chang, Chia-Lin
18
Moffitt, Robert A.
18
Davis, Steven J.
17
Hammoudeh, Shawkat
17
Pierdzioch, Christian
17
Asai, Manabu
15
Castelnuovo, Efrem
15
Diebold, Francis X.
15
Fernández-Villaverde, Jesús
15
Hautsch, Nikolaus
15
Weber, Enzo
15
Bouri, Elie
14
Hegerty, Scott W.
14
Wohar, Mark E.
14
Bartram, Söhnke M.
13
Engle, Robert F.
13
Guo, Hui
13
Stulz, René M.
13
Ang, Andrew
12
Bekaert, Geert
12
Caggiano, Giovanni
12
Fleming, Jeff
12
Guerrón-Quintana, Pablo A.
12
Hamori, Shigeyuki
12
Jaimovich, Nir
12
Malik, Farooq
12
Audrino, Francesco
11
Belke, Ansgar
11
Blundell, Richard W.
11
Brown, Gregory W.
11
Campbell, John Y.
11
Chatrath, Arjun
11
Christiansen, Charlotte
11
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National Bureau of Economic Research
24
Federal Reserve Bank of St. Louis
11
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
6
Federal Reserve Bank of New York
5
Centre for Growth and Business Cycle Research <Manchester>
4
European University Institute / Department of Economics
4
University of Canterbury / Dept. of Economics and Finance
4
Centre for Analytical Finance <Århus>
3
Federal Reserve Bank of Cleveland
3
New York Stock Exchange
3
Rodney L. White Center for Financial Research
3
Brown University / Department of Economics
2
Center for Economic Research <Tilburg>
2
Federal Reserve Bank of San Francisco
2
Federal Reserve System / Board of Governors
2
Federal Reserve System / Division of Research and Statistics
2
Harvard Institute of Economic Research
2
International Monetary Fund (IMF)
2
Internationaler Währungsfonds / Research Department
2
Massachusetts Institute of Technology / Department of Economics
2
School of Accounting, Economics and Finance <Geelong>
2
Svenska Handelshögskolan <Helsinki>
2
USA / General Accounting Office
2
American Finance Association
1
Birkbeck College / Department of Economics
1
Boston College / Department of Economics
1
Brussels European and Global Economic Laboratory
1
Business Information Centre <Toronto>
1
Center for International Development <Cambridge, Mass.>
1
Chambre de commerce et d'industrie de Paris
1
Columbia University / Center on Global Energy Policy
1
Columbia University / Department of Economics
1
Deutsches Institut für Wirtschaftsforschung
1
Ecole des hautes études commerciales <Montréal> / Institut d'économie appliquée
1
Federal Reserve Bank of Chicago
1
Financial Options Research Centre
1
Forschungsinstitut zur Zukunft der Arbeit
1
Georgetown University / Economics Department
1
Institut für Weltwirtschaft
1
Institute of Finance and Accounting <London>
1
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Working paper / National Bureau of Economic Research, Inc.
197
The journal of futures markets
135
The review of financial studies
94
Discussion paper / Centre for Economic Policy Research
77
Journal of banking & finance
67
The journal of finance : the journal of the American Finance Association
67
Applied financial economics
55
Journal of financial and quantitative analysis : JFQA
49
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
48
Energy economics
47
The North American journal of economics and finance : a journal of financial economics studies
45
Journal of empirical finance
43
Working paper
41
Journal of financial economics
39
International review of financial analysis
38
Finance research letters
37
International review of economics & finance : IREF
37
Applied economics
36
The review of economics and statistics
34
Finance and economics discussion series
33
Journal of international financial markets, institutions & money
33
Journal of money, credit and banking : JMCB
33
Economic modelling
32
Economics letters
32
Journal of international money and finance
30
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
29
Journal of economics & business
27
International finance discussion papers
25
Journal of econometrics
25
The journal of real estate finance and economics
25
Applied economics letters
24
Econometric Institute research papers
24
NBER working paper series
24
The American economic review
24
Global finance journal
23
Research in international business and finance
23
The journal of derivatives : the official publication of the International Association of Financial Engineers
22
CESifo working papers
21
Journal of applied econometrics
20
Journal of economics and finance
20
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ECONIS (ZBW)
4,601
RePEc
8
BASE
2
EconStor
2
Showing
1
-
10
of
4,613
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Essays on realized
volatility
and jumps
Larson, Marcus
-
2008
Persistent link: https://www.econbiz.de/10003758871
Saved in:
2
The co-movements along the forward curve of natural gas futures: a structural view
Spargoli, Fabrizio
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003762669
Saved in:
3
Modeling
volatility
spillovers between the variabilities of US inflation and output : the UECCC GARCH model
Conrad, Christian
;
Karanasos, Menelaos
-
2008
This paper employs the unrestricted extended constant conditional
correlation
GARCH specification proposed in Conrad …
Persistent link: https://www.econbiz.de/10003770689
Saved in:
4
Pricing CDOs with a smile : the local
correlation
model
Turc, Julien
;
Very, Philippe
- In:
Frontiers in quantitative finance : volatility and …
,
(pp. 235-250)
.
2009
Persistent link: https://www.econbiz.de/10003787606
Saved in:
5
A long-run pure variance common features model for the common volatilities of the Dow Jones
Engle, Robert F.
;
Marcucci, Juri
- In:
Journal of econometrics
132
(
2006
)
1
,
pp. 7-42
Persistent link: https://www.econbiz.de/10003320235
Saved in:
6
Modelling time-vaying conditionl correlations in the
volatility
of Tapus oil spot and forward returns
Manera, Matteo
;
McAleer, Michael
;
Grasso, Margherita
- In:
Applied financial economics
16
(
2006
)
7
,
pp. 525-533
Persistent link: https://www.econbiz.de/10003320406
Saved in:
7
Asymmetric
volatility
,
correlation
and returns dynamics between the US and UK securitized real estate markets
Michayluk, David
;
Wilson, Patrick James
;
Zurbruegg, Ralf
- In:
Real estate economics : journal of the American Real …
34
(
2006
)
1
,
pp. 109-131
Persistent link: https://www.econbiz.de/10003325677
Saved in:
8
Multivariate stochastic
volatility
models with correlated errors
Chan, David
;
Kohn, Robert
;
Kirby, Chris
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 245-274
Persistent link: https://www.econbiz.de/10003355764
Saved in:
9
Volatility
spillovers and dynamic
correlation
in European bond markets
Skintzi, Vasiliki D.
;
Refenes, Apostolos-Paul
- In:
Journal of international financial markets, …
16
(
2006
)
1
,
pp. 23-40
Persistent link: https://www.econbiz.de/10003285772
Saved in:
10
Implied correlations : smiles or smirks?
Agca, Senay
;
Agrawal, Deepak
;
Islam, Saiyid
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
2
,
pp. 7-35
Persistent link: https://www.econbiz.de/10003795256
Saved in:
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