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~subject:"Volatilität"
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Volatilität
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Bollerslev, Tim
76
Diebold, Francis X.
63
McAleer, Michael
57
Lux, Thomas
51
Koopman, Siem Jan
46
Andersen, Torben
45
Härdle, Wolfgang
38
Aizenman, Joshua
33
Chiarella, Carl
32
Gupta, Rangan
32
Bekaert, Geert
31
Caporin, Massimiliano
31
Hautsch, Nikolaus
31
Pierdzioch, Christian
30
Asai, Manabu
27
Herwartz, Helmut
27
Fernández-Villaverde, Jesús
25
Schlag, Christian
25
Hafner, Christian M.
24
Todorov, Viktor
24
Andersen, Torben G.
23
Christoffersen, Peter F.
23
Ghysels, Eric
23
Lucas, André
23
Clark, Todd E.
22
Meddahi, Nour
22
Yu, Jun
22
Bansal, Ravi
21
Caballero, Ricardo J.
21
Mittnik, Stefan
21
Westerhoff, Frank H.
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Aït-Sahalia, Yacine
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Bauwens, Luc
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Engle, Robert F.
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Gonçalves, Sílvia
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Chan, Joshua
19
Giglio, Stefano
19
Li, Kai
19
Liesenfeld, Roman
19
Lütkepohl, Helmut
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National Bureau of Economic Research
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8
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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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Birkbeck College / Department of Economics
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Svenska Handelshögskolan <Helsinki>
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Instituto Valenciano de Investigaciones Económicas
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The Wharton Financial Institutions Center
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Springer Fachmedien Wiesbaden
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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World Bank
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Brown University / Department of Economics
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Centre for Economic Policy Research
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Christian-Albrechts-Universität zu Kiel
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International Monetary Fund
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Internationaler Währungsfonds / Western Hemisphere Department
2
Judge Institute of Management Studies
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Kansantaloustieteen Laitos <Tampere>
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Umeå Universitet / Institutionen för Nationalekonomi
2
University of British Columbia / Finance Division
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NBER working paper series
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Working paper / National Bureau of Economic Research, Inc.
168
NBER Working Paper
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Journal of econometrics
126
Journal of banking & finance
113
Finance research letters
87
Journal of empirical finance
84
Discussion paper / Centre for Economic Policy Research
82
Economics letters
82
Discussion paper / Tinbergen Institute
79
International journal of theoretical and applied finance
78
Economic modelling
76
International journal of forecasting
76
Journal of economic dynamics & control
74
Journal of financial economics
74
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
73
Mathematical finance : an international journal of mathematics, statistics and financial theory
72
Working paper
70
Journal of international money and finance
66
International review of financial analysis
65
International review of economics & finance : IREF
60
Applied economics
59
Energy economics
59
The European journal of finance
59
The review of financial studies
57
Journal of forecasting
55
Quantitative finance
55
Econometric reviews
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Applied economics letters
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The North American journal of economics and finance : a journal of financial economics studies
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Applied mathematical finance
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Computational economics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
45
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Research paper series / Swiss Finance Institute
44
The journal of finance : the journal of the American Finance Association
44
Finance and stochastics
43
Journal of monetary economics
41
The journal of futures markets
40
CREATES research paper
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ECONIS (ZBW)
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EconStor
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USB Cologne (EcoSocSci)
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ArchiDok
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OLC EcoSci
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RePEc
1
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1
Excess Volatility in the Term Structure of Interest Rates, in Share Prices and in Eurozone Derivatives
Santini, Amia
-
2022
1 Abstract -- 2 Introduction -- 3 Chapter I: Literature on the subject of excess volatility -- 4 Chapter II: Excess volatility beyond discount rates -- 5 Chapter III: Evidence of excess volatility in the Eurozone market -- 6 Conclusions.
Persistent link: https://www.econbiz.de/10013192353
Saved in:
2
Das kurzfristige Verhalten des deutschen Rentenmarktes
Bartetzky, Peter
-
1996
Persistent link: https://www.econbiz.de/10000948987
Saved in:
3
Wechselkursvolatilität und Terminkursverzerrungen : empirischer Befund und Erklärungsansätze
Frenkel, Michael
-
1994
-
1. Aufl.
Persistent link: https://www.econbiz.de/10000417736
Saved in:
4
Expectations and Niehans' exchange rate dynamics
Ghosh, Sukesh K.
- In:
Weltwirtschaftliches Archiv : Zeitschrift des Instituts …
122
(
1986
)
3
,
pp. 522-565
Persistent link: https://www.econbiz.de/10001012009
Saved in:
5
Signal or noise? : uncertainty and learning about whether other traders are informed
Banerjee, Snehal
;
Green, Brett
- In:
Journal of financial economics
117
(
2015
)
2
,
pp. 398-423
Persistent link: https://www.econbiz.de/10011480269
Saved in:
6
Expectations, behavior, and stock market volatility
Wang, Yong
;
Deng, Hanzhong
- In:
Emerging markets finance & trade : a journal of the …
54
(
2018
)
13/14/15
,
pp. 3235-3255
Persistent link: https://www.econbiz.de/10012125765
Saved in:
7
Heterogeneous expectation, beliefs evolution and house price volatility
Zhang, Hao
;
Huang, Yuyuan
;
Yao, Haixiang
- In:
Economic modelling
53
(
2016
),
pp. 409-418
Persistent link: https://www.econbiz.de/10011641077
Saved in:
8
House prices, expectations, and time-varying fundamentals
Gelain, Paolo
;
Lansing, Kevin J.
- In:
Journal of empirical finance
29
(
2014
),
pp. 3-25
Persistent link: https://www.econbiz.de/10011300508
Saved in:
9
Sentiment and speculation in a market with heterogeneous beliefs
Martin, Ian
;
Papadimitriou, Dimitris
-
2019
Persistent link: https://www.econbiz.de/10012180639
Saved in:
10
Two trees with heterogeneous beliefs : spillover effect of disagreement
Han, Bing
;
Lu, Lei
;
Zhou, Yi
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
4
,
pp. 1791-1819
Persistent link: https://www.econbiz.de/10012139954
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