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Volatility
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11,442
Asymmetrische Information
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Bollerslev, Tim
81
Diebold, Francis X.
66
McAleer, Michael
60
Koopman, Siem Jan
59
Andersen, Torben
52
Todorov, Viktor
45
Härdle, Wolfgang
42
Lux, Thomas
40
Gupta, Rangan
34
Aizenman, Joshua
33
Caporin, Massimiliano
33
Chiarella, Carl
33
Fernández-Villaverde, Jesús
32
Hafner, Christian M.
31
Bekaert, Geert
30
Lucas, André
30
Hautsch, Nikolaus
29
Herwartz, Helmut
29
Asai, Manabu
28
Ghysels, Eric
27
Meddahi, Nour
27
Pierdzioch, Christian
27
Bauwens, Luc
26
Tauchen, George Eugene
26
Aït-Sahalia, Yacine
25
Chan, Joshua
25
Clark, Todd E.
25
Li, Jia
25
Yu, Jun
25
Clements, Adam
24
Engle, Robert F.
24
Li, Yingying
24
Renault, Eric
24
Rodriguez, Gabriel
24
Brandt, Michael W.
23
Mumtaz, Haroon
23
Caballero, Ricardo J.
22
Kumar, Dilip
22
Mykland, Per A.
22
Westerhoff, Frank H.
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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>
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European University Institute / Department of Economics
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Centre for Analytical Finance <Århus>
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Rodney L. White Center for Financial Research
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Internationaler Währungsfonds / Research Department
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Svenska Handelshögskolan <Helsinki>
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Birkbeck College / Department of Economics
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Institute of Finance and Accounting <London>
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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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Federal Reserve Bank of San Francisco
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Federal Reserve System / Division of Research and Statistics
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International Monetary Fund
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Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
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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 d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification <Paris>
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Centre for Economic Policy Research
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Centre for Growth and Business Cycle Research <Manchester>
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Goethe-Universität Frankfurt am Main
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Gottfried Wilhelm Leibniz Universität Hannover
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Institut für Weltwirtschaft
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Internationaler Währungsfonds / Western Hemisphere Department
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Judge Institute of Management Studies
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Kansantaloustieteen Laitos <Tampere>
2
Umeå Universitet / Institutionen för Nationalekonomi
2
University of British Columbia / Finance Division
2
University of Chicago / Graduate School of Business
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Journal of econometrics
240
NBER working paper series
179
NBER Working Paper
163
Working paper / National Bureau of Economic Research, Inc.
162
Journal of banking & finance
121
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
113
Finance research letters
111
Economics letters
105
Discussion paper / Tinbergen Institute
103
Journal of empirical finance
99
Economic modelling
92
International journal of forecasting
90
International journal of theoretical and applied finance
85
Journal of financial economics
79
Discussion paper / Centre for Economic Policy Research
78
Working paper
75
Journal of economic dynamics & control
73
Mathematical finance : an international journal of mathematics, statistics and financial theory
73
Econometric reviews
69
Energy economics
67
Quantitative finance
66
Journal of international money and finance
65
Applied economics
64
International review of financial analysis
64
Journal of forecasting
64
The European journal of finance
64
International review of economics & finance : IREF
62
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
61
Journal of financial econometrics : official journal of the Society for Financial Econometrics
59
The review of financial studies
59
The North American journal of economics and finance : a journal of financial economics studies
56
Computational economics
53
CREATES research paper
52
Finance and stochastics
49
Applied economics letters
48
Journal of risk and financial management : JRFM
48
Applied mathematical finance
47
Research paper series / Swiss Finance Institute
47
The journal of futures markets
46
The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
11,168
EconStor
9
ArchiDok
1
Other ZBW resources
1
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1
Trading and non-trading time return dynamics : an analysis of Swedih OMX stock index and forward returns using a GARCH framework
Hördahl, Peter
;
Nordén, Lars
-
1996
Persistent link: https://www.econbiz.de/10000932356
Saved in:
2
Trade flows and real exchange-rate volatility : an application of cointegration and error-correction modeling
Arize, Augustine Chuck
- In:
The North American journal of economics and finance : a …
6
(
1995
)
1
,
pp. 37-51
Persistent link: https://www.econbiz.de/10001189209
Saved in:
3
Forecasting variance using stochastic volatility and GARCH
Hansson, Björn A.
;
Hördahl, Peter
- In:
The European journal of finance
11
(
2005
)
1
,
pp. 33-57
Persistent link: https://www.econbiz.de/10002812475
Saved in:
4
Index option market activity and cash market volatility under different market conditions : an empirical study from
Sweden
Hagelin, Niclas
- In:
Empirical essays on financial markets, firms, and derivates
,
(pp. 11-41)
.
2000
Persistent link: https://www.econbiz.de/10001509964
Saved in:
5
The search for chaos and nonlinearities in Swedish stock index returns
Amilon, Henrik
- In:
Essays on financial models
,
(pp. 9-36)
.
2000
Persistent link: https://www.econbiz.de/10001551217
Saved in:
6
The effects of sterilized interventions through the signalling channel
Lindberg, Hans
-
1994
Persistent link: https://www.econbiz.de/10001529745
Saved in:
7
The search for chaos and nonlinearities in Swedish stock index returns
Amilon, Henrik
;
Byström, Hans N. E.
-
1998
Persistent link: https://www.econbiz.de/10000994651
Saved in:
8
Exchange rate variability inside and outside the EMU
Bergbom, Lennart
-
1998
Persistent link: https://www.econbiz.de/10000998263
Saved in:
9
Forecasting variance using stochastic volatility and GARCH
Hansson, Björn A.
;
Hördahl, Peter
-
1998
Persistent link: https://www.econbiz.de/10000981021
Saved in:
10
Endogenous separations, wage rigidities, and unemployment volatility
Carlsson, Mikael
;
Westermark, Andreas
- In:
American economic journal
14
(
2022
)
1
,
pp. 332-354
Persistent link: https://www.econbiz.de/10012799539
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