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Volatility
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41,728
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Gupta, Rangan
92
Bollerslev, Tim
81
McAleer, Michael
62
Diebold, Francis X.
60
Andersen, Torben
49
Bekaert, Geert
42
Koopman, Siem Jan
41
Härdle, Wolfgang
40
Pierdzioch, Christian
40
Lux, Thomas
39
Aizenman, Joshua
33
Chiarella, Carl
32
Caporale, Guglielmo Maria
31
Caporin, Massimiliano
31
Todorov, Viktor
30
Herwartz, Helmut
29
Bloom, Nicholas
27
Clark, Todd E.
26
Asai, Manabu
25
Fernández-Villaverde, Jesús
25
Mumtaz, Haroon
25
Giglio, Stefano
24
Hafner, Christian M.
24
Andersen, Torben G.
23
Christiansen, Charlotte
23
Ghysels, Eric
23
Hautsch, Nikolaus
23
Schlag, Christian
23
Aït-Sahalia, Yacine
22
Brandt, Michael W.
22
Carriero, Andrea
22
Christoffersen, Peter F.
22
Lucas, André
22
Meddahi, Nour
22
Yu, Jun
22
Caballero, Ricardo J.
21
Westerhoff, Frank H.
21
Bauwens, Luc
20
Chan, Joshua
20
Engle, Robert F.
20
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National Bureau of Economic Research
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Ekonomiska forskningsinstitutet <Stockholm>
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Rodney L. White Center for Financial Research
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Svenska Handelshögskolan <Helsinki>
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Birkbeck College / Department of Economics
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Gottfried Wilhelm Leibniz Universität Hannover
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Instituto Valenciano de Investigaciones Económicas
4
The Wharton Financial Institutions Center
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Centre for Economic Policy Research
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Federal Reserve System / Division of Research and Statistics
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Institut für Weltwirtschaft
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International Monetary Fund
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Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
3
Springer Fachmedien Wiesbaden
3
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 Growth and Business Cycle Research <Manchester>
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Christian-Albrechts-Universität zu Kiel
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Danmarks Nationalbank
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Deutsche Börse AG
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Erasmus Research Institute of Management
2
Forschungsinstitut zur Zukunft der Arbeit
2
Goethe-Universität Frankfurt am Main
2
Internationaler Währungsfonds / Western Hemisphere Department
2
Judge Institute of Management Studies
2
Kansantaloustieteen Laitos <Tampere>
2
Umeå Universitet / Institutionen för Nationalekonomi
2
University of British Columbia / Finance Division
2
University of Exeter / Department of Economics
2
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NBER working paper series
198
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184
NBER Working Paper
175
Finance research letters
155
Journal of econometrics
130
Journal of banking & finance
127
Energy economics
117
Economics letters
104
International review of financial analysis
103
Economic modelling
101
Journal of empirical finance
95
Discussion paper / Centre for Economic Policy Research
89
International review of economics & finance : IREF
89
Journal of financial economics
89
Applied economics
84
The North American journal of economics and finance : a journal of financial economics studies
84
Working paper
83
Discussion paper / Tinbergen Institute
82
International journal of theoretical and applied finance
80
International journal of forecasting
77
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
77
Journal of economic dynamics & control
77
Journal of international money and finance
76
Mathematical finance : an international journal of mathematics, statistics and financial theory
74
The European journal of finance
67
The review of financial studies
67
Applied economics letters
65
Journal of forecasting
56
Quantitative finance
54
Econometric reviews
51
Journal of international financial markets, institutions & money
51
Research paper series / Swiss Finance Institute
49
Journal of risk and financial management : JRFM
48
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
48
Applied mathematical finance
47
Computational economics
47
CESifo working papers
46
Journal of financial econometrics : official journal of the Society for Financial Econometrics
46
The journal of finance : the journal of the American Finance Association
46
CREATES research paper
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ECONIS (ZBW)
11,547
RePEc
26
EconStor
10
BASE
1
ArchiDok
1
Showing
1
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10
of
11,585
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date (oldest first)
1
Social states of belief and the determinants of the equity
risk
premium in a rational belief equilibrium
Kurz, Mordecai
-
1997
Persistent link: https://www.econbiz.de/10000974019
Saved in:
2
Endogenous uncertainty : a unified view of market volatility
Kurz, Mordecai
-
1997
Persistent link: https://www.econbiz.de/10000974094
Saved in:
3
Social states of belief and the determinant of the equity
risk
premium in a rational belief equilibrium
Kurz, Mordecai
- In:
Functional analysis and economic theory : with 6 tables
,
(pp. 171-220)
.
1998
Persistent link: https://www.econbiz.de/10001302079
Saved in:
4
Endogenous uncertainty and market volatility
Kurz, Mordecai
;
Motolese, Maurizio
-
1999
Persistent link: https://www.econbiz.de/10001374754
Saved in:
5
Endogenous uncertainty and market volatility
Kurz, Mordecai
;
Motolese, Maurizio
-
1999
Persistent link: https://www.econbiz.de/10001377778
Saved in:
6
Endogenous uncertainty
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
-
2018
Persistent link: https://www.econbiz.de/10011878268
Saved in:
7
Endogenous uncertainty and market volatility
Kurz, Mordecai
;
Motolese, Maurizio
- In:
Economic theory : official journal of the Society for …
17
(
2001
)
3
,
pp. 497-544
Persistent link: https://www.econbiz.de/10001574742
Saved in:
8
Endogenous uncertainty and rational belief equilibrium : a unified
theory
of market volatility
Kurz, Mordecai
- In:
General equilibrium : problem and prospects
,
(pp. 246-282)
.
2003
Persistent link: https://www.econbiz.de/10001986747
Saved in:
9
The effect of forward exchange on spot rate volatility under
risk
and rational expectations
Kawai, Masahiro
-
1982
Persistent link: https://www.econbiz.de/10002203476
Saved in:
10
A new interpretation of known facts : the case of two-way causality between trading and volatility
Müller, Christian
- In:
Economic modelling
29
(
2012
)
3
,
pp. 664-670
Persistent link: https://www.econbiz.de/10009544842
Saved in:
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