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Volatility
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McAleer, Michael
94
Bollerslev, Tim
91
Gupta, Rangan
79
Diebold, Francis X.
69
Andersen, Torben
58
Koopman, Siem Jan
45
Lux, Thomas
41
Härdle, Wolfgang
40
Pierdzioch, Christian
38
Bahmani-Oskooee, Mohsen
37
Bekaert, Geert
37
Caporale, Guglielmo Maria
36
Aizenman, Joshua
35
Asai, Manabu
35
Chiarella, Carl
35
Caporin, Massimiliano
34
Fernández-Villaverde, Jesús
32
Herwartz, Helmut
32
Ghysels, Eric
31
Hautsch, Nikolaus
31
Engle, Robert F.
29
Chang, Chia-Lin
27
Todorov, Viktor
27
Clark, Todd E.
26
Mumtaz, Haroon
26
Aït-Sahalia, Yacine
25
Campbell, John Y.
24
Christoffersen, Peter F.
24
Dijk, Dick van
24
Hafner, Christian M.
24
Andersen, Torben G.
23
Bali, Turan G.
23
Clements, Adam
23
Lucas, André
23
Yu, Jun
23
Bansal, Ravi
22
Bauwens, Luc
22
Gallo, Giampiero M.
22
Gil-Alaña, Luis A.
22
Jiang, George J.
22
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National Bureau of Economic Research
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Federal Reserve Bank of St. Louis
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Centre for Analytical Finance <Århus>
10
European University Institute / Department of Economics
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Ekonomiska forskningsinstitutet <Stockholm>
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Federal Reserve Bank of New York
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Internationaler Währungsfonds / Research Department
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Rodney L. White Center for Financial Research
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Svenska Handelshögskolan <Helsinki>
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Centre for Growth and Business Cycle Research <Manchester>
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Birkbeck College / Department of Economics
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Institute of Finance and Accounting <London>
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University of Canterbury / Dept. of Economics and Finance
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Federal Reserve Bank of San Francisco
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Federal Reserve System / Division of Research and Statistics
4
Instituto Valenciano de Investigaciones Económicas
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The Wharton Financial Institutions Center
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Brown University / Department of Economics
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Center for Economic Research <Tilburg>
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Federal Reserve Bank of Cleveland
3
Federal Reserve System / Board of Governors
3
Institut für Weltwirtschaft
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Massachusetts Institute of Technology / Department of Economics
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New York Stock Exchange
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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
3
Business Information Centre <Toronto>
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Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification <Paris>
2
Centre for Economic Policy Research
2
Christian-Albrechts-Universität zu Kiel
2
Columbia University / Department of Economics
2
Danmarks Nationalbank
2
Deutsche Börse AG
2
Erasmus Research Institute of Management
2
Financial Options Research Centre
2
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Working paper / National Bureau of Economic Research, Inc.
293
NBER working paper series
193
NBER Working Paper
167
Journal of banking & finance
159
The journal of futures markets
159
Journal of econometrics
138
Discussion paper / Centre for Economic Policy Research
127
Journal of empirical finance
115
Finance research letters
112
The review of financial studies
111
Economics letters
107
Economic modelling
102
Working paper
101
Energy economics
99
Journal of financial economics
97
Discussion paper / Tinbergen Institute
93
International review of financial analysis
91
Journal of international money and finance
89
Applied economics
88
The journal of finance : the journal of the American Finance Association
88
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
87
International review of economics & finance : IREF
86
The North American journal of economics and finance : a journal of financial economics studies
85
International journal of theoretical and applied finance
84
International journal of forecasting
82
Applied financial economics
77
Journal of economic dynamics & control
73
Mathematical finance : an international journal of mathematics, statistics and financial theory
73
The European journal of finance
66
Applied economics letters
65
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
65
Journal of financial and quantitative analysis : JFQA
62
Journal of international financial markets, institutions & money
62
Econometric reviews
60
Journal of forecasting
59
Research paper series / Swiss Finance Institute
57
Finance and economics discussion series
54
Journal of risk and financial management : JRFM
52
Journal of financial econometrics : official journal of the Society for Financial Econometrics
51
Quantitative finance
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ECONIS (ZBW)
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EconStor
15
ArchiDok
1
RePEc
1
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date (oldest first)
1
Stock index volatility expectations implied by call options premia
Rindell, Krister
-
1989
Persistent link: https://www.econbiz.de/10000126342
Saved in:
2
The twilight of capitalism
Harrington, Michael
-
1976
-
1. print.
Persistent link: https://www.econbiz.de/10000049218
Saved in:
3
Are exchange rates "excessively" volatile?
Wadhwani, Sushil B.
-
1984
Persistent link: https://www.econbiz.de/10000025908
Saved in:
4
Nonparametric autoregression with multiplicative volatility and additive mean
Yang, Lijian
;
Härdle, Wolfgang
;
Nielsen, Jens Perch
-
1998
Persistent link: https://www.econbiz.de/10000168636
Saved in:
5
The forward market in the foreign exchange markets : volatility, forecasting ability, deviations from the covered interest rate parity and market efficiency
Chung, Chang K.
-
1992
Persistent link: https://www.econbiz.de/10000909892
Saved in:
6
Jumps and stochastic volatility : exchange rate processes implicit in PHLX Deutschemark options
Bates, David S.
-
1993
Persistent link: https://www.econbiz.de/10000884445
Saved in:
7
Money velocity with interest rate stochastic volatility and exact aggregation
Barnett, William A.
;
Xu, Haiyang
-
1995
Persistent link: https://www.econbiz.de/10000933224
Saved in:
8
Central bank intervention and risk in the forward premium
Baillie, Richard
;
Osterberg, William P.
-
1996
Persistent link: https://www.econbiz.de/10000941570
Saved in:
9
Jumps and stochastic volatility : exchange rate processes implicit in Deutschemark options
Bates, David S.
-
1994
Persistent link: https://www.econbiz.de/10000941571
Saved in:
10
Post-'87 crash fears in S&P 500 futures options
Bates, David S.
-
1995
Persistent link: https://www.econbiz.de/10000941574
Saved in:
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