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~subject:"Volatility"
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Volatility
Theorie
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McAleer, Michael
121
Bollerslev, Tim
103
Gupta, Rangan
102
Diebold, Francis X.
73
Pierdzioch, Christian
64
Caporale, Guglielmo Maria
63
Andersen, Torben
60
Koopman, Siem Jan
54
Lux, Thomas
51
Härdle, Wolfgang
49
Todorov, Viktor
47
Caporin, Massimiliano
44
Hautsch, Nikolaus
43
Herwartz, Helmut
41
Asai, Manabu
39
Chiarella, Carl
39
Engle, Robert F.
39
Buch, Claudia M.
38
Bekaert, Geert
37
Bahmani-Oskooee, Mohsen
35
Chang, Chia-Lin
35
Gil-Alaña, Luis A.
35
Aizenman, Joshua
34
Belke, Ansgar
34
Bouri, Elie
33
Hafner, Christian M.
33
Ghysels, Eric
31
Ma, Feng
31
Wohar, Mark E.
31
Christoffersen, Peter F.
29
Döpke, Jörg
29
Rodriguez, Gabriel
29
Andersen, Torben G.
28
Mumtaz, Haroon
28
Chan, Joshua
27
Fernández-Villaverde, Jesús
27
Meddahi, Nour
27
Tauchen, George Eugene
27
Clements, Adam
26
Lucas, André
26
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National Bureau of Economic Research
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Ekonomiska forskningsinstitutet <Stockholm>
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European University Institute / Department of Economics
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Svenska Handelshögskolan <Helsinki>
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Centre for Analytical Finance <Århus>
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Institut für Weltwirtschaft
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Rodney L. White Center for Financial Research
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Internationaler Währungsfonds / Research Department
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University of Canterbury / Dept. of Economics and Finance
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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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Institute of Finance and Accounting <London>
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
4
Federal Reserve Bank of St. Louis
4
Federal Reserve System / Division of Research and Statistics
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Gottfried Wilhelm Leibniz Universität Hannover
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Instituto Valenciano de Investigaciones Económicas
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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The Wharton Financial Institutions Center
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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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Chambre de commerce et d'industrie de Paris
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Federal Reserve Bank of New York
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Forschungsinstitut zur Zukunft der Arbeit
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International Monetary Fund
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Kansantaloustieteen Laitos <Tampere>
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Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
3
Springer Fachmedien Wiesbaden
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Australian National University / Faculty of Economics and Commerce
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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>
2
Centre for Quantitative Economics & Computing
2
Christian-Albrechts-Universität zu Kiel
2
Danmarks Nationalbank
2
Deutsche Börse AG
2
Erasmus Research Institute of Management
2
Federal Reserve Bank of Cleveland
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NBER working paper series
231
Working paper / National Bureau of Economic Research, Inc.
218
NBER Working Paper
209
Journal of econometrics
195
Energy economics
187
Finance research letters
187
Applied economics
167
Economic modelling
166
Journal of banking & finance
164
International review of financial analysis
151
International review of economics & finance : IREF
149
Journal of empirical finance
135
Economics letters
126
The North American journal of economics and finance : a journal of financial economics studies
121
Working paper
116
Discussion paper / Tinbergen Institute
115
Journal of international money and finance
115
Applied economics letters
111
Discussion paper / Centre for Economic Policy Research
111
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
104
Journal of international financial markets, institutions & money
102
Journal of financial economics
97
The journal of futures markets
96
Applied financial economics
95
International journal of forecasting
95
The European journal of finance
90
International journal of theoretical and applied finance
88
Journal of economic dynamics & control
87
Research in international business and finance
84
Journal of risk and financial management : JRFM
80
CESifo working papers
76
Mathematical finance : an international journal of mathematics, statistics and financial theory
73
Journal of forecasting
70
Quantitative finance
69
International journal of finance & economics : IJFE
66
Journal of financial econometrics : official journal of the Society for Financial Econometrics
63
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
62
Econometric reviews
61
The review of financial studies
61
Research paper series / Swiss Finance Institute
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ECONIS (ZBW)
16,171
EconStor
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RePEc
3
BASE
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ArchiDok
1
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1
Multivariate volatility analysis of VW stock prices
Herwartz, Helmut
;
Lütkepohl, Helmut
-
1998
Persistent link: https://www.econbiz.de/10000992357
Saved in:
2
Bayesian learning in financial markets : price adjustments, fundamentals, and risk
Müller, Christoph
-
2009
-
1. Aufl.
Persistent link: https://www.econbiz.de/10003866148
Saved in:
3
Discussion of "Microeconomic uncertainty, international trade, and aggregate fluctuations"
Lustig, Hanno
- In:
Journal of monetary economics
69
(
2015
),
pp. 39-41
Persistent link: https://www.econbiz.de/10011326721
Saved in:
4
Die Messung von Risiken in makroökonomischen Variablen
Seppelfricke, Peter
-
1995
Persistent link: https://www.econbiz.de/10000549303
Saved in:
5
Conditional leptokurtosis and non-linear dependence in exchange rate returns
Caporale, Guglielmo M.
;
Hassapis, Christis
;
Pittis, Nikitas
-
1994
Persistent link: https://www.econbiz.de/10000147732
Saved in:
6
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:
7
Conditional leptokurtosis and non-linear dependence in exchange rate returns
Caporale, Guglielmo Maria
;
Hassapis, Christis
;
Pittis, …
-
1994
Persistent link: https://www.econbiz.de/10000897287
Saved in:
8
Multivariate stochastic volatility
Daníelsson, Jón
-
1995
Persistent link: https://www.econbiz.de/10000913125
Saved in:
9
Optionsbewertung bei stochastischer Volatilität :
Theorie
und Empirie
Campenhausen, Claus von
-
1996
Persistent link: https://www.econbiz.de/10000934033
Saved in:
10
How small shocks and heterogeneous expectations can create swings in the exchange rate
Sløk, Torsten
;
Sørensen, Jens Peter
-
1997
Persistent link: https://www.econbiz.de/10000956407
Saved in:
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