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Volatility
Theorie
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Share price
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Bollerslev, Tim
75
McAleer, Michael
64
Diebold, Francis X.
60
Andersen, Torben
46
Koopman, Siem Jan
41
Härdle, Wolfgang
39
Lux, Thomas
39
Chiarella, Carl
38
Aizenman, Joshua
33
Caporin, Massimiliano
32
Gupta, Rangan
32
Bekaert, Geert
30
Herwartz, Helmut
28
Hafner, Christian M.
27
Pierdzioch, Christian
26
Asai, Manabu
25
Bauwens, Luc
25
Fernández-Villaverde, Jesús
25
Todorov, Viktor
24
Hautsch, Nikolaus
23
Westerhoff, Frank H.
23
Christoffersen, Peter F.
22
Clark, Todd E.
22
Ghysels, Eric
22
Lucas, André
22
Meddahi, Nour
22
Yu, Jun
22
Andersen, Torben G.
21
Aït-Sahalia, Yacine
21
Caballero, Ricardo J.
21
Engle, Robert F.
21
Schlag, Christian
21
Benth, Fred Espen
20
Chan, Joshua
19
Chang, Chia-Lin
19
Giglio, Stefano
19
Gonçalves, Sílvia
19
Li, Kai
19
Mittnik, Stefan
19
Mumtaz, Haroon
19
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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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Internationaler Währungsfonds / Research Department
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Rodney L. White Center for Financial Research
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Birkbeck College / Department of Economics
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Institute of Finance and Accounting <London>
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Instituto Valenciano de Investigaciones Económicas
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Svenska Handelshögskolan <Helsinki>
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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School of Accounting, Economics and Finance <Geelong>
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The Wharton Financial Institutions Center
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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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Gottfried Wilhelm Leibniz Universität Hannover
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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
3
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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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
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Federal Reserve Bank of New York
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Federal Reserve Bank of St. Louis
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Goethe-Universität Frankfurt am Main
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Institut für Weltwirtschaft
2
Internationaler Währungsfonds / Western Hemisphere Department
2
Judge Institute of Management Studies
2
Kansantaloustieteen Laitos <Tampere>
2
Umeå Universitet / Institutionen för Nationalekonomi
2
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NBER working paper series
175
Working paper / National Bureau of Economic Research, Inc.
162
NBER Working Paper
155
Journal of econometrics
136
Journal of banking & finance
132
International journal of theoretical and applied finance
105
Finance research letters
103
Energy economics
88
Journal of empirical finance
88
Economic modelling
84
Economics letters
83
The journal of futures markets
82
International review of financial analysis
81
Discussion paper / Tinbergen Institute
80
International journal of forecasting
79
Discussion paper / Centre for Economic Policy Research
78
Mathematical finance : an international journal of mathematics, statistics and financial theory
78
Journal of economic dynamics & control
77
International review of economics & finance : IREF
76
Journal of financial economics
76
Working paper
75
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
73
The European journal of finance
72
Applied economics
67
Journal of international money and finance
67
Quantitative finance
67
Applied mathematical finance
59
The North American journal of economics and finance : a journal of financial economics studies
57
The review of financial studies
57
Applied economics letters
55
Journal of forecasting
55
Econometric reviews
51
Computational economics
48
Research paper series / Swiss Finance Institute
48
Finance and stochastics
46
Journal of financial econometrics : official journal of the Society for Financial Econometrics
46
Journal of risk and financial management : JRFM
45
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
45
The journal of finance : the journal of the American Finance Association
45
Applied financial economics
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ECONIS (ZBW)
10,876
EconStor
10
ArchiDok
1
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1
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1
Chaos and order in the capital markets : a new view of cycles, prices, and market volatility
Peters, Edgar E.
-
1991
-
1. [print.]
Persistent link: https://www.econbiz.de/10000327743
Saved in:
2
Microanalytics of price volatility in futures markets
Malliaris, Anastasios G.
;
Stein, Jerome L.
- In:
Models of futures markets
,
(pp. 117-134)
.
2000
Persistent link: https://www.econbiz.de/10001552914
Saved in:
3
An extension of the chaos expansion approximation for the pricing of exotic basket options
Funahashi, Hideharu
;
Kijima, Masaaki
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 109-139
Persistent link: https://www.econbiz.de/10010352010
Saved in:
4
Nonlinear time series analysis with applications to foreign exchange rate volatility : with 29 tables
Hafner, Christian M.
-
1998
Persistent link: https://www.econbiz.de/10000965598
Saved in:
5
Essays in financial economics
Zheng, Yijuan
-
1996
Persistent link: https://www.econbiz.de/10000970243
Saved in:
6
Models of complexity in economics and finance
Brock, William A.
;
Hommes, Cars H.
-
1997
Persistent link: https://www.econbiz.de/10000973851
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
Sind Ölpreise chaotisch?
Ginter, Matthias
- In:
Neue Ansätze der Prognostik
,
(pp. 83-101)
.
1997
Persistent link: https://www.econbiz.de/10001296748
Saved in:
9
Fractals and Intrinsic time : a challenge to econometricians
Müller, Ulrich A.
(
contributor
)
- In:
Neue Ansätze der Prognostik
,
(pp. 27-60)
.
1997
Persistent link: https://www.econbiz.de/10001296753
Saved in:
10
Distinguishing between stochastic and deterministic behavior in high frequency foreign exchange rate returns : can non-linear dynamics help forecasting
Cecen, A. A.
- In:
International journal of forecasting
12
(
1996
)
4
,
pp. 465-473
Persistent link: https://www.econbiz.de/10001214771
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