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Volatility
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Bollerslev, Tim
75
Diebold, Francis X.
60
McAleer, Michael
54
Andersen, Torben
45
Koopman, Siem Jan
41
Lux, Thomas
39
Härdle, Wolfgang
38
Aizenman, Joshua
33
Chiarella, Carl
32
Gupta, Rangan
32
Caporin, Massimiliano
31
Bekaert, Geert
30
Herwartz, Helmut
27
Pierdzioch, Christian
26
Asai, Manabu
25
Fernández-Villaverde, Jesús
25
Hafner, Christian M.
24
Todorov, Viktor
24
Hautsch, Nikolaus
23
Clark, Todd E.
22
Ghysels, Eric
22
Lucas, André
22
Meddahi, Nour
22
Yu, Jun
22
Andersen, Torben G.
21
Caballero, Ricardo J.
21
Christoffersen, Peter F.
21
Schlag, Christian
21
Westerhoff, Frank H.
21
Aït-Sahalia, Yacine
20
Bauwens, Luc
20
Engle, Robert F.
20
Chan, Joshua
19
Giglio, Stefano
19
Gonçalves, Sílvia
19
Li, Kai
19
Mittnik, Stefan
19
Mumtaz, Haroon
19
Renault, Eric
19
Brandt, Michael W.
18
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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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Rodney L. White Center for Financial Research
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Internationaler Währungsfonds / Research Department
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Birkbeck College / Department of Economics
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Institute of Finance and Accounting <London>
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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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Instituto Valenciano de Investigaciones Económicas
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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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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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Danmarks Nationalbank
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Goethe-Universität Frankfurt am Main
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Institut für Weltwirtschaft
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International Monetary Fund
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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
School of Economics and Finance <Brisbane>
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Umeå Universitet / Institutionen för Nationalekonomi
2
University of British Columbia / Finance Division
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NBER working paper series
175
Working paper / National Bureau of Economic Research, Inc.
163
NBER Working Paper
157
Journal of econometrics
126
Journal of banking & finance
112
Finance research letters
88
Journal of empirical finance
85
Economics letters
82
Discussion paper / Tinbergen Institute
81
Economic modelling
81
International journal of theoretical and applied finance
78
Discussion paper / Centre for Economic Policy Research
76
International journal of forecasting
76
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
72
Mathematical finance : an international journal of mathematics, statistics and financial theory
72
Journal of economic dynamics & control
71
Journal of financial economics
71
Working paper
69
Journal of international money and finance
65
International review of financial analysis
62
International review of economics & finance : IREF
60
The European journal of finance
60
Energy economics
59
The review of financial studies
59
Applied economics
58
Journal of forecasting
55
Econometric reviews
51
Quantitative finance
48
Applied economics letters
47
Computational economics
45
Journal of financial econometrics : official journal of the Society for Financial Econometrics
45
The North American journal of economics and finance : a journal of financial economics studies
45
The journal of finance : the journal of the American Finance Association
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Applied mathematical finance
44
Research paper series / Swiss Finance Institute
44
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Finance and stochastics
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CREATES research paper
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The journal of futures markets
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Journal of monetary economics
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ECONIS (ZBW)
9,792
EconStor
9
RePEc
3
ArchiDok
1
Showing
1
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10
of
9,805
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date (newest first)
date (oldest first)
1
Insider trading, stochastic liquidity, and equilibrium prices
Collin-Dufresne, Pierre
;
Fos, Vyacheslav
- In:
Econometrica : journal of the Econometric Society, an …
84
(
2016
)
4
,
pp. 1441-1475
Persistent link: https://www.econbiz.de/10011611102
Saved in:
2
Value-at-risk forecasting of Chinese stock index and index future under jumps, permanent component, and asymmetric information
Li, Shaoyu
;
Wei, Lijia
;
Huang, Zehua
- In:
Emerging markets finance & trade : a journal of the …
52
(
2016
)
4/6
,
pp. 1072-1091
Persistent link: https://www.econbiz.de/10011563272
Saved in:
3
Trade timing, price volatility and serial correlation
Wang, Ming-chang
;
Zu, Lon-ping
- In:
European financial management : the journal of the …
19
(
2013
)
5
,
pp. 911-934
Persistent link: https://www.econbiz.de/10010237351
Saved in:
4
Market structure and heterogeneous traders' strategies within an environment of information asymmetry
Hsini, Mosbeh
- In:
International journal of economics and finance
7
(
2015
)
8
,
pp. 103-113
Persistent link: https://www.econbiz.de/10011345973
Saved in:
5
Asymmetric information and endogenous stock price volatility : an asset pricing model of sunspot equilibria
Fukuda, Shin-ichi
-
1994
Persistent link: https://www.econbiz.de/10000148131
Saved in:
6
Market transparency, competitive pressure and price volatility
Kühn, Kai-Uwe
;
Martínez, Catalina
-
1996
Persistent link: https://www.econbiz.de/10000942937
Saved in:
7
Asymmetric information and the excess volatility of stock prices
Eden, Benjamin
;
Jovanovic, Boyan
-
1992
Persistent link: https://www.econbiz.de/10000851131
Saved in:
8
Three essays in international finance and financial economics
Hu, Xiaoqiang
-
1994
Persistent link: https://www.econbiz.de/10000916084
Saved in:
9
Asymmetric information and the excess volatility of stock prices
Eden, Benjamin
;
Jovanovic, Boyan
-
1988
Persistent link: https://www.econbiz.de/10000758429
Saved in:
10
International capital movements, financial volatility and financial instability
Mishkin, Frederic S.
-
1998
Persistent link: https://www.econbiz.de/10000655413
Saved in:
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