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Volatility
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Bollerslev, Tim
78
Diebold, Francis X.
60
McAleer, Michael
55
Andersen, Torben
47
Lux, Thomas
43
Koopman, Siem Jan
41
Härdle, Wolfgang
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Aizenman, Joshua
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Bekaert, Geert
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Caporin, Massimiliano
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Chiarella, Carl
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Gupta, Rangan
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Todorov, Viktor
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Meddahi, Nour
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Bansal, Ravi
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Schlag, Christian
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Yu, Jun
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Westerhoff, Frank H.
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Bauwens, Luc
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Chan, Joshua
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Engle, Robert F.
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Giglio, Stefano
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Mittnik, Stefan
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Renault, Eric
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Brandt, Michael W.
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National Bureau of Economic Research
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Rodney L. White Center for Financial Research
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Internationaler Währungsfonds / Research Department
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International Monetary Fund
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Svenska Handelshögskolan <Helsinki>
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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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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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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Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification <Paris>
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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>
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Umeå Universitet / Institutionen för Nationalekonomi
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University of British Columbia / Finance Division
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NBER working paper series
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Journal of econometrics
139
Journal of banking & finance
128
Finance research letters
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Journal of empirical finance
100
Journal of financial economics
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Economics letters
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Economic modelling
88
International journal of theoretical and applied finance
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Discussion paper / Centre for Economic Policy Research
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of economic dynamics & control
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Discussion paper / Tinbergen Institute
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International journal of forecasting
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Mathematical finance : an international journal of mathematics, statistics and financial theory
73
International review of economics & finance : IREF
70
Energy economics
69
International review of financial analysis
69
Journal of international money and finance
69
Applied economics
68
The European journal of finance
65
The review of financial studies
63
Quantitative finance
58
Journal of forecasting
56
Econometric reviews
53
The North American journal of economics and finance : a journal of financial economics studies
53
Computational economics
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Applied economics letters
48
Applied mathematical finance
48
Research paper series / Swiss Finance Institute
48
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The journal of finance : the journal of the American Finance Association
48
Journal of financial econometrics : official journal of the Society for Financial Econometrics
45
Journal of risk and financial management : JRFM
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Finance and stochastics
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Journal of monetary economics
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CREATES research paper
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ECONIS (ZBW)
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EconStor
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Modeling the distribution of highly volatile exchange-rate time series
Čobanov, Georgi S.
(
contributor
)
-
1996
Persistent link: https://www.econbiz.de/10000955836
Saved in:
2
Forecasting latent volatility through a Markov chain approximation filter
Lo, Chia Chun
;
Skindilias, Konstantinos
; …
- In:
Journal of forecasting
35
(
2016
)
1
,
pp. 54-69
Persistent link: https://www.econbiz.de/10011417712
Saved in:
3
An optimal investment strategy with maximal risk aversion and its ruin probability in the presence of stochastic volatility on investments
Badaoui, Mohamed
;
Fernández, Begoña
- In:
Insurance / Mathematics & economics
53
(
2013
)
1
,
pp. 1-13
Persistent link: https://www.econbiz.de/10009785429
Saved in:
4
A probabilistic demand application in the American cracker market
Johnson, Rutherford Card
- In:
International journal of food and agricultural …
4
(
2016
)
3
,
pp. 49-61
Persistent link: https://www.econbiz.de/10011558359
Saved in:
5
Discrete stochastic autoregressive volatility
Cordis, Adriana S.
;
Kirby, Chris
- In:
Journal of banking & finance
43
(
2014
),
pp. 160-178
Persistent link: https://www.econbiz.de/10010410013
Saved in:
6
Stochastic clock and financial markets
Geman, Hélyette
-
2009
Persistent link: https://www.econbiz.de/10003827081
Saved in:
7
Stochastic clock and financial markets
Geman, Hélyette
- In:
Aspects of mathematical finance
,
(pp. 37-52)
.
2008
Persistent link: https://www.econbiz.de/10003653396
Saved in:
8
A simple nonparametric approach to derivative security valuation
Stutzer, Michael J.
- In:
The journal of finance : the journal of the American …
51
(
1996
)
5
,
pp. 1633-1652
Persistent link: https://www.econbiz.de/10001211779
Saved in:
9
Recovering probability distributions from option prices
Jackwerth, Jens Carsten
- In:
The journal of finance : the journal of the American …
51
(
1996
)
5
,
pp. 1611-1631
Persistent link: https://www.econbiz.de/10001211781
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10
From value at risk to stress testing : the extreme value approach
Longin, François M.
- In:
Journal of banking & finance
24
(
2000
)
7
,
pp. 1097-1130
Persistent link: https://www.econbiz.de/10001483876
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