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Volatility
USA
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Gupta, Rangan
128
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98
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91
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66
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55
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50
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50
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48
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44
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43
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33
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33
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32
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31
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30
Ma, Feng
30
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30
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29
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29
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29
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28
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27
Lux, Thomas
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26
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23
Campbell, John Y.
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23
Christoffersen, Peter F.
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23
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22
Prokopczuk, Marcel
22
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22
Aït-Sahalia, Yacine
21
Caporin, Massimiliano
21
Floros, Christos
21
Kočenda, Evžen
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21
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20
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Center for International Development <Cambridge, Mass.>
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Working paper / National Bureau of Economic Research, Inc.
214
Finance research letters
210
The journal of futures markets
182
Journal of banking & finance
180
International review of financial analysis
174
Energy economics
163
International review of economics & finance : IREF
150
Journal of empirical finance
140
The North American journal of economics and finance : a journal of financial economics studies
135
Research in international business and finance
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Applied financial economics
119
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116
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Journal of econometrics
102
Journal of international financial markets, institutions & money
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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NBER working paper series
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The review of financial studies
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Applied economics letters
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Discussion paper / Centre for Economic Policy Research
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77
Pacific-Basin finance journal
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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The European journal of finance
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NBER Working Paper
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Economics letters
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Journal of international money and finance
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Journal of financial and quantitative analysis : JFQA
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International journal of forecasting
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Global finance journal
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International journal of theoretical and applied finance
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Finance and economics discussion series
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ECONIS (ZBW)
11,965
EconStor
8
RePEc
1
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1
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date (oldest first)
1
Determinants of returns and volatility of Chinese ADRs at NYSE
Kutan, Ali Mustafa
;
Zhou, Haigang
- In:
Journal of multinational financial management
16
(
2006
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10003280994
Saved in:
2
Inter-day return and volatililty dynamics between Japanese ADRs and their underlying securities
Yang, Sheng-Yung
- In:
Applied financial economics
17
(
2007
)
10/12
,
pp. 837-853
Persistent link: https://www.econbiz.de/10003538009
Saved in:
3
Essays in corporate bonds and futures markets
Taksler, Glen Barry
-
2002
Persistent link: https://www.econbiz.de/10001717890
Saved in:
4
Money, finance, and economic development
Li, Xiaowei
-
2003
Persistent link: https://www.econbiz.de/10003623750
Saved in:
5
Common volatility in MBS returns : a factor GARCH approach
Koutmos, Gregory
- In:
The journal of fixed income
10
(
2001
)
4
,
pp. 59-66
Persistent link: https://www.econbiz.de/10001580723
Saved in:
6
Carbon future price return, oil future price return and stock index future price return in the U.S.
Wei, Ching Chun
;
Lin, Ya-Ling
- In:
International Journal of Energy Economics and Policy : IJEEP
6
(
2016
)
4
,
pp. 655-662
Persistent link: https://www.econbiz.de/10011550607
Saved in:
7
The linkages, persistence, asymmetry in the volatility, the price discovery and efficiency, and the effect of the US subprime
mortgage
financial crisis on the spot and the futures...
Paul, Muthucattu Thomas
;
Kimata, James D.
- In:
Applied economics
48
(
2016
)
7/9
,
pp. 669-683
Persistent link: https://www.econbiz.de/10011413991
Saved in:
8
Memory in returns and volatilities of futures' contracts
Crato, Nuno
;
Ray, Bonnie K.
- In:
The journal of futures markets
20
(
2000
)
6
,
pp. 525-543
Persistent link: https://www.econbiz.de/10001509972
Saved in:
9
Margin requirements, volatility, and market integrity : what have we learned since the crash?
Kupiec, Paul H.
- In:
Journal of financial services research : JFSR
13
(
1998
)
3
,
pp. 231-255
Persistent link: https://www.econbiz.de/10001250344
Saved in:
10
Dynamical volatility and correlation among US stock and treasury bond cash and futures markets in presence of financial crisis : a copula approach
Liu, Hsiang-Hsi
;
Wang, Teng-Kun
;
Li, Weny
- In:
Research in international business and finance
48
(
2019
),
pp. 381-396
Persistent link: https://www.econbiz.de/10012135956
Saved in:
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