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~subject:"Volatility"
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Volatility
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Gupta, Rangan
150
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103
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101
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81
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66
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61
Pierdzioch, Christian
61
Bekaert, Geert
58
Lux, Thomas
48
Koopman, Siem Jan
47
Bouri, Elie
45
Caporin, Massimiliano
43
Härdle, Wolfgang
42
Todorov, Viktor
42
Ma, Feng
40
Asai, Manabu
36
McMillan, David G.
35
Christoffersen, Peter F.
34
Aizenman, Joshua
33
Bali, Turan G.
32
Chiarella, Carl
32
Herwartz, Helmut
32
Meddahi, Nour
32
Wang, Yudong
31
Chang, Chia-Lin
30
Christiansen, Charlotte
29
Engle, Robert F.
29
Jiang, George J.
29
Spagnolo, Nicola
29
Wohar, Mark E.
29
Demirer, Rıza
28
Gil-Alaña, Luis A.
28
Hautsch, Nikolaus
28
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27
Aït-Sahalia, Yacine
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Bauwens, Luc
27
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26
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National Bureau of Economic Research
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European University Institute / Department of Economics
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Centre for Analytical Finance <Århus>
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Rodney L. White Center for Financial Research
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Internationaler Währungsfonds / Research Department
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Svenska Handelshögskolan <Helsinki>
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Birkbeck College / Department of Economics
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University of Canterbury / Dept. of Economics and Finance
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Federal Reserve Bank of New York
4
Federal Reserve Bank of San Francisco
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Gottfried Wilhelm Leibniz Universität Hannover
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Instituto Valenciano de Investigaciones Económicas
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The Wharton Financial Institutions Center
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Centre for Economic Policy Research
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Chambre de commerce et d'industrie de Paris
3
Federal Reserve Bank of St. Louis
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Federal Reserve System / Division of Research and Statistics
3
Institut für Weltwirtschaft
3
International Monetary Fund
3
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
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Brown University / Department of Economics
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Center for Economic Research <Tilburg>
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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
Christian-Albrechts-Universität zu Kiel
2
Danmarks Nationalbank
2
Deutsche Börse AG
2
Erasmus Research Institute of Management
2
Federal Reserve Bank of Cleveland
2
Forschungsinstitut zur Zukunft der Arbeit
2
Goethe-Universität Frankfurt am Main
2
Internationaler Währungsfonds / Western Hemisphere Department
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Finance research letters
264
NBER working paper series
229
Working paper / National Bureau of Economic Research, Inc.
215
International review of financial analysis
197
NBER Working Paper
197
Journal of banking & finance
195
Energy economics
186
Journal of econometrics
173
International review of economics & finance : IREF
170
Journal of empirical finance
157
The North American journal of economics and finance : a journal of financial economics studies
151
Economic modelling
147
Applied economics
137
Economics letters
134
Journal of financial economics
131
Applied economics letters
110
Applied financial economics
108
Working paper
104
Research in international business and finance
103
Journal of international financial markets, institutions & money
102
Discussion paper / Centre for Economic Policy Research
101
International journal of forecasting
101
Discussion paper / Tinbergen Institute
100
Journal of international money and finance
100
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
98
The European journal of finance
91
Journal of risk and financial management : JRFM
87
International journal of theoretical and applied finance
84
Pacific-Basin finance journal
82
The review of financial studies
82
Journal of economic dynamics & control
81
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
79
Journal of forecasting
78
Mathematical finance : an international journal of mathematics, statistics and financial theory
74
The journal of futures markets
71
The journal of finance : the journal of the American Finance Association
69
Research paper series / Swiss Finance Institute
67
International journal of finance & economics : IJFE
65
Quantitative finance
65
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
16,376
RePEc
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EconStor
10
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1
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1
Les comportements boursiers sont-ils eulériens?
Prat, Georges
- In:
Revue économique : revue bimestrielle
58
(
2007
)
2
,
pp. 427-453
Persistent link: https://www.econbiz.de/10003439735
Saved in:
2
Asymmetric ambiguity spillover among international equity markets
Qin, Xiao
;
Wang, Yuwen
- In:
Applied economics letters
30
(
2023
)
13
,
pp. 1843-1849
Persistent link: https://www.econbiz.de/10014305155
Saved in:
3
Excess return, excess volatility, and negative autocorrelation caused by uncertainty aversion and
risk
aversion
Hu, Jie
-
1993
Persistent link: https://www.econbiz.de/10000885309
Saved in:
4
Bond risks based on factor volatilities
Staub, Renato
-
1996
Persistent link: https://www.econbiz.de/10000605389
Saved in:
5
Bias and precision of estimates of housing investment
risk
based on repeat-sales indices : a simulation analysis
Geltner, David
- In:
The journal of real estate finance and economics
14
(
1997
)
1
,
pp. 155-171
Persistent link: https://www.econbiz.de/10001335497
Saved in:
6
Why does higher variability of trading activity predict lower expected returns?
Barinov, Alexander
- In:
Journal of banking & finance
58
(
2015
),
pp. 457-470
Persistent link: https://www.econbiz.de/10011544044
Saved in:
7
Do idiosyncratic jumps matter?
Kapadia, Nishad
;
Zekhnini, Morad
- In:
Journal of financial economics
131
(
2019
)
3
,
pp. 666-692
Persistent link: https://www.econbiz.de/10012133035
Saved in:
8
Stocks with extreme past returns : lotteries or insurance?
Barinov, Alexander
- In:
Journal of financial economics
129
(
2018
)
3
,
pp. 458-478
Persistent link: https://www.econbiz.de/10011982283
Saved in:
9
Risk
analysis of cumulative intraday return curves
Kokoszka, Piotr
;
Miao, Hong
;
Stoev, Stilian
;
Zheng, Ben
- In:
Journal of time series econometrics
11
(
2019
)
2
,
pp. 1-31
Persistent link: https://www.econbiz.de/10012022894
Saved in:
10
Idiosyncratic
risk
and spillover effect in REIT returns
Hui, Eddie Chi Man
;
Wang, Ziyou
- In:
International journal of strategic property management
22
(
2018
)
6
,
pp. 457-470
Persistent link: https://www.econbiz.de/10011998439
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