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Volatility
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Bollerslev, Tim
75
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54
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45
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41
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40
Lux, Thomas
39
Aizenman, Joshua
33
Chiarella, Carl
32
Gupta, Rangan
32
Caporin, Massimiliano
31
Bekaert, Geert
30
Herwartz, Helmut
27
Pierdzioch, Christian
27
Fernández-Villaverde, Jesús
26
Asai, Manabu
25
Hafner, Christian M.
25
Todorov, Viktor
25
Clark, Todd E.
23
Hautsch, Nikolaus
23
Caballero, Ricardo J.
22
Ghysels, Eric
22
Lucas, André
22
Meddahi, Nour
22
Schlag, Christian
22
Westerhoff, Frank H.
22
Yu, Jun
22
Andersen, Torben G.
21
Bauwens, Luc
21
Christoffersen, Peter F.
21
Aït-Sahalia, Yacine
20
Chan, Joshua
20
Engle, Robert F.
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19
Giglio, Stefano
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Gonçalves, Sílvia
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Li, Kai
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Mittnik, Stefan
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Svenska Handelshögskolan <Helsinki>
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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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Kansantaloustieteen Laitos <Tampere>
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Umeå Universitet / Institutionen för Nationalekonomi
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University of Exeter / Department of Economics
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Journal of econometrics
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Journal of banking & finance
109
Finance research letters
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Economics letters
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Journal of empirical finance
81
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80
Economic modelling
77
Discussion paper / Centre for Economic Policy Research
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International journal of forecasting
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International journal of theoretical and applied finance
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Journal of financial economics
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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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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Journal of international money and finance
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Energy economics
62
International review of financial analysis
61
International review of economics & finance : IREF
60
Applied economics
59
The European journal of finance
59
The review of financial studies
58
Journal of forecasting
55
Econometric reviews
51
Quantitative finance
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Computational economics
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Applied economics letters
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The North American journal of economics and finance : a journal of financial economics studies
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Research paper series / Swiss Finance Institute
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Applied mathematical finance
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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
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Finance and stochastics
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Journal of monetary economics
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IMF working papers
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The journal of futures markets
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ECONIS (ZBW)
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1
Dynamic consumption and portfolio choice with stochastic volatility in incomplete markets
Chacko, George
;
Viceira, Luis M.
- In:
The review of financial studies
18
(
2005
)
4
,
pp. 1369-1402
Persistent link: https://www.econbiz.de/10003352847
Saved in:
2
Portfolio optimization under partial information : computation of optimal portfolio strategies
Putschögl, Wolfgang
-
2007
Persistent link: https://www.econbiz.de/10003838292
Saved in:
3
Exchange rate volatility and domestic consumption : a multicountry analysis
Bahmani-Oskooee, Mohsen
;
Xi, Dan
- In:
Journal of post-Keynesian economics : JPKE
34
(
2011/12
)
2
,
pp. 319-330
Persistent link: https://www.econbiz.de/10009526655
Saved in:
4
Dynamic consumption and portfolio choice with stochastic volatility in incomplete markets
Chacko, George
;
Viceira, Luis M.
-
2005
Persistent link: https://www.econbiz.de/10002648034
Saved in:
5
Dynamic consumption and portfolio choice with stochastic volatility in incomplete markets
Chacko, George
;
Viceira, Luis M.
-
1999
Persistent link: https://www.econbiz.de/10001641813
Saved in:
6
Dynamic consumption and portfolio choice with stochastic volatility in incomplete markets
Chacko, George
;
Viceira, Luis M.
-
1999
Persistent link: https://www.econbiz.de/10001417317
Saved in:
7
Wealth inequality, preference heterogeneity and macroeconomic volatility in two-sector economies
Ghiglino, Christian
;
Venditti, Alain
- In:
Journal of economic theory
135
(
2007
)
1
,
pp. 414-441
Persistent link: https://www.econbiz.de/10003546411
Saved in:
8
Computing DSGE models with recursive preferences and stochastic volatility
Caldara, Dario
;
Fernández-Villaverde, Jesús
; …
-
2012
Persistent link: https://www.econbiz.de/10009505593
Saved in:
9
Exchange rates dynamics with long-run risk and recursive preferences
Kollmann, Robert
-
2014
Persistent link: https://www.econbiz.de/10011341969
Saved in:
10
Exchange rates dynamics with lung-run risk and recursive preferences
Kollmann, Robert
-
2014
Persistent link: https://www.econbiz.de/10010483701
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