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~subject:"Volatility"
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Volatility
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Bollerslev, Tim
78
Diebold, Francis X.
60
McAleer, Michael
54
Andersen, Torben
46
Koopman, Siem Jan
41
Härdle, Wolfgang
39
Lux, Thomas
39
Aizenman, Joshua
33
Chiarella, Carl
33
Gupta, Rangan
32
Caporin, Massimiliano
31
Bekaert, Geert
30
Herwartz, Helmut
28
Pierdzioch, Christian
27
Todorov, Viktor
26
Asai, Manabu
25
Fernández-Villaverde, Jesús
25
Hafner, Christian M.
25
Hautsch, Nikolaus
23
Caballero, Ricardo J.
22
Christoffersen, Peter F.
22
Clark, Todd E.
22
Ghysels, Eric
22
Lucas, André
22
Meddahi, Nour
22
Westerhoff, Frank H.
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Yu, Jun
22
Andersen, Torben G.
21
Schlag, Christian
21
Aït-Sahalia, Yacine
20
Bauwens, Luc
20
Chan, Joshua
20
Engle, Robert F.
20
Renault, Eric
20
Giglio, Stefano
19
Gonçalves, Sílvia
19
Li, Kai
19
Mittnik, Stefan
19
Mumtaz, Haroon
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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Centre for Analytical Finance <Århus>
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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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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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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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International Monetary Fund
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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 Growth and Business Cycle Research <Manchester>
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Danmarks Nationalbank
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Judge Institute of Management Studies
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Kansantaloustieteen Laitos <Tampere>
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NBER working paper series
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161
NBER Working Paper
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Journal of econometrics
126
Journal of banking & finance
112
Finance research letters
102
International journal of theoretical and applied finance
94
Economics letters
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Journal of empirical finance
82
Discussion paper / Tinbergen Institute
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Economic modelling
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Discussion paper / Centre for Economic Policy Research
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International journal of forecasting
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Journal of economic dynamics & control
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Journal of financial economics
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Journal of international money and finance
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Energy economics
63
International review of economics & finance : IREF
63
International review of financial analysis
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Applied economics
60
The European journal of finance
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Quantitative finance
58
The review of financial studies
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Applied mathematical finance
55
Journal of forecasting
55
Computational economics
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Econometric reviews
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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
47
Journal of financial econometrics : official journal of the Society for Financial Econometrics
46
Research paper series / Swiss Finance Institute
46
The journal of futures markets
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
45
The journal of finance : the journal of the American Finance Association
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Finance and stochastics
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CREATES research paper
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IMF working papers
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Source
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ECONIS (ZBW)
10,026
EconStor
9
RePEc
2
ArchiDok
1
Other ZBW resources
1
Showing
1
-
10
of
10,039
Sort
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date (newest first)
date (oldest first)
1
Central bank swaps and joint exchange rate interventions rescued global finance in 1982 - 85, again in 2006 - 09 : historical, laboratory and theoretical evidence for a single curr...
Pope, Robin
;
Selten, Reinhard
- In:
Stabilising an unequal economy? : public debt, …
,
(pp. 245-277)
.
2011
Persistent link: https://www.econbiz.de/10009426393
Saved in:
2
The SEV-SV model : applications in portfolio optimization
Escobar, Marcos
;
Fan, Weili
- In:
Risks : open access journal
11
(
2023
)
2
,
pp. 1-34
within expected utility
theory
(EUT) for incomplete markets, producing closed-form representations for the optimal strategy …
Persistent link: https://www.econbiz.de/10014234313
Saved in:
3
A polynomial-affine approximation for dynamic portfolio choice
Zhu, Yichen
;
Escobar, Marcos
;
Davison, Matt
- In:
Computational economics
62
(
2023
)
3
,
pp. 1177-1213
Persistent link: https://www.econbiz.de/10014382894
Saved in:
4
Utility maximization in affine stochastic volatility models
Kallsen, Jan
;
Muhle-Karbe, Johannes
- In:
International journal of theoretical and applied finance
13
(
2010
)
3
,
pp. 459-477
Persistent link: https://www.econbiz.de/10008904356
Saved in:
5
Risk aversion heterogeneity and the investment-uncertainty relationship : a closed-form formulation
Femminis, Gianluca
- In:
Rivista internazionale di scienze sociali
122
(
2014
)
3
,
pp. 275-300
Persistent link: https://www.econbiz.de/10010483874
Saved in:
6
Heterogeneous beliefs and the cross-section of asset returns
He, Xue-zhong
;
Shi, Lei
-
2012
Persistent link: https://www.econbiz.de/10009564462
Saved in:
7
Forecast evaluation in the presence of unobserved volatility
Christodoulakis, George A.
;
Satchell, Stephen
- In:
Econometric reviews
23
(
2004
)
3
,
pp. 175-198
Persistent link: https://www.econbiz.de/10002263007
Saved in:
8
Recursive utility, endogenous growth, and the welfare cost of volatility
Epaulard, Anne
;
Pommeret, Aude
- In:
Review of economic dynamics
6
(
2003
)
3
,
pp. 672-684
Persistent link: https://www.econbiz.de/10001777514
Saved in:
9
Einfluss subjektiver Erwartungen auf endogene Wertpapierpreise in Ökonomien überlappender Generationen
Deutscher, Nicole
-
2003
Persistent link: https://www.econbiz.de/10003402362
Saved in:
10
Recursive utility, endogenous growth, and the welfare cost of volatility
Epaulard, Anne
;
Pommeret, Aude
-
2001
Persistent link: https://www.econbiz.de/10001568768
Saved in:
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