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Volatility
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Bollerslev, Tim
75
Diebold, Francis X.
60
McAleer, Michael
54
Andersen, Torben
45
Koopman, Siem Jan
41
Lux, Thomas
39
Härdle, Wolfgang
38
Aizenman, Joshua
33
Chiarella, Carl
32
Caporin, Massimiliano
31
Bekaert, Geert
30
Gupta, Rangan
29
Herwartz, Helmut
27
Asai, Manabu
25
Pierdzioch, Christian
25
Hafner, Christian M.
24
Todorov, Viktor
24
Fernández-Villaverde, Jesús
23
Hautsch, Nikolaus
23
Clark, Todd E.
22
Ghysels, Eric
22
Lucas, André
22
Meddahi, Nour
22
Yu, Jun
22
Andersen, Torben G.
21
Caballero, Ricardo J.
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Christoffersen, Peter F.
21
Schlag, Christian
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Westerhoff, Frank H.
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Aït-Sahalia, Yacine
20
Bauwens, Luc
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Engle, Robert F.
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Chan, Joshua
19
Giglio, Stefano
19
Gonçalves, Sílvia
19
Li, Kai
19
Mittnik, Stefan
19
Mumtaz, Haroon
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Brandt, Michael W.
18
Carriero, Andrea
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Rodney L. White Center for Financial Research
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Instituto Valenciano de Investigaciones Económicas
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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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Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
3
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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Christian-Albrechts-Universität zu Kiel
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International Monetary Fund
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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>
2
Umeå Universitet / Institutionen för Nationalekonomi
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University of British Columbia / Finance Division
2
University of Exeter / Department of Economics
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NBER working paper series
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161
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Journal of econometrics
125
Journal of banking & finance
109
Economics letters
82
Journal of empirical finance
81
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79
Economic modelling
77
Finance research letters
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International journal of forecasting
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International journal of theoretical and applied finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Journal of financial economics
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Journal of economic dynamics & control
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67
Journal of international money and finance
65
International review of financial analysis
61
The European journal of finance
59
International review of economics & finance : IREF
58
Applied economics
57
The review of financial studies
57
Energy economics
55
Journal of forecasting
55
Econometric reviews
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46
The North American journal of economics and finance : a journal of financial economics studies
46
Applied economics letters
45
Computational economics
45
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Applied mathematical finance
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Research paper series / Swiss Finance Institute
44
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
44
The journal of finance : the journal of the American Finance Association
44
Finance and stochastics
42
The journal of futures markets
40
CREATES research paper
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Journal of monetary economics
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ECONIS (ZBW)
9,648
EconStor
9
ArchiDok
1
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41
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41
Asset return volatility with extremely small costs of consumption adjustment
Marshall, David Aaron
-
1994
Persistent link: https://www.econbiz.de/10000903982
Saved in:
42
Stochastic volatility and the distribution of exchange rate news
Mahieu, Ronald J.
;
Schotman, Peter C.
-
1994
Persistent link: https://www.econbiz.de/10000904013
Saved in:
43
Foreign direct investment, exchange rate variability and demand uncertainty
Goldberg, Linda S.
-
1994
Persistent link: https://www.econbiz.de/10000904517
Saved in:
44
The econometric modelling of financial time series
Mills, Terence C.
-
1994
-
Reprinted
Persistent link: https://www.econbiz.de/10000905318
Saved in:
45
Serial correlation in demand, backlogging and production volatility
Maccini, Louis J.
;
Zabel, Edward
-
1992
Persistent link: https://www.econbiz.de/10000907748
Saved in:
46
Market volatility and feedback effects from dynamic hedging
Frey, Rüdiger
-
1995
Persistent link: https://www.econbiz.de/10000908124
Saved in:
47
Modeling long-memory stochastic volatility
DeLima, Pedro J. F.
;
Breidt, F. Jay
;
Crato, Nuno
-
1994
Persistent link: https://www.econbiz.de/10000908766
Saved in:
48
Essays on exchange rate volatility and on regional integration
Wei, Shang-jin
-
1992
Persistent link: https://www.econbiz.de/10000908842
Saved in:
49
Sources of real exchange rate fluctuations : how important are nominal shocks?
Clarida, Richard H.
;
Galí, Jordi
-
1994
Persistent link: https://www.econbiz.de/10000909604
Saved in:
50
The forward market in the foreign exchange markets : volatility, forecasting ability, deviations from the covered interest rate parity and market efficiency
Chung, Chang K.
-
1992
Persistent link: https://www.econbiz.de/10000909892
Saved in:
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