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Volatility
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Volatilität
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Bollerslev, Tim
75
Diebold, Francis X.
60
McAleer, Michael
55
Andersen, Torben
45
Härdle, Wolfgang
42
Koopman, Siem Jan
41
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
Hautsch, Nikolaus
26
Asai, Manabu
25
Todorov, Viktor
25
Bauwens, Luc
24
Hafner, Christian M.
24
Caballero, Ricardo J.
22
Clark, Todd E.
22
Ghysels, Eric
22
Lucas, André
22
Meddahi, Nour
22
Westerhoff, Frank H.
22
Yu, Jun
22
Andersen, Torben G.
21
Christoffersen, Peter F.
21
Schlag, Christian
21
Aït-Sahalia, Yacine
20
Chan, Joshua
20
Engle, Robert F.
20
Brandt, Michael W.
19
Giglio, Stefano
19
Gonçalves, Sílvia
19
Li, Kai
19
Mittnik, Stefan
19
Mumtaz, Haroon
19
Renault, Eric
19
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National Bureau of Economic Research
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Ekonomiska forskningsinstitutet <Stockholm>
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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
3
Springer Fachmedien Wiesbaden
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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World Bank
3
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 Economic Policy Research
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Centre for Growth and Business Cycle Research <Manchester>
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Institut für Weltwirtschaft
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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
2
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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NBER Working Paper
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Journal of econometrics
125
Journal of banking & finance
109
Finance research letters
96
Economics letters
83
Journal of empirical finance
81
Discussion paper / Tinbergen Institute
80
Discussion paper / Centre for Economic Policy Research
78
Economic modelling
77
International journal of forecasting
76
International journal of theoretical and applied finance
76
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
75
Mathematical finance : an international journal of mathematics, statistics and financial theory
72
Journal of economic dynamics & control
71
Journal of financial economics
71
Working paper
69
Journal of international money and finance
65
Energy economics
61
International review of financial analysis
61
The European journal of finance
59
International review of economics & finance : IREF
58
The review of financial studies
58
Applied economics
57
Journal of forecasting
55
Econometric reviews
51
Quantitative finance
50
Applied economics letters
46
Computational economics
46
Journal of financial econometrics : official journal of the Society for Financial Econometrics
45
The North American journal of economics and finance : a journal of financial economics studies
45
Applied mathematical finance
44
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
41
IMF working papers
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CREATES research paper
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ECONIS (ZBW)
9,800
EconStor
9
ArchiDok
1
Other ZBW resources
1
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1
Forecasting volatility in the financial markets
Knight, John L.
(
contributor
);
Satchell, Stephen
(
contributor
)
-
1998
Persistent link: https://www.econbiz.de/10000666770
Saved in:
2
Stochastic volatility and stochastic leverage
Veraart, Almut E. D.
;
Veraart, Luitgard
-
2009
Persistent link: https://www.econbiz.de/10003849550
Saved in:
3
Variation, jumps and high-frequency data in financial econometrics
Barndorff-Nielsen, Ole E.
;
Shephard, Neil G.
-
2007
Persistent link: https://www.econbiz.de/10003691562
Saved in:
4
Stochastic volatility and stochastic leverage
Veraart, Almut E. D.
;
Veraart, Luitgard
- In:
Annals of finance
8
(
2012
)
2/3
,
pp. 205-233
Persistent link: https://www.econbiz.de/10009548093
Saved in:
5
Volatility models : from GARCH to multi-horizon cascades
Subbotin, Alexander
;
Chauveau, Thierry
;
Shapovalova, …
-
2011
Persistent link: https://www.econbiz.de/10009716088
Saved in:
6
Volatility models : from GARCH to multi-horizon cascades
Subbotin, Alexander
;
Chauveau, Thierry
;
Shapovalova, …
- In:
Financial markets and the global recession
,
(pp. 103-159)
.
2010
Persistent link: https://www.econbiz.de/10009614252
Saved in:
7
Econometric models for oil price forecasting : a critical survey ; food and energy prices (Focus)
Frey, Giliola
;
Manera, Matteo
;
Markandya, Anil
;
Scarpa, …
- In:
CESifo forum : a bi-monthly journal on European …
10
(
2009
)
1
,
pp. 29-44
Persistent link: https://www.econbiz.de/10003845466
Saved in:
8
Partially overlapping time series : a new model for volatility dynamics in commodity futures
Smith, Aaron D.
- In:
Journal of applied econometrics
20
(
2005
)
3
,
pp. 405-422
Persistent link: https://www.econbiz.de/10002807215
Saved in:
9
Finanzmarkt-Ökonometrie : Basistechniken, fortgeschrittene Verfahren, Prognosemodelle
Schröder, Michael
(
ed.
);
Buscher, Herbert S.
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10001629835
Saved in:
10
Exchange rate dynamics : a new open economy macroeconomics perspective
Hairault, Jean-Olivier
(
ed.
); …
-
2004
-
1. publ.
Persistent link: https://www.econbiz.de/10001786893
Saved in:
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