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Volatility
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Bollerslev, Tim
75
Diebold, Francis X.
60
McAleer, Michael
54
Andersen, Torben
46
Koopman, Siem Jan
41
Härdle, Wolfgang
39
Lux, Thomas
39
Aizenman, Joshua
33
Gupta, Rangan
33
Chiarella, Carl
32
Caporin, Massimiliano
31
Bekaert, Geert
30
Herwartz, Helmut
27
Pierdzioch, Christian
27
Asai, Manabu
25
Fernández-Villaverde, Jesús
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.
20
Carriero, Andrea
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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Rodney L. White Center for Financial Research
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International Monetary Fund
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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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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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Forschungsinstitut zur Zukunft der Arbeit
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Goethe-Universität Frankfurt am Main
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Gottfried Wilhelm Leibniz Universität Hannover
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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
2
Kansantaloustieteen Laitos <Tampere>
2
Umeå Universitet / Institutionen för Nationalekonomi
2
University of British Columbia / Finance Division
2
University of Exeter / Department of Economics
2
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NBER working paper series
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Working paper / National Bureau of Economic Research, Inc.
163
NBER Working Paper
158
Journal of econometrics
127
Journal of banking & finance
109
Finance research letters
97
Economics letters
84
Journal of empirical finance
81
Discussion paper / Tinbergen Institute
80
Economic modelling
79
Discussion paper / Centre for Economic Policy Research
77
International journal of forecasting
76
International journal of theoretical and applied finance
76
Journal of financial economics
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
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70
Energy economics
65
Journal of international money and finance
65
International review of financial analysis
62
Applied economics
61
The review of financial studies
61
The European journal of finance
59
International review of economics & finance : IREF
58
Journal of forecasting
55
Econometric reviews
51
Quantitative finance
50
Applied economics letters
47
Computational economics
47
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
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Applied mathematical finance
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Research paper series / Swiss Finance Institute
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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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IMF working papers
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Journal of monetary economics
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The journal of futures markets
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ECONIS (ZBW)
9,903
EconStor
9
ArchiDok
1
RePEc
1
Other ZBW resources
1
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1
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10
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9,915
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1
Stability price index, core inflation and output volatility
Charemza, Wojciech
;
Shah, Imran
-
2012
Persistent link: https://www.econbiz.de/10009670645
Saved in:
2
Volatility and stock price indexes
Clements, Kenneth W.
;
Izan, H. Y.
;
Lan, Yihui
- In:
Applied economics
45
(
2013
)
22/24
,
pp. 3255-3262
Persistent link: https://www.econbiz.de/10010345452
Saved in:
3
Stability price index, core inflation and output volatility
Charemza, Wojciech
;
Shah, Imran
- In:
Applied economics letters
20
(
2013
)
7/9
,
pp. 737-741
Persistent link: https://www.econbiz.de/10009761763
Saved in:
4
Treatment of seasonal products and CPI volatility
Atuk, Oguz
;
Ozmen, M. Utku
;
Sevinc, Orhun
- In:
Central Bank review / The Central Bank of the Republic …
13
(
2013
)
1
,
pp. 51-82
Persistent link: https://www.econbiz.de/10010340430
Saved in:
5
Measures of investor sentiment : a comparative analysis put-call ratio vs. volatility index
Bandopadhyaya, Arindam
;
Jones, Anne Leah
- In:
Journal of business & economics research
6
(
2008
)
8
,
pp. 27-34
Persistent link: https://www.econbiz.de/10003778964
Saved in:
6
How volatile is ENSO?
Lan Fen Chu
;
McAleer, Michael
;
Chen, Chi-chung
-
2010
Persistent link: https://www.econbiz.de/10008689070
Saved in:
7
How volatile is ENSO?
Chu, LanFen
;
McAleer, Michael
;
Chen, Chi-chung
-
2009
Persistent link: https://www.econbiz.de/10003877146
Saved in:
8
Using policy intervention to identify financial stress : comment
Renne, Jean-Paul
- In:
International journal of finance & economics : IJFE
19
(
2014
)
1
,
pp. 73
Persistent link: https://www.econbiz.de/10010472055
Saved in:
9
Volatility Control Indices
Kahl, Christian
-
2015
This document offers an overview of analytical properties of volatility control indices,including the statistical bias, comparing various volatility estimators and the impact of stochastic interest rates on long-dated volatility target indices
Persistent link: https://www.econbiz.de/10013010458
Saved in:
10
VCRIX : a volatility index for crypto-currencies
Kim, Alisa
;
Trimborn, Simon
;
Härdle, Wolfgang
- In:
International review of financial analysis
78
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013254312
Saved in:
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