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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
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25
Hafner, Christian M.
25
Todorov, Viktor
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23
Hautsch, Nikolaus
23
Caballero, Ricardo J.
22
Ghysels, Eric
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22
Meddahi, Nour
22
Schlag, Christian
22
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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
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19
Giglio, Stefano
19
Gonçalves, Sílvia
19
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19
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World Bank
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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>
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Umeå Universitet / Institutionen för Nationalekonomi
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2
University of Exeter / Department of Economics
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NBER working paper series
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Journal of econometrics
127
Journal of banking & finance
109
Finance research letters
97
Economics letters
84
Journal of empirical finance
81
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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
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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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Energy economics
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Journal of international money and finance
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International review of financial analysis
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Applied economics
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61
The European journal of finance
59
International review of economics & finance : IREF
58
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55
Econometric reviews
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50
Applied economics letters
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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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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IMF working papers
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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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date (oldest first)
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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