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Volatility
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Caporale, Guglielmo Maria
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19
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18
Aizenman, Joshua
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Caballero, Ricardo J.
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Lux, Thomas
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Li, Yingying
15
Mykland, Per A.
15
Obizhaeva, Anna A.
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Hautsch, Nikolaus
14
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Spagnolo, Nicola
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9
Fan, Jianqing
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Gupta, Rangan
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Veredas, David
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New Trends in Asset Management: Exploring the Implications <Veranstaltung> <2008, München>
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Bank für Internationalen Zahlungsausgleich
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Berliner Handels- und Frankfurter Bank
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Centro de Estudios Macroeconómicos de Argentina / Universidad
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Chambre de commerce et d'industrie de Paris
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Conference on Exchange Rates Effects on Corporations <1992, New York, NY>
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Conference on Financial Stability <1993, Sydney>
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Ecole des hautes études commerciales <Montréal> / Institut d'économie appliquée
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Eric Cuvillier <Firma>
1
European University Institute / Department of Economics
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Federal Reserve Bank of Boston
1
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1
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1
Institut für Weltwirtschaft
1
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Judge Institute of Management Studies
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Massachusetts Institute of Technology / Department of Economics
1
Nationalekonomiska Institutionen <Göteborg>
1
Nihon Keizai Shinbunsha
1
Nikkei Econophysics Symposium <2, 2002, Tokio>
1
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Journal of econometrics
57
Finance research letters
46
NBER working paper series
44
Working paper / National Bureau of Economic Research, Inc.
44
International review of financial analysis
39
Research in international business and finance
34
Economic modelling
33
NBER Working Paper
33
Journal of banking & finance
28
Applied economics
27
The North American journal of economics and finance : a journal of financial economics studies
26
International review of economics & finance : IREF
24
Journal of empirical finance
23
Journal of financial economics
21
Pacific-Basin finance journal
20
Journal of international financial markets, institutions & money
19
Journal of risk and financial management : JRFM
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Discussion paper / Centre for Economic Policy Research
18
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
18
Journal of financial markets
18
Journal of international money and finance
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SpringerLink / Bücher
18
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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International journal of finance & economics : IJFE
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International journal of economics and finance
16
Quantitative finance
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The European journal of finance
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Applied economics letters
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CESifo working papers
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Staff working paper / Bank of Canada
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Discussion paper / Tinbergen Institute
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Economics letters
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Applied financial economics
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CFS working paper series
12
Energy economics
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Investment management and financial innovations
12
Macroeconomic volatility, institutions and financial architectures : the developing world experience
12
Computational economics
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International Journal of Financial Studies : open access journal
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ECONIS (ZBW)
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RePEc
10
EconStor
4
BASE
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Other ZBW resources
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ArchiDok
1
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1
Volatility clustering in financial markets : a micro-simulation of interacting agents
Lux, Thomas
;
Marchesi, Michele
-
1998
Persistent link: https://www.econbiz.de/10001372570
Saved in:
2
The behavior of high-frequency traders under different market stress scenarios
Megarbane, Nicolas
;
Saliba, Pamela
;
Lehalle, Charles-Albert
- In:
Market microstructure and liquidity
3
(
2017
)
3/4
,
pp. 1-54
Persistent link: https://www.econbiz.de/10011988891
Saved in:
3
Predicting future price volatility : empirical evidence from an emerging limit order market
Jain, Pawan
;
Jiang, Christine X.
- In:
Pacific-Basin finance journal
27
(
2014
),
pp. 72-93
Persistent link: https://www.econbiz.de/10010499715
Saved in:
4
Modelling financial transaction price movements : a dynamic integer count data model
Liesenfeld, Roman
;
Nolte, Ingmar
;
Pohlmeier, Winfried
- In:
Empirical economics : a journal of the Institute for …
30
(
2005
)
4
,
pp. 795-825
Persistent link: https://www.econbiz.de/10003233759
Saved in:
5
Price dynamics and market liquidity : an intraday event study on Euronext
Mazza, Paolo
- In:
The quarterly review of economics and finance : journal …
56
(
2015
),
pp. 139-153
Persistent link: https://www.econbiz.de/10011574367
Saved in:
6
Microstructures, financial reforms and informational efficiency in an emerging market
Arjoon, Vaalmikki
- In:
Research in international business and finance
36
(
2016
),
pp. 112-126
Persistent link: https://www.econbiz.de/10011594282
Saved in:
7
Noise trading, central bank interventions, and the informational content of foreign currency options
Pierdzioch, Christian
-
2001
Persistent link: https://www.econbiz.de/10001626608
Saved in:
8
Volatilität von Wechselkursen im Licht der Mikrostrukturforschung
Königsmarck, Imke von
-
2000
Persistent link: https://www.econbiz.de/10001511095
Saved in:
9
The impact of the introduction of index futures contracts on the price volatility in the underlying stock market
Hsu, Philip
-
2000
Persistent link: https://www.econbiz.de/10001552786
Saved in:
10
Speculative behavior in the foreign exchange market
Westerhoff, Frank H.
-
1999
Persistent link: https://www.econbiz.de/10001372501
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