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Volatility
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Volatilität
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Kapitaleinkommen
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Capital income
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Zeitreihenanalyse
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McAleer, Michael
147
Gupta, Rangan
130
Bollerslev, Tim
113
Diebold, Francis X.
79
Caporale, Guglielmo Maria
73
Pierdzioch, Christian
70
Andersen, Torben
66
Koopman, Siem Jan
57
Bahmani-Oskooee, Mohsen
55
Todorov, Viktor
51
Härdle, Wolfgang
50
Chang, Chia-Lin
49
Lux, Thomas
47
Caporin, Massimiliano
46
Bouri, Elie
43
Engle, Robert F.
43
Hautsch, Nikolaus
43
Bekaert, Geert
42
Asai, Manabu
41
Herwartz, Helmut
41
Ma, Feng
41
Chiarella, Carl
40
Gil-Alaña, Luis A.
39
Wohar, Mark E.
39
Ghysels, Eric
37
Aizenman, Joshua
35
Fernández-Villaverde, Jesús
34
Hafner, Christian M.
33
Mumtaz, Haroon
33
Belke, Ansgar
32
Christoffersen, Peter F.
32
Andersen, Torben G.
30
Clements, Adam
30
Dijk, Dick van
30
Rodriguez, Gabriel
30
Tauchen, George Eugene
29
Chan, Joshua
28
Gallo, Giampiero M.
28
Hammoudeh, Shawkat
28
Bauwens, Luc
27
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National Bureau of Economic Research
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Federal Reserve Bank of St. Louis
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Centre for Analytical Finance <Århus>
10
European University Institute / Department of Economics
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
9
Ekonomiska forskningsinstitutet <Stockholm>
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Institut für Weltwirtschaft
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Svenska Handelshögskolan <Helsinki>
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Federal Reserve Bank of New York
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Internationaler Währungsfonds / Research Department
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Rodney L. White Center for Financial Research
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University of Canterbury / Dept. of Economics and Finance
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Centre for Growth and Business Cycle Research <Manchester>
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Birkbeck College / Department of Economics
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Federal Reserve System / Division of Research and Statistics
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Institute of Finance and Accounting <London>
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Federal Reserve Bank of San Francisco
4
Gottfried Wilhelm Leibniz Universität Hannover
4
Instituto Valenciano de Investigaciones Económicas
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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The Wharton Financial Institutions Center
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World Bank
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Brown University / Department of Economics
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Center for Economic Research <Tilburg>
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Chambre de commerce et d'industrie de Paris
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Federal Reserve Bank of Cleveland
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Federal Reserve System / Board of Governors
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Forschungsinstitut zur Zukunft der Arbeit
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International Monetary Fund
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Kansantaloustieteen Laitos <Tampere>
3
Massachusetts Institute of Technology / Department of Economics
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New York Stock Exchange
3
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
3
Springer Fachmedien Wiesbaden
3
Australian National University / Faculty of Economics and Commerce
2
Business Information Centre <Toronto>
2
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification <Paris>
2
Centre for Economic Policy Research
2
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Working paper / National Bureau of Economic Research, Inc.
319
NBER working paper series
244
Energy economics
234
Finance research letters
225
NBER Working Paper
215
Journal of banking & finance
209
Journal of econometrics
200
The journal of futures markets
190
Applied economics
186
Economic modelling
180
International review of economics & finance : IREF
172
International review of financial analysis
171
Journal of empirical finance
161
The North American journal of economics and finance : a journal of financial economics studies
148
Economics letters
146
Discussion paper / Centre for Economic Policy Research
145
Working paper
142
Journal of international money and finance
127
Discussion paper / Tinbergen Institute
124
Applied financial economics
120
Journal of financial economics
119
Applied economics letters
117
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
117
Journal of international financial markets, institutions & money
116
The review of financial studies
112
Research in international business and finance
105
International journal of forecasting
99
The European journal of finance
94
The journal of finance : the journal of the American Finance Association
91
International journal of theoretical and applied finance
90
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
89
Journal of economic dynamics & control
88
Journal of risk and financial management : JRFM
88
CESifo working papers
87
Mathematical finance : an international journal of mathematics, statistics and financial theory
74
Journal of forecasting
73
Quantitative finance
73
International journal of finance & economics : IJFE
72
Research paper series / Swiss Finance Institute
71
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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ECONIS (ZBW)
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EconStor
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RePEc
2
Other ZBW resources
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1
Bayesian learning in financial markets : price adjustments, fundamentals, and risk
Müller, Christoph
-
2009
-
1. Aufl.
Persistent link: https://www.econbiz.de/10003866148
Saved in:
2
Volatility of price indices for heterogeneous goods with applications to the fine art market
Bocart, Fabian Y. R.
;
Hafner, Christian M.
- In:
Journal of applied econometrics
30
(
2015
)
2
,
pp. 291-312
Persistent link: https://www.econbiz.de/10011327602
Saved in:
3
Volatility of price indices for heterogeneous goods
Bocart, Fabian Y. R. P.
;
Hafner, Christian M.
-
2012
. This may seem surprising as derivatives on subsets of the traded goods require a precise modelling and
estimation
of the …
Persistent link: https://www.econbiz.de/10009540165
Saved in:
4
Spatial dependence, idiosyncratic risk, and the valuation of disaggregated housing data
Simlai, Prodosh
- In:
The journal of real estate finance and economics
57
(
2018
)
2
,
pp. 192-230
Persistent link: https://www.econbiz.de/10012038861
Saved in:
5
Information and opinions in financial markets
Banerjee, Snehal
-
2007
Persistent link: https://www.econbiz.de/10009691380
Saved in:
6
US farm policy and the volatility of commodity prices and farm revenues
Lence, Sergio H.
;
Hayes, Dermot James
- In:
American journal of agricultural economics
84
(
2002
)
2
,
pp. 335-351
Persistent link: https://www.econbiz.de/10001683994
Saved in:
7
Estimation
of variance of housing prices using spatial conditional heteroskedasticity (SARCH) model with an application to Boston housing price data
Simlai, Prodosh
- In:
The quarterly review of economics and finance : journal …
54
(
2014
)
1
,
pp. 17-30
Persistent link: https://www.econbiz.de/10010468803
Saved in:
8
Econometric analysis of volatile art markets
Bocart, Fabian Y. R. P.
;
Hafner, Christian M.
-
2011
Persistent link: https://www.econbiz.de/10009390382
Saved in:
9
Econometric analysis of volatile art markets
Bocart, Fabian Y. R. P.
;
Hafner, Christian M.
-
2011
indices. -- Volatility ; art markets ; hedonic regression ; semiparametric
estimation
…
Persistent link: https://www.econbiz.de/10009349110
Saved in:
10
Dinámica no lineal en la bolsa de valores
Mayer-Foulkes, David
;
Feliz, Raúl Aníbal
-
1992
-
1. ed
Persistent link: https://www.econbiz.de/10000889335
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