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Volatility
Theorie
627,975
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Bollerslev, Tim
75
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60
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54
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46
Koopman, Siem Jan
41
Härdle, Wolfgang
40
Lux, Thomas
39
Aizenman, Joshua
34
Caporin, Massimiliano
32
Chiarella, Carl
32
Gupta, Rangan
32
Bekaert, Geert
30
Hautsch, Nikolaus
28
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27
Pierdzioch, Christian
27
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26
Asai, Manabu
25
Caballero, Ricardo J.
25
Fernández-Villaverde, Jesús
25
Hafner, Christian M.
25
Todorov, Viktor
25
Clark, Todd E.
23
Engle, Robert F.
23
Bauwens, Luc
22
Lucas, André
22
Meddahi, Nour
22
Schlag, Christian
22
Westerhoff, Frank H.
22
Yu, Jun
22
Andersen, Torben G.
21
Aït-Sahalia, Yacine
21
Christoffersen, Peter F.
21
Chan, Joshua
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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World Bank
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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 New York
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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
3
Springer Fachmedien Wiesbaden
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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Brown University / Department of Economics
2
Center for Financial Studies
2
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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Internationaler Währungsfonds / Western Hemisphere Department
2
Judge Institute of Management Studies
2
Kansantaloustieteen Laitos <Tampere>
2
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NBER working paper series
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Working paper / National Bureau of Economic Research, Inc.
165
NBER Working Paper
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Journal of econometrics
131
Journal of banking & finance
115
Finance research letters
110
Journal of empirical finance
88
Economics letters
87
Economic modelling
83
Journal of financial economics
83
Discussion paper / Centre for Economic Policy Research
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Discussion paper / Tinbergen Institute
80
International journal of theoretical and applied finance
78
International journal of forecasting
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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International review of financial analysis
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Journal of economic dynamics & control
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Mathematical finance : an international journal of mathematics, statistics and financial theory
72
Journal of international money and finance
69
Energy economics
68
Applied economics
65
International review of economics & finance : IREF
65
The European journal of finance
63
The review of financial studies
62
Journal of forecasting
55
The North American journal of economics and finance : a journal of financial economics studies
53
Quantitative finance
52
Econometric reviews
51
Applied economics letters
49
Computational economics
48
The journal of futures markets
47
Applied mathematical finance
46
The journal of finance : the journal of the American Finance Association
46
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Research paper series / Swiss Finance Institute
45
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
45
Journal of international financial markets, institutions & money
44
Finance and stochastics
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Journal of monetary economics
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ECONIS (ZBW)
10,366
RePEc
25
EconStor
20
Other ZBW resources
6
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1
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1
Asset issuance in over-the-counter markets
Bethune, Zachary
;
Sultanum, Bruno
;
Trachter, Nicholas
- In:
Review of economic dynamics
33
(
2019
),
pp. 4-29
Persistent link: https://www.econbiz.de/10012312127
Saved in:
2
Inefficient employment decisions, entry costs, and the cost of fluctuations
Den Haan, Wouter J.
;
Sedlacek, Petr
-
2009
Persistent link: https://www.econbiz.de/10003887224
Saved in:
3
On the hidden side of
liquidity
Alañón Pardo, Ángel
;
Pascual, Roberto
- In:
The European journal of finance
18
(
2012
)
9/10
,
pp. 949-967
Persistent link: https://www.econbiz.de/10009691773
Saved in:
4
Realized volatility,
liquidity
, and corporate yield spreads
Rossi, Marco
- In:
The quarterly journal of finance
4
(
2014
)
1
,
pp. 1-42
Persistent link: https://www.econbiz.de/10010423791
Saved in:
5
Turnover :
liquidity
or uncertainty?
Barinov, Alexander
- In:
Management science : journal of the Institute for …
60
(
2014
)
10
,
pp. 2478-2495
Persistent link: https://www.econbiz.de/10010461871
Saved in:
6
Comovement,
liquidity
and asymmetries
Xiong, James X.
- In:
Journal of investment management : JOIM
19
(
2021
)
1
,
pp. 90-108
Persistent link: https://www.econbiz.de/10012814373
Saved in:
7
You need three butterflies to cause a Hurricane
Virgilio, Gianluca Piero Maria
- In:
Scientific Annals of Economics and Business
67
(
2020
)
1
,
pp. 139-155
Persistent link: https://www.econbiz.de/10012415469
Saved in:
8
Invariance in buy-sell switching points
Bae, Kyoung-hun
;
Bondarenko, Oleg
;
Lee, Eun Jung
; …
-
2020
Persistent link: https://www.econbiz.de/10012494223
Saved in:
9
Do illiquid stocks jump more frequently?
Kunsteller, Sebastian
;
Müller, Janis
;
Posch, Peter N.
- In:
Applied economics
51
(
2019
)
25
,
pp. 2764-2769
Persistent link: https://www.econbiz.de/10012196740
Saved in:
10
Reversals and the returns to
liquidity
provision
Dai, Wei
;
Medhat, Mamdouh
;
Novy-Marx, Robert
;
Rizova, Savina
- In:
Financial analysts journal : FAJ
80
(
2024
)
2
,
pp. 122-151
Persistent link: https://www.econbiz.de/10014576176
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