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Volatility
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McAleer, Michael
94
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91
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84
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69
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58
Koopman, Siem Jan
45
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41
Lux, Thomas
41
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39
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37
Bekaert, Geert
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37
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35
Asai, Manabu
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35
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34
Fernández-Villaverde, Jesús
32
Ghysels, Eric
31
Hautsch, Nikolaus
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Herwartz, Helmut
31
Engle, Robert F.
29
Todorov, Viktor
28
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27
Clark, Todd E.
27
Mumtaz, Haroon
26
Aït-Sahalia, Yacine
25
Hafner, Christian M.
25
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24
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Dijk, Dick van
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23
Bali, Turan G.
23
Bauwens, Luc
23
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23
Gallo, Giampiero M.
23
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23
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22
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European University Institute / Department of Economics
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World Bank
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2
Christian-Albrechts-Universität zu Kiel
2
Columbia University / Department of Economics
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Danmarks Nationalbank
2
Deutsche Börse AG
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NBER working paper series
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The journal of futures markets
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Journal of banking & finance
157
Journal of econometrics
140
Discussion paper / Centre for Economic Policy Research
127
Finance research letters
126
Journal of empirical finance
115
Economics letters
112
The review of financial studies
112
Energy economics
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102
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The journal of finance : the journal of the American Finance Association
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International review of economics & finance : IREF
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International journal of theoretical and applied finance
84
International journal of forecasting
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Applied financial economics
77
Journal of economic dynamics & control
74
Mathematical finance : an international journal of mathematics, statistics and financial theory
73
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Applied economics letters
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Journal of international financial markets, institutions & money
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Econometric reviews
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Finance and economics discussion series
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ECONIS (ZBW)
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EconStor
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Other ZBW resources
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13,226
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1
The payoff to consistency in performance
Deutscher, Christian
;
Gürtler, Oliver
;
Prinz, Joachim
; …
- In:
Economic inquiry : journal of the Western Economic …
55
(
2017
)
2
,
pp. 1091-1103
Persistent link: https://www.econbiz.de/10011760283
Saved in:
2
Jumps and stochastic volatility : exchange rate processes implicit in PHLX Deutschemark options
Bates, David S.
-
1993
Persistent link: https://www.econbiz.de/10000884445
Saved in:
3
Dinámica no lineal en la bolsa de valores
Mayer-Foulkes, David
;
Feliz, Raúl Aníbal
-
1992
-
1. ed
Persistent link: https://www.econbiz.de/10000889335
Saved in:
4
Covered interest arbitrage and market turbulence : an empiric. analysis
Taylor, Mark P.
-
1988
Persistent link: https://www.econbiz.de/10000747918
Saved in:
5
The identification of destabilizing foreign exchange speculation
Kohlhagen, Steven W.
-
1977
Persistent link: https://www.econbiz.de/10000780360
Saved in:
6
Post-'87 crash fears in S&P 500 futures options
Bates, David S.
-
1997
Persistent link: https://www.econbiz.de/10000619727
Saved in:
7
Inflation and the distribution of price changes
Bryan, Michael F.
;
Cecchetti, Stephen G.
-
1996
Persistent link: https://www.econbiz.de/10000609279
Saved in:
8
Stock index volatility expectations implied by call options premia
Rindell, Krister
-
1989
Persistent link: https://www.econbiz.de/10000126342
Saved in:
9
Nonparametric autoregression with multiplicative volatility and additive mean
Yang, Lijian
;
Härdle, Wolfgang
;
Nielsen, Jens Perch
-
1998
Persistent link: https://www.econbiz.de/10000168636
Saved in:
10
Specification analysis of affine term structure models
Dai, Qiang
;
Singleton, Kenneth J.
-
1997
Persistent link: https://www.econbiz.de/10000637523
Saved in:
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