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Volatility
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Bollerslev, Tim
76
McAleer, Michael
72
Diebold, Francis X.
60
Andersen, Torben
45
Koopman, Siem Jan
41
Härdle, Wolfgang
39
Lux, Thomas
39
Gupta, Rangan
35
Aizenman, Joshua
33
Chiarella, Carl
32
Caporin, Massimiliano
31
Bekaert, Geert
30
Hafner, Christian M.
28
Herwartz, Helmut
28
Chang, Chia-Lin
27
Pierdzioch, Christian
27
Asai, Manabu
25
Fernández-Villaverde, Jesús
25
Hautsch, Nikolaus
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Todorov, Viktor
25
Caporale, Guglielmo Maria
24
Westerhoff, Frank H.
24
Arezki, Rabah
23
Christoffersen, Peter F.
23
Mumtaz, Haroon
23
Caballero, Ricardo J.
22
Clark, Todd E.
22
Ghysels, Eric
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Lucas, André
22
Meddahi, Nour
22
Yu, Jun
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Andersen, Torben G.
21
Engle, Robert F.
21
Prokopczuk, Marcel
21
Schlag, Christian
21
Aït-Sahalia, Yacine
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Bauwens, Luc
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Chan, Joshua
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Rose, Andrew
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Giglio, Stefano
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National Bureau of Economic Research
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European University Institute / Department of Economics
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Ekonomiska forskningsinstitutet <Stockholm>
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Centre for Analytical Finance <Århus>
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Rodney L. White Center for Financial Research
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Internationaler Währungsfonds / Research Department
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Birkbeck College / Department of Economics
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Institute of Finance and Accounting <London>
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International Monetary Fund
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Svenska Handelshögskolan <Helsinki>
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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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World Bank
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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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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Internationaler Währungsfonds / Western Hemisphere Department
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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
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Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification <Paris>
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Deutsche Börse AG
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2
Judge Institute of Management Studies
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Kansantaloustieteen Laitos <Tampere>
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USA / General Accounting Office
2
Umeå Universitet / Institutionen för Nationalekonomi
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NBER working paper series
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NBER Working Paper
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Journal of econometrics
126
Journal of banking & finance
114
Energy economics
106
Finance research letters
102
Economics letters
88
Discussion paper / Tinbergen Institute
87
Discussion paper / Centre for Economic Policy Research
86
Journal of empirical finance
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Economic modelling
83
Working paper
82
International journal of forecasting
76
International journal of theoretical and applied finance
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
75
Journal of economic dynamics & control
74
Journal of financial economics
73
Journal of international money and finance
72
Mathematical finance : an international journal of mathematics, statistics and financial theory
72
International review of financial analysis
67
Applied economics
66
International review of economics & finance : IREF
66
The European journal of finance
60
The review of financial studies
59
Applied economics letters
55
Journal of forecasting
55
Quantitative finance
52
Econometric reviews
51
IMF working papers
49
The journal of futures markets
49
Computational economics
46
The North American journal of economics and finance : a journal of financial economics studies
46
Journal of financial econometrics : official journal of the Society for Financial Econometrics
45
Research paper series / Swiss Finance Institute
45
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
45
Applied mathematical finance
44
The journal of finance : the journal of the American Finance Association
43
Finance and stochastics
42
Journal of risk and financial management : JRFM
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ECONIS (ZBW)
10,666
EconStor
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RePEc
5
Other ZBW resources
2
ArchiDok
1
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1
Portfolio speculation and commodity price volatility in a stochastic storage model
Vercammen, James Alfred
;
Doroudian, Ali
- In:
American journal of agricultural economics
96
(
2014
)
2
,
pp. 517-532
Persistent link: https://www.econbiz.de/10010411908
Saved in:
2
Internet, noise trading and commodity prices
Peri, Massimo
;
Vandone, Daniela
;
Baldi, Lucia
-
2012
Persistent link: https://www.econbiz.de/10011759934
Saved in:
3
Speculation, hedging and commodity price forecasts
Labys, Walter C.
;
Granger, C. W. J.
-
1970
Persistent link: https://www.econbiz.de/10000571163
Saved in:
4
Expectations and commodity price dynamics : the overshooting model
Frankel, Jeffrey A.
- In:
American journal of agricultural economics
68
(
1986
)
2
,
pp. 344-348
Persistent link: https://www.econbiz.de/10003552149
Saved in:
5
Price volatility of storable commodities under rational expectations in spot and futures markets
Kawai, Masahiro
-
1981
-
Rev
Persistent link: https://www.econbiz.de/10002203641
Saved in:
6
On jumps and ARCH effects in natural resource prices : an application to Pacific Northwest stumpage prices
Saphores, Jean-Daniel M.
;
Khalaf, Lynda
;
Pelletier, Denis
- In:
American journal of agricultural economics
84
(
2002
)
2
,
pp. 387-400
Persistent link: https://www.econbiz.de/10001683998
Saved in:
7
On jumps and ARCH effects in natural resource prices : an application to stumpage prices from Pacific Northwest national forests
Saphores, Jean-Daniel M.
;
Khalaf, Lynda
;
Pelletier, Denis
-
2000
Persistent link: https://www.econbiz.de/10001470050
Saved in:
8
Valuing long-term commodity assets
Schwartz, Eduardo S.
- In:
Journal of energy finance & development
3
(
1998
)
2
,
pp. 85-99
Persistent link: https://www.econbiz.de/10001445708
Saved in:
9
Data at our fingertips, myths in our minds : recent grain price jumps as the "perfect storm"
Wright, Brian D.
- In:
The Australian journal of agricultural and resource …
58
(
2014
)
4
,
pp. 538-553
Persistent link: https://www.econbiz.de/10010463786
Saved in:
10
Primary commodity prices and exchange rate volatility : paper presented at the CEPR Conference on Primary Commodities
Kofman, Paul
;
Viaene, Jean-Marie
;
Vries, Casper G. de
-
1989
Persistent link: https://www.econbiz.de/10000770147
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