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Volatility
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Bollerslev, Tim
75
Diebold, Francis X.
60
McAleer, Michael
54
Andersen, Torben
45
Koopman, Siem Jan
41
Lux, Thomas
39
Härdle, Wolfgang
38
Aizenman, Joshua
33
Chiarella, Carl
32
Caporin, Massimiliano
31
Bekaert, Geert
30
Gupta, Rangan
28
Herwartz, Helmut
27
Asai, Manabu
25
Pierdzioch, Christian
25
Hafner, Christian M.
24
Todorov, Viktor
24
Fernández-Villaverde, Jesús
23
Hautsch, Nikolaus
23
Clark, Todd E.
22
Ghysels, Eric
22
Lucas, André
22
Meddahi, Nour
22
Yu, Jun
22
Andersen, Torben G.
21
Caballero, Ricardo J.
21
Christoffersen, Peter F.
21
Schlag, Christian
21
Westerhoff, Frank H.
21
Aït-Sahalia, Yacine
20
Bauwens, Luc
20
Engle, Robert F.
20
Chan, Joshua
19
Giglio, Stefano
19
Gonçalves, Sílvia
19
Li, Kai
19
Mittnik, Stefan
19
Mumtaz, Haroon
19
Brandt, Michael W.
18
Carriero, Andrea
18
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National Bureau of Economic Research
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Ekonomiska forskningsinstitutet <Stockholm>
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European University Institute / Department of Economics
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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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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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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
3
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
3
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
3
World Bank
3
Brown University / Department of Economics
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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Centre for Growth and Business Cycle Research <Manchester>
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Christian-Albrechts-Universität zu Kiel
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Danmarks Nationalbank
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Goethe-Universität Frankfurt am Main
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Gottfried Wilhelm Leibniz Universität Hannover
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Institut für Weltwirtschaft
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International Monetary Fund
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Internationaler Währungsfonds / Western Hemisphere Department
2
Judge Institute of Management Studies
2
Kansantaloustieteen Laitos <Tampere>
2
Umeå Universitet / Institutionen för Nationalekonomi
2
University of British Columbia / Finance Division
2
University of Exeter / Department of Economics
2
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NBER working paper series
172
Working paper / National Bureau of Economic Research, Inc.
160
NBER Working Paper
155
Journal of econometrics
125
Journal of banking & finance
109
Economics letters
82
Journal of empirical finance
81
Discussion paper / Tinbergen Institute
79
Economic modelling
77
Finance research letters
77
Discussion paper / Centre for Economic Policy Research
76
International journal of theoretical and applied finance
76
International journal of forecasting
73
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
72
Mathematical finance : an international journal of mathematics, statistics and financial theory
72
Journal of financial economics
71
Journal of economic dynamics & control
70
Working paper
67
Journal of international money and finance
64
International review of financial analysis
60
The European journal of finance
58
Applied economics
57
The review of financial studies
57
International review of economics & finance : IREF
56
Energy economics
55
Journal of forecasting
55
Econometric reviews
51
Quantitative finance
46
Applied economics letters
45
Journal of financial econometrics : official journal of the Society for Financial Econometrics
45
The North American journal of economics and finance : a journal of financial economics studies
45
Applied mathematical finance
44
Research paper series / Swiss Finance Institute
44
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
44
The journal of finance : the journal of the American Finance Association
43
Computational economics
42
Finance and stochastics
42
CREATES research paper
39
Journal of monetary economics
39
The journal of futures markets
39
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ECONIS (ZBW)
9,621
EconStor
9
ArchiDok
1
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31
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31
Stochastic volatility and time deformation : an application of trading volume and leverage effects
Ghysels, Eric
;
Jasiak, Joann
-
1994
Persistent link: https://www.econbiz.de/10000898668
Saved in:
32
Modelling volatility in the foreign exchange market with ARCH processes
Fell, John P. C.
-
1994
Persistent link: https://www.econbiz.de/10000898898
Saved in:
33
Comment on Jacquier, Polson, and Rossi's Bayesian analysis of stochastic volatility models
Nelson, Daniel B.
-
1994
Persistent link: https://www.econbiz.de/10000899492
Saved in:
34
Foreign direct investment, exchange rate variability and demand uncertainty
Goldberg, Linda S.
;
Kolstad, Charles D.
-
1994
Persistent link: https://www.econbiz.de/10000902920
Saved in:
35
The effect of costly consumption adjustment on asset price volatility
Marshall, David Aaron
;
Parekh, Nayan G.
-
1994
Persistent link: https://www.econbiz.de/10000903976
Saved in:
36
Asset return volatility with extremely small costs of consumption adjustment
Marshall, David Aaron
-
1994
Persistent link: https://www.econbiz.de/10000903982
Saved in:
37
Stochastic volatility and the distribution of exchange rate news
Mahieu, Ronald J.
;
Schotman, Peter C.
-
1994
Persistent link: https://www.econbiz.de/10000904013
Saved in:
38
Foreign direct investment, exchange rate variability and demand uncertainty
Goldberg, Linda S.
-
1994
Persistent link: https://www.econbiz.de/10000904517
Saved in:
39
The econometric modelling of financial time series
Mills, Terence C.
-
1994
-
Reprinted
Persistent link: https://www.econbiz.de/10000905318
Saved in:
40
Serial correlation in demand, backlogging and production volatility
Maccini, Louis J.
;
Zabel, Edward
-
1992
Persistent link: https://www.econbiz.de/10000907748
Saved in:
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