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Volatility
Theorie
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USA
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Asymmetric information
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Consumer behaviour
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Bollerslev, Tim
75
Diebold, Francis X.
60
McAleer, Michael
54
Andersen, Torben
45
Koopman, Siem Jan
41
Härdle, Wolfgang
40
Lux, Thomas
39
Aizenman, Joshua
33
Chiarella, Carl
32
Gupta, Rangan
32
Caporin, Massimiliano
31
Bekaert, Geert
30
Herwartz, Helmut
27
Pierdzioch, Christian
27
Fernández-Villaverde, Jesús
26
Asai, Manabu
25
Hafner, Christian M.
25
Todorov, Viktor
25
Clark, Todd E.
23
Hautsch, Nikolaus
23
Caballero, Ricardo J.
22
Ghysels, Eric
22
Lucas, André
22
Meddahi, Nour
22
Schlag, Christian
22
Westerhoff, Frank H.
22
Yu, Jun
22
Andersen, Torben G.
21
Bauwens, Luc
21
Christoffersen, Peter F.
21
Aït-Sahalia, Yacine
20
Chan, Joshua
20
Engle, Robert F.
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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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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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
4
The Wharton Financial Institutions Center
4
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
3
Federal Reserve Bank of San Francisco
3
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
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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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Deutsche Börse AG
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Forschungsinstitut zur Zukunft der Arbeit
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Goethe-Universität Frankfurt am Main
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Gottfried Wilhelm Leibniz Universität Hannover
2
Institut für Weltwirtschaft
2
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
174
Working paper / National Bureau of Economic Research, Inc.
161
NBER Working Paper
156
Journal of econometrics
127
Journal of banking & finance
109
Finance research letters
97
Economics letters
85
Journal of empirical finance
81
Discussion paper / Tinbergen Institute
80
Economic modelling
77
Discussion paper / Centre for Economic Policy Research
76
International journal of forecasting
76
International journal of theoretical and applied finance
76
Journal of financial economics
76
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
75
Journal of economic dynamics & control
72
Mathematical finance : an international journal of mathematics, statistics and financial theory
72
Working paper
70
Journal of international money and finance
65
Energy economics
62
International review of financial analysis
61
Applied economics
59
International review of economics & finance : IREF
59
The European journal of finance
59
The review of financial studies
58
Journal of forecasting
55
Econometric reviews
51
Quantitative finance
51
Applied economics letters
47
Computational economics
47
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
Applied mathematical finance
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
Finance and stochastics
42
Journal of monetary economics
41
The journal of futures markets
41
IMF working papers
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ECONIS (ZBW)
9,848
EconStor
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RePEc
2
ArchiDok
1
Other ZBW resources
1
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1
Prospect
theory
and risk appetite : an application to traders' strategies in the financial market
Cao, Shi-Nan
;
Deng, Jing
;
Li, Honggang
- In:
Journal of economic interaction and coordination : JEIC
5
(
2010
)
2
,
pp. 249-259
Persistent link: https://www.econbiz.de/10008822678
Saved in:
2
Verhaltenspsychologische Erklärungsmöglichkeiten für asymmetrische Volatilität am deutschen Kapitalmarkt
Maack, Diether
-
2012
Persistent link: https://www.econbiz.de/10009554493
Saved in:
3
Wealth inequality, preference heterogeneity and macroeconomic volatility in two-sector economies
Ghiglino, Christian
;
Venditti, Alain
- In:
Journal of economic theory
135
(
2007
)
1
,
pp. 414-441
Persistent link: https://www.econbiz.de/10003546411
Saved in:
4
Computing DSGE models with recursive preferences and stochastic volatility
Caldara, Dario
;
Fernández-Villaverde, Jesús
; …
-
2012
Persistent link: https://www.econbiz.de/10009505593
Saved in:
5
Exchange rates dynamics with long-run risk and recursive preferences
Kollmann, Robert
-
2014
Persistent link: https://www.econbiz.de/10011341969
Saved in:
6
Exchange rates dynamics with lung-run risk and recursive preferences
Kollmann, Robert
-
2014
Persistent link: https://www.econbiz.de/10010483701
Saved in:
7
Exchange rates dynamics with long-run risk and recursive preferences
Kollmann, Robert
- In:
Open economies review
26
(
2015
)
2
,
pp. 175-196
Persistent link: https://www.econbiz.de/10011474105
Saved in:
8
Spectral welfare cost functions
Otrok, Christopher M.
- In:
International economic review
42
(
2001
)
2
,
pp. 345-367
Persistent link: https://www.econbiz.de/10001577903
Saved in:
9
Price volatility and risk with non-separability of preferences
Drees, Burkhard
;
Eckwert, Bernhard
- In:
Mathematical social sciences
39
(
2000
)
1
,
pp. 21-34
Persistent link: https://www.econbiz.de/10001455759
Saved in:
10
Computing DSGE models with recursive preferences and stochastic volatility
Caldara, Dario
;
Fernández-Villaverde, Jesús
; …
- In:
Review of economic dynamics
15
(
2012
)
2
,
pp. 188-206
Persistent link: https://www.econbiz.de/10010218753
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