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Volatility
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Share price
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Asymmetrische Information
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Bollerslev, Tim
75
Diebold, Francis X.
60
McAleer, Michael
54
Andersen, Torben
45
Koopman, Siem Jan
43
Härdle, Wolfgang
39
Lux, Thomas
39
Aizenman, Joshua
33
Chiarella, Carl
32
Gupta, Rangan
32
Caporin, Massimiliano
31
Bekaert, Geert
30
Herwartz, Helmut
27
Pierdzioch, Christian
27
Asai, Manabu
25
Fernández-Villaverde, Jesús
25
Hafner, Christian M.
25
Todorov, Viktor
25
Clark, Todd E.
23
Hautsch, Nikolaus
23
Lucas, André
23
Caballero, Ricardo J.
22
Christoffersen, Peter F.
22
Ghysels, Eric
22
Meddahi, Nour
22
Schlag, Christian
22
Westerhoff, Frank H.
22
Yu, Jun
22
Andersen, Torben G.
21
Bauwens, Luc
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
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National Bureau of Economic Research
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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
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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 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
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Springer Fachmedien Wiesbaden
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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World Bank
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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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Centre for Economic Policy Research
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Centre for Growth and Business Cycle Research <Manchester>
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Danmarks Nationalbank
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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
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Institut für Weltwirtschaft
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Internationaler Währungsfonds / Western Hemisphere Department
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Judge Institute of Management Studies
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Kansantaloustieteen Laitos <Tampere>
2
Umeå Universitet / Institutionen för Nationalekonomi
2
University of British Columbia / Finance Division
2
University of Exeter / Department of Economics
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NBER working paper series
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NBER Working Paper
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Journal of econometrics
128
Journal of banking & finance
109
Finance research letters
98
Economics letters
84
Discussion paper / Tinbergen Institute
83
Journal of empirical finance
81
Discussion paper / Centre for Economic Policy Research
78
International journal of forecasting
78
Economic modelling
77
International journal of theoretical and applied finance
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Journal of financial economics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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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
Working paper
69
Journal of international money and finance
65
Energy economics
62
International review of financial analysis
60
The European journal of finance
59
Applied economics
58
International review of economics & finance : IREF
58
The review of financial studies
58
Journal of forecasting
55
Econometric reviews
51
Quantitative finance
50
Computational economics
47
Applied economics letters
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
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Applied mathematical finance
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Research paper series / Swiss Finance Institute
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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
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Finance and stochastics
42
Journal of monetary economics
41
IMF working papers
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The journal of futures markets
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ECONIS (ZBW)
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EconStor
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1
The studentś t dynamic linear regression : re-examining volatility modeling
Heracleous, Maria S.
;
Spanos, Aris
-
2006
Persistent link: https://www.econbiz.de/10003331398
Saved in:
2
Negative volatility and the survival of the Western financial markets
Aase, Knut A.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002833833
Saved in:
3
The effects of capital controls on exchange rate volatility and output
Frenkel, Michael
;
Schmidt, G.
;
Stadtmann, G.
;
Nickel, …
- In:
International economic journal
16
(
2002
)
4
,
pp. 27-51
Persistent link: https://www.econbiz.de/10001725227
Saved in:
4
Trading and non-trading time return dynamics : an analysis of Swedih OMX stock index and forward returns using a GARCH framework
Hördahl, Peter
;
Nordén, Lars
-
1996
Persistent link: https://www.econbiz.de/10000932356
Saved in:
5
Clustered volatility in multiagent dynamics
Youssefmir, Michael
- In:
Journal of economic behavior & organization : JEBO
32
(
1997
)
1
,
pp. 101-118
Persistent link: https://www.econbiz.de/10001226313
Saved in:
6
Essays on business cycle analysis and demography
Sarferaz, Samad
-
2009
Persistent link: https://www.econbiz.de/10008811071
Saved in:
7
Endogenous volatility, endogenous growth, and large welfare gains from stabilization policies
Wang, Pengfei
(
contributor
);
Wen, Yi
(
contributor
)
-
2007
-
Rev.
Persistent link: https://www.econbiz.de/10003740040
Saved in:
8
Endogenous volatility, endogenous growth, and large welfare gains from stabilization policies
Wang, Peng-fei
;
Wen, Yi
-
2006
Persistent link: https://www.econbiz.de/10003438265
Saved in:
9
The political economy of fiscal policy : public deficits, volatility, and growth
Woo, Jaejoon
-
2006
Persistent link: https://www.econbiz.de/10008732466
Saved in:
10
Speculative growth, overreaction, and the welfare cost of technology-driven bubbles
Lansing, Kevin J.
- In:
Journal of economic behavior & organization : JEBO
83
(
2012
)
3
,
pp. 461-483
Persistent link: https://www.econbiz.de/10009698060
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