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Volatility
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Gupta, Rangan
167
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138
Caporale, Guglielmo Maria
113
Bollerslev, Tim
97
Pierdzioch, Christian
74
Bouri, Elie
64
Ma, Feng
61
Diebold, Francis X.
59
Andersen, Torben
56
Spagnolo, Nicola
54
Bekaert, Geert
50
Chang, Chia-Lin
49
Hautsch, Nikolaus
46
Gil-Alaña, Luis A.
45
Lux, Thomas
42
Todorov, Viktor
42
Engle, Robert F.
41
Wohar, Mark E.
40
Koopman, Siem Jan
37
McMillan, David G.
37
Asai, Manabu
36
Hammoudeh, Shawkat
36
Bali, Turan G.
34
Caporin, Massimiliano
34
Bahmani-Oskooee, Mohsen
33
Bloom, Nicholas
33
Härdle, Wolfgang
33
Tiwari, Aviral Kumar
33
Belke, Ansgar
32
Kang, Sang Hoon
32
Kočenda, Evžen
32
Ryu, Doojin
32
Xuan Vinh Vo
32
Corbet, Shaen
31
Kumar, Dilip
31
Mensi, Walid
31
Wang, Yudong
31
Demirer, Rıza
30
Herwartz, Helmut
30
Tauchen, George Eugene
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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International Monetary Fund
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Kansantaloustieteen Laitos <Tampere>
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Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
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Svenska Handelshögskolan <Helsinki>
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The Wharton Financial Institutions Center
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Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
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Goethe-Universität Frankfurt am Main
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Judge Institute of Management Studies
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2
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2
Springer Fachmedien Wiesbaden
2
Suntory-Toyota International Centre for Economics and Related Disciplines
2
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
2
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Finance research letters
343
Energy economics
275
International review of financial analysis
245
International review of economics & finance : IREF
215
NBER working paper series
206
Applied economics
205
Working paper / National Bureau of Economic Research, Inc.
205
The North American journal of economics and finance : a journal of financial economics studies
201
Journal of banking & finance
197
Economic modelling
188
Journal of empirical finance
175
NBER Working Paper
162
Journal of econometrics
159
Applied financial economics
155
Research in international business and finance
155
Applied economics letters
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Journal of international financial markets, institutions & money
145
The journal of futures markets
134
Journal of financial economics
126
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Pacific-Basin finance journal
115
Journal of risk and financial management : JRFM
114
Economics letters
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
105
Journal of international money and finance
103
The European journal of finance
98
Discussion paper / Centre for Economic Policy Research
95
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
95
International Journal of Energy Economics and Policy : IJEEP
88
Discussion paper / Tinbergen Institute
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International journal of forecasting
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CESifo working papers
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International journal of finance & economics : IJFE
83
The journal of finance : the journal of the American Finance Association
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
68
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
67
Journal of forecasting
67
Research paper series / Swiss Finance Institute
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Quantitative finance
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ECONIS (ZBW)
17,774
EconStor
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RePEc
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Other ZBW resources
1
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1
Conditional leptokurtosis and non-linear dependence in exchange rate returns
Caporale, Guglielmo Maria
;
Hassapis, Christis
;
Pittis, …
-
1994
Persistent link: https://www.econbiz.de/10000897287
Saved in:
2
On the relation between the expected value and the volatility of the nominal excess return on stocks
Glosten, Lawrence R.
;
Jagannathan, Ravi
;
Runkle, David E.
-
1993
Persistent link: https://www.econbiz.de/10000870606
Saved in:
3
Alternative models for conditional stock volatility
Pagan, Adrian R.
;
Schwert, George William
-
1989
Persistent link: https://www.econbiz.de/10000765771
Saved in:
4
Long run volatility forecasting for individual stocks in a one factor model
Engle, Robert F.
;
Lee, Gary G. J.
-
1993
Persistent link: https://www.econbiz.de/10000877958
Saved in:
5
On the relation between the expected value and the volatility of the nominal excess return on stocks
Glosten, Lawrence R.
;
Jagannathan, Ravi
;
Runkle, David E.
-
1993
-
rev
Persistent link: https://www.econbiz.de/10000142591
Saved in:
6
Conditional leptokurtosis and non-linear dependence in exchange rate returns
Caporale, Guglielmo M.
;
Hassapis, Christis
;
Pittis, Nikitas
-
1994
Persistent link: https://www.econbiz.de/10000147732
Saved in:
7
Disposition matters : volume, volatility, and price impact of a behavioral bias
Goetzmann, William N.
;
Massa, Massimo
- In:
The journal of trading
3
(
2008
)
2
,
pp. 68-90
Persistent link: https://www.econbiz.de/10003758921
Saved in:
8
Asymmetric multivariate normal mixture GARCH
Haas, Markus
(
contributor
);
Mittnik, Stefan
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003651581
Saved in:
9
Multivariate regimeswitching GARCH with an application to international stock markets
Haas, Markus
(
contributor
);
Mittnik, Stefan
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003651587
Saved in:
10
Does idiosyncratic risk matter? : evidence from European stock markets
Angelidis, Timotheos
;
Tessaromatis, Nikolaos P.
- In:
Applied financial economics
18
(
2008
)
1/3
,
pp. 125-137
Persistent link: https://www.econbiz.de/10003739011
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