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Volatility
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Bollerslev, Tim
78
Diebold, Francis X.
74
McAleer, Michael
59
Andersen, Torben
53
Bekaert, Geert
45
Härdle, Wolfgang
44
Koopman, Siem Jan
42
Aizenman, Joshua
41
Lux, Thomas
41
Caporale, Guglielmo Maria
40
Gupta, Rangan
40
Caballero, Ricardo J.
38
Caporin, Massimiliano
32
Chiarella, Carl
32
Pierdzioch, Christian
32
Herwartz, Helmut
28
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26
Asai, Manabu
25
Fernández-Villaverde, Jesús
25
Hafner, Christian M.
25
Todorov, Viktor
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Engle, Robert F.
24
Meddahi, Nour
24
Westerhoff, Frank H.
24
Christoffersen, Peter F.
23
Clark, Todd E.
23
Ghysels, Eric
23
Bacchetta, Philippe
22
Gallo, Giampiero M.
22
Lucas, André
22
Schlag, Christian
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Yu, Jun
22
Andersen, Torben G.
21
Bauwens, Luc
21
Mittnik, Stefan
21
Aït-Sahalia, Yacine
20
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20
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20
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20
Mumtaz, Haroon
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National Bureau of Economic Research
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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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Svenska Handelshögskolan <Helsinki>
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Institute of Finance and Accounting <London>
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International Monetary Fund
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Gottfried Wilhelm Leibniz Universität Hannover
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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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Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
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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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Institut für Weltwirtschaft
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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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Internationaler Währungsfonds / Western Hemisphere Department
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Judge Institute of Management Studies
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Kansantaloustieteen Laitos <Tampere>
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NBER working paper series
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Journal of econometrics
135
Finance research letters
128
Journal of banking & finance
115
Economic modelling
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Economics letters
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Journal of empirical finance
91
Discussion paper / Centre for Economic Policy Research
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85
International review of financial analysis
84
Journal of financial economics
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International journal of forecasting
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International journal of theoretical and applied finance
79
Applied 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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Journal of international money and finance
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Energy economics
72
International review of economics & finance : IREF
72
Mathematical finance : an international journal of mathematics, statistics and financial theory
72
The North American journal of economics and finance : a journal of financial economics studies
65
The European journal of finance
63
The review of financial studies
61
Journal of forecasting
58
Applied economics letters
56
Quantitative finance
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Computational economics
52
Econometric reviews
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
48
IMF working papers
47
Journal of risk and financial management : JRFM
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Research paper series / Swiss Finance Institute
47
Journal of international financial markets, institutions & money
46
Research in international business and finance
46
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Applied mathematical finance
45
Journal of monetary economics
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ECONIS (ZBW)
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EconStor
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RePEc
5
ArchiDok
1
Other ZBW resources
1
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10
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11,413
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1
Defined benefit plan headache : rule changes boost volatility of pension cash flow
Campbell, John L.
;
Schwartz Jr., William C.
- In:
The journal of corporate accounting & finance
23
(
2011/12
)
1
,
pp. 47-57
Persistent link: https://www.econbiz.de/10009387602
Saved in:
2
Playing with your future : who gambles in defined-contribution pension plans?
Clark, Gordon L.
;
Fiaschetti, Maurizio
;
Tufano, Peter
; …
- In:
International review of financial analysis
60
(
2018
),
pp. 213-225
Persistent link: https://www.econbiz.de/10012007578
Saved in:
3
Pension plans' funded status volatility and corporate credit risk
Chen, Tsung-Kang
;
Tseng, Yijie
;
Lin, Ruey-Ching
- In:
Accounting and business research
54
(
2024
)
2
,
pp. 190-223
Persistent link: https://www.econbiz.de/10014576856
Saved in:
4
Optimal VIX-linked structure for the target benefit pension plan
Lv, Chen
;
Li, Danping
;
Wang, Yumin
;
Zhu, Xiaobai
- In:
ASTIN bulletin : the journal of the International …
54
(
2024
)
1
,
pp. 75-93
Persistent link: https://www.econbiz.de/10014485596
Saved in:
5
Levelling the playing field : a VIX-linked structure for funded pension schemes
Bégin, Jean-François
- In:
Insurance / Mathematics & economics
94
(
2020
),
pp. 58-78
Persistent link: https://www.econbiz.de/10012419121
Saved in:
6
The effect of longevity drift and investment volatility on income sufficiency in retirement
Mayhew, Leslie
;
Smith, David
;
Wright, Douglas
- In:
Insurance / Mathematics & economics
78
(
2018
),
pp. 201-211
Persistent link: https://www.econbiz.de/10011825263
Saved in:
7
Robust optimal investment strategy for an AAM of DC pension plans with stochastic interest rate and stochastic volatility
Wang, Pei
;
Li, Zhongfei
- In:
Insurance / Mathematics & economics
80
(
2018
),
pp. 67-83
Persistent link: https://www.econbiz.de/10011872914
Saved in:
8
Incomplete markets and volatility
Calvet, Laurent E.
- In:
Journal of economic theory
98
(
2001
)
2
,
pp. 295-338
Persistent link: https://www.econbiz.de/10001596560
Saved in:
9
Incomplete markets and volatility
Calvet, Laurent E.
-
1999
Persistent link: https://www.econbiz.de/10001366584
Saved in:
10
Causes of defined benefit pension scheme funding ratio volatility and adverage contribution rates
Butt, Adam
- In:
Annals of actuarial science : publ. by the Institute of …
6
(
2012
)
1
,
pp. 76-102
Persistent link: https://www.econbiz.de/10009488927
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