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Volatility
Theorie
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Bollerslev, Tim
78
McAleer, Michael
78
Diebold, Francis X.
63
Andersen, Torben
46
Koopman, Siem Jan
41
Härdle, Wolfgang
40
Lux, Thomas
39
Caporin, Massimiliano
34
Gupta, Rangan
34
Aizenman, Joshua
33
Chiarella, Carl
32
Bekaert, Geert
30
Herwartz, Helmut
28
Pierdzioch, Christian
27
Todorov, Viktor
26
Asai, Manabu
25
Fernández-Villaverde, Jesús
25
Hafner, Christian M.
25
Aït-Sahalia, Yacine
24
Christoffersen, Peter F.
24
Andersen, Torben G.
23
Chang, Chia-Lin
23
Clark, Todd E.
23
Clements, Adam
23
Hautsch, Nikolaus
23
Lucas, André
23
Bauwens, Luc
22
Caballero, Ricardo J.
22
Ghysels, Eric
22
Meddahi, Nour
22
Schlag, Christian
22
Uppal, Raman
22
Westerhoff, Frank H.
22
Yu, Jun
22
Engle, Robert F.
21
Hammoudeh, Shawkat
21
Mele, Antonio
21
Platen, Eckhard
21
Chan, Joshua
20
Dijk, Dick van
20
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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
4
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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Institut für Weltwirtschaft
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Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
3
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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2
Judge Institute of Management Studies
2
Kansantaloustieteen Laitos <Tampere>
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2
University of British Columbia / Finance Division
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NBER working paper series
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168
NBER Working Paper
164
Journal of econometrics
145
Finance research letters
137
Journal of banking & finance
131
Journal of empirical finance
98
Economics letters
94
Journal of financial economics
91
Energy economics
90
Economic modelling
89
International review of financial analysis
88
Discussion paper / Tinbergen Institute
85
Journal of economic dynamics & control
83
International journal of forecasting
82
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81
International review of economics & finance : IREF
80
Discussion paper / Centre for Economic Policy Research
79
International journal of theoretical and applied finance
77
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
77
Applied economics
73
Mathematical finance : an international journal of mathematics, statistics and financial theory
72
Journal of international money and finance
70
The North American journal of economics and finance : a journal of financial economics studies
69
The European journal of finance
63
The review of financial studies
60
Quantitative finance
58
Journal of forecasting
56
Econometric reviews
55
Applied economics letters
54
Research paper series / Swiss Finance Institute
54
Journal of international financial markets, institutions & money
51
Computational economics
50
Journal of risk and financial management : JRFM
50
Applied mathematical finance
49
The journal of finance : the journal of the American Finance Association
47
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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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Finance and stochastics
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ECONIS (ZBW)
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EconStor
9
RePEc
2
Other ZBW resources
2
ArchiDok
1
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11,282
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date (newest first)
date (oldest first)
1
Agency-based asset pricing and the beta anomaly
Blitz, David
- In:
European financial management : the journal of the …
20
(
2014
)
4
,
pp. 770-801
Persistent link: https://www.econbiz.de/10010503540
Saved in:
2
Log-optimal portfolios with memory effect
Nika, Zsolt
;
Rásonyi, Miklos
- In:
Applied mathematical finance
25
(
2018
)
5/6
,
pp. 557-585
Persistent link: https://www.econbiz.de/10012129182
Saved in:
3
A fundamental misunderstanding of risk : the
bias
associated with the annualized calculation of standard deviation
Burkett, Matthew W.
;
Scherer, William T.
- In:
Cogent economics & finance
8
(
2020
)
1
,
pp. 1-7
present a new example illustrating the
bias
when applied to an efficient frontier. …
Persistent link: https://www.econbiz.de/10013179703
Saved in:
4
Australia's equity home
bias
and real exchange rate volatility
Mishra, Anil V.
- In:
Review of quantitative finance and accounting
37
(
2011
)
2
,
pp. 223-244
Persistent link: https://www.econbiz.de/10009271469
Saved in:
5
Communication asset risk : how the format of historic volatility information affects risk perception and investment decisions
Siebenmorgen, Niklas
;
Weber, Elke U.
;
Weber, Martin
-
2000
Persistent link: https://www.econbiz.de/10001523176
Saved in:
6
The determinants of home
bias
puzzle in equity portfolio investment in Australia
Daly, Kevin James
;
Xuan Vinh Vo
- In:
International review of financial analysis
27
(
2013
),
pp. 34-42
Persistent link: https://www.econbiz.de/10009736951
Saved in:
7
Idiosyncratic volatility shocks, behavior
bias
, and cross-sectional stock returns
Fenner, Richard Gunther
;
Han, Yufeng
;
Huang, Zhaodan
- In:
The quarterly review of economics and finance : journal …
75
(
2020
),
pp. 276-293
Persistent link: https://www.econbiz.de/10012416652
Saved in:
8
The reality of stock market jumps diversification
Chen, Mark Ke
;
Vitiello, Luiz
;
Hyde, Stuart
;
Poon, Ser-Huang
- In:
Journal of international money and finance
86
(
2018
),
pp. 171-188
Persistent link: https://www.econbiz.de/10012000491
Saved in:
9
Bias
and misrepresentation revisited : perspective on major equity indices
Kaiser, Lars
;
Fleisch, Michael
;
Salcher, Lukas
- In:
Finance research letters
26
(
2018
),
pp. 223-229
Persistent link: https://www.econbiz.de/10012005681
Saved in:
10
Essays in international finance : risk, jumps and diversification
M'Saddek, Oussama
-
2018
Persistent link: https://www.econbiz.de/10012204650
Saved in:
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