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Volatility
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McAleer, Michael
115
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95
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95
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72
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60
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45
Koopman, Siem Jan
45
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44
Lux, Thomas
41
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40
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37
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37
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37
Chang, Chia-Lin
36
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35
Asai, Manabu
35
Hautsch, Nikolaus
34
Bouri, Elie
32
Fernández-Villaverde, Jesús
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Ghysels, Eric
32
Herwartz, Helmut
32
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31
Engle, Robert F.
30
Aït-Sahalia, Yacine
29
Clements, Adam
28
Todorov, Viktor
28
Bali, Turan G.
27
Christoffersen, Peter F.
27
Clark, Todd E.
27
Mumtaz, Haroon
26
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25
Dijk, Dick van
25
Hafner, Christian M.
25
Bauwens, Luc
24
Campbell, John Y.
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Meddahi, Nour
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Gallo, Giampiero M.
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Springer Fachmedien Wiesbaden
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World Bank
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Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
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2
Centre for Economic Policy Research
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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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Working paper / National Bureau of Economic Research, Inc.
301
NBER working paper series
215
Finance research letters
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Journal of banking & finance
190
NBER Working Paper
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The journal of futures markets
169
Journal of econometrics
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Energy economics
145
International review of financial analysis
135
Journal of empirical finance
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Discussion paper / Centre for Economic Policy Research
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Economics letters
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Journal of international money and finance
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The journal of finance : the journal of the American Finance Association
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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International journal of forecasting
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International journal of theoretical and applied finance
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Journal of economic dynamics & control
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Applied financial economics
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Journal of international financial markets, institutions & money
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Research in international business and finance
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Applied 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
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The European journal of finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
73
Research paper series / Swiss Finance Institute
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Journal of financial and quantitative analysis : JFQA
69
Journal of risk and financial management : JRFM
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Journal of forecasting
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Econometric reviews
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ECONIS (ZBW)
15,251
EconStor
15
RePEc
3
ArchiDok
1
Other ZBW resources
1
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15,271
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1
Dynamic consumption and asset allocation with derivative securities
Hsuku, Yuan-Hung
- In:
Quantitative fund management
,
(pp. 43-66)
.
2009
Persistent link: https://www.econbiz.de/10003796940
Saved in:
2
On the benefits of active stock selection strategies for diversified investors
Stadtmüller, Immo
;
Auer, Benjamin R.
;
Schuhmacher, Frank
- In:
The quarterly review of economics and finance : journal …
85
(
2022
),
pp. 342-354
Persistent link: https://www.econbiz.de/10013336298
Saved in:
3
Investment strategies and determinants in capital markets
Grabellus, Markus
-
2014
Persistent link: https://www.econbiz.de/10010486731
Saved in:
4
Excess sensitivity of stock markets to negative returns
Azar, Samih Antoine
;
Basmadjian, Raffi
- In:
International journal of economic perspectives : IJEP
6
(
2012
)
1
,
pp. 5-38
Persistent link: https://www.econbiz.de/10011587062
Saved in:
5
Risk bearing ability of investors in Indian stock market
Valliappan, M.
- In:
International journal of economic research
12
(
2015
)
2
,
pp. 287-293
Persistent link: https://www.econbiz.de/10011419781
Saved in:
6
Did long-short investors destabilize commodity markets
Miffre, Joëlle
;
Brooks, Chris
-
2013
Persistent link: https://www.econbiz.de/10009782761
Saved in:
7
Tail risk managed investment strategies
Rickenberg, Lars
-
2020
Persistent link: https://www.econbiz.de/10012483347
Saved in:
8
Asset valuation impact of investor sentiment : a revised Fama-French five-factor model
Dhaoui, Abderrazak
;
Bensalah, Nesrine
- In:
The journal of asset management
18
(
2017
)
1
,
pp. 16-28
Persistent link: https://www.econbiz.de/10011592756
Saved in:
9
How to beat the machines before they beat you
Bhansali, Vineer
- In:
Journal of investment management : JOIM
17
(
2019
)
3
,
pp. 21-26
Persistent link: https://www.econbiz.de/10012111008
Saved in:
10
Dividend taxes, investor horizon, and idiosyncratic volatility
Li, Oliver Zhen
;
Liu, Hang
;
Ni, Chenkai
- In:
The accounting review : a publication of the American …
96
(
2021
)
3
,
pp. 403-430
Persistent link: https://www.econbiz.de/10012596300
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