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~subject:"Volatility"
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Volatility
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McAleer, Michael
94
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91
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76
Diebold, Francis X.
69
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58
Koopman, Siem Jan
45
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41
Härdle, Wolfgang
40
Bahmani-Oskooee, Mohsen
37
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37
Pierdzioch, Christian
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36
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35
Asai, Manabu
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34
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32
Ghysels, Eric
31
Hautsch, Nikolaus
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Fernández-Villaverde, Jesús
30
Engle, Robert F.
29
Chang, Chia-Lin
27
Todorov, Viktor
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Clark, Todd E.
26
Mumtaz, Haroon
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Aït-Sahalia, Yacine
25
Campbell, John Y.
24
Christoffersen, Peter F.
24
Dijk, Dick van
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Hafner, Christian M.
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Andersen, Torben G.
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Bali, Turan G.
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Clements, Adam
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Lucas, André
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Yu, Jun
23
Bansal, Ravi
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Bauwens, Luc
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Gallo, Giampiero M.
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Gil-Alaña, Luis A.
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Jiang, George J.
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Center for Economic Research <Tilburg>
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New York Stock Exchange
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World Bank
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Danmarks Nationalbank
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Deutsche Börse AG
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Financial Options Research Centre
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Working paper / National Bureau of Economic Research, Inc.
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NBER working paper series
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The journal of futures markets
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Journal of banking & finance
157
Journal of econometrics
138
Discussion paper / Centre for Economic Policy Research
127
Journal of empirical finance
115
The review of financial studies
111
Economics letters
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Finance research letters
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97
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97
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International review of financial analysis
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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International review of economics & finance : IREF
86
The North American journal of economics and finance : a journal of financial economics studies
85
International journal of theoretical and applied finance
84
International journal of forecasting
82
Applied financial economics
77
Journal of economic dynamics & control
73
Mathematical finance : an international journal of mathematics, statistics and financial theory
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The European journal of finance
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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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Journal of international financial markets, institutions & money
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Econometric reviews
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Research paper series / Swiss Finance Institute
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Finance and economics discussion series
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Journal of risk and financial management : JRFM
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ECONIS (ZBW)
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EconStor
15
ArchiDok
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RePEc
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31
Changes in trading activity following stock splits and their impact on volatility and the adverse information component of the bid-ask spread
Desai, Anand S.
;
Nimalendran, Mahendrarajah
; …
-
1996
Persistent link: https://www.econbiz.de/10000982777
Saved in:
32
A simple regime-switching model for stochastic volatilities
Christopeit, Norbert
-
1997
Persistent link: https://www.econbiz.de/10000982947
Saved in:
33
Interbank payments and the daily federal funds rate
Furfine, Craig H.
-
1998
Persistent link: https://www.econbiz.de/10000990237
Saved in:
34
Computationally attractive stability tests for the efficient method of moments
Sluis, Pieter J. van der
-
1997
Persistent link: https://www.econbiz.de/10000968763
Saved in:
35
Essays in financial economics
Zheng, Yijuan
-
1996
Persistent link: https://www.econbiz.de/10000970243
Saved in:
36
Stock market dynamics : an empirical investigation of the relationship between stock return volatility and trading volume
Bauer, Rob
-
1997
Persistent link: https://www.econbiz.de/10000976452
Saved in:
37
A
theory
of stock price behavior
Gu, Mu
-
1992
Persistent link: https://www.econbiz.de/10000914517
Saved in:
38
Time series analysis of speculative returns
Ding, Zhuanxin
-
1994
Persistent link: https://www.econbiz.de/10000915963
Saved in:
39
Three essays in international finance and financial economics
Hu, Xiaoqiang
-
1994
Persistent link: https://www.econbiz.de/10000916084
Saved in:
40
Essays on interest-rate volatility and the pricing of interest-rate derivative assets
Hanweck, Gerald Alfred
-
1994
Persistent link: https://www.econbiz.de/10000916134
Saved in:
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