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~subject:"Volatility"
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Volatility
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McAleer, Michael
94
Bollerslev, Tim
91
Gupta, Rangan
79
Diebold, Francis X.
69
Andersen, Torben
58
Koopman, Siem Jan
45
Lux, Thomas
41
Härdle, Wolfgang
40
Pierdzioch, Christian
38
Bahmani-Oskooee, Mohsen
37
Bekaert, Geert
37
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36
Aizenman, Joshua
35
Asai, Manabu
35
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35
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34
Fernández-Villaverde, Jesús
32
Herwartz, Helmut
32
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31
Hautsch, Nikolaus
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Engle, Robert F.
29
Chang, Chia-Lin
27
Todorov, Viktor
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Aït-Sahalia, Yacine
26
Clark, Todd E.
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Mumtaz, Haroon
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24
Christoffersen, Peter F.
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Dijk, Dick van
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Hafner, Christian M.
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23
Bali, Turan G.
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Clements, Adam
23
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Yu, Jun
23
Bansal, Ravi
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European University Institute / Department of Economics
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Instituto Valenciano de Investigaciones Económicas
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Institut für Weltwirtschaft
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New York Stock Exchange
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World Bank
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Christian-Albrechts-Universität zu Kiel
2
Columbia University / Department of Economics
2
Danmarks Nationalbank
2
Deutsche Börse AG
2
Erasmus Research Institute of Management
2
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
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138
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127
Finance research letters
117
Journal of empirical finance
115
The review of financial studies
112
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International review of economics & finance : IREF
87
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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
73
The European journal of finance
66
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
65
Journal of financial and quantitative analysis : JFQA
62
Journal of international financial markets, institutions & money
62
Econometric reviews
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Journal of forecasting
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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
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ArchiDok
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RePEc
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Other ZBW resources
1
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41
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41
Pricing CDOs with a smile : the local correlation model
Turc, Julien
;
Very, Philippe
- In:
Frontiers in quantitative finance : volatility and …
,
(pp. 235-250)
.
2009
Persistent link: https://www.econbiz.de/10003787606
Saved in:
42
Essays on Bayesian econometrics
Radchenko, Stanislav
-
2002
Persistent link: https://www.econbiz.de/10003780474
Saved in:
43
Lock-in of extrapolative expectations in an asset pricing model
Lansing, Kevin J.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002116841
Saved in:
44
A long-run pure variance common features model for the common volatilities of the Dow Jones
Engle, Robert F.
;
Marcucci, Juri
- In:
Journal of econometrics
132
(
2006
)
1
,
pp. 7-42
Persistent link: https://www.econbiz.de/10003320235
Saved in:
45
The common and specific components of dynamic volatility
Connor, Gregory
;
Korajczyk, Robert A.
;
Linton, Oliver
- In:
Journal of econometrics
132
(
2006
)
1
,
pp. 231-255
Persistent link: https://www.econbiz.de/10003320262
Saved in:
46
Asset allocation with a high dimensional latent factor stochastic volatility model
Han, Yufeng
- In:
The review of financial studies
19
(
2006
)
1
,
pp. 237-271
Persistent link: https://www.econbiz.de/10003325179
Saved in:
47
Lock-in of extrapolative expectations in an asset pricing model
Lansing, Kevin J.
- In:
Macroeconomic dynamics
10
(
2006
)
3
,
pp. 317-348
Persistent link: https://www.econbiz.de/10003329444
Saved in:
48
Dynamic consumption and portfolio choice with stochastic volatility in incomplete markets
Chacko, George
;
Viceira, Luis M.
- In:
The review of financial studies
18
(
2005
)
4
,
pp. 1369-1402
Persistent link: https://www.econbiz.de/10003352847
Saved in:
49
Asymptotic normality of narrow-band least squares in the stationary fractional cointegration model and volatility forecasting
Christensen, Bent Jesper
;
Nielsen, Morten Ørregaard
- In:
Journal of econometrics
133
(
2006
)
1
,
pp. 343-371
Persistent link: https://www.econbiz.de/10003354581
Saved in:
50
A mixture multiplicative error model for realized volatility
Lanne, Markku
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003280702
Saved in:
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