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Volatility
Theorie
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McAleer, Michael
98
Bollerslev, Tim
87
Diebold, Francis X.
64
Andersen, Torben
61
Koopman, Siem Jan
54
Chiarella, Carl
52
Gupta, Rangan
49
Asai, Manabu
47
Todorov, Viktor
46
Härdle, Wolfgang
43
Caporin, Massimiliano
41
Lux, Thomas
40
Christoffersen, Peter F.
37
Cui, Zhenyu
34
Aizenman, Joshua
33
Chan, Joshua
33
Hafner, Christian M.
33
Bekaert, Geert
30
Pierdzioch, Christian
30
Platen, Eckhard
30
Clark, Todd E.
29
Herwartz, Helmut
29
Tauchen, George Eugene
29
Lucas, André
28
Mumtaz, Haroon
28
Aït-Sahalia, Yacine
27
Yu, Jun
27
Andersen, Torben G.
26
Barndorff-Nielsen, Ole E.
26
Caporale, Guglielmo Maria
26
Fernández-Villaverde, Jesús
26
Shephard, Neil G.
26
Carriero, Andrea
25
Escobar, Marcos
25
Fouque, Jean-Pierre
25
Ghysels, Eric
25
Hautsch, Nikolaus
25
Meddahi, Nour
25
Renò, Roberto
24
Rodriguez, Gabriel
24
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National Bureau of Economic Research
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Centre for Analytical Finance <Århus>
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European University Institute / Department of Economics
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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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Svenska Handelshögskolan <Helsinki>
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Instituto Valenciano de Investigaciones Económicas
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The Wharton Financial Institutions Center
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Chambre de commerce et d'industrie de Paris
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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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Nuffield College
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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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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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University of Canterbury / Dept. of Economics and Finance
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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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Centre for Growth and Business Cycle Research <Manchester>
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Goethe-Universität Frankfurt am Main
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Gottfried Wilhelm Leibniz Universität Hannover
2
Institut für Weltwirtschaft
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International Center for Financial Asset Management and Engineering
2
International Monetary Fund
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Journal of econometrics
210
International journal of theoretical and applied finance
185
NBER working paper series
182
NBER Working Paper
163
Working paper / National Bureau of Economic Research, Inc.
162
Journal of banking & finance
141
Quantitative finance
127
Finance research letters
119
Discussion paper / Tinbergen Institute
107
Energy economics
106
Economics letters
104
Journal of empirical finance
104
Journal of economic dynamics & control
102
Economic modelling
100
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
100
Mathematical finance : an international journal of mathematics, statistics and financial theory
90
Working paper
90
Applied mathematical finance
89
International journal of forecasting
86
Journal of financial economics
84
The North American journal of economics and finance : a journal of financial economics studies
83
Computational economics
81
International review of financial analysis
81
Applied economics
80
Discussion paper / Centre for Economic Policy Research
79
International review of economics & finance : IREF
78
The European journal of finance
76
The journal of futures markets
73
Econometric reviews
67
Journal of international money and finance
67
Journal of financial econometrics : official journal of the Society for Financial Econometrics
66
Finance and stochastics
65
Research paper series / Swiss Finance Institute
65
The journal of computational finance
64
Journal of forecasting
62
Applied economics letters
60
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
60
Journal of risk and financial management : JRFM
58
The review of financial studies
58
European journal of operational research : EJOR
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ECONIS (ZBW)
12,716
EconStor
9
RePEc
3
ArchiDok
1
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71
A class of non-Gaussian state space models with exact likelihood inference
Creal, Drew
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
4
,
pp. 585-597
Persistent link: https://www.econbiz.de/10011893816
Saved in:
72
A Bayesian Markov-switching correlation model for contagion analysis on exchange rate markets
Casarin, Roberto
;
Sartore, Domenico
;
Tronzano, Marco
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
1
,
pp. 101-114
Persistent link: https://www.econbiz.de/10011894407
Saved in:
73
Detecting money market bubbles
Baldeaux, Jan
;
Ignatieva, Ekaterina
;
Platen, Eckhard
- In:
Journal of banking & finance
87
(
2018
),
pp. 369-379
Persistent link: https://www.econbiz.de/10011962562
Saved in:
74
Multivariate jump diffusion model with Markovian contagion
Carvalho, Pablo José Campos de
;
Gupta, Aparna
-
2018
Persistent link: https://www.econbiz.de/10011946523
Saved in:
75
Particle filters for Markov switching stochastic volatility models
Yun, Bao
;
Chiarella, Carl
;
Kang, Boda
- In:
The Oxford handbook of computational economics and finance
,
(pp. 249-266)
.
2018
Persistent link: https://www.econbiz.de/10011952212
Saved in:
76
Time-variations in commodity price jumps
Diewald, Laszlo
;
Prokopczuk, Marcel
;
Wese Simen, Chardin
- In:
Journal of empirical finance
31
(
2015
),
pp. 72-84
Persistent link: https://www.econbiz.de/10011489343
Saved in:
77
Multivariate stochastic volatility with dynamic cross leverage
Trojan, Sebastian
-
2014
Persistent link: https://www.econbiz.de/10010437486
Saved in:
78
Stochastic volatility and jumps driven by continous time Markov chains
Chourdakis, Kyriakos M.
-
2000
Persistent link: https://www.econbiz.de/10001548114
Saved in:
79
A link between complete models with stochastic volatility and ARCH models
Jeantheau, Thierry
- In:
Finance and stochastics
8
(
2004
)
1
,
pp. 111-131
Persistent link: https://www.econbiz.de/10001910769
Saved in:
80
A threshold stochastic volatility model
So, Mike Ka-pui
;
Li, Wai Keung
;
Lam, Kin
- In:
Journal of forecasting
21
(
2002
)
7
,
pp. 473-500
Persistent link: https://www.econbiz.de/10001775843
Saved in:
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