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Volatility
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McAleer, Michael
147
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118
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106
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75
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74
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69
Koopman, Siem Jan
65
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64
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54
Todorov, Viktor
54
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52
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50
Asai, Manabu
48
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43
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42
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41
Gil-Alaña, Luis A.
40
Chiarella, Carl
39
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38
Chang, Chia-Lin
37
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36
Bouri, Elie
36
Fernández-Villaverde, Jesús
36
Aizenman, Joshua
34
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34
Ma, Feng
34
Rodriguez, Gabriel
34
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34
Ghysels, Eric
33
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32
Belke, Ansgar
32
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32
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32
Dijk, Dick van
31
Hansen, Peter Reinhard
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Mumtaz, Haroon
31
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29
Chan, Joshua
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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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Svenska Handelshögskolan <Helsinki>
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Birkbeck College / Department of Economics
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
3
Springer Fachmedien Wiesbaden
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Brown University / Department of Economics
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Business Information Centre <Toronto>
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Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification <Paris>
2
Centre for Economic Policy Research
2
Centre for Quantitative Economics & Computing
2
Christian-Albrechts-Universität zu Kiel
2
Danmarks Nationalbank
2
Deutsche Börse AG
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Energy economics
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NBER working paper series
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Journal of econometrics
229
Working paper / National Bureau of Economic Research, Inc.
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Finance research letters
209
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186
Applied economics
179
Journal of banking & finance
171
International review of financial analysis
165
International review of economics & finance : IREF
158
Journal of empirical finance
148
Economics letters
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Journal of international money and finance
117
Applied economics letters
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Discussion paper / Centre for Economic Policy Research
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International journal of forecasting
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Journal of international financial markets, institutions & money
99
The journal of futures markets
99
Journal of financial economics
98
Applied financial economics
97
Research in international business and finance
96
The European journal of finance
95
Journal of risk and financial management : JRFM
94
International journal of theoretical and applied finance
91
Journal of economic dynamics & control
89
CESifo working papers
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Journal of forecasting
79
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
79
Econometric reviews
77
Quantitative finance
75
Mathematical finance : an international journal of mathematics, statistics and financial theory
73
Journal of financial econometrics : official journal of the Society for Financial Econometrics
70
International journal of finance & economics : IJFE
69
Research paper series / Swiss Finance Institute
64
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ECONIS (ZBW)
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EconStor
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RePEc
7
Other ZBW resources
2
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1
ArchiDok
1
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1
Detecting nonlinear dependencies in eurozone peripheral equity markets : a multistep filtering approach
Avdoulas, Christos
;
Bekiros, Stelios
;
Boubaker, Sabri
- In:
Economic modelling
58
(
2016
),
pp. 580-587
Persistent link: https://www.econbiz.de/10011647569
Saved in:
2
Impact of
nonstationarity
on estimating and modeling empirical copulas of daily stock returns
Wollschläger, Marcel
;
Schäfer, Rudi
- In:
Journal of risk
19
(
2016
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011579750
Saved in:
3
Conditional correlation models of autoregressive conditional heteroscedasticity with nonstationary GARCH equations
Amado, Cristina
;
Teräsvirta, Timo
- In:
Journal of business & economic statistics : JBES ; a …
32
(
2014
)
1
,
pp. 69-87
Persistent link: https://www.econbiz.de/10010380478
Saved in:
4
Conditional Gauss-Hermite filtering with application to volatility
estimation
Singer, Hermann
-
2008
Persistent link: https://www.econbiz.de/10003795449
Saved in:
5
Non-linearity, persistence and spillover effects in stock returns : the role of the volatility index
Wu, Po-Chin
;
Pan, Sheng-Chieh
;
Tai, Xue-Ling
- In:
Empirica : journal of european economics
42
(
2015
)
3
,
pp. 597-613
Persistent link: https://www.econbiz.de/10011485602
Saved in:
6
The relation between overreaction in forecasts and uncertainty : a nonlinear approach
Leppin, Julian Sebastian
-
2014
-
This version: November 2014
account impacts from oil price return and oil price volatility on forecast changes. The
panel
smooth transition regression …
Persistent link: https://www.econbiz.de/10010438928
Saved in:
7
Testing for asymmetric nonlinear short and long-run relationships between remittances and exchange rate volatility
Barguellil, Achouak
- In:
International journal of entrepreneurship and small …
47
(
2022
)
2/3
,
pp. 142-155
Persistent link: https://www.econbiz.de/10013455505
Saved in:
8
What drives commodity prices?
Chen, Shu-Ling
;
Jackson, John D.
;
Kim, Hyeongwoo
; …
- In:
American journal of agricultural economics
96
(
2014
)
5
,
pp. 1455-1468
Persistent link: https://www.econbiz.de/10011279858
Saved in:
9
The Markov switching multi-fractal model of asset returns :
estimation
and forecasting of dynamic volatitility with multinomial specifications
Lee, Hwa Taek
-
2007
Persistent link: https://www.econbiz.de/10003767966
Saved in:
10
Long memory and nonlinearity in conditional variances : a smooth transition FIGARCH model
Kiliç, Rehim
- In:
Journal of empirical finance
18
(
2011
)
2
,
pp. 368-378
Persistent link: https://www.econbiz.de/10009301107
Saved in:
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