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Volatility
Theorie
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Decision under uncertainty
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Börsenkurs
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Wohlfahrtsanalyse
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Bollerslev, Tim
75
Diebold, Francis X.
60
McAleer, Michael
54
Andersen, Torben
45
Lux, Thomas
43
Koopman, Siem Jan
41
Härdle, Wolfgang
38
Aizenman, Joshua
33
Chiarella, Carl
32
Gupta, Rangan
32
Caporin, Massimiliano
31
Bekaert, Geert
30
Herwartz, Helmut
27
Pierdzioch, Christian
26
Asai, Manabu
25
Fernández-Villaverde, Jesús
25
Hafner, Christian M.
24
Todorov, Viktor
24
Ghysels, Eric
23
Hautsch, Nikolaus
23
Caballero, Ricardo J.
22
Clark, Todd E.
22
Lucas, André
22
Meddahi, Nour
22
Westerhoff, Frank H.
22
Yu, Jun
22
Andersen, Torben G.
21
Aït-Sahalia, Yacine
21
Christoffersen, Peter F.
21
Schlag, Christian
21
Bauwens, Luc
20
Engle, Robert F.
20
Chan, Joshua
19
Giglio, Stefano
19
Gonçalves, Sílvia
19
Li, Kai
19
Mittnik, Stefan
19
Mumtaz, Haroon
19
Renault, Eric
19
Brandt, Michael W.
18
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National Bureau of Economic Research
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Ekonomiska forskningsinstitutet <Stockholm>
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European University Institute / Department of Economics
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Centre for Analytical Finance <Århus>
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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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Institute of Finance and Accounting <London>
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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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Centre for Growth and Business Cycle Research <Manchester>
3
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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Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
3
Springer Fachmedien Wiesbaden
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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World Bank
3
Brown University / Department of Economics
2
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification <Paris>
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Centre for Economic Policy Research
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Christian-Albrechts-Universität zu Kiel
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Danmarks Nationalbank
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Goethe-Universität Frankfurt am Main
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Gottfried Wilhelm Leibniz Universität Hannover
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Institut für Weltwirtschaft
2
International Monetary Fund
2
Internationaler Währungsfonds / Western Hemisphere Department
2
Judge Institute of Management Studies
2
Kansantaloustieteen Laitos <Tampere>
2
Umeå Universitet / Institutionen för Nationalekonomi
2
University of British Columbia / Finance Division
2
University of Exeter / Department of Economics
2
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NBER working paper series
175
Working paper / National Bureau of Economic Research, Inc.
162
NBER Working Paper
157
Journal of econometrics
125
Journal of banking & finance
110
Finance research letters
93
Economics letters
84
Journal of empirical finance
82
Discussion paper / Tinbergen Institute
80
Economic modelling
78
International journal of theoretical and applied finance
78
Discussion paper / Centre for Economic Policy Research
77
International journal of forecasting
76
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
73
Mathematical finance : an international journal of mathematics, statistics and financial theory
72
Journal of economic dynamics & control
71
Journal of financial economics
71
Working paper
69
Journal of international money and finance
65
International review of financial analysis
62
Energy economics
60
The European journal of finance
59
Applied economics
58
International review of economics & finance : IREF
58
The review of financial studies
58
Journal of forecasting
55
Quantitative finance
53
Econometric reviews
51
Applied economics letters
46
Computational economics
46
The North American journal of economics and finance : a journal of financial economics studies
46
Applied mathematical finance
45
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Research paper series / Swiss Finance Institute
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
45
The journal of finance : the journal of the American Finance Association
45
Finance and stochastics
43
Journal of monetary economics
40
The journal of futures markets
40
CREATES research paper
39
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ECONIS (ZBW)
9,828
EconStor
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ArchiDok
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1
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1
Dynamic probabilistic forecasting with uncertainty
Benth, Fred Espen
;
Kutrolli, Gleda
;
Stefani, Silvana
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012807773
Saved in:
2
Firms' subjective uncertainty and forecast errors
Morikawa, Masayuki
-
2019
Persistent link: https://www.econbiz.de/10012134681
Saved in:
3
Essays on economic sentiment dynamics and asymmetric multifractal models of financial volatility
Sushko, Stepan S.
-
2021
Persistent link: https://www.econbiz.de/10012940057
Saved in:
4
Essays on economic sentiment dynamics and asymmetric multifractal models of financial volatility
Sushko, Stepan S.
-
2021
Persistent link: https://www.econbiz.de/10012887751
Saved in:
5
Modeling the distribution of highly volatile exchange-rate time series
Čobanov, Georgi S.
(
contributor
)
-
1996
Persistent link: https://www.econbiz.de/10000955836
Saved in:
6
Forecasting latent volatility through a Markov chain approximation filter
Lo, Chia Chun
;
Skindilias, Konstantinos
; …
- In:
Journal of forecasting
35
(
2016
)
1
,
pp. 54-69
Persistent link: https://www.econbiz.de/10011417712
Saved in:
7
An optimal investment strategy with maximal risk aversion and its ruin probability in the presence of stochastic volatility on investments
Badaoui, Mohamed
;
Fernández, Begoña
- In:
Insurance / Mathematics & economics
53
(
2013
)
1
,
pp. 1-13
Persistent link: https://www.econbiz.de/10009785429
Saved in:
8
A probabilistic demand application in the American cracker market
Johnson, Rutherford Card
- In:
International journal of food and agricultural …
4
(
2016
)
3
,
pp. 49-61
Persistent link: https://www.econbiz.de/10011558359
Saved in:
9
Discrete stochastic autoregressive volatility
Cordis, Adriana S.
;
Kirby, Chris
- In:
Journal of banking & finance
43
(
2014
),
pp. 160-178
Persistent link: https://www.econbiz.de/10010410013
Saved in:
10
Stochastic clock and financial markets
Geman, Hélyette
-
2009
Persistent link: https://www.econbiz.de/10003827081
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