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Volatility
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Volatilität
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Bollerslev, Tim
75
Diebold, Francis X.
60
McAleer, Michael
55
Andersen, Torben
46
Koopman, Siem Jan
41
Härdle, Wolfgang
39
Lux, Thomas
39
Aizenman, Joshua
33
Chiarella, Carl
32
Gupta, Rangan
32
Caporin, Massimiliano
31
Bekaert, Geert
30
Herwartz, Helmut
27
Pierdzioch, Christian
27
Todorov, Viktor
26
Asai, Manabu
25
Fernández-Villaverde, Jesús
25
Hafner, Christian M.
25
Clark, Todd E.
23
Hautsch, Nikolaus
23
Caballero, Ricardo J.
22
Ghysels, Eric
22
Lucas, André
22
Meddahi, Nour
22
Schlag, Christian
22
Westerhoff, Frank H.
22
Yu, Jun
22
Andersen, Torben G.
21
Bauwens, Luc
21
Christoffersen, Peter F.
21
Aït-Sahalia, Yacine
20
Chan, Joshua
20
Engle, Robert F.
20
Renault, Eric
20
Carriero, Andrea
19
Giglio, Stefano
19
Gonçalves, Sílvia
19
Li, Kai
19
Mittnik, Stefan
19
Mumtaz, Haroon
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National Bureau of Economic Research
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Rodney L. White Center for Financial Research
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International Monetary Fund
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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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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Federal Reserve System / Division of Research and Statistics
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Springer Fachmedien Wiesbaden
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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World Bank
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Brown University / Department of Economics
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Center for Economic Research <Tilburg>
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Institut für Weltwirtschaft
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2
Judge Institute of Management Studies
2
Kansantaloustieteen Laitos <Tampere>
2
Umeå Universitet / Institutionen för Nationalekonomi
2
University of British Columbia / Finance Division
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NBER working paper series
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Journal of econometrics
128
Journal of banking & finance
109
Finance research letters
98
Economics letters
84
Journal of empirical finance
82
Discussion paper / Tinbergen Institute
80
Journal of financial economics
78
Discussion paper / Centre for Economic Policy Research
77
Economic modelling
77
International journal of forecasting
76
International journal of theoretical and applied finance
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Journal of economic dynamics & control
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Journal of international money and finance
66
Energy economics
63
International review of financial analysis
62
The review of financial studies
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Applied economics
59
International review of economics & finance : IREF
59
The European journal of finance
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Journal of forecasting
55
Econometric reviews
51
Quantitative finance
51
Applied economics letters
48
Computational economics
47
The North American journal of economics and finance : a journal of financial economics studies
47
Journal of financial econometrics : official journal of the Society for Financial Econometrics
46
The journal of finance : the journal of the American Finance Association
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Applied mathematical finance
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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
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Finance and stochastics
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Journal of monetary economics
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CREATES research paper
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IMF working papers
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ECONIS (ZBW)
9,929
EconStor
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ArchiDok
1
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1
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1
Trading patterns,
time
deformation and stochastic volatility in foreign exchange markets
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1996
Persistent link: https://www.econbiz.de/10000952887
Saved in:
2
Time
change, volatility, and turbulence
Barndorff-Nielsen, Ole E.
;
Schmiegel, Jürgen
- In:
Mathematical control theory and finance
,
(pp. 29-53)
.
2008
Persistent link: https://www.econbiz.de/10003755554
Saved in:
3
Option pricing with stochastic volatility : information-
time
vs. calendar-
time
Chang, Carolyn C. W.
- In:
Management science : journal of the Institute for …
42
(
1996
)
7
,
pp. 974-991
Persistent link: https://www.econbiz.de/10001204540
Saved in:
4
Information-
time
option pricing :
theory
and empirical evidence
Chang, Carolyn C. W.
- In:
Journal of financial economics
48
(
1998
)
2
,
pp. 211-242
Persistent link: https://www.econbiz.de/10001238938
Saved in:
5
Can
time
-varying risk of rare disasters explain aggregate stock market volatility
Wachter, Jessica
-
2008
Persistent link: https://www.econbiz.de/10003763502
Saved in:
6
Econometric estimation in long-range dependent volatility models :
theory
and practice
Casas, Isabel
;
Gao, Jiti
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 72-83
Persistent link: https://www.econbiz.de/10003783786
Saved in:
7
Can
time
-varying risk of rare disasters explain aggregate stock market volatility?
Wachter, Jessica
(
contributor
)
-
2008
-
Current draft: September 24, 2008
Persistent link: https://www.econbiz.de/10003783866
Saved in:
8
On the effects of uncertainty on investment timing and option value
Kanniainen, Juho
- In:
The engineering economist : a journal devoted to the …
54
(
2009
)
3
,
pp. 175-196
Persistent link: https://www.econbiz.de/10003895149
Saved in:
9
Beyond the random walk : a guide to stock market anomalies and low risk investing
Singal, Vijay
-
2006
-
1. issued as an Oxford pbk.
Persistent link: https://www.econbiz.de/10003982793
Saved in:
10
Essays on empirical asset pricing and investor behavior
Westheide, Christian
-
2011
Persistent link: https://www.econbiz.de/10009412402
Saved in:
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