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Volatility
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Gupta, Rangan
141
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130
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51
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47
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42
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39
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37
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36
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35
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34
Belke, Ansgar
34
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34
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33
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32
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32
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31
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30
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29
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29
Döpke, Jörg
29
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28
Andersen, Torben
27
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26
McMillan, David G.
26
Salisu, Afees A.
26
Xuan Vinh Vo
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Allen, David E.
25
Bloom, Nicholas
25
Herwartz, Helmut
25
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24
Tiwari, Aviral Kumar
24
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23
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22
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22
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22
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Federal Reserve Bank of Cleveland
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2
American Enterprise Institute for Public Policy Research
1
Berliner Handels- und Frankfurter Bank
1
Bonn Graduate School of Economics
1
Boston College / Department of Economics
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Finance research letters
218
Energy economics
212
Applied economics
161
International review of financial analysis
153
International review of economics & finance : IREF
150
Economic modelling
141
The North American journal of economics and finance : a journal of financial economics studies
131
Working paper / National Bureau of Economic Research, Inc.
116
NBER working paper series
115
Journal of banking & finance
110
Journal of econometrics
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Applied economics letters
103
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100
Journal of empirical finance
100
Research in international business and finance
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Journal of international financial markets, institutions & money
99
NBER Working Paper
99
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98
Journal of international money and finance
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Economics letters
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Discussion paper / Tinbergen Institute
86
The journal of futures markets
82
CESifo working papers
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71
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
68
Journal of risk and financial management : JRFM
68
International journal of finance & economics : IJFE
63
The European journal of finance
63
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
60
Journal of financial economics
58
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
52
International journal of forecasting
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Pacific-Basin finance journal
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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International Journal of Energy Economics and Policy : IJEEP
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Journal of economic dynamics & control
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Global finance journal
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Quantitative finance
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Research paper series / Swiss Finance Institute
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ECONIS (ZBW)
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RePEc
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EconStor
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1
The ARCH Effect : a model of gradual anticipation for autoregressive conditional heteroskedasticity in asset returns
El Din, Tarek Mohy
-
1997
Persistent link: https://www.econbiz.de/10000623956
Saved in:
2
Global and country-specific business cycle
risk
in time-vaying excess returns on asset markets
Nitschka, Thomas
-
2012
Persistent link: https://www.econbiz.de/10009674033
Saved in:
3
150 Jahre Finanzmarktvolatilität
Gerlach, Stefan
;
Ramaswamy, Srichander
;
Scatigna, Michaela
- In:
BIZ-Quartalsbericht
(
2006
),
pp. 91-107
Persistent link: https://www.econbiz.de/10003389656
Saved in:
4
Estimates of the short-term rate process in an arbitrage-free framework
Kazemi, Hossein
;
Mahdavi, Mahnaz
;
Salazar, Brett
- In:
International journal of theoretical and applied finance
7
(
2004
)
5
,
pp. 577-589
Persistent link: https://www.econbiz.de/10002171480
Saved in:
5
Modelling volatillity and its implication for European economic integration
Hall, Stephen G.
- In:
New directions in macromodelling
,
(pp. 1-19)
.
2004
Persistent link: https://www.econbiz.de/10002717301
Saved in:
6
Dual listed stocks and asymmetric volatility spillover : the case of UK,
Germany
and
France
Asimakopoulos, Ioannis
-
1997
Persistent link: https://www.econbiz.de/10000979098
Saved in:
7
Excess stock returns and news : evidence from European markets
Malliaropulos, Dimitrios
- In:
European financial management : the journal of the …
4
(
1998
)
1
,
pp. 29-46
Persistent link: https://www.econbiz.de/10001244084
Saved in:
8
Volatility spillovers across equity markets : European evidence
Kanas, Angelos
- In:
Applied financial economics
8
(
1998
)
3
,
pp. 245-256
Persistent link: https://www.econbiz.de/10001244168
Saved in:
9
Volatility and autocorrelation in major European stock markets
Booth, G. Geoffrey
- In:
The European journal of finance
4
(
1998
)
1
,
pp. 61-74
Persistent link: https://www.econbiz.de/10001247520
Saved in:
10
The ARCH effect : a model of gradual anticipation for autoregressive conditional heteroskedasticity in asset returns
Din, Tarek Mohy el
-
1997
Persistent link: https://www.econbiz.de/10000968338
Saved in:
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