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Volatility
Schätzung
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McAleer, Michael
105
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82
Caporale, Guglielmo Maria
61
Pierdzioch, Christian
51
Bollerslev, Tim
47
Bahmani-Oskooee, Mohsen
42
Chang, Chia-Lin
38
Bouri, Elie
34
Todorov, Viktor
34
Hautsch, Nikolaus
32
Härdle, Wolfgang
32
Belke, Ansgar
31
Ma, Feng
31
Asai, Manabu
29
Gil-Alaña, Luis A.
29
Wohar, Mark E.
27
Andersen, Torben
25
Engle, Robert F.
25
Herwartz, Helmut
25
Buch, Claudia M.
24
Caporin, Massimiliano
24
Spagnolo, Nicola
24
Xuan Vinh Vo
24
Koopman, Siem Jan
23
Döpke, Jörg
22
Kumar, Dilip
22
Tiwari, Aviral Kumar
22
Wei, Yu
22
Cheung, Yin-Wong
21
Diebold, Francis X.
21
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21
Rodriguez, Gabriel
21
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20
Balcilar, Mehmet
20
Chiarella, Carl
20
Corbet, Shaen
20
Hafner, Christian M.
20
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Wen, Fenghua
20
Bohl, Martin T.
19
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European University Institute / Department of Economics
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International Monetary Fund
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Kansantaloustieteen Laitos <Tampere>
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Springer Fachmedien Wiesbaden
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Australian National University / Faculty of Economics and Commerce
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Centre for Analytical Finance <Århus>
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Centre for Quantitative Economics & Computing
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Ekonomiska forskningsinstitutet <Stockholm>
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Federal Reserve Bank of Cleveland
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Federal Reserve Bank of St. Louis
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Rodney L. White Center for Financial Research
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Suntory-Toyota International Centre for Economics and Related Disciplines
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Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
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Asian Development Bank
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1
Deutsches Institut für Wirtschaftsforschung
1
Economic Research Forum for the Arab Countries, Iran and Turkey
1
Federal Reserve Bank of New York
1
Federal Reserve System / Division of Research and Statistics
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Energy economics
224
Finance research letters
184
International review of economics & finance : IREF
182
Applied economics
156
International review of financial analysis
152
Economic modelling
148
The North American journal of economics and finance : a journal of financial economics studies
135
The journal of futures markets
124
Journal of banking & finance
118
Journal of econometrics
113
Applied economics letters
101
Research in international business and finance
94
Working paper / National Bureau of Economic Research, Inc.
90
Journal of empirical finance
89
Applied financial economics
88
NBER working paper series
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86
Journal of international financial markets, institutions & money
84
Journal of international money and finance
83
NBER Working Paper
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Pacific-Basin finance journal
73
Discussion paper / Tinbergen Institute
65
Economics letters
63
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
62
The European journal of finance
62
Journal of risk and financial management : JRFM
61
CESifo working papers
58
Quantitative finance
58
Emerging markets, finance and trade : EMFT
57
International journal of finance & economics : IJFE
55
International journal of theoretical and applied finance
54
Discussion paper / Centre for Economic Policy Research
52
International journal of forecasting
51
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
49
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
46
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
46
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
45
Journal of financial economics
44
International Journal of Energy Economics and Policy : IJEEP
41
International journal of economics and finance
41
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ECONIS (ZBW)
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EconStor
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RePEc
6
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1
The effect of the
Chinese
renminbi
on Korean exports to Japan
Baak, Saang Joon
- In:
The journal of econometric study of Northeast Asia
6
(
2007
)
1
,
pp. 103-112
Persistent link: https://www.econbiz.de/10003596242
Saved in:
2
The forward market in the foreign exchange markets : volatility, forecasting ability, deviations from the covered interest rate parity and market efficiency
Chung, Chang K.
-
1992
Persistent link: https://www.econbiz.de/10000909892
Saved in:
3
Safe haven
currency
and market uncertainty : yen,
renminbi
, dollar, and alternatives
Masujima, Yuki
-
2017
Persistent link: https://www.econbiz.de/10012132186
Saved in:
4
Variance bounds test of volatility expectations in eurodollar futures options markets
Kim, Kwanho
;
Poonvoralak, Wantanee
- In:
Global business and finance review
24
(
2019
)
2
,
pp. 20-32
Persistent link: https://www.econbiz.de/10012121276
Saved in:
5
Currency
exchange rate risk hedging strategies using MXN/USD MexDer futures contracts
Santillán Salgado, Roberto Joaquín
;
Ulín-Lastra, …
- In:
International journal of bonds and derivatives
2
(
2016
)
3
,
pp. 186-210
Persistent link: https://www.econbiz.de/10011742331
Saved in:
6
Currency
futures market in India : an empirical analysis of market efficiency and volatility
Nath, Golak Bihari
;
Pacheco, Manoel
- In:
Macroeconomics and finance in emerging market economies
11
(
2018
)
1/3
,
pp. 47-84
Persistent link: https://www.econbiz.de/10011974206
Saved in:
7
Determinants of trading activity on the single-stock future market : evidence from the Eurex Exchange
Białkowski, Je̜drzej
;
Jakubowski, Jacek
- In:
The journal of derivatives : the official publication …
19
(
2012
)
3
,
pp. 29-47
Persistent link: https://www.econbiz.de/10009671108
Saved in:
8
Modelling volatilities and conditional correlations in futures markets with a multivariate t distribution
Pesaran, Bahram
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003499671
Saved in:
9
On the stationarity of futures hedge ratios
Degiannakis, Stavros
;
Floros, Christos
;
Salvador, Enrique
; …
- In:
Operational research : an international journal
22
(
2022
)
3
,
pp. 2281-2303
Persistent link: https://www.econbiz.de/10013443633
Saved in:
10
Public information arrival, price discovery and dynamic correlations in the
Chinese
renminbi
markets
Ho, Kin-Yip
;
Shi, Yanlin
;
Zhang, Zhaoyong
- In:
The North American journal of economics and finance : a …
46
(
2018
),
pp. 168-186
Persistent link: https://www.econbiz.de/10012036615
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