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volatility
Volatility
40,917
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McAleer, Michael
40
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17
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14
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12
Kočenda, Evžen
12
Poelhekke, Steven
12
Baruník, Jozef
11
Bloom, Nicholas
10
Karali, Berna
10
Kent, Christopher
10
Pelloni, Alessandra
9
Aizenman, Joshua
8
Arezki, Rabah
8
Gürtler, Marc
8
Norman, David
8
Rauh, Ronald
8
Tan, Bin
8
Annicchiarico, Barbara
7
Belke, Ansgar
7
Campos, Nauro F.
7
Diebold, Francis X.
7
Floros, Christos
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7
Hertel, Thomas W.
7
Karanasos, Menelaos G.
7
Laakkonen, Helinä
7
Mehl, Arnaud
7
Ploeg, Frederick van der
7
Schmitz, Martin
7
Tenreyro, Silvana
7
Tille, Cédric
7
Vácha, Lukáš
7
Adrangi, Bahram
6
Afonso, António
6
Baumöhl, Eduard
6
Byström, Hans
6
Chatrath, Arjun
6
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6
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6
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EconWPA
20
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Reserve Bank of Australia
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Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
12
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
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11
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11
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10
Inter-American Development Bank
9
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8
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Suomen Pankki
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6
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6
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6
College of Law and Business
5
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de Nederlandsche Bank
5
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4
Department Wirtschaftswissenschaften, Technische Universität Carolo-Wilhelmina zu Braunschweig
4
Department of Economics, John Cook School of Business
4
Department of Economics, University of California-San Diego (UCSD)
4
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MPRA Paper
83
Journal of Risk and Financial Management
42
Journal of risk and financial management : JRFM
41
CEPR Discussion Papers
35
Applied economics
33
CESifo Working Paper
23
Risks : open access journal
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IZA Discussion Papers
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International journal of finance & economics : IJFE
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Cogent economics & finance
17
Investment management and financial innovations
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Post-Print / HAL
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CESifo Working Paper Series
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Theoretical and Applied Economics
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Applied economics letters
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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International journal of economics and finance
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Risks
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CESifo working papers
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Econometric Institute Research Papers
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Economics Bulletin
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Afro-Asian Journal of Finance and Accounting : AAJFA
11
CORE Discussion Papers
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11
Economics Papers from University Paris Dauphine
11
Global Business and Economics Review
11
International economic journal
11
International journal of financial research
11
Journal of emerging market finance
11
Quantitative finance and economics
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RBA Annual Conference Volume
11
The European journal of finance
11
Cogent Economics & Finance
10
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Emerging Markets Finance and Trade
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Management science : journal of the Institute for Operations Research and the Management Sciences
10
2014–2015 Global Food Policy Report
9
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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Review of Pacific Basin Financial Markets and Policies (RPBFMP)
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RePEc
1,163
ECONIS (ZBW)
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EconStor
303
BASE
48
Other ZBW resources
7
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1
Event-study
volatility
and bootstrapping : an international study
Essaddam, Naceur
;
Mnasri, Ayman
- In:
Applied economics letters
22
(
2015
)
1/3
,
pp. 209-213
Persistent link: https://www.econbiz.de/10010481975
Saved in:
2
Leveraged bootstrap test of
volatility
: a novel approach to the energy consumption and economic growth puzzle
Lee, Kuo-Hao
;
Ohn, Jonathan
;
Eryilmaz, Evren
- In:
International journal of economics and finance
9
(
2017
)
9
,
pp. 117-122
Persistent link: https://www.econbiz.de/10011762714
Saved in:
3
Testing for bubbles in cryptocurrencies with timevarying
volatility
Hafner, Christian M.
-
2018
Persistent link: https://www.econbiz.de/10011993271
Saved in:
4
Testing for bubbles in cryptocurrencies with time : varying
volatility
Hafner, Cristian M.
- In:
Journal of financial econometrics
18
(
2020
)
2
,
pp. 233-249
Persistent link: https://www.econbiz.de/10012232932
Saved in:
5
Terror attacks and stock-market fluctuations : evidence based on a nonparametric causality-in-quantiles test for the G7 countries
Balcilar, Mehmet
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
The European journal of finance
24
(
2018
)
4/6
,
pp. 333-346
Persistent link: https://www.econbiz.de/10012244323
Saved in:
6
The geometric-VaR backtesting method
Pelletier, Denis
;
Wei, Wei
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 725-745
Persistent link: https://www.econbiz.de/10011623861
Saved in:
7
New testing approaches for mean-variance predictability
Fiorentini, Gabriele
;
Sentana, Enrique
-
2018
Persistent link: https://www.econbiz.de/10012018576
Saved in:
8
New testing approaches for mean-variance predictability
Fiorentini, Gabriele
;
Sentana, Enrique
-
2019
Persistent link: https://www.econbiz.de/10012025064
Saved in:
9
Time Series Econometrics : Learning Through Replication
Levendis, John D.
-
2018
-
Corrected publication 2021
Andrews. They then turn to models of conditional
volatility
, replicating papers by Bollerslev. Finally, students estimate …
Persistent link: https://www.econbiz.de/10012397044
Saved in:
10
Time Series Econometrics : Learning Through Replication
Levendis, John D.
-
2023
-
2nd ed. 2023.
structural breaks by replicating papers by Perron, and Zivot & Andrews. They then turn to models of conditional
volatility
…
Persistent link: https://www.econbiz.de/10014443465
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