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isPartOf:"Journal of econometrics"
~isPartOf:"Journal of international money and finance"
~isPartOf:"Journal of risk and financial management : JRFM"
~isPartOf:"Quantitative finance"
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Search: subject_exact:"Volatility"
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Volatility
925
Volatilität
922
Theorie
273
Theory
273
Estimation
256
Schätzung
255
Stochastic process
213
Stochastischer Prozess
213
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199
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199
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185
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185
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183
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160
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160
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155
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142
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116
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105
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65
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59
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59
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59
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59
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56
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54
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54
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217
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923
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924
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924
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Bollerslev, Tim
19
Todorov, Viktor
17
Tauchen, George Eugene
15
McAleer, Michael
14
Andersen, Torben
12
Aït-Sahalia, Yacine
11
Meddahi, Nour
8
Xiu, Dacheng
8
Ghysels, Eric
7
Li, Jia
7
Mykland, Per A.
7
Patton, Andrew J.
7
Sornette, Didier
7
Asai, Manabu
6
Cavaliere, Giuseppe
6
Kim, Donggyu
6
Shephard, Neil G.
6
Escobar, Marcos
5
Gallant, A. Ronald
5
Gouriéroux, Christian
5
Hallin, Marc
5
Li, Yingying
5
Taylor, Robert
5
Zhou, Hao
5
Barigozzi, Matteo
4
Boswijk, Herman Peter
4
Caporin, Massimiliano
4
Chang, Chia-Lin
4
Francq, Christian
4
Jasiak, Joann
4
Kim, Young Shin
4
Linton, Oliver
4
Maheu, John M.
4
Park, Joon Y.
4
Rahbek, Anders
4
Renault, Eric
4
Renò, Roberto
4
Storti, Giuseppe
4
Varneskov, Rasmus Tangsgaard
4
Yu, Jun
4
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Conference on Realized Volatility <2006, Montréal>
1
Workshop on Developments in Exchange Rate Modelling <1997, Maastricht>>
1
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Journal of econometrics
Journal of international money and finance
Journal of risk and financial management : JRFM
Quantitative finance
Energy economics
598
Finance research letters
514
NBER working paper series
482
Working paper / National Bureau of Economic Research, Inc.
467
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416
International review of financial analysis
398
Applied economics
377
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375
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345
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343
Economic modelling
339
The North American journal of economics and finance : a journal of financial economics studies
324
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266
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261
Applied economics letters
258
Research in international business and finance
255
Economics letters
246
International journal of theoretical and applied finance
245
Working paper
245
Discussion paper / Centre for Economic Policy Research
240
Journal of international financial markets, institutions & money
236
Discussion paper / Tinbergen Institute
198
Journal of financial economics
184
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
172
MPRA Paper
171
CESifo working papers
170
Pacific-Basin finance journal
165
International Journal of Energy Economics and Policy : IJEEP
161
The European journal of finance
153
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
150
IMF working papers
148
Journal of economic dynamics & control
146
International journal of finance & economics : IJFE
141
International journal of forecasting
140
Journal of forecasting
131
The review of financial studies
125
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ECONIS (ZBW)
925
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921
Central bank intervention and the volatility of foreign exchange rates : evidence from the options market
Bonser-Neal, Catherine
- In:
Journal of international money and finance
15
(
1996
)
6
,
pp. 853-878
Persistent link: https://www.econbiz.de/10001216674
Saved in:
922
A causality-in-variance test and its application to financial market prices
Cheung, Yin-Wong
- In:
Journal of econometrics
72
(
1996
)
1
,
pp. 33-48
Persistent link: https://www.econbiz.de/10001198033
Saved in:
923
Volume, volatility, and leverage : a dynamic analysis
Tauchen, George Eugene
;
Zhang, Harold
;
Liu, Ming
- In:
Journal of econometrics
74
(
1996
)
1
,
pp. 177-208
Persistent link: https://www.econbiz.de/10001755397
Saved in:
924
Real effects of exchange rate volatility
Neumann, Manfred
- In:
Journal of international money and finance
14
(
1995
)
3
,
pp. 417-426
Persistent link: https://www.econbiz.de/10001187520
Saved in:
925
Asymmetric volatility transmission in international stock markets
Koutmos, Gregory
- In:
Journal of international money and finance
14
(
1995
)
6
,
pp. 747-762
Persistent link: https://www.econbiz.de/10001194453
Saved in:
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