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~isPartOf:"International journal of economics and finance"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of monetary economics"
~isPartOf:"Review of quantitative finance and accounting"
~language:"eng"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Volatilität
Theory
3,249
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Skiadopoulos, George
6
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Taylor, Stephen
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Abaidoo, Rexford
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Chiang, Thomas C.
4
Christiansen, Charlotte
4
Clements, Adam
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Jiang, George J.
4
Lin, Shih-kuei
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Prokopczuk, Marcel
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Alexander, Carol
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Andreou, Panayiotis C.
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Branger, Nicole
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Chang, Eric Chieh
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3
Engel, Charles
3
Konstantinidi, Eirini
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Lee, Bong-soo
3
Li, Bingxin
3
Li, Junye
3
Malik, Farooq
3
Markellos, Raphaēl N.
3
Mele, Antonio
3
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Rahman, Shafiqur
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Sokolinskiy, Oleg
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Tse, Yiuman
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Wese Simen, Chardin
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3
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3
Abdalla, Suliman Zakaria Suliman
2
Aghion, Philippe
2
Ahmed, Shamim
2
Aitken, Michael J.
2
Audrino, Francesco
2
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International journal of economics and finance
Journal of banking & finance
Journal of monetary economics
Review of quantitative finance and accounting
Energy economics
598
Finance research letters
513
International review of financial analysis
398
Applied economics
376
The journal of futures markets
344
International review of economics & finance : IREF
338
Economic modelling
336
The North American journal of economics and finance : a journal of financial economics studies
324
Journal of econometrics
320
Applied financial economics
265
Journal of empirical finance
259
Applied economics letters
257
Research in international business and finance
253
Economics letters
245
International journal of theoretical and applied finance
245
Journal of international financial markets, institutions & money
235
Journal of international money and finance
221
Journal of risk and financial management : JRFM
197
Journal of financial economics
184
Quantitative finance
183
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
169
Pacific-Basin finance journal
165
International Journal of Energy Economics and Policy : IJEEP
160
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
150
The European journal of finance
150
Journal of economic dynamics & control
146
International journal of forecasting
140
International journal of finance & economics : IJFE
139
Journal of forecasting
131
The review of financial studies
125
The journal of finance : the journal of the American Finance Association
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Applied mathematical finance
115
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
111
Journal of financial econometrics : official journal of the Society for Financial Econometrics
110
Computational economics
105
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
104
Global finance journal
103
Journal of financial and quantitative analysis : JFQA
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ECONIS (ZBW)
646
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646
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1
Non-linear volatility with normal inverse Gaussian innovations : ad-hoc analytic option pricing
Mozumder, Sharif
;
Talukdar, Bakhtear
;
Kabir, M. Humayun
; …
- In:
Review of quantitative finance and accounting
62
(
2024
)
1
,
pp. 97-133
Persistent link: https://www.econbiz.de/10014502965
Saved in:
2
Realized higher moments and trading activity
Yuan, Shu-Fang
- In:
Review of quantitative finance and accounting
62
(
2024
)
3
,
pp. 971-1005
Persistent link: https://www.econbiz.de/10014503204
Saved in:
3
Algorithmic trading and market quality : international evidence of the impact of errors in colocation dates
Aitken, Michael J.
;
Cumming, Douglas J.
;
Zhan, Feng
- In:
Journal of banking & finance
151
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014463062
Saved in:
4
Anticipating jumps : Decomposition of straddle price
Chen, Bei
;
Quan Gan
;
Vasquez, Aurelio
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014462382
Saved in:
5
CDS and equity markets' volatility linkages : lessons from the EMU crisis
Bratis, Theodoros
;
Laopodis, Nikiforos
;
Kouretas, …
- In:
Review of quantitative finance and accounting
60
(
2023
)
3
,
pp. 1259-1281
Persistent link: https://www.econbiz.de/10014291804
Saved in:
6
Cross-asset time-series momentum : crude oil volatility and global stock markets
Fernandez-Perez, Adrian
;
Indriawan, Ivan
;
Tse, Yiuman
; …
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014492117
Saved in:
7
Detecting political event risk in the option market
Kostakis, Alexandros
;
Mu, Liangyi
;
Otsubo, Yoichi
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014248198
Saved in:
8
Do investors infer future cash flow volatility based on liquidity?
Angelo, Ben
;
Johnston, Mitchell
- In:
Review of quantitative finance and accounting
60
(
2023
)
1
,
pp. 259-294
Persistent link: https://www.econbiz.de/10013548976
Saved in:
9
The effect of uncertainty on stock market volatility and correlation
Asgharian, Hossein
;
Christiansen, Charlotte
;
Hou, Ai Jun
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014486544
Saved in:
10
Fund flow-induced volatility and the cost of debt
Cook, Douglas O.
;
Luo, Shikong
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014248201
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