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Theorie
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Bollerslev, Tim
83
Diebold, Francis X.
70
Andersen, Torben
63
McAleer, Michael
55
Härdle, Wolfgang
47
Caporin, Massimiliano
44
Koopman, Siem Jan
42
Lux, Thomas
41
Bekaert, Geert
40
Chiarella, Carl
34
Gupta, Rangan
33
Aizenman, Joshua
32
Pierdzioch, Christian
30
Aït-Sahalia, Yacine
29
Westerhoff, Frank H.
29
Todorov, Viktor
27
Christoffersen, Peter F.
26
Hautsch, Nikolaus
26
Asai, Manabu
25
Rose, Andrew
25
Ghysels, Eric
24
Herwartz, Helmut
24
Lucas, André
24
Meddahi, Nour
24
Yu, Jun
24
Chan, Joshua
23
Hafner, Christian M.
23
Campbell, John Y.
22
He, Xue-zhong
22
Li, Kai
22
Lustig, Hanno
22
Brandt, Michael W.
21
Dijk, Dick van
21
Engel, Charles
21
Engle, Robert F.
21
Guerrón-Quintana, Pablo A.
21
Schlag, Christian
21
Bauwens, Luc
20
Caballero, Ricardo J.
20
Gallo, Giampiero M.
20
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National Bureau of Economic Research
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European University Institute / Department of Economics
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International Monetary Fund
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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European Central Bank
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Chambre de commerce et d'industrie de Paris
3
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Federal Reserve System / Division of Research and Statistics
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Gottfried Wilhelm Leibniz Universität Hannover
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Instituto Valenciano de Investigaciones Económicas
3
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
3
Springer Fachmedien Wiesbaden
3
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Danmarks Nationalbank
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Deutsche Börse AG
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Erasmus Research Institute of Management
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Federal Reserve Bank of New York
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Forschungsinstitut zur Zukunft der Arbeit
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Goethe-Universität Frankfurt am Main
2
Internationaler Währungsfonds / Western Hemisphere Department
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Kansantaloustieteen Laitos <Tampere>
2
Umeå Universitet / Institutionen för Nationalekonomi
2
University of British Columbia / Finance Division
2
University of Chicago / Graduate School of Business
2
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NBER working paper series
188
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170
NBER Working Paper
163
Journal of econometrics
134
Finance research letters
113
Journal of banking & finance
107
Economic modelling
98
Energy economics
93
Journal of financial economics
90
Economics letters
88
International review of economics & finance : IREF
83
Discussion paper / Tinbergen Institute
81
Applied economics
78
Discussion paper / Centre for Economic Policy Research
78
Journal of empirical finance
78
International journal of theoretical and applied finance
74
Working paper
74
International journal of forecasting
73
Journal of economic dynamics & control
73
Journal of international money and finance
73
Mathematical finance : an international journal of mathematics, statistics and financial theory
73
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
70
International review of financial analysis
68
The North American journal of economics and finance : a journal of financial economics studies
66
The European journal of finance
64
Journal of forecasting
62
Quantitative finance
61
The review of financial studies
58
Applied economics letters
53
Computational economics
53
Research paper series / Swiss Finance Institute
52
The journal of futures markets
49
Journal of monetary economics
47
Econometric reviews
46
Finance and stochastics
46
Journal of financial econometrics : official journal of the Society for Financial Econometrics
46
The journal of finance : the journal of the American Finance Association
45
CREATES research paper
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IMF working papers
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Applied mathematical finance
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ECONIS (ZBW)
11,451
EconStor
17
ArchiDok
1
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1
Modelling time-varying
volatility
interactions
Campos-Martins, Susana
;
Amado, Cristina
-
2021
Persistent link: https://www.econbiz.de/10012696992
Saved in:
2
Time-variation, multiple testing, and the factor zoo
Smith, Simon C.
- In:
International review of financial analysis
84
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013472944
Saved in:
3
The effects of the LIBOR scandal on
volatility
and liquidity in LIBOR futures markets
Bachmair, Kilian
-
2023
Persistent link: https://www.econbiz.de/10013530819
Saved in:
4
Investment under uncertainty : the perspective of earnings quality
Chang, Che-Chia
;
Chen, Chao-Chun
- In:
Journal of financial studies : JFS : the official …
30
(
2022
)
4
,
pp. 65-104
Persistent link: https://www.econbiz.de/10013533142
Saved in:
5
Shrinking beta
Blitz, David
;
Swinkels, Laurens
;
Ūsaitė, Kristina
; …
- In:
Journal of risk
24
(
2022
)
6
,
pp. 25-44
Persistent link: https://www.econbiz.de/10013549669
Saved in:
6
Linking asset prices to news without direct asset mentions
Avioz, Ilanit
;
Kedar-Levy, Haim
;
Pungulescu, Crina
; …
- In:
Applied economics letters
30
(
2023
)
20
,
pp. 2907-2912
Persistent link: https://www.econbiz.de/10014414038
Saved in:
7
Correlated cashflow shocks, asset prices, and the term structure of equity
Hasler, Michael
;
Khapko, Mariana
- In:
Management science : journal of the Institute for …
69
(
2023
)
9
,
pp. 5560-5577
Persistent link: https://www.econbiz.de/10014392946
Saved in:
8
The Q-measure dynamics of forward rates
Rebonato, Riccardo
- In:
Annual review of financial economics
15
(
2023
),
pp. 493-522
Persistent link: https://www.econbiz.de/10014426352
Saved in:
9
An empirical analysis of herding behaviour : evidence from developed and frontier financial markets
Hakmaoui, Abdelati
;
El Jebari, Ouael
- In:
International journal of computational economics and …
13
(
2023
)
4
,
pp. 374-403
Persistent link: https://www.econbiz.de/10014439720
Saved in:
10
How good is Black-Scholes-Merton, really?
Wilmott, Paul
- In:
Options - 45 years since the publication of the …
,
(pp. 17-27)
.
2023
Persistent link: https://www.econbiz.de/10014366584
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