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Volatility
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Gupta, Rangan
103
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99
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96
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79
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78
Härdle, Wolfgang
49
Bekaert, Geert
48
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48
Koopman, Siem Jan
46
Bahmani-Oskooee, Mohsen
44
Pierdzioch, Christian
44
Lux, Thomas
43
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39
Chiarella, Carl
37
Asai, Manabu
35
Aizenman, Joshua
34
Aït-Sahalia, Yacine
34
Hautsch, Nikolaus
34
Ghysels, Eric
33
Dijk, Dick van
31
Todorov, Viktor
31
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30
Chang, Chia-Lin
30
Engle, Robert F.
30
Gil-Alaña, Luis A.
30
Christoffersen, Peter F.
29
Westerhoff, Frank H.
29
Guerrón-Quintana, Pablo A.
28
Herwartz, Helmut
28
Bali, Turan G.
26
Gallo, Giampiero M.
26
Lucas, André
26
Lustig, Hanno
26
Rubio-Ramírez, Juan Francisco
26
Chan, Joshua
25
Fernández-Villaverde, Jesús
25
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25
Rose, Andrew
25
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25
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25
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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New York Stock Exchange
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Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
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Springer Fachmedien Wiesbaden
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Business Information Centre <Toronto>
2
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification <Paris>
2
Christian-Albrechts-Universität zu Kiel
2
Columbia University / Department of Economics
2
Danmarks Nationalbank
2
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NBER working paper series
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The journal of futures markets
170
Energy economics
157
Finance research letters
157
Journal of banking & finance
151
Journal of econometrics
148
Discussion paper / Centre for Economic Policy Research
128
Economic modelling
125
Economics letters
118
Journal of financial economics
117
Journal of empirical finance
116
International review of economics & finance : IREF
115
The review of financial studies
112
Applied economics
110
Working paper
108
The North American journal of economics and finance : a journal of financial economics studies
106
Journal of international money and finance
102
International review of financial analysis
100
Discussion paper / Tinbergen Institute
96
The journal of finance : the journal of the American Finance Association
92
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
86
Applied financial economics
85
International journal of theoretical and applied finance
82
International journal of forecasting
78
Journal of economic dynamics & control
77
Applied economics letters
75
Mathematical finance : an international journal of mathematics, statistics and financial theory
74
The European journal of finance
71
Journal of international financial markets, institutions & money
70
Journal of forecasting
66
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
66
Journal of financial and quantitative analysis : JFQA
65
Quantitative finance
65
Research paper series / Swiss Finance Institute
65
Finance and economics discussion series
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Journal of risk and financial management : JRFM
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Journal of monetary economics
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Research in international business and finance
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ECONIS (ZBW)
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EconStor
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ArchiDok
1
RePEc
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Other ZBW resources
1
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1
Information-
time
option pricing :
theory
and empirical evidence
Chang, Carolyn C. W.
- In:
Journal of financial economics
48
(
1998
)
2
,
pp. 211-242
Persistent link: https://www.econbiz.de/10001238938
Saved in:
2
Volatility matters : Taylor rules and capital accumulation
Marzo, Massimiliano
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002160539
Saved in:
3
Modeling changes in US monetary policy with a
time
-varying nonlinear Taylor rule
Nguyen, Anh D. M.
;
Pavlidis, Efthymios G.
;
Peel, David
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
5
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011966001
Saved in:
4
Modeling changes in US monetary policy
Nguyen, Anh D. M.
;
Pavlidis, Efthymios G.
;
Peel, David
-
2016
Persistent link: https://www.econbiz.de/10012176808
Saved in:
5
The January effect and other seasonal anomalies : a common theoretical framework
Cataldo, Anthony J.
;
Savage, Arline A.
-
2000
Persistent link: https://www.econbiz.de/10001571265
Saved in:
6
Trading on momentum : advanced techniques for high-percentage day trading
Wolff, Ken
-
2002
Persistent link: https://www.econbiz.de/10001562317
Saved in:
7
Beyond the random walk : a guide to stock market anomalies and low risk investing
Singal, Vijay
-
2004
Persistent link: https://www.econbiz.de/10001783632
Saved in:
8
Evolution of transitory volatility over the week
Cao, Charles Q.
;
Cho̕e, Hyuk
- In:
Annals of economics and finance
1
(
2000
)
1
,
pp. 49-77
Persistent link: https://www.econbiz.de/10001731826
Saved in:
9
Beyond the random walk : a guide to stock market anomalies and low risk investing
Singal, Vijay
-
2006
-
1. issued as an Oxford pbk.
Persistent link: https://www.econbiz.de/10003982793
Saved in:
10
Periodic long-memory GARCH models
Bordignon, Silvano
;
Caporin, Massimiliano
;
Lisi, Francesco
- In:
Econometric reviews
28
(
2009
)
1/3
,
pp. 60-82
Persistent link: https://www.econbiz.de/10003800657
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