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Volatility
Theorie
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Theory
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Gupta, Rangan
177
McAleer, Michael
158
Bollerslev, Tim
106
Diebold, Francis X.
92
Andersen, Torben
85
Caporale, Guglielmo Maria
80
Pierdzioch, Christian
69
Härdle, Wolfgang
64
Koopman, Siem Jan
60
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58
Bekaert, Geert
55
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55
Ma, Feng
55
Todorov, Viktor
55
Lux, Thomas
52
Chang, Chia-Lin
50
Bouri, Elie
48
Hautsch, Nikolaus
46
Mensi, Walid
46
Gil-Alaña, Luis A.
45
Kang, Sang Hoon
45
Asai, Manabu
44
Chiarella, Carl
43
Herwartz, Helmut
42
Tiwari, Aviral Kumar
42
Wohar, Mark E.
41
Aït-Sahalia, Yacine
40
Christoffersen, Peter F.
40
Engle, Robert F.
40
Lucas, André
37
Chan, Joshua
36
Ghysels, Eric
35
Tauchen, George Eugene
35
Dijk, Dick van
34
Gallo, Giampiero M.
34
Hafner, Christian M.
34
Salisu, Afees A.
34
Aizenman, Joshua
33
Bahmani-Oskooee, Mohsen
33
Belke, Ansgar
32
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National Bureau of Economic Research
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Ekonomiska forskningsinstitutet <Stockholm>
9
Centre for Analytical Finance <Århus>
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Christian-Albrechts-Universität zu Kiel / Institut für Weltwirtschaft
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European University Institute / Department of Economics
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International Monetary Fund
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Rodney L. White Center for Financial Research
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Svenska Handelshögskolan <Helsinki>
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University of Canterbury / Dept. of Economics and Finance
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Gottfried Wilhelm Leibniz Universität Hannover
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Birkbeck College / Department of Economics
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Chambre de commerce et d'industrie de Paris
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Instituto Valenciano de Investigaciones Económicas
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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European Central Bank
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Federal Reserve Bank of St. Louis
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Cowles Foundation for Research in Economics, Yale University
3
Federal Reserve Bank of San Francisco
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Kansantaloustieteen Laitos <Tampere>
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Lunds Universitet / Nationalekonomiska Institutionen
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Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
3
Springer Fachmedien Wiesbaden
3
Université Paris-Dauphine
3
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Brown University / Department of Economics
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Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification <Paris>
2
Centre for Growth and Business Cycle Research <Manchester>
2
Christian-Albrechts-Universität zu Kiel
2
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Finance research letters
349
Energy economics
306
NBER working paper series
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246
NBER Working Paper
231
Journal of econometrics
226
International review of economics & finance : IREF
218
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215
Applied economics
206
International review of financial analysis
200
Journal of banking & finance
198
The North American journal of economics and finance : a journal of financial economics studies
188
Economics letters
162
Journal of empirical finance
157
Working paper
153
Journal of international money and finance
137
Applied economics letters
135
Journal of financial economics
132
Discussion paper / Tinbergen Institute
131
Discussion paper / Centre for Economic Policy Research
120
The journal of futures markets
119
Research in international business and finance
118
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
116
Journal of international financial markets, institutions & money
114
Journal of economic dynamics & control
108
Applied financial economics
103
International journal of forecasting
103
The European journal of finance
101
Journal of risk and financial management : JRFM
100
International journal of theoretical and applied finance
98
Quantitative finance
92
CESifo working papers
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Research paper series / Swiss Finance Institute
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Journal of forecasting
86
International journal of finance & economics : IJFE
81
Pacific-Basin finance journal
80
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
80
Mathematical finance : an international journal of mathematics, statistics and financial theory
78
The review of financial studies
77
Risks : open access journal
75
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ECONIS (ZBW)
20,846
RePEc
53
EconStor
23
Other ZBW resources
7
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1
Sensitivity of stress testing metrics to
estimation
risk
, account behaviour and volatility for credit defaults
Djeundje, Viani Biatat
;
Crook, Jonathan N.
- In:
Journal of the Operational Research Society
74
(
2023
)
7
,
pp. 1763-1774
Persistent link: https://www.econbiz.de/10014336309
Saved in:
2
On the network topology of variance decompositions : measuring the connectedness of financial firms
Diebold, Francis X.
;
Yılmaz, Kamil
- In:
Journal of econometrics
182
(
2014
)
1
,
pp. 119-134
Persistent link: https://www.econbiz.de/10010497110
Saved in:
3
How to choose the return model for market
risk
? : getting towards a right magnitude of stressed
VaR
Lichtner, Mark
- In:
Quantitative finance
19
(
2019
)
8
,
pp. 1391-1407
Persistent link: https://www.econbiz.de/10012194794
Saved in:
4
Centred expected shortfall (CES) : a traditional asset manager's view on decomposing downside investment
risk
Kroon, Erik
;
Hacini, Mehdi-Vincent
;
Somefun, Koye
- In:
Quantitative finance
24
(
2024
)
1
,
pp. 83-104
Persistent link: https://www.econbiz.de/10014551942
Saved in:
5
Bank's middle office analytics,
risk
modelling and comparative Basel regimes
Anjum, Shahid Waseem
- In:
International journal of monetary economics and finance
11
(
2018
)
4
,
pp. 354-362
Persistent link: https://www.econbiz.de/10011998266
Saved in:
6
Option-implied objective measures of market
risk
Leiss, Matthias
;
Nax, Heinrich H.
- In:
Journal of banking & finance
88
(
2018
),
pp. 225-240
Persistent link: https://www.econbiz.de/10011962908
Saved in:
7
Multiple-days-ahead value-at-
risk
and expected shortfall forecasting for stock indices, commodities and exchange rate : inter-day versus intra-day data
Degiannakis, Stavros
;
Potamia, Artemis
- In:
International review of financial analysis
49
(
2017
),
pp. 176-190
Persistent link: https://www.econbiz.de/10011741290
Saved in:
8
The effectiveness of Value-at-
Risk
models in various volatility regimes
Schiffers, Aleksander
;
Chlebus, Marcin
-
2021
Persistent link: https://www.econbiz.de/10012816709
Saved in:
9
Model
risk
in
risk
models : quantifying statistical uncertainty in active
risk
Khang, Kevin
- In:
The journal of portfolio management : JPM
47
(
2021
)
3
,
pp. 51-65
Persistent link: https://www.econbiz.de/10012423057
Saved in:
10
Mutual funds herding behavior, sentiment, and market volatility
Kholdy, Shady
;
Miller, John
;
Sun, Libo
- In:
The journal of wealth management : JWM
24
(
2021
)
2
,
pp. 92-107
Persistent link: https://www.econbiz.de/10012613519
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