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~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
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Volatility
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McAleer, Michael
22
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Asai, Manabu
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Wang, Yudong
13
Renault, Eric
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11
Westerhoff, Frank H.
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Aït-Sahalia, Yacine
10
Chan, Joshua
10
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10
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Mele, Antonio
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Yu, Jun
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9
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Escobar, Marcos
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9
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Wohar, Mark E.
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Zhang, Wei
8
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7
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7
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7
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International Seminar on Macroeconomics <26, 2003, Barcelona>
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National Bureau of Economic Research
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Journal of econometrics
124
Journal of banking & finance
109
Economics letters
81
Journal of empirical finance
81
Economic modelling
77
International journal of theoretical and applied finance
76
Finance research letters
74
International journal of forecasting
73
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
72
Mathematical finance : an international journal of mathematics, statistics and financial theory
72
Journal of financial economics
71
Journal of economic dynamics & control
69
Journal of international money and finance
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International review of financial analysis
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Applied economics
57
The review of financial studies
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International review of economics & finance : IREF
56
The European journal of finance
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Energy economics
55
Journal of forecasting
53
Econometric reviews
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Quantitative finance
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Applied economics letters
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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The North American journal of economics and finance : a journal of financial economics studies
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Applied mathematical finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The journal of finance : the journal of the American Finance Association
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Computational economics
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Finance and stochastics
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Journal of monetary economics
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The journal of futures markets
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Journal of risk and financial management : JRFM
38
Macroeconomic dynamics
38
Journal of international financial markets, institutions & money
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Journal of applied econometrics
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International journal of finance & economics : IJFE
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Risks : open access journal
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ECONIS (ZBW)
4,305
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1
A note on the jump-equilibrium model
Huber, P. P.
- In:
British actuarial journal : incorporating journal of …
4
(
1998
)
3
,
pp. 615-636
Persistent link: https://www.econbiz.de/10001400432
Saved in:
2
Volatility and GMM : Monte Carlo studies and empirical estimations
Nagel, Hartmut
;
Schöbel, Rainer
- In:
Statistical papers
40
(
1999
)
3
,
pp. 297-321
Persistent link: https://www.econbiz.de/10001401125
Saved in:
3
Variability of interest rates and the role of monetary policy
Hegji, Charles E.
- In:
The journal of economics
9
(
1983
),
pp. 147-151
Persistent link: https://www.econbiz.de/10001401855
Saved in:
4
Modeling asset market volatility in a small market : accounting for non-synchronous trading effects
Lange, Stephen
- In:
Journal of international financial markets, …
9
(
1999
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10001402112
Saved in:
5
The dynamic relationship of volatility, volume, and market depth in currency futures markets
Fung, Hung-gay
;
Patterson, Gary A.
- In:
Journal of international financial markets, …
9
(
1999
)
1
,
pp. 33-59
Persistent link: https://www.econbiz.de/10001402116
Saved in:
6
Dynamische Portfolio-Selektion unter Berücksichtigung von Kurssprüngen
Nietert, Bernhard
- In:
Schmalenbachs Zeitschrift für betriebswirtschaftliche …
51
(
1999
)
9
,
pp. 832-866
Persistent link: https://www.econbiz.de/10001404494
Saved in:
7
Robust volatility estimation
Jochum, Christian
- In:
Finanzmarkt und Portfolio-Management
12
(
1998
)
1
,
pp. 46-58
Persistent link: https://www.econbiz.de/10001407660
Saved in:
8
Heath, Jarrow, Morton made easy : zur präferenzfreien Bewertung von Swaptions
Rudolf, Markus
- In:
Finanzmarkt und Portfolio-Management
12
(
1998
)
2
,
pp. 170-196
Persistent link: https://www.econbiz.de/10001407737
Saved in:
9
Does uncertainty affect economic growth? : an empirical analysis
Lensink, Robert
;
Bo, Hong
;
Sterken, Elmer
- In:
Weltwirtschaftliches Archiv : Zeitschrift des Instituts …
135
(
1999
)
3
,
pp. 379-396
Persistent link: https://www.econbiz.de/10001408496
Saved in:
10
Exchange rate volatility and international trade
Broll, Udo
;
Eckwert, Bernhard
- In:
Southern economic journal
66
(
1999
)
1
,
pp. 178-185
Persistent link: https://www.econbiz.de/10001409048
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