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Theory
Volatility
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Theorie
11,628
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9,485
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9,459
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8,950
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3,263
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Bollerslev, Tim
75
Diebold, Francis X.
60
McAleer, Michael
58
Andersen, Torben
45
Koopman, Siem Jan
40
Härdle, Wolfgang
38
Lux, Thomas
38
Chiarella, Carl
34
Aizenman, Joshua
33
Caporin, Massimiliano
32
Bekaert, Geert
30
Gupta, Rangan
29
Herwartz, Helmut
27
Asai, Manabu
25
Pierdzioch, Christian
25
Todorov, Viktor
24
Hafner, Christian M.
23
Hautsch, Nikolaus
23
Clark, Todd E.
22
Fernández-Villaverde, Jesús
22
Ghysels, Eric
22
Lucas, André
22
Meddahi, Nour
22
Yu, Jun
22
Andersen, Torben G.
21
Caballero, Ricardo J.
21
Christoffersen, Peter F.
21
Schlag, Christian
21
Westerhoff, Frank H.
21
Aït-Sahalia, Yacine
20
Bauwens, Luc
20
Engle, Robert F.
20
Clements, Adam
19
Giglio, Stefano
19
Gonçalves, Sílvia
19
Li, Kai
19
Maheu, John M.
19
Mittnik, Stefan
19
Mumtaz, Haroon
19
Nielsen, Morten Ørregaard
19
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National Bureau of Economic Research
194
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Ekonomiska forskningsinstitutet <Stockholm>
8
European University Institute / Department of Economics
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Centre for Analytical Finance <Århus>
7
Internationaler Währungsfonds / Research Department
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Rodney L. White Center for Financial Research
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Springer Fachmedien Wiesbaden
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Birkbeck College / Department of Economics
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Institute of Finance and Accounting <London>
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Svenska Handelshögskolan <Helsinki>
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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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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
4
The Wharton Financial Institutions Center
4
World Bank
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
3
Federal Reserve Bank of San Francisco
3
Federal Reserve System / Division of Research and Statistics
3
International Institute of Public Finance
3
International Monetary Fund
3
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
3
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2
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Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification <Paris>
2
Centre for Economic Policy Research
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Centre for Growth and Business Cycle Research <Manchester>
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Christian-Albrechts-Universität zu Kiel
2
Danmarks Nationalbank
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Deutsche Börse AG
2
Erasmus Research Institute of Management
2
Federal Reserve Bank of New York
2
Florida Atlantic University
2
Forschungsinstitut zur Zukunft der Arbeit
2
Goethe-Universität Frankfurt am Main
2
Gottfried Wilhelm Leibniz Universität Hannover
2
Institut for Finansiering <Frederiksberg>
2
Institut für Weltwirtschaft
2
Institut za Javne Financije
2
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NBER working paper series
187
Working paper / National Bureau of Economic Research, Inc.
176
NBER Working Paper
169
Journal of econometrics
127
Journal of banking & finance
126
Discussion paper / Centre for Economic Policy Research
93
Economic modelling
92
European journal of operational research : EJOR
92
Economics letters
90
Journal of empirical finance
86
Discussion paper / Tinbergen Institute
82
Finance research letters
82
International journal of forecasting
81
Energy economics
80
International journal of theoretical and applied finance
79
Journal of economic dynamics & control
76
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
74
Journal of financial economics
74
Mathematical finance : an international journal of mathematics, statistics and financial theory
74
International review of financial analysis
72
Working paper
71
Applied economics
70
Journal of international money and finance
67
The European journal of finance
62
The journal of futures markets
62
The review of financial studies
62
International review of economics & finance : IREF
60
Journal of forecasting
57
Quantitative finance
53
Applied economics letters
52
Econometric reviews
52
The North American journal of economics and finance : a journal of financial economics studies
51
CESifo working papers
49
Research paper series / Swiss Finance Institute
47
Journal of financial econometrics : official journal of the Society for Financial Econometrics
46
Journal of monetary economics
46
The journal of finance : the journal of the American Finance Association
46
Applied mathematical finance
45
Computational economics
45
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
45
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ECONIS (ZBW)
11,589
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1
Determinants of the crude oil futures curve : inventory, consumption and
volatility
Nikitopoulos, Christina Sklibosios
;
Squires, Matthew
; …
- In:
Journal of banking & finance
84
(
2017
),
pp. 53-67
Persistent link: https://www.econbiz.de/10011816836
Saved in:
2
Less disagreement, better forecasts : adjusted risk measures in the energy futures market
Zhang, Ning
;
Gong, Yujing
;
Xue, Xiaohan
- In:
The journal of futures markets
43
(
2023
)
10
,
pp. 1332-1372
Persistent link: https://www.econbiz.de/10014339438
Saved in:
3
Volatility
equicorrelation : a cross-market perspective
Aboura, Sofiane
;
Chevallier, Julien
- In:
Economics letters
122
(
2014
)
2
,
pp. 289-295
Persistent link: https://www.econbiz.de/10010395117
Saved in:
4
Concentration and liquidity costs in emerging commodity exchanges
Costa Jr, Geraldo
;
Trujillo-Barrera, Andres
;
Pennings, …
- In:
Journal of agricultural and resource economics : JARE ; …
43
(
2018
)
3
,
pp. 441-456
Persistent link: https://www.econbiz.de/10011960984
Saved in:
5
Industrial organization, order Internalization, and invariance
Bondarenko, Oleg
;
Obižaeva, Anna
;
Wang, Yajun
-
2020
Persistent link: https://www.econbiz.de/10012494238
Saved in:
6
Dynamic spillover effects in futures markets : UK and US evidence
Antonakakis, Nikolaos
;
Floros, Christos
;
Kizys, Renatas
- In:
International review of financial analysis
48
(
2016
),
pp. 406-418
Persistent link: https://www.econbiz.de/10011624538
Saved in:
7
Insider trading, stochastic liquidity, and equilibrium prices
Collin-Dufresne, Pierre
;
Fos, Vyacheslav
- In:
Econometrica : journal of the Econometric Society, an …
84
(
2016
)
4
,
pp. 1441-1475
Persistent link: https://www.econbiz.de/10011611102
Saved in:
8
Market size matters : a model of excess
volatility
in large markets
Kawakami, Kei
-
2015
Persistent link: https://www.econbiz.de/10011339241
Saved in:
9
Market size matters : a model of excess
volatility
in large markets
Kawakami, Kei
- In:
Journal of financial markets
28
(
2016
),
pp. 24-45
Persistent link: https://www.econbiz.de/10011722227
Saved in:
10
Informativeness of trade size in foreign exchange markets
Gradojevic, Nikola
;
Erdemlioglu, Deniz
;
Gençay, Ramazan
- In:
Economics letters
150
(
2017
),
pp. 27-33
Persistent link: https://www.econbiz.de/10011762076
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