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Volatility
146
Volatilität
146
Theorie
77
Theory
77
Stochastic process
46
Stochastischer Prozess
46
Option pricing theory
35
Optionspreistheorie
35
Estimation
34
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27
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English
166
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Branger, Nicole
4
Chang, Chien-hung
3
Leippold, Markus
3
Lin, Yueh-neng
3
Westerhoff, Frank H.
3
Cai, Ning
2
Cardi, Olivier
2
Cheng, Jun
2
Chu, Yinxiao
2
Cui, Zhenyu
2
Dai, Min
2
Elliott, Robert J.
2
Gallegati, Mauro
2
He, Xue-zhong
2
Huber, Jürgen
2
Ibraimi, Meriton
2
Ielpo, Florian
2
Kalev, Petko S.
2
Kim, Bara
2
Kim, Jerim
2
Kirchler, Michael
2
Kollmann, Robert
2
Li, Chenxu
2
Liu, Xiaochun
2
Mahayni, Antje
2
Restout, Romain
2
Rodrigues, Paulo Jorge Maurício
2
Thille, Henry
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Wan, Xiangwei
2
Wei, Jianxing
2
Weinbaum, David
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Yang, Nian
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Zhang, Jin E.
2
Zhao, Li
2
Adams, Jonathan J.
1
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1
Agénor, Pierre-Richard
1
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Journal of economic dynamics & control
NBER working paper series
687
Working paper / National Bureau of Economic Research, Inc.
646
Energy economics
602
NBER Working Paper
595
Discussion paper series / IZA
585
Finance research letters
530
MPRA Paper
447
Applied economics
437
International review of financial analysis
418
Journal of banking & finance
397
International review of economics & finance : IREF
371
The journal of futures markets
363
Discussion paper / Centre for Economic Policy Research
361
Economic modelling
361
IMF Working Papers
331
Journal of econometrics
325
The North American journal of economics and finance : a journal of financial economics studies
325
Working paper
322
Economics letters
302
CESifo working papers
290
Applied economics letters
288
IZA Discussion Paper
272
Journal of empirical finance
268
Applied financial economics
267
Research in international business and finance
260
International journal of theoretical and applied finance
245
Journal of international financial markets, institutions & money
242
Discussion paper / Tinbergen Institute
239
Journal of international money and finance
223
Journal of financial economics
210
Journal of risk and financial management : JRFM
207
IMF Staff Country Reports
186
Quantitative finance
183
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
181
Pacific-Basin finance journal
176
Physica A: Statistical Mechanics and its Applications
174
IMF working papers
164
International Journal of Energy Economics and Policy : IJEEP
163
CESifo Working Paper Series
159
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1
Labor market dynamics with sorting
Schulz, Bastian
- In:
Journal of economic dynamics & control
158
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014532134
Saved in:
2
On fiscal and monetary policy-induced macroeconomic
volatility
dynamics
Liu, Xiaochun
- In:
Journal of economic dynamics & control
127
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012668875
Saved in:
3
Fast and accurate variational inference for large Bayesian VARs with stochastic
volatility
Chan, Joshua
;
Yu, Xuewen
- In:
Journal of economic dynamics & control
143
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013539520
Saved in:
4
The stock implied
volatility
and the implied dividend
volatility
Quaye, Enoch Nii Boi
;
Tunaru, Radu
- In:
Journal of economic dynamics & control
134
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013383766
Saved in:
5
Momentum and the cross-section of stock
volatility
Fan, Minyou
;
Kearney, Fearghal
;
Li, Youwei
;
Liu, Jiadong
- In:
Journal of economic dynamics & control
144
(
2022
),
pp. 1-30
Persistent link: https://www.econbiz.de/10013543109
Saved in:
6
Vector autoregression models with skewness and heavy tails
Karlsson, Sune
;
Mazur, Stepan
;
Nguyen, Hoang
- In:
Journal of economic dynamics & control
146
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014478164
Saved in:
7
Fast estimation of a large TVP-VAR model with score-driven volatilities
Zheng, Tingguo
;
Ye, Shiqi
;
Hong, Yongmiao
- In:
Journal of economic dynamics & control
157
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014495380
Saved in:
8
Pricing discretely monitored barrier options : When Malliavin calculus expansions meet Hilbert transforms
Cai, Ning
;
Li, Chenxu
;
Shi, Chao
- In:
Journal of economic dynamics & control
127
(
2021
),
pp. 1-41
Persistent link: https://www.econbiz.de/10012668507
Saved in:
9
The equivalent constant-elasticity-of-variance (CEV)
volatility
of the stochastic-alpha-beta-rho (SABR) model
Choi, Jaehyuk
;
Wu, Lixin
- In:
Journal of economic dynamics & control
128
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012628256
Saved in:
10
Out-of-equilibrium dynamics and excess
volatility
in firm networks
Dessertaine, Théo
;
Moran, José
;
Benzaquen, Michael
; …
- In:
Journal of economic dynamics & control
138
(
2022
),
pp. 1-47
Persistent link: https://www.econbiz.de/10013464732
Saved in:
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