//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
isPartOf:"MPRA Paper"
~isPartOf:"Journal of econometrics"
~isPartOf:"NBER working paper series"
~isPartOf:"Quantitative finance"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Volatility"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Volatility
1,084
Volatilität
996
Theorie
346
Theory
346
Börsenkurs
227
Share price
227
Estimation
214
Schätzung
213
Stochastic process
211
Stochastischer Prozess
211
Capital income
165
Kapitaleinkommen
165
Option pricing theory
153
Optionspreistheorie
153
Estimation theory
137
Schätztheorie
137
Time series analysis
136
Zeitreihenanalyse
136
ARCH model
103
ARCH-Modell
102
Forecasting model
96
Prognoseverfahren
96
volatility
84
Exchange rate
83
Wechselkurs
80
Stock market
73
Aktienmarkt
71
Welt
71
World
71
Business cycle
64
Konjunktur
63
Stochastic volatility
63
CAPM
62
Financial market
60
Finanzmarkt
60
Market microstructure
54
Marktmikrostruktur
54
Portfolio selection
53
Portfolio-Management
53
Statistical distribution
52
more ...
less ...
Online availability
All
Free
667
Undetermined
340
Type of publication
All
Book / Working Paper
657
Article
510
Type of publication (narrower categories)
All
Article in journal
511
Aufsatz in Zeitschrift
511
Arbeitspapier
17
Graue Literatur
17
Non-commercial literature
17
Working Paper
17
Conference paper
3
Konferenzbeitrag
3
Collection of articles of several authors
2
Sammelwerk
2
Conference proceedings
1
Konferenzschrift
1
more ...
less ...
Language
All
English
996
Undetermined
171
Author
All
Bollerslev, Tim
32
Todorov, Viktor
19
Aizenman, Joshua
16
Andersen, Torben G.
16
Aït-Sahalia, Yacine
16
Diebold, Francis X.
16
Tauchen, George Eugene
15
Andersen, Torben
13
Bekaert, Geert
11
McAleer, Michael
9
Engle, Robert F.
8
Ito, Takatoshi
8
Meddahi, Nour
8
Mykland, Per A.
8
Schwert, G. William
8
Xiu, Dacheng
8
Campbell, John Y.
7
Davis, Steven J.
7
Edwards, Sebastian
7
Ghysels, Eric
7
Li, Jia
7
Patton, Andrew J.
7
Ait-Sahalia, Yacine
6
Bansal, Ravi
6
Caiado, Jorge
6
Cavaliere, Giuseppe
6
Crato, Nuno
6
Gallant, A. Ronald
6
Kim, Donggyu
6
Lettau, Martin
6
Li, Yingying
6
Onour, Ibrahim
6
Shephard, Neil G.
6
Wei, Shang-Jin
6
Asai, Manabu
5
Bloom, Nicholas
5
Caballero, Ricardo J.
5
Calvet, Laurent E.
5
Engel, Charles
5
Fan, Jianqing
5
more ...
less ...
Institution
All
National Bureau of Economic Research
484
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
171
Conference on Realized Volatility <2006, Montréal>
1
Published in...
All
MPRA Paper
Journal of econometrics
NBER working paper series
Quantitative finance
Energy economics
612
Finance research letters
589
Working paper / National Bureau of Economic Research, Inc.
467
International review of financial analysis
419
NBER Working Paper
416
Applied economics
379
Journal of banking & finance
375
International review of economics & finance : IREF
368
The journal of futures markets
361
Economic modelling
341
The North American journal of economics and finance : a journal of financial economics studies
324
Applied financial economics
266
Journal of empirical finance
265
Applied economics letters
262
Research in international business and finance
255
Working paper
255
Economics letters
246
International journal of theoretical and applied finance
245
Discussion paper / Centre for Economic Policy Research
240
Journal of international financial markets, institutions & money
239
Journal of international money and finance
230
Discussion paper / Tinbergen Institute
198
Journal of risk and financial management : JRFM
197
Journal of financial economics
184
Pacific-Basin finance journal
172
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
172
CESifo working papers
170
International Journal of Energy Economics and Policy : IJEEP
167
The European journal of finance
160
International journal of finance & economics : IJFE
151
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
150
IMF working papers
148
Journal of economic dynamics & control
147
International journal of forecasting
145
Journal of forecasting
131
The review of financial studies
126
more ...
less ...
Source
All
ECONIS (ZBW)
996
RePEc
171
Showing
1
-
10
of
1,167
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Can volatility solve the naive portfolio puzzle?
Curran, Michael
;
O'Sullivan, Patrick
;
Zalla, Ryan
- In:
Quantitative finance
23
(
2023
)
11
,
pp. 1545-1560
Persistent link: https://www.econbiz.de/10014419177
Saved in:
2
A study on asset price bubble dynamics : explosive trend or quadratic variation?
Jarrow, Robert A.
;
Kwok, Simon Sai Man
- In:
Quantitative finance
24
(
2024
)
5
,
pp. 613-626
Persistent link: https://www.econbiz.de/10014552111
Saved in:
3
Assessing the accuracy of exponentially weighted moving average models for value-at-risk and expected shortfall of crypto portfolios
Alexander, Carol
;
Dakos, Michael
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 393-427
Persistent link: https://www.econbiz.de/10014232660
Saved in:
4
Improving the asymmetric stochastic volatility model with ex-post volatility : the identification of the asymmetry
Zhang, Zehua
;
Zhao, Ran
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 35-51
Persistent link: https://www.econbiz.de/10013490951
Saved in:
5
Markovian approximations of stochastic Volterra equations with the fractional kernel
Bayer, Christian
;
Breneis, Simon
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 53-70
Persistent link: https://www.econbiz.de/10013490954
Saved in:
6
Empirical deep hedging
Mikkilä, Oskari
;
Kanniainen, Juho
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 111-122
Persistent link: https://www.econbiz.de/10013490958
Saved in:
7
Principled pasting : attaching tails to risk-neutral probability density functions recovered from option prices
Bollinger, Thomas R.
;
Melick, William Robert
;
Thomas, …
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1751-1768
Persistent link: https://www.econbiz.de/10014452468
Saved in:
8
Functional quantization of rough volatility and applications to volatility derivatives
Bonesini, O.
;
Callegaro, Giulia
;
Jacquier, Antoine
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1769-1792
Persistent link: https://www.econbiz.de/10014452470
Saved in:
9
VIX pricing in the rBergomi model under a regime switching change of measure
Guerreiro, Henrique
;
Guerra, João
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 721-738
Persistent link: https://www.econbiz.de/10014304326
Saved in:
10
Delta hedging bitcoin options with a smile
Alexander, Carol
;
Imeraj, Arben
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 799-817
Persistent link: https://www.econbiz.de/10014304354
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->