//--> //--> //-->
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
~accessRights:"restricted"
~person:"Christoffersen, Peter F."
~person:"Kelly, Bryan T."
~person:"Lehnert, Thorsten"
~person:"Lustig, Hanno"
~person:"Medeiros, Marcelo C."
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Measurement"
~subject:"Monte-Carlo-Simulation"
~subject:"Theorie"
~subject:"United States"
~type_genre:"Systematic review"
~type_genre:"Working Paper"
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:"Volatility"
Narrow search
Delete all filters
| 14 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
ARCH-Modell
Measurement
Monte-Carlo-Simulation
Theorie
United States
Volatility
10
Volatilität
10
Estimation
6
Schätzung
6
USA
6
Theory
5
Börsenkurs
4
Share price
4
Betriebsgrößenstruktur
2
Business network
2
Exchange rate
2
Firm size distribution
2
Option trading
2
Optionsgeschäft
2
Risiko
2
Risk
2
Unternehmensnetzwerk
2
VAR model
2
VAR-Modell
2
Wechselkurs
2
1926-2010
1
1926-2016
1
1952-2010
1
1983-2015
1
1984-2000
1
Absatz
1
Asset-market approach of the exchange rate
1
Bewertung
1
Black-Scholes model
1
Black-Scholes-Modell
1
Business cycle
1
Cash Flow
1
Cash flow
1
Country risk
1
Currency crisis
1
Debt crisis
1
more ...
less ...
Online availability
All
Undetermined
Free
23
Type of publication
All
Book / Working Paper
9
Type of publication (narrower categories)
All
Systematic review
Working Paper
Article in journal
11
Aufsatz in Zeitschrift
11
Arbeitspapier
9
Graue Literatur
9
Non-commercial literature
9
Language
All
English
9
Author
All
Christoffersen, Peter F.
Kelly, Bryan T.
Lehnert, Thorsten
Lustig, Hanno
Medeiros, Marcelo C.
Fernández-Villaverde, Jesús
7
Guerrón-Quintana, Pablo A.
6
Lettau, Martin
6
Ludvigson, Sydney C.
6
Rubio-Ramírez, Juan Francisco
6
Bekaert, Geert
5
Farmer, Roger E. A.
5
Giglio, Stefano
5
Aït-Sahalia, Yacine
4
Başak, Suleyman
4
Bianchi, Francesco
4
Caballero, Ricardo J.
4
Davis, Steven J.
4
Ghysels, Eric
4
Glaeser, Edward L.
4
Marcellino, Massimiliano
4
Moen, Espen R.
4
Nieuwerburgh, Stijn van
4
Perri, Fabrizio
4
Ravn, Morten O.
4
Sarno, Lucio
4
Simsek, Alp
4
Akcigit, Ufuk
3
Campos-Martins, Susana
3
Carlin, Bruce Ian
3
Carriero, Andrea
3
Daniel, Kent
3
Della Corte, Pasquale
3
Faia, Ester
3
Galí, Jordi
3
Gambetti, Luca
3
Hermansen, Mikkel Nørlem
3
Hoerova, Marie
3
Jeanne, Olivier
3
Kilian, Lutz
3
Koijen, Ralph S. J.
3
Kollmann, Robert
3
more ...
less ...
Published in...
All
Discussion paper / Centre for Economic Policy Research
4
Working paper / National Bureau of Economic Research, Inc.
4
Discussion papers / CEPR
1
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Hedging macroeconomic and financial uncertainty and
volatility
Dew-Becker, Ian
;
Giglio, Stefano
;
Kelly, Bryan T.
-
2020
Persistent link: https://www.econbiz.de/10012300973
Saved in:
2
Firm
volatility
in granual networks
Herskovic, Bernard
;
Kelly, Bryan T.
;
Lustig, Hanno
; …
-
2017
Persistent link: https://www.econbiz.de/10011739882
Saved in:
3
Does incomplete spanning in international financial markets help to explain exchange rates?
Lustig, Hanno
;
Verdelhan, Adrien
-
2016
Persistent link: https://www.econbiz.de/10011450423
Saved in:
4
Excess
volatility
: beyond discount rates
Giglio, Stefano
;
Kelly, Bryan T.
-
2016
Persistent link: https://www.econbiz.de/10011451780
Saved in:
5
The common factor in idiosyncratic
volatility
: quantitative asset pricing implications
Herskovic, Bernard
;
Kelly, Bryan T.
;
Lustig, Hanno
; …
-
2014
Persistent link: https://www.econbiz.de/10010360039
Saved in:
6
Firm
volatility
in granular networks
Kelly, Bryan T.
;
Lustig, Hanno
;
Nieuwerburgh, Stijn van
-
2013
Persistent link: https://www.econbiz.de/10010192396
Saved in:
7
Loss functions in option valuation : a framework for model selection
Bams, Dennis
;
Lehnert, Thorsten
;
Wolff, Christiaan …
-
2005
Persistent link: https://www.econbiz.de/10002754751
Saved in:
8
An evaluation framework for alternative VaR models
Bams, Dennis
-
2002
Persistent link: https://www.econbiz.de/10013423989
Saved in:
9
Modelling scale consistent VAR with the truncated Lévy flight
Lehnert, Thorsten
-
2001
Persistent link: https://www.econbiz.de/10013423320
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->