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~institution:"Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung"
~institution:"Chambre de commerce et d'industrie de Paris"
~institution:"Europäische Kommission / Generaldirektion Wissenschaft, Forschung und Entwicklung"
~institution:"Institut für Weltwirtschaft"
~institution:"Nuffield College"
~subject:"Volatility"
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Volatility
Volatilität
31
Estimation
8
Schätzung
8
EU countries
7
EU-Staaten
7
Stochastic process
6
Stochastischer Prozess
6
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30
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Crouhy, Michel
5
Shephard, Neil G.
4
Barndorff-Nielsen, Ole E.
3
Bensoussan, Alain
3
Galai, Dan
3
Pierdzioch, Christian
3
Rockinger, Michael
3
Carstensen, Kai
2
Solnik, Bruno
2
Angelini, Paolo
1
Boucrelle, Cyril
1
Buch, Claudia M.
1
Chib, Siddhartha
1
Coetzee, Eric
1
Cuba R., Mauricio de la
1
Dumas, Bernard
1
Döpke, Jörg
1
Faggio, Giulia
1
Fischer, Malte
1
Fleming, Jeff
1
Fratzscher, Marcel
1
Frenkel, Michael
1
Grande, Giuseppe
1
Graversen, Svend Erik
1
Hördahl, Peter
1
Le Fur, Yann
1
Levy, Aviram
1
Longin, François M.
1
Nakajima, Jouchi
1
Omori, Yasuhiro
1
Packer, Frank
1
Penetta, Fabio
1
Perli, Roberto
1
Raddant, Matthias
1
Stadtmann, Georg
1
Urga, Giovanni
1
Whaley, Robert E.
1
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Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
Chambre de commerce et d'industrie de Paris
Europäische Kommission / Generaldirektion Wissenschaft, Forschung und Entwicklung
Institut für Weltwirtschaft
Nuffield College
National Bureau of Economic Research
496
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
28
Centre for Analytical Finance <Århus>
19
World Bank
18
International Monetary Fund
16
Federal Reserve Bank of St. Louis
13
Svenska Handelshögskolan <Helsinki>
12
European University Institute / Department of Economics
11
Internationaler Währungsfonds / Research Department
11
University of Canterbury / Dept. of Economics and Finance
11
Centre for Growth and Business Cycle Research <Manchester>
10
Ekonomiska forskningsinstitutet <Stockholm>
10
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
9
Federal Reserve Bank of New York
8
Rodney L. White Center for Financial Research
8
Instituto Valenciano de Investigaciones Económicas
7
Federal Reserve Bank of San Francisco
6
Gottfried Wilhelm Leibniz Universität Hannover
6
Institute of Finance and Accounting <London>
6
Birkbeck College / Department of Economics
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
Federal Reserve System / Division of Research and Statistics
5
Massachusetts Institute of Technology / Department of Economics
5
The Wharton Financial Institutions Center
5
Center for Economic Research <Tilburg>
4
Econometrisch Instituut <Rotterdam>
4
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4
Inter-American Development Bank / Office of the Chief Economist
4
School of Accounting, Economics and Finance <Geelong>
4
Springer Fachmedien Wiesbaden
4
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
4
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
4
William Davidson Institute <Ann Arbor, Mich.>
4
Australian National University / Faculty of Economics and Commerce
3
Banco Central do Brasil
3
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Les cahiers de recherche / HEC Paris
9
EUR
4
Economics discussion papers
4
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4
Kiel advanced studies working papers : advanced studies in international economic policy research
3
BIS papers / Bank for International Settlements, Monetary and Economic Department
2
BIS quarterly review : international banking and financial market developments
2
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2
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ECONIS (ZBW)
31
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1
The response of European stock markets to the Brexit
Raddant, Matthias
-
2016
Volatilität
einzelner Aktien. Wir finden, dass die Reaktion der Märkte relativ ähnlich war, Italien stellt allerdings eine … Ausnahme dar. Hier hat sich die
Volatilität
von Aktien im Finanzsektor nach der Abstimmung in Großbritannien verfestigt. …
Persistent link: https://www.econbiz.de/10011620331
Saved in:
2
Volatility stirs, markets unshaken
In:
BIS quarterly review : international banking and …
(
2014
),
pp. 1-11
Persistent link: https://www.econbiz.de/10010426184
Saved in:
3
Policy measures and reduced short-term risks buoyed markets
In:
BIS quarterly review : international banking and …
(
2012
),
pp. 1-10
Persistent link: https://www.econbiz.de/10009685873
Saved in:
4
Understanding asset prices : an overview ; 2006 Autumn Meeting of Central Banks Economists
Hördahl, Peter
;
Packer, Frank
-
2007
Persistent link: https://www.econbiz.de/10003462349
Saved in:
5
The recent behaviour of financial market volatility
Penetta, Fabio
;
Angelini, Paolo
;
Grande, Giuseppe
; …
-
2006
Persistent link: https://www.econbiz.de/10003373298
Saved in:
6
Stochastic volatility with leverage : fast likelihood inference
Omori, Yasuhiro
;
Chib, Siddhartha
;
Shephard, Neil G.
; …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002365024
Saved in:
7
Is European money demand still stable?
Carstensen, Kai
(
contributor
)
-
2004
-
[Elektronische Ressource], rev. version
Persistent link: https://www.econbiz.de/10002011393
Saved in:
8
A feasible central limit theory for realised volatility under leverage
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001923849
Saved in:
9
Power variation & stochastic volatility : a review and some new results
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001759031
Saved in:
10
Power and bipower variation with stochastic volatility and jumps
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001759032
Saved in:
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