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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:"Nuffield College"
~subject:"Volatility"
~type_genre:"Working Paper"
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Search: subject:"Volatilität"
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Volatility
Volatilität
13
Stochastic process
6
Stochastischer Prozess
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3
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3
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Crouhy, Michel
5
Shephard, Neil G.
4
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3
Bensoussan, Alain
3
Galai, Dan
3
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3
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2
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1
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1
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1
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1
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1
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1
Longin, François M.
1
Nakajima, Jouchi
1
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1
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1
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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
Nuffield College
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
28
National Bureau of Economic Research
17
Centre for Analytical Finance <Århus>
16
Federal Reserve Bank of St. Louis
13
Svenska Handelshögskolan <Helsinki>
12
University of Canterbury / Dept. of Economics and Finance
11
Centre for Growth and Business Cycle Research <Manchester>
10
Institut für Weltwirtschaft
10
Internationaler Währungsfonds / Research Department
10
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
9
European University Institute / Department of Economics
9
Federal Reserve Bank of New York
8
International Monetary Fund
8
Rodney L. White Center for Financial Research
8
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7
Instituto Valenciano de Investigaciones Económicas
7
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6
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5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
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5
Federal Reserve System / Division of Research and Statistics
5
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4
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4
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Inter-American Development Bank / Office of the Chief Economist
4
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4
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4
William Davidson Institute <Ann Arbor, Mich.>
4
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3
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3
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3
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3
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3
Federal Reserve Bank of Cleveland
3
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9
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ECONIS (ZBW)
13
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1
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:
2
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:
3
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:
4
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:
5
Correlation structure of international equity markets during extremely volatile periods
Longin, François M.
;
Solnik, Bruno
-
1998
Persistent link: https://www.econbiz.de/10000996169
Saved in:
6
Information content of Russian stock indices
Rockinger, Michael
;
Urga, Giovanni
-
1997
Persistent link: https://www.econbiz.de/10000981414
Saved in:
7
Volatility indices for the French financial market
Crouhy, Michel
;
Rockinger, Michael
-
1996
Persistent link: https://www.econbiz.de/10000936195
Saved in:
8
Implied volatility functions : empirical tests
Dumas, Bernard
;
Fleming, Jeff
;
Whaley, Robert E.
-
1996
Persistent link: https://www.econbiz.de/10000936200
Saved in:
9
International market correlation and volatility
Solnik, Bruno
;
Boucrelle, Cyril
;
Le Fur, Yann
-
1996
Persistent link: https://www.econbiz.de/10000938038
Saved in:
10
Volatility clustering, asymmetry and hysteresis in stock returns : international evidence
Crouhy, Michel
;
Rockinger, Michael
-
1994
Persistent link: https://www.econbiz.de/10000907916
Saved in:
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