//--> //--> //--> //-->
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
~institution:"Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung"
~institution:"Chambre de commerce et d'industrie de Paris"
~institution:"Nuffield College"
~institution:"School of Accounting, Economics and Finance <Geelong>"
~subject:"Estimation"
~subject:"Volatility"
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:"Volatilität"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Estimation
Volatility
Volatilität
21
Stochastic process
6
Stochastischer Prozess
6
Derivat
4
Derivative
4
Hong Kong
4
Hongkong
4
Aktienmarkt
3
Capital income
3
Capital structure
3
Geldpolitische Transmission
3
Kapitaleinkommen
3
Kapitalstruktur
3
Monetary transmission
3
Option pricing theory
3
Optionspreistheorie
3
Spillover effect
3
Spillover-Effekt
3
Stock market
3
USA
3
United States
3
Welt
3
World
3
Börsenkurs
2
Financial market
2
Finanzmarkt
2
France
2
Frankreich
2
Index futures
2
Index-Futures
2
International financial market
2
Internationaler Finanzmarkt
2
Schätzung
2
Share price
2
Structural break
2
Strukturbruch
2
1959-1996
1
1982-1995
1
more ...
less ...
Online availability
All
Free
8
Type of publication
All
Book / Working Paper
19
Article
2
Type of publication (narrower categories)
All
Arbeitspapier
17
Working Paper
17
Graue Literatur
13
Non-commercial literature
13
Article in journal
2
Aufsatz in Zeitschrift
2
Conference proceedings
1
Konferenzschrift
1
more ...
less ...
Language
All
English
21
Author
All
Crouhy, Michel
5
Gannon, Gerard L.
4
Shephard, Neil G.
4
Barndorff-Nielsen, Ole E.
3
Bensoussan, Alain
3
Galai, Dan
3
Rockinger, Michael
3
Au-Yeung, Siu Pang
2
Solnik, Bruno
2
Angelini, Paolo
1
Boucrelle, Cyril
1
Chib, Siddhartha
1
Dumas, Bernard
1
Fleming, Jeff
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
Urga, Giovanni
1
Whaley, Robert E.
1
more ...
less ...
Institution
All
Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
Chambre de commerce et d'industrie de Paris
Nuffield College
School of Accounting, Economics and Finance <Geelong>
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
Institut für Weltwirtschaft
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
Europäische Kommission / Generaldirektion Wissenschaft, Forschung und Entwicklung
4
Federal Reserve System / Board of Governors
4
Inter-American Development Bank / Office of the Chief Economist
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
more ...
less ...
Published in...
All
Les cahiers de recherche / HEC Paris
9
Economics discussion papers
4
School working papers / Faculty of Business and Law, School of Accounting, Economics and Finance, Deakin University
4
BIS papers / Bank for International Settlements, Monetary and Economic Department
2
BIS quarterly review : international banking and financial market developments
2
Source
All
ECONIS (ZBW)
21
Showing
1
-
10
of
21
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Volatility stirs, markets unshaken
In:
BIS quarterly review : international banking and …
(
2014
),
pp. 1-11
Persistent link: https://www.econbiz.de/10010426184
Saved in:
2
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:
3
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:
4
The recent behaviour of financial market volatility
Penetta, Fabio
;
Angelini, Paolo
;
Grande, Giuseppe
; …
-
2006
Persistent link: https://www.econbiz.de/10003373298
Saved in:
5
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:
6
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:
7
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:
8
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:
9
Structural effects and spillovers in HSIF, HSI and S&P500 volatility
Gannon, Gerard L.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002035594
Saved in:
10
Simultaneous volatility transmissions and spillover effects : US and Hong Kong Stock and futures markets
Gannon, Gerard L.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002035603
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->