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~isPartOf:"CREATES research paper"
~language:"eng"
~subject:"Risk management"
~subject:"Volatilität"
~type_genre:"Collection of articles of several authors"
~type_genre:"Graue Literatur"
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Risk management
Volatilität
Theorie
80
Theory
80
Time series analysis
63
Zeitreihenanalyse
63
Estimation theory
50
Schätztheorie
50
Estimation
44
Schätzung
44
Forecasting model
41
Prognoseverfahren
41
Volatility
33
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24
United States
24
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22
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22
Stochastic process
20
Stochastischer Prozess
20
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18
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18
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16
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16
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16
Risk premium
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Kointegration
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ARCH model
13
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Statistical test
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Induktive Statistik
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Collection of articles of several authors
Graue Literatur
Arbeitspapier
35
Non-commercial literature
35
Working Paper
35
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English
Author
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Santucci de Magistris, Paolo
4
Christensen, Kim
3
Christiansen, Charlotte
3
Veliyev, Bezirgen
3
Andersen, Torben
2
Asgharian, Hossein
2
Barletta, Andrea
2
Barndorff-Nielsen, Ole E.
2
Bollerslev, Tim
2
Christoffersen, Peter F.
2
Hou, Ai Jun
2
Pakkanen, Mikko S.
2
Podolskij, Mark
2
Rossi, Eduardo
2
Silvennoinen, Annastiina
2
Teräsvirta, Timo
2
Todorov, Viktor
2
Veraart, Almut E. D.
2
Violante, Francesco
2
Abate, Girum Dagnachew
1
Andreasen, Martin M.
1
Andreasen, Martin Møller
1
Anselin, Luc
1
Bennedsen, Mikkel
1
Berkowitz, Jeremy
1
Bolko, Anine E.
1
Callot, Laurent
1
Chini, Emilio Zanetti
1
Christensen, Bent Jesper
1
Christensen, Kimberly
1
Corcuera, José Manual
1
Dias, Gustavo Fruet
1
Ergemen, Yunus Emre
1
Exterkate, Peter
1
Fusari, Nicola
1
Gupta, Rangan
1
Hall, Anthony D.
1
Heston, Steven L.
1
Hounyo, Ulrich
1
Irarrazabal, Alfonso
1
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CREATES research paper
Working paper
106
Discussion paper / Centre for Economic Policy Research
50
Fisher College of Business working paper series
39
Finance and economics discussion series
37
Economics and finance working paper series
30
Discussion papers / CEPR
29
Working paper series / European Central Bank
25
Discussion paper series / IZA
24
Cardiff economics working papers
23
Meddelanden från Svenska Handelshögskolan
23
Études et dossiers / Association Internationale pour l'Étude de l'Économie de l'Assurance
23
Econometric Institute research papers
21
SFB 649 discussion paper
20
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
19
Working papers
17
CFS working paper series
16
Department of Economics working paper series
16
Working paper series
16
Policy research working paper : WPS
15
Discussion paper
14
Discussion papers in economics
12
Joint discussion paper series in economics : publ. by the Universities of Aachen, Gießen, Göttingen, Kassel, Marburg, Siegen
12
Staff reports / Federal Reserve Bank of New York
12
Working papers series / Federal Reserve Bank of San Francisco
12
Discussion paper / Department of Business and Management Science
11
Discussion paper series / Tasmanian School of Business and Economics, University of Tasmania
11
ECON PhD dissertations
11
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
11
Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
11
Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration
10
Working papers / Rodney L. White Center for Financial Research
10
Working papers / TSE : WP
10
School working papers / Accounting finance series / Faculty of Business and Law, School of Accounting, Economics and Finance, Deakin University
9
Working papers / University of Connecticut, Department of Economics
9
Department of Economics working paper
8
Discussion paper / The University of Western Australia, Business School, Economics
8
Economics / Discussion papers : the open-access, open-assessment e-journal
8
IFA working paper
8
Working papers / Brandeis University, Department of Economics and International Business School
8
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ECONIS (ZBW)
35
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1
Forecasting dynamically asymmetric fluctuations of the U.S.
business
cycle
Chini, Emilio Zanetti
-
2018
Persistent link: https://www.econbiz.de/10011864895
Saved in:
2
House price fluctuations and the
business
cycle dynamics
Abate, Girum Dagnachew
;
Anselin, Luc
-
2016
Persistent link: https://www.econbiz.de/10011447774
Saved in:
3
A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
-
2022
Persistent link: https://www.econbiz.de/10012816369
Saved in:
4
Betting on mean reversion in the VIX? : evidence from ETP flows
Nielsen, Ole Linnemann
;
Posselt, Anders Merrild
-
2022
-
This version: September 1, 2021
Persistent link: https://www.econbiz.de/10012816394
Saved in:
5
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
Saved in:
6
A machine learning approach to volatility forecasting
Christensen, Kim
;
Siggaard, Mathias Voldum
;
Veliyev, …
-
2021
Persistent link: https://www.econbiz.de/10012434010
Saved in:
7
The incremental information in the yield curve about future interest rate risk
Christensen, Bent Jesper
;
Kjær, Mads Markvart
; …
-
2021
-
This version: June 28, 2021
Persistent link: https://www.econbiz.de/10012621334
Saved in:
8
Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
-
2021
Persistent link: https://www.econbiz.de/10012815962
Saved in:
9
Roughness in spot variance? : a GMM approach for estimation of fractional log-normal stochastic volatility models using realized measures
Bolko, Anine E.
;
Christensen, Kim
;
Pakkanen, Mikko S.
; …
-
2020
Persistent link: https://www.econbiz.de/10012318238
Saved in:
10
Explaining bond return predictability in an estimated New Keynesian model
Andreasen, Martin Møller
-
2019
Persistent link: https://www.econbiz.de/10012063989
Saved in:
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