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Search: subject:"Volatility"
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Volatility
101
Volatilität
101
Theorie
39
Theory
39
Capital income
25
Kapitaleinkommen
25
Time series analysis
25
Zeitreihenanalyse
25
Stochastic process
22
Stochastischer Prozess
22
Börsenkurs
19
Share price
19
ARCH model
18
ARCH-Modell
18
Estimation
18
Schätzung
18
Forecasting model
17
Prognoseverfahren
17
Estimation theory
15
Schätztheorie
15
Option pricing theory
11
Optionspreistheorie
11
Modellierung
9
Scientific modelling
9
Risikoprämie
8
Risk premium
8
Correlation
7
Korrelation
7
USA
7
United States
7
Aktienmarkt
6
Nichtparametrisches Verfahren
6
Nonparametric statistics
6
Stock market
6
Business cycle
5
CAPM
5
Konjunktur
5
Martingal
5
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5
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5
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102
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102
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Arbeitspapier
102
Graue Literatur
102
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102
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102
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English
102
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Lunde, Asger
8
Santucci de Magistris, Paolo
8
Bollerslev, Tim
7
Christiansen, Charlotte
7
Christoffersen, Peter F.
7
Todorov, Viktor
7
Andersen, Torben
6
Teräsvirta, Timo
6
Christensen, Bent Jesper
5
Hansen, Peter Reinhard
5
Hounyo, Ulrich
5
Podolskij, Mark
5
Jacobs, Kris
4
Silvennoinen, Annastiina
4
Veliyev, Bezirgen
4
Asgharian, Hossein
3
Barndorff-Nielsen, Ole E.
3
Christensen, Kim
3
Hou, Ai Jun
3
Rossi, Eduardo
3
Veraart, Almut E. D.
3
Violante, Francesco
3
Amado, Cristina
2
Andreasen, Martin Møller
2
Barletta, Andrea
2
Bennedsen, Mikkel
2
Caporin, Massimiliano
2
Ergemen, Yunus Emre
2
Fusari, Nicola
2
Grassi, Stefano
2
Heston, Steven L.
2
Kristensen, Dennis
2
Kruse, Robinson
2
Meddahi, Nour
2
Olesen, Kasper V.
2
Pakkanen, Mikko S.
2
Proietti, Tommaso
2
Tsiaras, Leonidas
2
Voev, Valeri
2
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2
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CREATES research paper
NBER working paper series
688
Working paper / National Bureau of Economic Research, Inc.
646
Energy economics
610
NBER Working Paper
595
Discussion paper series / IZA
585
Finance research letters
545
MPRA Paper
447
Applied economics
439
International review of financial analysis
418
Journal of banking & finance
397
International review of economics & finance : IREF
381
The journal of futures markets
370
Economic modelling
363
Discussion paper / Centre for Economic Policy Research
361
IMF Working Papers
331
Journal of econometrics
325
The North American journal of economics and finance : a journal of financial economics studies
325
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323
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302
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292
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290
IZA Discussion Paper
272
Journal of empirical finance
268
Applied financial economics
267
Research in international business and finance
260
International journal of theoretical and applied finance
245
Journal of international financial markets, institutions & money
242
Discussion paper / Tinbergen Institute
239
Journal of international money and finance
228
Journal of financial economics
210
Journal of risk and financial management : JRFM
207
Quantitative finance
190
IMF Staff Country Reports
186
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
181
Pacific-Basin finance journal
178
Physica A: Statistical Mechanics and its Applications
174
Journal of economic dynamics & control
167
International Journal of Energy Economics and Policy : IJEEP
166
IMF working papers
164
CESifo Working Paper Series
159
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ECONIS (ZBW)
102
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102
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61
Modelling changes in the uncondizional variance of long stock return series
Amado, Cristina
;
Teräsvirta, Timo
-
2012
Persistent link: https://www.econbiz.de/10009502504
Saved in:
62
Exponential GARCH modeling with realized measures of
volatility
Hansen, Peter Reinhard
;
Huang, Zhuo
-
2012
Persistent link: https://www.econbiz.de/10009660759
Saved in:
63
Stock return and cash flow predictability : the role of
volatility
risk
Bollerslev, Tim
;
Xu, Lai
;
Zhou, Hao
-
2012
Persistent link: https://www.econbiz.de/10009667370
Saved in:
64
Modelling electricity day-ahead prices by multivariate Lévy
Veraart, Almut E. D.
;
Veraart, A. M.
-
2012
Persistent link: https://www.econbiz.de/10009524068
Saved in:
65
Parametric inference and dynamic state recovery from option panels
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2012
Persistent link: https://www.econbiz.de/10009524097
Saved in:
66
The impact of financial crises on the risk-return tradeoff and the leverage effect
Christensen, Bent Jesper
;
Ørregaard Nielsen, Morten
; …
-
2012
Persistent link: https://www.econbiz.de/10009531560
Saved in:
67
A test for the rank of the
volatility
process : the random perturbation approach
Jacod, Jean
;
Podolskij, Mark
-
2012
Persistent link: https://www.econbiz.de/10009785770
Saved in:
68
And now, the rest of the news :
volatility
and firm specific news arrival
Engle, Robert F.
;
Hansen, Martin Klint
;
Lunde, Asger
-
2012
Persistent link: https://www.econbiz.de/10009785771
Saved in:
69
Bayesian stochastic model specification search for seasonal and calendar effects
Proietti, Tommaso
;
Grassi, Stefano
-
2011
Persistent link: https://www.econbiz.de/10008841795
Saved in:
70
Option valuation with the simplified component GARCH model
Dziubinski, Matt
-
2011
Persistent link: https://www.econbiz.de/10008857566
Saved in:
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