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Search: subject:"Volatility"
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Volatility
198
Volatilität
195
Theorie
90
Theory
90
Time series analysis
79
Zeitreihenanalyse
79
Estimation
62
Schätzung
62
ARCH model
59
ARCH-Modell
59
Stochastic process
58
Stochastischer Prozess
58
Börsenkurs
36
Share price
36
Arbeitsmobilität
30
Labour mobility
30
Capital income
29
Forecasting model
29
Kapitaleinkommen
29
Prognoseverfahren
29
Estimation theory
28
Schätztheorie
28
USA
23
United States
23
Monte Carlo simulation
20
Monte-Carlo-Simulation
20
Exchange rate
19
Wechselkurs
19
Capital market returns
18
Kapitalmarktrendite
18
Spillover effect
18
Spillover-Effekt
18
Welt
18
World
18
State space model
17
Zustandsraummodell
17
Option pricing theory
15
Optionspreistheorie
15
Stochastic volatility
15
stochastic volatility
15
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Free
208
Type of publication
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Book / Working Paper
240
Type of publication (narrower categories)
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Arbeitspapier
240
Working Paper
240
Graue Literatur
236
Non-commercial literature
236
Language
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English
240
Author
All
McAleer, Michael
62
Koopman, Siem Jan
43
Chang, Chia-Lin
25
Lucas, André
22
Bos, Charles S.
20
Dijk, Dick van
16
Asai, Manabu
13
Allen, David E.
11
Wijnbergen, Sweder van
10
Blasques, Francisco
9
Sluis, Pieter J. van der
9
Hol Uspensky, Eugenie
6
Hommes, Cars H.
6
Opschoor, Anne
6
Wel, Michel van der
6
Boswijk, Herman Peter
5
Dijk, Herman K. van
5
Mahieu, Ronald J.
5
Ooms, Marius
5
Scharth, Marcel
5
Vries, Casper G. de
5
Creal, Drew
4
Daníelsson, Jón
4
Delfgaauw, Josse
4
Diks, Cees G. H.
4
Jungbacker, Borus
4
Lord, Roger
4
Moraleda Novo, Juan Manuel
4
Powell, Robert
4
Carnero, M. Angeles
3
Gooijer, Jan G. de
3
Gorgi, Paolo
3
Hoogerheide, Lennart
3
Janus, Paweł
3
Lit, Rutger
3
Martens, Martin
3
Mercurio, Fabio
3
Ommeren, Jos van
3
Ours, Jan C. van
3
Pooter, Michiel de
3
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Discussion paper / Tinbergen Institute
NBER working paper series
692
Working paper / National Bureau of Economic Research, Inc.
646
Energy economics
616
Finance research letters
607
NBER Working Paper
595
Discussion paper series / IZA
586
MPRA Paper
447
Applied economics
440
International review of financial analysis
426
Journal of banking & finance
397
International review of economics & finance : IREF
389
The journal of futures markets
372
Economic modelling
364
Discussion paper / Centre for Economic Policy Research
361
Working paper
347
IMF Working Papers
331
Journal of econometrics
325
The North American journal of economics and finance : a journal of financial economics studies
325
Economics letters
302
Applied economics letters
293
CESifo working papers
291
IZA Discussion Paper
272
Journal of empirical finance
272
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
244
Journal of international money and finance
232
Journal of financial economics
210
Journal of risk and financial management : JRFM
207
Quantitative finance
191
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
180
Physica A: Statistical Mechanics and its Applications
174
International Journal of Energy Economics and Policy : IJEEP
167
Journal of economic dynamics & control
167
IMF working papers
164
The European journal of finance
161
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ECONIS (ZBW)
240
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231
On-the-job training, job mobility and wages in Britain
Groot, Wim
-
1996
Persistent link: https://www.econbiz.de/10000929728
Saved in:
232
Long-term equity anticipation securities and stock market
volatility
dynamics
Bollerslev, Tim
;
Mikkelsen, Hans Ole Æ.
-
1996
Persistent link: https://www.econbiz.de/10000929736
Saved in:
233
Social security and labor mobility : can inflexibility improve welfare?
Dijk, Frans van
-
1996
Persistent link: https://www.econbiz.de/10000937899
Saved in:
234
An analytically tractable interest rate model with humped
volatility
Mercurio, Fabio
;
Moraleda Novo, Juan Manuel
-
1996
Persistent link: https://www.econbiz.de/10000939515
Saved in:
235
Pricing American interest rate claims with humped
volatility
models
Moraleda Novo, Juan Manuel
;
Vorst, Ton
-
1996
Persistent link: https://www.econbiz.de/10000939517
Saved in:
236
Job flows of firms in traditional services
Klomp, Luuk
;
Thurik, Adriaan R.
-
1996
Persistent link: https://www.econbiz.de/10000942624
Saved in:
237
A family of humped
volatility
structures
Mercurio, Fabio
;
Moraleda Novo, Juan Manuel
-
1996
Persistent link: https://www.econbiz.de/10000948314
Saved in:
238
Volatility
clustering in stock returns at low frequencies
Jacobsen, Ben
;
Dannenburg, Dennis Ramon
-
1995
Persistent link: https://www.econbiz.de/10000918266
Saved in:
239
Multivariate stochastic
volatility
Daníelsson, Jón
-
1995
Persistent link: https://www.econbiz.de/10000913125
Saved in:
240
Labour demand and job-to-job movement : macro-economic behaviour
Hassink, Wolter H. J.
;
Broersma, Lourens
-
1992
Persistent link: https://www.econbiz.de/10000122470
Saved in:
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