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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"The American economic review"
~language:"eng"
~subject:"Schätzung"
~subject:"Volatility"
~type_genre:"Article in journal"
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Schätzung
Volatility
Theorie
2,813
Theory
2,813
USA
2,053
United States
2,053
Option pricing theory
471
Optionspreistheorie
471
Estimation
345
Stochastic process
331
Stochastischer Prozess
331
Volatilität
297
Welt
276
World
276
Portfolio selection
272
Portfolio-Management
272
Experiment
241
Impact assessment
195
Wirkungsanalyse
195
Game theory
193
Spieltheorie
193
Derivat
179
Derivative
179
Geldpolitik
164
Monetary policy
164
Business cycle
162
Konjunktur
162
Economic growth
159
Wirtschaftswachstum
159
Börsenkurs
151
Share price
151
Yield curve
143
Zinsstruktur
143
Productivity
139
Produktivität
139
Risiko
130
Risk
130
Credit risk
122
Kreditrisiko
122
Financial crisis
118
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Undetermined
168
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Article
625
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Article in journal
Aufsatz in Zeitschrift
625
Conference paper
20
Konferenzbeitrag
20
Case study
1
Collection of articles of several authors
1
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1
Sammelwerk
1
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English
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Benth, Fred Espen
6
Brigo, Damiano
5
Gorodnichenko, Yuriy
5
Pistaferri, Luigi
5
Takahashi, Akihiko
5
Chang, Yongsung
4
Chetty, Raj
4
Fang, Hanming
4
Friedman, John N
4
Jaimovich, Nir
4
Pallavicini, Andrea
4
Rebonato, Riccardo
4
Rubio-Ramírez, Juan Francisco
4
Schorfheide, Frank
4
Schoutens, Wim
4
Trefler, Daniel
4
Alesina, Alberto
3
Angrist, Joshua D.
3
Beaudry, Paul
3
Bils, Mark
3
Card, David E.
3
Chiarella, Carl
3
Coibion, Olivier
3
Engel, Charles
3
Fernández-Villaverde, Jesús
3
Forde, Martin
3
Fouque, Jean-Pierre
3
Gatheral, Jim
3
Gong, Qing
3
Grzelak, Lech A.
3
Guerrón-Quintana, Pablo A.
3
Kim, Sun-bin
3
Kurmann, André
3
Liu, Rui Hua
3
Lubik, Thomas A.
3
Oosterlee, Cornelis W.
3
Otrok, Christopher M.
3
Radoičić, Radoš
3
Rockoff, Jonah E.
3
Rose, Andrew
3
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Published in...
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International journal of theoretical and applied finance
The American economic review
Applied economics
2,001
Applied economics letters
1,355
Economic modelling
1,056
Energy economics
949
Economics letters
867
Finance research letters
849
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
781
International review of economics & finance : IREF
748
Journal of banking & finance
726
Journal of econometrics
677
International review of financial analysis
651
Applied financial economics
632
Journal of international money and finance
619
The North American journal of economics and finance : a journal of financial economics studies
535
The journal of futures markets
489
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
453
Journal of empirical finance
438
Journal of international financial markets, institutions & money
421
Journal of applied econometrics
415
Research in international business and finance
413
Journal of financial economics
395
Journal of economic dynamics & control
353
The empirical economics letters : a monthly international journal of economics
353
International journal of finance & economics : IJFE
348
The review of economics and statistics
331
International journal of economics and financial issues : IJEFI
328
Journal of risk and financial management : JRFM
328
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
325
International journal of economics and finance
321
International Journal of Energy Economics and Policy : IJEEP
319
Journal of macroeconomics
318
Labour economics : official journal of the European Association of Labour Economists
315
European economic review : EER
304
The European journal of finance
304
The journal of finance : the journal of the American Finance Association
299
International journal of forecasting
284
Pacific-Basin finance journal
282
Cogent economics & finance
272
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ECONIS (ZBW)
625
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31
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625
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31
The arrival of fast Internet and employment in Africa
Hjort, Jonas
;
Poulsen, Jonas
- In:
The American economic review
109
(
2019
)
3
,
pp. 1032-1079
Persistent link: https://www.econbiz.de/10011992885
Saved in:
32
Back-of-the-envelope swaptions in a very parsimonious multi-curve interest rate model
Baviera, Roberto
- In:
International journal of theoretical and applied finance
22
(
2019
)
5
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012153037
Saved in:
33
Bargaining over babies : theory, evidence, and policy implications
Doepke, Matthias
;
Kindermann, Fabian
- In:
The American economic review
109
(
2019
)
9
,
pp. 3264-3306
Persistent link: https://www.econbiz.de/10012107120
Saved in:
34
Can we control carbon dioxide? : (from 1975)
Nordhaus, William D.
- In:
The American economic review
109
(
2019
)
6
,
pp. 2015-2035
Persistent link: https://www.econbiz.de/10012029284
Saved in:
35
Comparing UK tax returns of foreign multinationals to matched domestic firms
Bilicka, Katarzyna Anna
- In:
The American economic review
109
(
2019
)
8
,
pp. 2921-2953
Persistent link: https://www.econbiz.de/10012100350
Saved in:
36
The cyclicality of sales, regular and effective prices : business cycle and policy implications : reply
Coibion, Olivier
;
Gorodnichenko, Yuriy
;
Hong, Gee Hee
- In:
The American economic review
109
(
2019
)
1
,
pp. 314-324
Persistent link: https://www.econbiz.de/10011980553
Saved in:
37
Does incomplete spanning in international financial markets help to explain exchange rates?
Lustig, Hanno
;
Verdelhan, Adrien
- In:
The American economic review
109
(
2019
)
6
,
pp. 2208-2244
Persistent link: https://www.econbiz.de/10012029309
Saved in:
38
The effects of rent control expansion on Tenants, Landlords, and inequality : evidence from San Francisco
Diamond, Rebecca
;
McQuade, Timothy
;
Qian, Franklin
- In:
The American economic review
109
(
2019
)
9
,
pp. 3365-3394
Persistent link: https://www.econbiz.de/10012107128
Saved in:
39
Equilibrium price of variance swaps under stochastic volatility with Lévy jumps and stochastic interest rate
Yang, Ben-Zhang
;
Yue, Jia
;
Huang, Nan-Jing
- In:
International journal of theoretical and applied finance
22
(
2019
)
4
,
pp. 1-33
Persistent link: https://www.econbiz.de/10012030903
Saved in:
40
Frictions in a competitive, regulated market : evidence from taxis
Fréchette, Guillaume R.
;
Lizzeri, Alessandro
;
Salz, Tobias
- In:
The American economic review
109
(
2019
)
8
,
pp. 2954-2992
Persistent link: https://www.econbiz.de/10012100355
Saved in:
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