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Search: subject:"Volatilität"
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Volatility
147
Volatilität
147
Theorie
70
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46
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46
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35
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Branger, Nicole
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Journal of economic dynamics & control
Energy economics
610
Finance research letters
576
International review of financial analysis
419
Applied economics
378
Journal of banking & finance
374
The journal of futures markets
370
International review of economics & finance : IREF
367
Economic modelling
340
The North American journal of economics and finance : a journal of financial economics studies
324
Journal of econometrics
319
Applied financial economics
265
Journal of empirical finance
263
Applied economics letters
261
Research in international business and finance
253
Economics letters
247
International journal of theoretical and applied finance
245
Journal of international financial markets, institutions & money
239
Journal of international money and finance
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Journal of risk and financial management : JRFM
197
Quantitative finance
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Journal of financial economics
184
Pacific-Basin finance journal
172
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
169
International Journal of Energy Economics and Policy : IJEEP
166
The European journal of finance
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
150
International journal of finance & economics : IJFE
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International journal of forecasting
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The review of financial studies
125
The journal of finance : the journal of the American Finance Association
117
Applied mathematical finance
115
Computational economics
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
111
Journal of financial econometrics : official journal of the Society for Financial Econometrics
109
Global finance journal
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International journal of economics and financial issues : IJEFI
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
147
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61
A new approach to risk-return trade-off dynamics via decomposition
Frazier, David T.
;
Liu, Xiaochun
- In:
Journal of economic dynamics & control
62
(
2016
),
pp. 43-55
Persistent link: https://www.econbiz.de/10011708149
Saved in:
62
Calibration of stochastic volatility models : a Tikhonov regularization approach
Dai, Min
;
Tang, Ling
;
Yue, Xingye
- In:
Journal of economic dynamics & control
64
(
2016
),
pp. 66-81
Persistent link: https://www.econbiz.de/10011708221
Saved in:
63
Endogenous credit standards and aggregate fluctuations
Ravn, Søren Hove
- In:
Journal of economic dynamics & control
69
(
2016
),
pp. 89-111
Persistent link: https://www.econbiz.de/10011708430
Saved in:
64
Testing for time variation in an unobserved components model for the U.S. economy
Berger, Tino
;
Everaert, Gerdie
;
Vierke, Hauke
- In:
Journal of economic dynamics & control
69
(
2016
),
pp. 179-208
Persistent link: https://www.econbiz.de/10011708530
Saved in:
65
The macroeconomic effects of uncertainty shocks : the role of the financial channel
Popp, Aaron
;
Zhang, Fang
- In:
Journal of economic dynamics & control
69
(
2016
),
pp. 319-349
Persistent link: https://www.econbiz.de/10011708586
Saved in:
66
An analytical approximation formula for European option pricing under a new stochastic volatility model with regime-switching
He, Xin-Jiang
;
Zhu, Song-Ping
- In:
Journal of economic dynamics & control
71
(
2016
),
pp. 77-85
Persistent link: https://www.econbiz.de/10011708772
Saved in:
67
International business cycles and risk sharing with uncertainty shocks and recursive preferences
Kollmann, Robert
- In:
Journal of economic dynamics & control
72
(
2016
),
pp. 115-124
Persistent link: https://www.econbiz.de/10011708860
Saved in:
68
Uncertainty shocks, banking frictions and economic activity
Bonciani, Dario
;
Roye, Björn van
- In:
Journal of economic dynamics & control
73
(
2016
),
pp. 200-219
Persistent link: https://www.econbiz.de/10011709101
Saved in:
69
The stock-bond comovements and cross-market trading
Mengling Li
;
Zheng, Huanhuan
;
Chong, Terence Tai-Leung
; …
- In:
Journal of economic dynamics & control
73
(
2016
),
pp. 417-438
Persistent link: https://www.econbiz.de/10011709117
Saved in:
70
Comments on "Pareto weights as wedges in two-country models" by D. Backus, C. Coleman, A. Ferriere and S. Lyon
Kose, M. Ayhan
- In:
Journal of economic dynamics & control
72
(
2016
),
pp. 111-114
Persistent link: https://www.econbiz.de/10011716843
Saved in:
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