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Search: subject:"volatility"
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Subject
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Volatilität
39,035
Volatility
38,993
Arbeitsmobilität
12,217
Labour mobility
12,214
Theorie
11,452
Theory
11,299
Schätzung
9,592
Estimation
9,488
Börsenkurs
9,221
Share price
9,141
Kapitaleinkommen
7,054
Capital income
7,043
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6,332
ARCH model
6,280
Aktienmarkt
5,754
Stock market
5,720
USA
5,594
United States
5,499
Welt
4,909
World
4,860
Wechselkurs
4,484
Exchange rate
4,452
Stochastischer Prozess
3,823
Optionspreistheorie
3,816
Option pricing theory
3,787
Prognoseverfahren
3,787
Stochastic process
3,776
Forecasting model
3,753
Zeitreihenanalyse
3,171
Time series analysis
3,115
Risk
2,598
Risiko
2,571
Spillover-Effekt
2,438
Spillover effect
2,421
Ölpreis
2,311
Oil price
2,308
Konjunktur
2,260
Business cycle
2,235
Portfolio-Management
2,158
Portfolio selection
2,152
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All
Free
23,182
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13,093
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Article
28,809
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26,196
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55
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9
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26,319
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10,469
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10,064
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1,680
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1,680
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732
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611
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520
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6,598
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1,124
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307
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212
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89
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79
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70
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56
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39
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25
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16
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15
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10
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3
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3
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McAleer, Michael
410
Gupta, Rangan
243
Caporale, Guglielmo Maria
213
Bollerslev, Tim
172
Chang, Chia-Lin
155
Diebold, Francis X.
129
Spagnolo, Nicola
120
Bouri, Elie
114
Pierdzioch, Christian
108
Koopman, Siem Jan
99
Andersen, Torben
98
Aizenman, Joshua
96
Härdle, Wolfgang
96
Ma, Feng
94
Asai, Manabu
90
Lux, Thomas
88
Bekaert, Geert
85
Hautsch, Nikolaus
79
Hammoudeh, Shawkat
76
Bahmani-Oskooee, Mohsen
75
Caporin, Massimiliano
74
Engle, Robert F.
74
Todorov, Viktor
73
Davis, Steven J.
72
Buch, Claudia M.
71
McMillan, David G.
70
Tiwari, Aviral Kumar
69
Kočenda, Evžen
68
Mumtaz, Haroon
68
Chiarella, Carl
67
Clements, Adam
67
Allen, David E.
64
Andersen, Torben G.
64
Ghysels, Eric
62
Corbet, Shaen
61
Lucey, Brian M.
61
Kang, Sang Hoon
58
Wohar, Mark E.
57
Gil-Alaña, Luis A.
56
Hafner, Christian M.
56
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National Bureau of Economic Research
708
International Monetary Fund (IMF)
182
School of Economics and Management, University of Aarhus
85
European Central Bank
40
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
38
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
36
CESifo
35
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
34
OECD
33
HAL
29
Econometric Society
28
Forschungsinstitut zur Zukunft der Arbeit
28
World Bank
26
International Monetary Fund
23
Department of Economics and Finance, College of Business and Economics
22
Department of Econometrics and Business Statistics, Monash Business School
21
William Davidson Institute <Ann Arbor, Mich.>
21
Centre for Analytical Finance <Århus>
19
Institut für Weltwirtschaft (IfW)
18
Université Paris-Dauphine
18
Economics Group, Nuffield College, University of Oxford
17
Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel
17
Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance
16
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
16
National Centre for Econometric Research (NCER)
16
Federal Reserve Bank of St. Louis
15
Henley Business School, University of Reading
15
Cowles Foundation for Research in Economics, Yale University
14
University of Bonn, Germany
14
Department of Economics and Business, Universitat Pompeu Fabra
13
European University Institute / Department of Economics
13
Internationaler Währungsfonds / Research Department
13
Society for Computational Economics - SCE
13
Center for Financial Studies
12
DIW Berlin (Deutsches Institut für Wirtschaftsforschung)
12
Ekonomiska forskningsinstitutet <Stockholm>
12
Suomen Pankki
12
Svenska Handelshögskolan <Helsinki>
12
Faculty of Economics, University of Cambridge
11
Instituto Valenciano de Investigaciones Económicas (IVIE)
11
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NBER working paper series
692
Working paper / National Bureau of Economic Research, Inc.
646
Energy economics
614
Finance research letters
606
NBER Working Paper
595
Discussion paper series / IZA
586
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
346
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
Discussion paper / Tinbergen Institute
240
Journal of international money and finance
232
Journal of financial economics
210
Journal of risk and financial management : JRFM
207
IMF Working Papers
198
Quantitative finance
191
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
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
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
157
Labour economics : official journal of the European Association of Labour Economists
157
Working Paper
157
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Source
All
ECONIS (ZBW)
51,408
EconStor
1,768
RePEc
1,636
BASE
182
USB Cologne (EcoSocSci)
48
Other ZBW resources
19
USB Cologne (business full texts)
5
ArchiDok
3
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91
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91
Analysis of the Mexican Peso-US Dollar exchange rate
volatility
through stochastic modeling
López Herrera, Francisco
- In:
Análisis económico
39
(
2024
)
100
,
pp. 85-98
Persistent link: https://www.econbiz.de/10014536248
Saved in:
92
Local currency bond markets, foreign investor participation and capital flow
volatility
in emerging Asia
Beirne, John
;
Renzhi, Nuobu
;
Volz, Ulrich
- In:
The Singapore economic review
69
(
2024
)
2
,
pp. 517-541
Persistent link: https://www.econbiz.de/10014536275
Saved in:
93
Futures trading costs and market microstructure invariance : identifying bet activity
Hou, Ai Jun
;
Nordén, Lars L.
;
Xu, Caihong
- In:
The journal of futures markets
44
(
2024
)
6
,
pp. 901-922
Persistent link: https://www.econbiz.de/10014536704
Saved in:
94
Lever up! : an analysis of options trading in leveraged ETFs
Gilstrap, Collin
;
Petkevich, Alex
;
Teterin, Pavel
; …
- In:
The journal of futures markets
44
(
2024
)
6
,
pp. 986-1002
Persistent link: https://www.econbiz.de/10014536712
Saved in:
95
A study on asset price bubble dynamics : explosive trend or quadratic variation?
Jarrow, Robert A.
;
Kwok, Simon Sai Man
- In:
Quantitative finance
24
(
2024
)
5
,
pp. 613-626
Persistent link: https://www.econbiz.de/10014552111
Saved in:
96
Multi-task forecasting of the realized volatilities of agricultural commodity prices
Gupta, Rangan
;
Pierdzioch, Christian
-
2024
Persistent link: https://www.econbiz.de/10014553246
Saved in:
97
GARCHX-NoVaS : a model-free approach to incorporate exogenous variables
Wu, Kejin
;
Karmakar, Sayar
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014553270
Saved in:
98
The term structure of judgement : interpreting survey disagreement
Brenna, Federica
;
Budrys, Žymantas
-
2024
Persistent link: https://www.econbiz.de/10014553879
Saved in:
99
Banks' window-dressing of the G-SIB framework: causal evidence from a quantitative impact study
Naylor, Matthew
;
Corrias, Renzo
;
Welz, Peter
-
2024
Persistent link: https://www.econbiz.de/10014557870
Saved in:
100
Can inflation predict energy price
volatility
?
Batten, Jonathan A.
;
Mo, Di
;
Pourkhanali, Armin
- In:
Energy economics
129
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014558888
Saved in:
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