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Search: subject:"Volatilität"
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Subject
All
Volatilität
40,631
Volatility
39,597
Theorie
10,033
Theory
9,798
Börsenkurs
9,401
Share price
9,264
Schätzung
8,527
Estimation
8,345
Kapitaleinkommen
7,073
Capital income
7,046
ARCH-Modell
6,437
ARCH model
6,367
Aktienmarkt
5,852
Stock market
5,775
Welt
4,835
World
4,751
Wechselkurs
4,641
Exchange rate
4,528
USA
4,221
United States
4,092
Optionspreistheorie
3,900
Stochastischer Prozess
3,869
Option pricing theory
3,840
Prognoseverfahren
3,814
Stochastic process
3,807
Forecasting model
3,768
Zeitreihenanalyse
3,204
Time series analysis
3,128
Risk
2,543
Risiko
2,537
Ölpreis
2,358
Oil price
2,344
Spillover-Effekt
2,340
Spillover effect
2,313
Finanzmarkt
2,215
Portfolio-Management
2,172
Portfolio selection
2,161
Financial market
2,157
Konjunktur
1,877
Business cycle
1,832
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Online availability
All
Free
15,757
Undetermined
10,435
Type of publication
All
Article
22,612
Book / Working Paper
18,131
Other
2
Journal
1
Type of publication (narrower categories)
All
Article in journal
21,321
Aufsatz in Zeitschrift
21,321
Working Paper
7,626
Graue Literatur
7,237
Non-commercial literature
7,237
Arbeitspapier
6,983
Aufsatz im Buch
1,207
Book section
1,207
Hochschulschrift
666
Thesis
524
Collection of articles written by one author
178
Sammlung
178
Collection of articles of several authors
154
Sammelwerk
154
Conference paper
128
Konferenzbeitrag
128
Aufsatzsammlung
76
Bibliografie enthalten
54
Bibliography included
54
Dissertation u.a. Prüfungsschriften
50
Amtsdruckschrift
48
Government document
48
Konferenzschrift
43
Systematic review
42
Übersichtsarbeit
42
Forschungsbericht
30
Article
29
Case study
21
Fallstudie
21
Conference proceedings
20
Rezension
18
Lehrbuch
16
Textbook
15
Handbook
10
Handbuch
10
Reprint
9
Bibliografie
7
Ratgeber
6
Guidebook
5
Research Report
5
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Language
All
English
39,945
German
577
French
83
Spanish
78
Portuguese
23
Undetermined
15
Polish
10
Italian
9
Czech
5
Dutch
5
Romanian
4
Russian
4
Danish
1
Croatian
1
Hungarian
1
Norwegian
1
Serbian
1
Swedish
1
Chinese
1
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Author
All
McAleer, Michael
308
Gupta, Rangan
240
Caporale, Guglielmo Maria
178
Bollerslev, Tim
145
Chang, Chia-Lin
117
Diebold, Francis X.
115
Bouri, Elie
113
Pierdzioch, Christian
112
Andersen, Torben
98
Spagnolo, Nicola
98
Aizenman, Joshua
96
Ma, Feng
94
Härdle, Wolfgang
88
Bekaert, Geert
81
Koopman, Siem Jan
81
Hautsch, Nikolaus
75
Bahmani-Oskooee, Mohsen
74
Hammoudeh, Shawkat
74
Engle, Robert F.
72
Asai, Manabu
71
Tiwari, Aviral Kumar
70
Todorov, Viktor
69
Caporin, Massimiliano
68
McMillan, David G.
68
Buch, Claudia M.
67
Lux, Thomas
66
Chiarella, Carl
64
Kočenda, Evžen
63
Corbet, Shaen
60
Lucey, Brian M.
60
Gil-Alaña, Luis A.
56
Kang, Sang Hoon
56
Wohar, Mark E.
56
Caballero, Ricardo J.
55
Christoffersen, Peter F.
53
Fernández-Villaverde, Jesús
53
Mensi, Walid
53
Clements, Adam
52
Clark, Todd E.
51
Mumtaz, Haroon
51
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Institution
All
National Bureau of Economic Research
499
Institut für Schweizerisches Bankwesen <Zürich>
49
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
28
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
21
Centre for Analytical Finance <Århus>
19
World Bank
18
National Centre of Competence in Research North South <Bern>
17
International Monetary Fund
16
Federal Reserve Bank of St. Louis
13
Svenska Handelshögskolan <Helsinki>
12
European University Institute / Department of Economics
11
Internationaler Währungsfonds / Research Department
11
University of Canterbury / Dept. of Economics and Finance
11
Centre for Growth and Business Cycle Research <Manchester>
10
Ekonomiska forskningsinstitutet <Stockholm>
10
Institut für Weltwirtschaft
10
Swiss National Centre of Competence in Research North South <Bern>
10
Chambre de commerce et d'industrie de Paris
9
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
9
Federal Reserve Bank of New York
8
Rodney L. White Center for Financial Research
8
Instituto Valenciano de Investigaciones Económicas
7
Federal Reserve Bank of San Francisco
6
Gottfried Wilhelm Leibniz Universität Hannover
6
Institute of Finance and Accounting <London>
6
Universität <Münster, Westfalen> / Lehrstuhl für Betriebswirtschaftslehre, insbesondere Finanzierung
6
Birkbeck College / Department of Economics
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
Federal Reserve System / Division of Research and Statistics
5
Massachusetts Institute of Technology / Department of Economics
5
National Centre of Competence in Research - Financial Valuation and Risk Management
5
The Wharton Financial Institutions Center
5
Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
4
Center for Economic Research <Tilburg>
4
Econometrisch Instituut <Rotterdam>
4
Europäische Kommission / Generaldirektion Wissenschaft, Forschung und Entwicklung
4
Federal Reserve System / Board of Governors
4
Inter-American Development Bank / Office of the Chief Economist
4
Nuffield College
4
School of Accounting, Economics and Finance <Geelong>
4
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Published in...
All
Energy economics
642
Finance research letters
611
NBER working paper series
487
Working paper / National Bureau of Economic Research, Inc.
468
International review of financial analysis
419
NBER Working Paper
417
Applied economics
380
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
321
Research in international business and finance
287
Applied financial economics
265
Journal of empirical finance
264
Applied economics letters
261
Working paper
261
Economics letters
249
International journal of theoretical and applied finance
245
Discussion paper / Centre for Economic Policy Research
244
Journal of international financial markets, institutions & money
240
Journal of international money and finance
230
Discussion paper / Tinbergen Institute
200
Journal of risk and financial management : JRFM
197
Quantitative finance
194
Journal of financial economics
184
CESifo working papers
173
Pacific-Basin finance journal
171
International Journal of Energy Economics and Policy : IJEEP
169
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
169
The European journal of finance
160
IMF working papers
158
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
155
International journal of finance & economics : IJFE
151
Journal of economic dynamics & control
151
International journal of forecasting
145
Journal of forecasting
131
The review of financial studies
126
Computational economics
119
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Source
All
ECONIS (ZBW)
39,749
EconStor
681
USB Cologne (business full texts)
152
USB Cologne (EcoSocSci)
129
BASE
15
OLC EcoSci
11
RePEc
5
ArchiDok
3
Other ZBW resources
1
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15,231
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40,746
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15231
Equity market anomalies, VIX and asset pricing : trading strategies for India
Pandey, Asheesh
- In:
The Indian economic journal
67
(
2019
)
3/4
,
pp. 279-298
Persistent link: https://www.econbiz.de/10012390853
Saved in:
15232
Volatility spillover between Indian and mint stock exchanges : portfolio diversification implication
Yadav, Miklesh Prasad
;
Pandey, Asheesh
- In:
The Indian economic journal
67
(
2019
)
3/4
,
pp. 299-311
Persistent link: https://www.econbiz.de/10012390854
Saved in:
15233
Options valuation and calibration for leveraged exchange-traded funds with Heston-Nandi and inverse Gaussian GARCH models
Cao, Hongkai
;
Chatterjee, Rupak
;
Cui, Zhenyu
- In:
International journal of financial engineering
6
(
2019
)
3
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012314515
Saved in:
15234
Modeling of implied volatility surfaces of nifty index options
Dash, Mihir
- In:
International journal of financial engineering
6
(
2019
)
3
,
pp. 1-11
Persistent link: https://www.econbiz.de/10012314517
Saved in:
15235
Markov modulated jump-diffusions for currency options when regime switching risk is priced
Liu, David
- In:
International journal of financial engineering
6
(
2019
)
4
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012314539
Saved in:
15236
Does firm life cycle impact corporate risk taking and performance?
Shahzad, Farrukh
;
Lu, Jing
;
Fareed, Zeeshan
- In:
Journal of multinational financial management
51
(
2019
),
pp. 23-44
Persistent link: https://www.econbiz.de/10012314600
Saved in:
15237
Fluctuation and reform : a tale of two RMB markets
Liang, Yousha
;
Shi, Kang
;
Wang, Lisheng
;
Xu, Juanyi
- In:
China economic review : an international journal
53
(
2019
),
pp. 30-52
Persistent link: https://www.econbiz.de/10012314607
Saved in:
15238
Contagion among Indian and some developed equity markets : a continuous wavelet investigation
Bhandari, Avishek
- In:
The empirical economics letters : a monthly …
18
(
2019
)
6
,
pp. 619-629
Persistent link: https://www.econbiz.de/10012314660
Saved in:
15239
Connectedness and risk spillovers in China's stock market: a sectoral analysis
Wu, Fei
;
Zhang, Dayong
;
Zhang, Zhiwei
- In:
Economic systems
43
(
2019
)
3/4
,
pp. 1-14
Persistent link: https://www.econbiz.de/10012314676
Saved in:
15240
Detecting contagion in Asian exchange rate markets using asymmetric DCC-GARCH and R-vine copulas
Gómez González, José Eduardo
;
Rojas-Espinosa, Wilmer
- In:
Economic systems
43
(
2019
)
3/4
,
pp. 1-12
Persistent link: https://www.econbiz.de/10012314692
Saved in:
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