Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~institution:"Centre for Analytical Finance <Århus>"
~institution:"Institut für Weltwirtschaft"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Oil volatility risk and expect...
Similar by subject
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Volatility
29
Volatilität
29
Theorie
17
Theory
17
Estimation
15
Schätzung
15
Forecasting model
9
Prognoseverfahren
9
Option pricing theory
8
Optionspreistheorie
8
CAPM
7
USA
7
United States
7
Deutschland
6
Germany
6
Stochastic process
6
Stochastischer Prozess
6
ARCH model
5
ARCH-Modell
5
Börsenkurs
5
EU countries
5
EU-Staaten
5
Economic indicator
5
Prognose
5
Share price
5
Time series analysis
5
Wirtschaftsindikator
5
Zeitreihenanalyse
5
Capital income
4
Forecast
4
Kapitaleinkommen
4
Exchange rate
3
Frühindikator
3
Inflation
3
Interest rate derivative
3
Leading indicator
3
Statistical distribution
3
Statistische Verteilung
3
Wechselkurs
3
Yield curve
3
more ...
less ...
Online availability
All
Free
8
Type of publication
All
Book / Working Paper
49
Type of publication (narrower categories)
All
Arbeitspapier
45
Graue Literatur
45
Non-commercial literature
45
Working Paper
45
Collection of articles of several authors
1
Conference proceedings
1
Konferenzschrift
1
Sammelwerk
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
46
German
3
Author
All
Christensen, Bent Jesper
4
Christiansen, Charlotte
4
Lunde, Asger
3
Pierdzioch, Christian
3
Strunk Hansen, Charlotte
3
Barndorff-Nielsen, Ole E.
2
Carstensen, Kai
2
Döpke, Jörg
2
Hansen, Peter Reinhard
2
Meier, Carsten-Patrick
2
Myhre Lildholt, Peter
2
Raahauge, Peter
2
Shephard, Neil G.
2
Tuypens, Bjorn E.
2
Bartholdy, Jan
1
Benner, Joachim
1
Bernal, Alberto J.
1
Bestue Cardiel, Pilar
1
Bibby, Bo Martin
1
Bojarčenko, Svetlana I.
1
Borbély, Dóra
1
Brandorff-Nielsen, Ole E.
1
Brunetti, Celso
1
Buch, Claudia M.
1
Busch, Thomas
1
Coetzee, Eric
1
Cuba R., Mauricio de la
1
Engsted, Tom
1
Faggio, Giulia
1
Fischer, Malte
1
Fratzscher, Marcel
1
Frenkel, Michael
1
Jensen, Morten Berg
1
Levendorskij, Sergej Z.
1
Martínez Rico, Felipe
1
Mikkelsen, Peter
1
Nicolato, Elisa
1
Peare, Paula
1
Prey, Hedwig
1
Raddant, Matthias
1
more ...
less ...
Institution
All
Centre for Analytical Finance <Århus>
Institut für Weltwirtschaft
National Bureau of Economic Research
1,712
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
230
International Monetary Fund (IMF)
159
C.E.P.R. Discussion Papers
82
Institut für Schweizerisches Bankwesen <Zürich>
54
International Monetary Fund
48
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
48
HAL
47
Federal Reserve Bank of St. Louis
42
EconWPA
40
OECD
39
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
36
Université Paris-Dauphine (Paris IX)
33
Rodney L. White Center for Financial Research
32
Ekonomiska forskningsinstitutet <Stockholm>
31
CESifo
24
Agricultural and Applied Economics Association - AAEA
23
Springer Fachmedien Wiesbaden
23
European University Institute / Department of Economics
22
World Bank
22
Institute of Finance and Accounting <London>
21
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
21
University of Chicago / Center for Research in Security Prices
21
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
20
Erasmus Research Institute of Management
20
Chambre de commerce et d'industrie de Paris
19
Federal Reserve System / Division of Research and Statistics
19
National Centre of Competence in Research North South <Bern>
19
Society for Computational Economics - SCE
19
Svenska Handelshögskolan <Helsinki>
19
University of Canterbury / Dept. of Economics and Finance
19
European University Institute / Department of Law
18
Internationaler Währungsfonds / Research Department
18
Federal Reserve System / Board of Governors
17
Reserve Bank of Australia
17
Escola de Pós-Graduação em Economia <Rio de Janeiro>
15
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
15
Swiss National Centre of Competence in Research North South <Bern>
15
more ...
less ...
Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
31
Kiel advanced studies working papers : advanced studies in international economic policy research
7
Kiel working paper
6
Kieler Arbeitspapiere
3
Kiel policy brief
1
Source
All
ECONIS (ZBW)
49
Showing
1
-
10
of
49
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Proxying for expected returns with price earnings ratios
Strunk Hansen, Charlotte
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491493
Saved in:
2
The comovement of US and UK stock markets
Engsted, Tom
(
contributor
);
Tanggaard, Carsten
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660129
Saved in:
3
Mean reversion in national stock markets revisited : empirical evidence from mature markets
Bernal, Alberto J.
;
Soikkeli, Jarkko
-
2000
Persistent link: https://www.econbiz.de/10001485780
Saved in:
4
The NIG-S&ARCH model : a fat tailed, stochastic, and autoregressive conditional heteroskedastic
volatility
model
Jensen, Morten Berg
(
contributor
);
Lunde, Asger
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563855
Saved in:
5
The term structure of interest rates as an indicator of monetary policy and its potential to forecast inflation : the case of Germany and Spain since 1986
Bestue Cardiel, Pilar
;
Prey, Hedwig
-
1993
Persistent link: https://www.econbiz.de/10000858857
Saved in:
6
Long-run regression : theory and application to U.S. asset markets
Strunk Hansen, Charlotte
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491534
Saved in:
7
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
8
Economic alarm bells in the Philippines
Taduran, Roderika M.
-
2000
Persistent link: https://www.econbiz.de/10001498949
Saved in:
9
Prognosegüte alternativer Frühindikatoren für die Konjunktur in Deutschland
Benner, Joachim
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001748955
Saved in:
10
Macroeconomic interval forecasting : the case of assessing the risk of deflation in Germany
Borbély, Dóra
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001749127
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
