//--> //--> //--> //-->
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
~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"Journal of banking & finance"
~isPartOf:"The American sociologist"
~subject:"Volatilität"
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
A critique of sociological rea...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Volatilität
Theory
3,736
Theorie
3,735
Portfolio selection
301
Portfolio-Management
301
Estimation
246
Schätzung
246
USA
204
United States
202
Time series analysis
197
Zeitreihenanalyse
197
Volatility
189
Credit risk
178
Kreditrisiko
178
Capital income
161
Kapitaleinkommen
161
Risiko
160
Risk
160
CAPM
150
Forecasting model
150
Prognoseverfahren
150
Börsenkurs
141
Share price
141
Bank
130
Welt
122
World
122
Experiment
119
Risikomaß
113
Risk measure
113
Mathematical programming
103
Mathematische Optimierung
103
Finanzkrise
101
Statistical distribution
101
Statistische Verteilung
101
Financial crisis
100
Stochastic process
96
Stochastischer Prozess
96
Risikomanagement
93
Risk management
93
Yield curve
93
more ...
less ...
Online availability
All
Free
62
Undetermined
43
Type of publication
All
Article
109
Book / Working Paper
80
Type of publication (narrower categories)
All
Article in journal
109
Aufsatz in Zeitschrift
109
Arbeitspapier
80
Working Paper
80
Graue Literatur
79
Non-commercial literature
79
Language
All
English
189
Author
All
Koopman, Siem Jan
26
Lucas, André
15
Bos, Charles S.
12
McAleer, Michael
8
Hommes, Cars H.
6
Blasques, Francisco
5
Dijk, Dick van
5
Dijk, Herman K. van
5
Sluis, Pieter J. van der
5
Asai, Manabu
4
Creal, Drew
4
Hol Uspensky, Eugenie
4
Mahieu, Ronald J.
4
Moraleda Novo, Juan Manuel
4
Daníelsson, Jón
3
Diks, Cees G. H.
3
Mercurio, Fabio
3
Pozzi, Lorenzo
3
Scharth, Marcel
3
Taylor, Stephen
3
Vries, Casper G. de
3
Alexander, Carol
2
Barra, Istvan
2
Berger, Tino
2
Branger, Nicole
2
Chang, Chia-Lin
2
Christiansen, Charlotte
2
Faff, Robert W.
2
Gaunersdorfer, Andrea
2
Groenendijk, Patrick A.
2
Hautsch, Nikolaus
2
Hoogerheide, Lennart
2
Janus, Paweł
2
Jiang, George J.
2
Kaeck, Andreas
2
Li, Junye
2
Lit, Rutger
2
Markellos, Raphaēl N.
2
Martens, Martin
2
Mele, Antonio
2
more ...
less ...
Published in...
All
Discussion paper / Tinbergen Institute
Journal of banking & finance
The American sociologist
NBER working paper series
173
Working paper / National Bureau of Economic Research, Inc.
161
NBER Working Paper
155
Journal of econometrics
125
Finance research letters
97
Economics letters
83
Journal of empirical finance
81
Discussion paper / Centre for Economic Policy Research
78
Economic modelling
76
International journal of forecasting
76
International journal of theoretical and applied finance
76
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
75
Journal of financial economics
74
Mathematical finance : an international journal of mathematics, statistics and financial theory
72
Journal of economic dynamics & control
71
Working paper
68
Journal of international money and finance
65
Energy economics
62
International review of financial analysis
60
The European journal of finance
59
International review of economics & finance : IREF
58
The review of financial studies
58
Applied economics
57
Journal of forecasting
55
Econometric reviews
51
Quantitative finance
50
Computational economics
47
Applied economics letters
46
The North American journal of economics and finance : a journal of financial economics studies
46
Journal of financial econometrics : official journal of the Society for Financial Econometrics
45
Applied mathematical finance
44
Research paper series / Swiss Finance Institute
44
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
44
The journal of finance : the journal of the American Finance Association
43
Finance and stochastics
42
Journal of monetary economics
42
The journal of futures markets
40
CREATES research paper
39
more ...
less ...
Source
All
ECONIS (ZBW)
189
Showing
1
-
10
of
189
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Model-based estimation of high frequency jump diffusions with microstructure noise and stochastic volatility
Bos, Charles S.
-
2008
Persistent link: https://www.econbiz.de/10003645209
Saved in:
2
Accurate minimum capital risk requirements : a comparison of several approaches
Grané, A.
;
Veiga, H.
- In:
Journal of banking & finance
32
(
2008
)
11
,
pp. 2482-2492
Persistent link: https://www.econbiz.de/10003787231
Saved in:
3
A comparison of biased simulation schemes for stochastic volatility models
Lord, Roger
;
Koekkoek, Remmert
;
Dijk, Dick van
-
2006
Persistent link: https://www.econbiz.de/10003332143
Saved in:
4
Time and dynamic volume-volatility relation
Xu, Xiaoqing Eleanor
;
Chen, Peter
;
Wu, Chunchi
- In:
Journal of banking & finance
30
(
2006
)
5
,
pp. 1535-1558
Persistent link: https://www.econbiz.de/10003319376
Saved in:
5
Two counters of jumps
Câmara, António
- In:
Journal of banking & finance
33
(
2009
)
3
,
pp. 456-463
Persistent link: https://www.econbiz.de/10003807620
Saved in:
6
Mutual fund volatility timing and management fees
Giambona, Erasmo
;
Golec, Joseph
- In:
Journal of banking & finance
33
(
2009
)
4
,
pp. 589-599
Persistent link: https://www.econbiz.de/10003820495
Saved in:
7
Explaining international stock correlations with CPI fluctuations and market volatility
Cai, Yijie
;
Chou, Ray Yeutien
;
Li, Dan
- In:
Journal of banking & finance
33
(
2009
)
11
,
pp. 2026-2035
Persistent link: https://www.econbiz.de/10003892191
Saved in:
8
Bond risk premia and realized jump risk
Wright, Jonathan H.
;
Zhou, Hao
- In:
Journal of banking & finance
33
(
2009
)
12
,
pp. 2333-2345
Persistent link: https://www.econbiz.de/10003905578
Saved in:
9
Model-free hedge ratios and scale-invariant models
Alexander, Carol
;
Nogueira, Leonardo M.
- In:
Journal of banking & finance
31
(
2007
)
6
,
pp. 1839-1861
Persistent link: https://www.econbiz.de/10003483512
Saved in:
10
Misreaction or misspecification? : a re-examination of volatility anomalies
Jiang, George J.
;
Tian, Yisong Sam
- In:
Journal of banking & finance
34
(
2010
)
10
,
pp. 2358-2369
Persistent link: https://www.econbiz.de/10008857749
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->