//--> //--> //--> //-->
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:"Working paper"
~subject:"Portfolio-Management"
~subject:"Volatility"
~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
Model specification tests with...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Portfolio-Management
Volatility
Volatilität
Theorie
2,768
Theory
2,768
USA
220
United States
220
Estimation
194
Schätzung
193
Monetary policy
145
Geldpolitik
144
Welt
122
World
122
Allgemeines Gleichgewicht
90
General equilibrium
90
Climate protection
89
Klimaschutz
89
Climate change
84
Klimawandel
84
Business cycle
79
Konjunktur
79
Risiko
79
Risk
78
Economic growth
77
Technischer Fortschritt
77
Technological change
77
Wirtschaftswachstum
77
Welfare analysis
75
Wohlfahrtsanalyse
75
Time series analysis
74
Zeitreihenanalyse
74
Environmental policy
72
Optimal taxation
72
Optimale Besteuerung
72
Umweltpolitik
72
Einkommensverteilung
71
Income distribution
71
Forecasting model
70
Prognoseverfahren
70
Schock
70
Shock
70
more ...
less ...
Online availability
All
Free
87
Type of publication
All
Book / Working Paper
119
Type of publication (narrower categories)
All
Arbeitspapier
113
Working Paper
113
Graue Literatur
108
Non-commercial literature
108
Language
All
English
118
Danish
1
Author
All
McAleer, Michael
9
Mumtaz, Haroon
9
Guidolin, Massimo
7
Nguyen, Hoang
5
Christiansen, Charlotte
3
Jensen, Bjarne Astrup
3
Karlsson, Sune
3
Neely, Christopher J.
3
Nicodano, Giovanna
3
Sørensen, Carsten
3
Wen, Yi
3
Alessandri, Piergiorgio
2
Asai, Manabu
2
Castle, Jennifer
2
Chang, Chia-Lin
2
Chien, YiLi
2
Christensen, Michael
2
Fugazza, Carolina
2
Hyde, Stuart
2
Javed, Farrukh
2
Kapetanios, George
2
Kayal, Parthajit
2
Kozlowski, Julian
2
Laurent, Sébastien
2
Manuelli, Rodolfo E.
2
Mazur, Stepan
2
Minh-Ngoc Tran
2
Mukerji, Sujoy
2
Qin, Xiaochuan
2
Reid, W. Robert
2
Roengchai Tansuchat
2
Skiadopoulos, George
2
Theodoridis, Konstantinos
2
Virbickaite, Audrone
2
Wang, Pengfei
2
Österholm, Pär
2
Aase Nielsen, Jørgen
1
Alonso-García, Jennifer
1
Anderson, Richard G.
1
Arquié, Axelle
1
more ...
less ...
Institution
All
Federal Reserve Bank of St. Louis
3
University of Canterbury / Dept. of Economics and Finance
3
Published in...
All
Working paper
NBER working paper series
399
Working paper / National Bureau of Economic Research, Inc.
342
NBER Working Paper
333
Journal of banking & finance
330
European journal of operational research : EJOR
287
Insurance / Mathematics & economics
284
Finance research letters
269
Journal of economic dynamics & control
232
Mathematical finance : an international journal of mathematics, statistics and financial theory
218
International journal of theoretical and applied finance
209
Finance and stochastics
189
Journal of financial economics
167
Quantitative finance
167
Economics letters
165
Journal of empirical finance
159
Discussion paper / Centre for Economic Policy Research
157
Economic modelling
154
Research paper series / Swiss Finance Institute
154
Journal of econometrics
150
The review of financial studies
148
Discussion paper / Tinbergen Institute
139
The journal of finance : the journal of the American Finance Association
136
Risks : open access journal
129
The European journal of finance
129
International review of economics & finance : IREF
125
International review of financial analysis
120
Management science : journal of the Institute for Operations Research and the Management Sciences
116
Applied economics
112
Computational economics
111
Swiss Finance Institute Research Paper
106
The journal of portfolio management : a publication of Institutional Investor
104
The North American journal of economics and finance : a journal of financial economics studies
101
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
100
International journal of forecasting
94
Journal of risk and financial management : JRFM
94
Journal of international money and finance
93
Applied mathematical finance
89
Applied economics letters
84
Journal of economic theory
83
more ...
less ...
Source
All
ECONIS (ZBW)
119
Showing
1
-
10
of
119
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Bond returns and financial index numbers : results from an intertemporal arbitrage free model
Jensen, Bjarne Astrup
;
Aase Nielsen, Jørgen
-
1992
Persistent link: https://www.econbiz.de/10000893022
Saved in:
2
An evaluation of volatility forecasting techniques
Brailsford, Timothy J.
;
Faff, Robert W.
-
1994
Persistent link: https://www.econbiz.de/10000894255
Saved in:
3
Economic forces and the stock market : testing the APT and alternative asset pricing theories
Chen, Nai-fu
;
Roll, Richard
;
Ross, Stephen A.
-
1983
Persistent link: https://www.econbiz.de/10000687836
Saved in:
4
Flexibility and uncertainty in the housing market
Lando, Henrik Dan
;
Teit Nielsen, Michael
-
1997
Persistent link: https://www.econbiz.de/10000955350
Saved in:
5
What tames the Celtic tiger? : Portfolio implications from a multivariate Markov switching model
Guidolin, Massimo
(
contributor
);
Hyde, Stuart
(
contributor
)
-
2008
-
Rev.
Persistent link: https://www.econbiz.de/10003739801
Saved in:
6
Endogenous volatility, endogenous growth, and large welfare gains from stabilization policies
Wang, Pengfei
(
contributor
);
Wen, Yi
(
contributor
)
-
2007
-
Rev.
Persistent link: https://www.econbiz.de/10003740040
Saved in:
7
Central bank authorities' beliefs about foreign exchange intervention
Neely, Christopher J.
(
contributor
)
-
2007
-
Rev.
Persistent link: https://www.econbiz.de/10003740121
Saved in:
8
A model of near-rational exuberance
Bullard, James Brian
(
contributor
); …
-
2008
-
Rev.
Persistent link: https://www.econbiz.de/10003740533
Saved in:
9
Managing international portfolios with small capitalization stocks
Guidolin, Massimo
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003740661
Saved in:
10
The optimal mix between funded and unfunded pensions systems when people care about relative consumption
Knell, Markus
-
2008
Persistent link: https://www.econbiz.de/10003765636
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...
//-->