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The distribution of realized s...
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Subject
All
Theorie
543,513
Theory
531,766
USA
46,608
United States
45,468
Volatilität
39,901
Volatility
39,409
Kapitaleinkommen
38,900
Capital income
38,800
Schätzung
37,647
Estimation
36,849
Welt
27,806
World
27,183
Börsenkurs
26,591
Share price
26,318
Portfolio-Management
23,082
Portfolio selection
22,879
Geldpolitik
22,690
Monetary policy
21,995
Risiko
20,025
Risk
19,923
Prognoseverfahren
18,385
Forecasting model
18,108
Mathematische Optimierung
16,399
Mathematical programming
16,301
Zeitreihenanalyse
14,735
Time series analysis
14,373
Aktienmarkt
13,887
Stock market
13,758
Wirtschaftswachstum
13,604
Economic growth
13,059
CAPM
12,644
Stochastischer Prozess
11,846
Spieltheorie
11,597
Stochastic process
11,573
Schätztheorie
11,560
Experiment
11,220
Estimation theory
11,189
Game theory
10,937
Finanzmarkt
10,865
Financial market
10,645
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Online availability
All
Free
193,797
Undetermined
92,218
Type of publication
All
Book / Working Paper
309,599
Article
293,231
Journal
1,172
Other
105
Database
3
Type of publication (narrower categories)
All
Article in journal
253,394
Aufsatz in Zeitschrift
253,394
Working Paper
128,103
Graue Literatur
120,188
Non-commercial literature
120,188
Arbeitspapier
116,592
Aufsatz im Buch
33,402
Book section
33,402
Hochschulschrift
11,701
Thesis
9,434
Collection of articles of several authors
8,485
Sammelwerk
8,485
Aufsatzsammlung
4,819
Lehrbuch
4,484
Textbook
4,210
Konferenzschrift
3,797
Collection of articles written by one author
3,726
Sammlung
3,726
Bibliografie enthalten
2,367
Bibliography included
2,367
Rezension
2,321
Conference proceedings
2,239
Systematic review
2,064
Übersichtsarbeit
2,064
Conference paper
1,810
Konferenzbeitrag
1,810
Glossar enthalten
1,437
Glossary included
1,437
Reprint
1,110
Amtsdruckschrift
890
Government document
890
Festschrift
692
Mehrbändiges Werk
689
Multi-volume publication
689
Bibliografie
687
Forschungsbericht
669
Handbook
490
Handbuch
490
Case study
427
Fallstudie
427
more ...
less ...
Language
All
English
German
62,251
French
7,429
Spanish
4,317
Italian
3,949
Undetermined
2,883
Polish
1,781
Russian
1,441
Portuguese
1,046
Dutch
722
Hungarian
279
Danish
227
Czech
217
Swedish
177
Norwegian
157
Croatian
144
Bulgarian
81
Finnish
75
Slovak
67
Romanian
56
Slovenian
48
Ukrainian
48
Serbian
47
Chinese
22
Turkish
17
Macedonian
14
Japanese
12
Lithuanian
10
Modern Greek (1453-)
8
Afrikaans
7
Valencian
7
Estonian
7
Galician
7
Arabic
5
Korean
4
Latin
4
Albanian
3
Georgian
2
Kazakh
2
Belarusian
1
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Author
All
Nijkamp, Peter
523
Acemoglu, Daron
519
McAleer, Michael
512
Caporale, Guglielmo Maria
465
Güth, Werner
456
Aizenman, Joshua
455
Stiglitz, Joseph E.
446
Snower, Dennis J.
439
Gersbach, Hans
438
Pesaran, M. Hashem
438
Pestieau, Pierre
424
Gupta, Rangan
420
Stark, Oded
406
Creedy, John
397
Koskela, Erkki
393
Heckman, James J.
363
Phillips, Peter C. B.
361
Helpman, Elhanan
356
Härdle, Wolfgang
346
Zenou, Yves
339
Svensson, Lars E. O.
332
Cremer, Helmuth
329
Woodford, Michael
322
Kaplow, Louis
321
Franses, Philip Hans
313
Shavell, Steven
308
Diebold, Francis X.
307
Batabyal, Amitrajeet A.
306
Fabozzi, Frank J.
306
Konrad, Kai A.
304
Thisse, Jacques-François
301
Frey, Bruno S.
297
Lambertini, Luca
293
Caballero, Ricardo J.
292
Tirole, Jean
292
Aghion, Philippe
287
Grossman, Gene M.
284
Buiter, Willem H.
283
Devereux, Michael B.
282
Shleifer, Andrei
280
more ...
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Institution
All
National Bureau of Economic Research
7,786
Edward Elgar Publishing
406
OECD
291
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
285
Center for Economic Research <Tilburg>
284
Ekonomiska forskningsinstitutet <Stockholm>
283
European University Institute / Department of Economics
252
IGI Global
213
International Monetary Fund
210
World Bank
177
Forschungsinstitut zur Zukunft der Arbeit
165
Internationaler Währungsfonds / Research Department
141
Centre for Economic Policy Research
136
Foerder Institute for Economic Research <Tēl-Āvîv>
126
Umeå universitet
126
Institut für Weltwirtschaft
113
Universitat Pompeu Fabra / Departament d'Economia i Empresa
109
University of Exeter / Department of Economics
107
Social Systems Research Institute
102
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
101
Australian National University / Faculty of Economics and Commerce
86
Centre for Analytical Finance <Århus>
83
Massachusetts Institute of Technology / Department of Economics
82
Federal Reserve System / Board of Governors
81
Universitetet i Oslo / Økonomisk institutt
79
Federal Reserve Bank of St. Louis
77
Robert Schuman Centre for Advanced Studies
77
Columbia University / Department of Economics
76
University of Warwick / Department of Economics
75
Deutsche Forschungsgemeinschaft
74
European University Institute / Department of Law
74
Erasmus Research Institute of Management
73
Econometrisch Instituut <Rotterdam>
72
Federal Reserve System / Division of Research and Statistics
72
INSEAD
68
Johns Hopkins University / Department of Economics
68
Instituto Valenciano de Investigaciones Económicas
66
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
64
Bonn Graduate School of Economics
63
Brown University / Department of Economics
63
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Published in...
All
NBER working paper series
7,559
Working paper / National Bureau of Economic Research, Inc.
7,148
NBER Working Paper
6,793
Economics letters
5,595
European journal of operational research : EJOR
5,083
Discussion paper / Centre for Economic Policy Research
4,745
CESifo working papers
3,810
Working paper
3,015
Journal of economic theory
2,908
Journal of economic dynamics & control
2,546
Discussion paper / Tinbergen Institute
2,523
The American economic review
2,424
Computers & operations research : and their applications to problems of world concern ; an international journal
2,343
Discussion paper series / IZA
2,270
Journal of economic behavior & organization : JEBO
2,270
Applied economics
2,061
Economic modelling
2,041
Journal of banking & finance
2,022
International journal of production research
1,960
European economic review : EER
1,956
CESifo Working Paper
1,948
Journal of econometrics
1,905
Games and economic behavior
1,865
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,817
The economic journal : the journal of the Royal Economic Society
1,806
Discussion paper
1,794
Journal of public economics
1,756
Discussion paper / Center for Economic Research, Tilburg University
1,705
Finance research letters
1,673
CESifo Working Paper Series
1,667
Energy economics
1,660
Management science : journal of the Institute for Operations Research and the Management Sciences
1,652
IMF working papers
1,538
IZA Discussion Paper
1,534
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,526
Applied economics letters
1,501
Journal of monetary economics
1,497
Discussion papers / CEPR
1,440
Public choice
1,397
International economic review
1,386
more ...
less ...
Source
All
ECONIS (ZBW)
589,974
EconStor
11,982
USB Cologne (EcoSocSci)
614
RePEc
464
OLC EcoSci
358
Other ZBW resources
294
BASE
226
USB Cologne (business full texts)
148
ArchiDok
50
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1
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10
of
604,110
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date (newest first)
date (oldest first)
1
Commodity value-at-risk modeling : comparing riskmetrics, historic simulation and quantile regression
Steen, Marie
;
Westgaard, Sjur
;
Gjølberg, Ole
- In:
The journal of risk model validation
9
(
2015
)
2
,
pp. 49-78
Persistent link: https://www.econbiz.de/10011326305
Saved in:
2
Volatility
modeling with leverage effect under laplace errors
Jiang, Zhengjun
;
Xia, Weixuan
- In:
Journal of time series econometrics
10
(
2018
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011817685
Saved in:
3
Prediction of α‐stable GARCH and ARMA‐GARCH‐M models
Mohammadi, Mohammad
- In:
Journal of forecasting
36
(
2017
)
7
,
pp. 859-866
Persistent link: https://www.econbiz.de/10011860776
Saved in:
4
Forecasting value-at-risk and expected shortfall in large portfolios : a general dynamic factor approach
Hallin, Marc
;
Trucios, Carlos
-
2020
Persistent link: https://www.econbiz.de/10012437084
Saved in:
5
Multifractality and long-range dependence of asset returns : the scaling behaviour of the Markov-switching multifractal model with lognormal
volatility
components
Liu, Ruipeng
(
contributor
);
Di Matteo, Tiziana
(
contributor
)
-
2008
) with Lognormal
volatility
components. In order to see how well estimated models capture the temporal dependency of the … sufficiently many
volatility
components. In comparison with a Binomial MSM specification [7], results are almost identical. This … distribution is very limited. -- Markov-switching multifractal ; scaling ; return
volatility
…
Persistent link: https://www.econbiz.de/10003715073
Saved in:
6
Optimal portfolio management in highly volatile markets
Stoyanov, Stoyan Veselinov
-
2005
Persistent link: https://www.econbiz.de/10003346695
Saved in:
7
Flexible modeling of conditional distributions using smooth mixtures of asymmetric student T densities
Li, Feng
;
Villani, Mattias
;
Kohn, Robert
-
2009
Chain Monte Carlo ; Mixture of Experts ; Variable selection ;
Volatility
modeling …
Persistent link: https://www.econbiz.de/10003896094
Saved in:
8
Prospect
theory
and risk appetite : an application to traders' strategies in the financial market
Cao, Shi-Nan
;
Deng, Jing
;
Li, Honggang
- In:
Journal of economic interaction and coordination : JEIC
5
(
2010
)
2
,
pp. 249-259
Persistent link: https://www.econbiz.de/10008822678
Saved in:
9
Characterizing dependence in financial series
Chollete, Lorán
-
2004
Persistent link: https://www.econbiz.de/10003549398
Saved in:
10
The impact of news on higher moments
Jondeau, Eric
(
contributor
);
Rockinger, Michael
(
contributor
)
-
2006
domestic
volatility
after good shocks but a bad hedge after crashes …
Persistent link: https://www.econbiz.de/10003394353
Saved in:
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