//--> //--> //--> //-->
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
~language:"und"
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
Multi-scale jump and volatilit...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
volatility
929
Volatility
862
financial market
781
FINANCIAL MARKET
528
financial markets
207
financial system
204
bond
185
financial institutions
183
bonds
179
stock market
152
financial sector
150
Kapitalmarkt
141
financial stability
136
GARCH
129
Kreditmarkt
112
financial services
111
deposit insurance
109
money market
107
financial assets
99
government bonds
96
risk
96
portfolio investment
95
bond market
93
financial intermediation
88
government bond
87
hedge
86
stock exchange
86
derivative
83
equity market
82
equity markets
82
hedging
82
international financial statistics
80
international standards
79
Financial market
75
international reserves
72
financial instruments
71
corporate bond
69
moral hazard
69
Financial sector
67
financial intermediaries
67
more ...
less ...
Online availability
All
Free
1,435
Undetermined
678
Type of publication
All
Book / Working Paper
2,399
Article
1,077
Other
34
Journal
10
Type of publication (narrower categories)
All
Dissertation u.a. Prüfungsschriften
38
Konferenzschrift
11
Thesis
4
Congress Report
3
Report
3
Graue Literatur
2
Non-commercial literature
2
Aufsatzsammlung
1
Collection of articles of several authors
1
Conference proceedings
1
Hochschulschrift
1
Konferenzschrift/Kongressbericht
1
No longer published / No longer aquired
1
Sammelwerk
1
Wörterbuch
1
more ...
less ...
Language
All
Undetermined
English
78,782
German
3,928
French
778
Spanish
675
Italian
373
Polish
339
Russian
301
Portuguese
127
Dutch
69
Ukrainian
59
Czech
44
Swedish
41
Croatian
35
Norwegian
32
Hungarian
31
Serbian
31
Danish
28
Finnish
25
Romanian
23
Bulgarian
14
Slovak
11
Turkish
8
Chinese
8
Lithuanian
6
Albanian
6
Slovenian
5
Arabic
4
Indonesian
4
Macedonian
4
Japanese
3
Afrikaans
2
Azerbaijani
2
Valencian
2
Korean
2
Bosnian
1
Modern Greek (1453-)
1
Estonian
1
more ...
less ...
Author
All
McAleer, Michael
48
Chang, Chia-Lin
20
Chen, Chi-Chung
14
Renault, E.
10
Chichilnisky, G.
9
Diebold, Francis X.
9
Gourieroux, C.
9
Caiado, Jorge
8
Chen, Ping-Yu
8
Hammoudeh, Shawkat
8
Karali, Berna
8
Shephard, Neil
8
Cermeño, Rodolfo
7
Floros, Christos
7
Heal, G.
7
Narayan, Paresh Kumar
7
Arezki, Rabah
6
Blume, M.E.
6
Bolinger, Mark
6
Chevallier, Julien
6
Crato, Nuno
6
Fostel, Ana
6
Ghysels, E.
6
Gollier, C.
6
Heath, Alexandra
6
Lamberte, Mario B.
6
Lilley, Matthew
6
Manning, Mark
6
Mazzucato, Mariana
6
McAleer, M.J.
6
Onour, Ibrahim
6
Perignon, C.
6
Sinha, Pankaj
6
Szafarz, Ariane
6
Varvarigos, Dimitrios
6
Aboura, Sofiane
5
Camilleri, Silvio John
5
Campbell, J.Y.
5
Chen, Chen, C-C.
5
Christoffersen, Peter F.
5
more ...
less ...
Institution
All
International Monetary Fund (IMF)
250
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
187
International Monetary Fund
143
Graduate School of Business, Columbia University
68
C.E.P.R. Discussion Papers
58
Rodney L. White Center for Financial Research, Wharton School of Business
40
EconWPA
32
Université Paris-Dauphine (Paris IX)
29
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
28
Harvard Institute of Economic Research (HIER), Department of Economics
24
Agricultural and Applied Economics Association - AAEA
22
William E. Simon Graduate School of Business Administration, University of Rochester
22
HAL
21
Banca d'Italia
18
Institute for International Economic Studies (IIES), Stockholms Universitet
16
Weiss Center for International Financial Research, Wharton School of Business
16
World Bank Group
16
Economics Division, University of Southampton
15
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
15
London School of Economics (LSE)
15
Reserve Bank of Australia
15
Department of Economics and Finance, La Trobe Business School
13
Department of Economics, Oxford University
13
European Association of Agricultural Economists - EAAE
13
Philippine Institute for Development Studies (PIDS), Government of the Philippines
13
Society for Computational Economics - SCE
13
University of Rochester - Center for Economic Research (RCER)
13
C.V. Starr Center for Applied Economics, Department of Economics
12
Department of Economics, University of Washington
12
Directorate-General Economic and Financial Affairs, European Commission
12
East Asian Bureau of Economic Research (EABER)
12
Economics Department, Massachusetts Institute of Technology (MIT)
12
Inter-American Development Bank
12
Nationalekonomiska Institutionen, Uppsala Universitet
12
Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ)
11
Department of Economics and Finance, College of Business and Economics
11
Geneva School of Economics and Management, Université de Genève
11
Institute of Economic Research, Kyoto University
11
International Labour Organization (ILO), United Nations
11
Research School of Pacific and Asian Studies, College of Asia and the Pacific
11
more ...
less ...
Published in...
All
MPRA Paper
187
IMF Staff Country Reports
134
IMF Working Papers
91
Physica A: Statistical Mechanics and its Applications
85
CEPR Discussion Papers
60
Columbia - Graduate School of Business
46
Rodney L. White Center for Financial Research Working Papers
40
Economics Papers from University Paris Dauphine
28
Harvard Institute of Economic Research Working Papers
24
Columbia - Center for Futures Markets
22
Economic Modelling
18
Energy Economics
18
Papers / Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
18
Banca Italia - Servizio di Studi
17
Cahiers de recherche
17
Weiss Center Working Papers
16
Econometric Institute Research Papers
15
Ifo Schnelldienst
15
Stockholm - International Economic Studies
15
University of Southampton - Department of Accounting and Management Science
15
IMF Occasional Papers
14
Tinbergen Institute Discussion Papers
14
Бизнес Информ
14
Economics Series Working Papers / Department of Economics, Oxford University
13
Finance
13
Journal of Banking & Finance
13
LSE Research Online Documents on Economics
13
Post-Print / HAL
13
RCER Working Papers
13
Studies in Nonlinear Dynamics & Econometrics
13
Theoretical and Applied Economics
13
Working Papers / Department of Economics and Finance, La Trobe Business School
13
Review of Pacific Basin Financial Markets and Policies (RPBFMP)
12
Working Papers / C.V. Starr Center for Applied Economics, Department of Economics
12
Working papers / Economics Department, Massachusetts Institute of Technology (MIT)
12
Бизнес в законе. Экономико-юридический журнал
12
Australian National University - Department of Economics
11
Discussion Paper / Tilburg University, Center for Economic Research
11
Economics Bulletin
11
Global Business and Economics Review
11
more ...
less ...
Source
All
RePEc
3,188
USB Cologne (EcoSocSci)
259
BASE
58
ECONIS (ZBW)
6
OLC EcoSci
5
ArchiDok
4
Showing
1
-
10
of
3,520
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Financial
volatility
and time-varying risk premia
Hördahl, Peter
-
1997
Persistent link: https://www.econbiz.de/10004351979
Saved in:
2
High frequency data in finance : [these papers were presented at the HFDF-1 Conference ...in Zurich, Switzerland in March, 1995]
Baillie, Richard T.
(
contributor
)
Persistent link: https://www.econbiz.de/10004366209
Saved in:
3
Flexible Wechselkurse, Wechselkursvolatilität und Welthandel
Schubert, Michael
-
1992
Persistent link: https://www.econbiz.de/10004128136
Saved in:
4
Asset price
volatility
and option hedging in imperfectly elastic markets
Frey, Rüdiger
-
1995
Persistent link: https://www.econbiz.de/10004299305
Saved in:
5
Optionsbewertung bei stochastischer Volatilität : Theorie und Empirie
Campenhausen, Claus von
-
1996
Persistent link: https://www.econbiz.de/10004301550
Saved in:
6
Intraday-Volatilität und Expiration-Day-Effekte bei DAX, IBIS-DAX und DAX-Future
Röder, Klaus
-
1996
Persistent link: https://www.econbiz.de/10004306422
Saved in:
7
Bond risks based on factor volatilities
Staub, Renato
-
1996
Persistent link: https://www.econbiz.de/10004310594
Saved in:
8
Volatilitätsprognose mit Faktor-GARCH-Modellen : eine empirische Studie für den deutschen Aktienmarkt
Kaiser, Thomas
-
1997
Persistent link: https://www.econbiz.de/10004328902
Saved in:
9
Die Eignung eines Futures auf implizite Forwardvolatilitäten zum Handeln des Vega-Risikos von Optionen
Roth, Randolf
-
1997
Persistent link: https://www.econbiz.de/10004379817
Saved in:
10
Der VOLAX-Future - ein Derivat zum Handeln des Vega-Risikos von Optionen
Roth, Randolf
-
1998
Persistent link: https://www.econbiz.de/10004379820
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...
//-->