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The distribution of realized s...
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Subject
All
Theorie
611,695
Theory
610,818
USA
47,182
United States
46,626
Volatilität
39,711
Volatility
39,683
Capital income
39,310
Kapitaleinkommen
39,304
Schätzung
39,193
Estimation
39,167
Welt
30,300
World
30,292
Börsenkurs
27,126
Share price
27,110
Portfolio selection
24,225
Portfolio-Management
24,225
Geldpolitik
23,328
Monetary policy
23,076
Deutschland
22,942
Germany
22,346
Risk
20,773
Risiko
20,715
Prognoseverfahren
18,831
Forecasting model
18,820
Mathematical programming
16,897
Mathematische Optimierung
16,895
Zeitreihenanalyse
15,001
Time series analysis
14,941
Wirtschaftswachstum
14,171
Aktienmarkt
14,075
Stock market
14,000
Economic growth
13,819
CAPM
13,079
Spieltheorie
12,246
Schätztheorie
12,043
Estimation theory
12,037
Game theory
11,987
Stochastischer Prozess
11,878
Stochastic process
11,840
Finanzmarkt
11,462
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Online availability
All
Free
183,874
Undetermined
95,121
Type of publication
All
Book / Working Paper
340,687
Article
329,344
Journal
1,019
Database
3
Type of publication (narrower categories)
All
Article in journal
274,408
Aufsatz in Zeitschrift
274,408
Graue Literatur
132,647
Non-commercial literature
132,647
Arbeitspapier
122,765
Working Paper
122,765
Aufsatz im Buch
49,383
Book section
49,383
Hochschulschrift
29,772
Thesis
25,739
Collection of articles of several authors
12,772
Sammelwerk
12,772
Bibliografie enthalten
11,084
Bibliography included
11,084
Lehrbuch
9,982
Textbook
8,979
Aufsatzsammlung
6,863
Konferenzschrift
5,260
Collection of articles written by one author
4,021
Sammlung
4,021
Conference proceedings
3,326
Systematic review
2,734
Übersichtsarbeit
2,734
Rezension
2,340
Conference paper
1,893
Konferenzbeitrag
1,893
Glossar enthalten
1,655
Glossary included
1,655
Case study
1,329
Fallstudie
1,329
Festschrift
1,178
Amtsdruckschrift
1,176
Government document
1,176
Mehrbändiges Werk
1,132
Multi-volume publication
1,132
Reprint
1,131
Handbook
1,008
Handbuch
1,008
Bibliografie
889
Forschungsbericht
858
more ...
less ...
Language
All
English
589,974
German
60,142
French
7,398
Spanish
4,274
Italian
3,937
Polish
1,776
Russian
1,437
Portuguese
1,034
Dutch
720
Hungarian
277
Danish
225
Czech
204
Swedish
176
Norwegian
157
Croatian
143
Bulgarian
81
Undetermined
78
Finnish
74
Slovak
66
Romanian
54
Slovenian
48
Ukrainian
48
Serbian
47
Chinese
20
Turkish
16
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
Acemoglu, Daron
519
Nijkamp, Peter
488
Güth, Werner
480
McAleer, Michael
470
Stiglitz, Joseph E.
452
Caporale, Guglielmo Maria
437
Aizenman, Joshua
433
Pesaran, M. Hashem
433
Pestieau, Pierre
426
Gupta, Rangan
419
Gersbach, Hans
400
Creedy, John
392
Phillips, Peter C. B.
362
Helpman, Elhanan
357
Heckman, James J.
352
Stark, Oded
352
Snower, Dennis J.
343
Koskela, Erkki
340
Härdle, Wolfgang
339
Svensson, Lars E. O.
330
Cremer, Helmuth
326
Kaplow, Louis
321
Zenou, Yves
321
Frey, Bruno S.
320
Woodford, Michael
319
Thisse, Jacques-François
314
Shavell, Steven
308
Batabyal, Amitrajeet A.
305
Franses, Philip Hans
305
Fabozzi, Frank J.
303
Konrad, Kai A.
301
Tirole, Jean
301
Artus, Patrick
298
Broll, Udo
298
Diebold, Francis X.
296
Caballero, Ricardo J.
287
Aghion, Philippe
285
Grossman, Gene M.
285
Lambertini, Luca
283
Buiter, Willem H.
282
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Institution
All
National Bureau of Economic Research
7,785
Edward Elgar Publishing
406
OECD
292
Ekonomiska forskningsinstitutet <Stockholm>
287
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
287
Center for Economic Research <Tilburg>
284
Springer Fachmedien Wiesbaden
256
European University Institute / Department of Economics
252
IGI Global
213
International Monetary Fund
209
World Bank
177
Forschungsinstitut zur Zukunft der Arbeit
166
Institut für Weltwirtschaft
146
Internationaler Währungsfonds / Research Department
141
Centre for Economic Policy Research
136
Umeå universitet
127
Foerder Institute for Economic Research <Tēl-Āvîv>
126
Universitat Pompeu Fabra / Departament d'Economia i Empresa
109
University of Exeter / Department of Economics
107
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
103
Social Systems Research Institute
102
Springer-Verlag GmbH
91
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
Deutsche Forschungsgemeinschaft
80
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
Instituto Valenciano de Investigaciones Económicas
76
De Gruyter Oldenbourg
75
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
75
University of Warwick / Department of Economics
75
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
Deutschland / Bundeswehr / Universität Hamburg
69
more ...
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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
5,594
European journal of operational research : EJOR
5,083
Discussion paper / Centre for Economic Policy Research
4,745
CESifo working papers
3,810
Working paper
3,031
Journal of economic theory
2,908
Journal of economic dynamics & control
2,546
Discussion paper / Tinbergen Institute
2,525
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
2,272
Journal of economic behavior & organization : JEBO
2,270
Europäische Hochschulschriften / 5
2,144
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
Journal of econometrics
1,905
Games and economic behavior
1,865
Discussion paper
1,858
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,819
The economic journal : the journal of the Royal Economic Society
1,806
SpringerLink / Bücher
1,778
Journal of public economics
1,757
Discussion paper / Center for Economic Research, Tilburg University
1,705
Finance research letters
1,673
Energy economics
1,660
CESifo Working Paper Series
1,657
Management science : journal of the Institute for Operations Research and the Management Sciences
1,652
IMF working papers
1,538
IZA Discussion Paper
1,532
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,527
Applied economics letters
1,501
Journal of monetary economics
1,497
Discussion papers / CEPR
1,440
Public choice
1,397
more ...
less ...
Source
All
ECONIS (ZBW)
EconStor
13,191
RePEc
2,780
USB Cologne (EcoSocSci)
1,924
OLC EcoSci
409
BASE
338
Other ZBW resources
295
USB Cologne (business full texts)
168
ArchiDok
50
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Showing
1
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10
of
671,053
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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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