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
~subject:"Risiko"
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
Conditional volatility and the...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Risiko
Volatility
41,010
Volatilität
40,740
Optionspreistheorie
14,821
Option pricing theory
14,362
Theorie
14,280
Theory
13,890
ARCH-Modell
10,606
ARCH model
10,425
Börsenkurs
10,116
Share price
9,958
Schätzung
9,837
Estimation
9,608
Kapitaleinkommen
7,861
Capital income
7,827
Aktienmarkt
6,395
Stock market
6,326
Stochastischer Prozess
5,419
Stochastic process
5,321
USA
5,210
Welt
5,144
United States
5,047
World
5,042
Wechselkurs
4,852
Exchange rate
4,753
Prognoseverfahren
4,375
Forecasting model
4,310
Zeitreihenanalyse
4,060
Time series analysis
3,953
Portfolio-Management
3,453
Portfolio selection
3,427
Optionsgeschäft
3,337
Risk
3,322
Option trading
3,316
Derivat
3,307
Derivative
3,297
volatility
2,657
Finanzmarkt
2,600
CAPM
2,593
Financial market
2,533
more ...
less ...
Online availability
All
Undetermined
1,322
Free
1,171
Type of publication
All
Article
2,049
Book / Working Paper
1,232
Type of publication (narrower categories)
All
Article in journal
1,974
Aufsatz in Zeitschrift
1,974
Graue Literatur
560
Non-commercial literature
560
Working Paper
551
Arbeitspapier
521
Aufsatz im Buch
63
Book section
63
Hochschulschrift
54
Thesis
38
Collection of articles of several authors
14
Sammelwerk
14
Conference paper
13
Konferenzbeitrag
13
Collection of articles written by one author
12
Sammlung
12
Aufsatzsammlung
10
Systematic review
6
Übersichtsarbeit
6
Konferenzschrift
5
Forschungsbericht
4
Bibliografie enthalten
3
Bibliography included
3
Conference proceedings
2
Lehrbuch
2
Dissertation u.a. Prüfungsschriften
1
Einführung
1
Glossar enthalten
1
Glossary included
1
Reprint
1
Textbook
1
more ...
less ...
Language
All
English
3,240
German
35
French
3
Spanish
2
Bulgarian
1
Polish
1
Author
All
Gupta, Rangan
82
Caporale, Guglielmo Maria
27
Bloom, Nicholas
26
Karanasos, Menelaos
20
Bekaert, Geert
18
Pierdzioch, Christian
18
Salisu, Afees A.
17
Bouri, Elie
16
Demirer, Rıza
16
Veronesi, Pietro
15
Balcilar, Mehmet
14
Chiang, Thomas C.
14
Kelly, Bryan T.
14
Christiansen, Charlotte
13
Ma, Feng
13
Fountas, Stilianos
12
Giglio, Stefano
12
Hoerova, Marie
12
Wohar, Mark E.
12
Bartram, Söhnke M.
11
Davis, Steven J.
11
Dew-Becker, Ian
11
Mumtaz, Haroon
11
Onorante, Luca
11
Paesani, Paolo
11
Stulz, René M.
11
Uddin, Mohammed Gazi Salah
11
Brown, Gregory W.
10
Castelnuovo, Efrem
10
Fabozzi, Frank J.
10
Gozgor, Giray
10
Kurz, Mordecai
10
Shaliastovich, Ivan
10
Baker, Scott
9
Tiwari, Aviral Kumar
9
Bollerslev, Tim
8
Caggiano, Giovanni
8
Daníelsson, Jón
8
Jawadi, Fredj
8
Ji, Qiang
8
more ...
less ...
Institution
All
National Bureau of Economic Research
37
Federal Reserve Bank of New York
3
Gottfried Wilhelm Leibniz Universität Hannover
2
Centre for Economic Policy Research
1
Cornell University / Cornell Food and Nutrition Policy Program
1
Goethe-Universität Frankfurt am Main
1
Hong Kong Institute for Monetary and Financial Research
1
Institut für Weltwirtschaft
1
International Monetary Fund
1
Leibniz-Institut für Ost- und Südosteuropaforschung
1
National Institute of Economic and Social Research
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Springer International Publishing
1
Svenska Handelshögskolan <Helsinki>
1
Universität Kaiserslautern / Fachbereich Mathematik
1
Universität Mannheim
1
Universität Ulm
1
more ...
less ...
Published in...
All
Finance research letters
110
Energy economics
74
International review of financial analysis
52
The North American journal of economics and finance : a journal of financial economics studies
47
International review of economics & finance : IREF
43
Applied economics
40
Economic modelling
40
NBER working paper series
37
Economics letters
33
Working paper
33
Research in international business and finance
32
Journal of banking & finance
31
Journal of financial economics
31
Working paper / National Bureau of Economic Research, Inc.
31
NBER Working Paper
29
Applied economics letters
27
Journal of empirical finance
25
Department of Economics working paper series
24
CESifo working papers
23
Journal of international financial markets, institutions & money
23
Journal of risk and financial management : JRFM
23
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
23
International journal of theoretical and applied finance
22
Journal of international money and finance
21
Pacific-Basin finance journal
21
Discussion paper / Centre for Economic Policy Research
18
Insurance / Mathematics & economics
18
Management science : journal of the Institute for Operations Research and the Management Sciences
18
The review of financial studies
18
International journal of finance & economics : IJFE
16
The European journal of finance
16
Discussion papers / CEPR
15
Journal of economic dynamics & control
15
Risks : open access journal
15
CAMA working paper series
14
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
14
Quantitative finance
14
Research paper series / Swiss Finance Institute
14
Discussion paper
13
European economic review : EER
13
more ...
less ...
Source
All
ECONIS (ZBW)
3,248
EconStor
30
BASE
1
OLC EcoSci
1
USB Cologne (EcoSocSci)
1
Showing
1
-
10
of
3,281
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Risk contribution is exposure times
volatility
times correlation : decomposing risk using the x-sigma-rho formula
Menchero, Jose
;
Davis, Benjamin
- In:
The journal of portfolio management : a publication of …
37
(
2010/11
)
2
,
pp. 97-106
Persistent link: https://www.econbiz.de/10009273909
Saved in:
2
The 2019 government shutdown increased uncertainty in major agricultural commodity markets
Goyal, Raghav
;
Adjemian, Michael K.
- In:
Food policy : economics planning and politics of food …
102
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012817189
Saved in:
3
Forward looking up-/down correlations
Schadner, Wolfgang
- In:
Quantitative finance and economics
5
(
2021
)
3
,
pp. 471-495
Persistent link: https://www.econbiz.de/10012592490
Saved in:
4
A risk model to compute the
volatility
and the need for collateral margins in energy futures contracts in Brazil
Argento, Pedro
;
Klotzle, Marcelo Cabus
;
Pinto, Antônio …
- In:
International journal of energy sector management
16
(
2022
)
3
,
pp. 448-468
Persistent link: https://www.econbiz.de/10013345666
Saved in:
5
Risk sensitive linear approximations
Solórzano Andrade, Gustavo
;
Parra-Alvarez, Juan Carlos
- In:
Economics letters
238
(
2024
),
pp. 1-5
Persistent link: https://www.econbiz.de/10015075489
Saved in:
6
An analysis of option pricing under systematic consumption risk using GARCH
Georgievski, Alex
;
Masih, A. Mansur A.
- In:
Research in international business and finance
18
(
2004
)
2
,
pp. 151-171
Persistent link: https://www.econbiz.de/10003396185
Saved in:
7
Econometric advancements in market and credit risk modeling
Blöchlinger, Andreas
-
2005
Persistent link: https://www.econbiz.de/10003224866
Saved in:
8
Measuring
volatility
persistence and risk in Southern and East African stock markets
Coffie, William
- In:
International journal of economics and business research
9
(
2015
)
1
,
pp. 23-36
Persistent link: https://www.econbiz.de/10011332918
Saved in:
9
Investigation of forecasted risk interrelationship : base on GARCH model, causality in China markets
Lin, Shu-shian
- In:
Journal of business economics and management
15
(
2014
)
5
,
pp. 853-861
Persistent link: https://www.econbiz.de/10010483694
Saved in:
10
Type of traders' effect on risk and return : the case of Egyptian stock exchange
Dawood, Aly Saad Mohamed
;
El-Giziry, Khairy
- In:
International journal of economics and finance
8
(
2016
)
2
,
pp. 256-268
Persistent link: https://www.econbiz.de/10011446687
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...
