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Evolution of Market Uncertaint...
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Schätzung
Volatilität
40,489
Volatility
39,457
Theorie
12,778
Theory
12,536
Börsenkurs
11,407
Share price
11,267
Estimation
9,520
Kapitaleinkommen
8,064
Capital income
8,037
Effizienzmarkthypothese
7,780
Efficient market hypothesis
7,777
Aktienmarkt
7,474
Stock market
7,348
ARCH-Modell
6,482
ARCH model
6,412
USA
5,422
Welt
5,368
World
5,285
United States
5,279
Wechselkurs
4,788
Exchange rate
4,674
Prognoseverfahren
4,137
Forecasting model
4,089
Empirical method
4,041
Empirische Methode
4,041
Optionspreistheorie
3,965
Stochastischer Prozess
3,913
Option pricing theory
3,901
Stochastic process
3,849
Zeitreihenanalyse
3,398
Time series analysis
3,320
Finanzmarkt
3,061
Financial market
3,000
Risk
2,687
Risiko
2,684
Portfolio-Management
2,628
Portfolio selection
2,617
Ölpreis
2,387
Oil price
2,373
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Free
3,421
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3,066
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Article
5,814
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3,895
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5,574
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2,005
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1,929
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1,929
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1,829
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317
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248
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231
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231
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56
Sammlung
56
Conference paper
33
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33
Bibliografie enthalten
30
Bibliography included
30
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18
Sammelwerk
18
Aufsatzsammlung
15
Konferenzschrift
9
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8
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7
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7
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4
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3
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3
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3
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3
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3
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2
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2
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2
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2
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1
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1
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1
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9,447
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242
French
10
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7
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5
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Author
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McAleer, Michael
89
Gupta, Rangan
85
Caporale, Guglielmo Maria
77
Pierdzioch, Christian
61
Bollerslev, Tim
46
Hautsch, Nikolaus
43
Gil-Alaña, Luis A.
41
Belke, Ansgar
36
Todorov, Viktor
35
Bahmani-Oskooee, Mohsen
33
Asai, Manabu
30
Döpke, Jörg
30
Bouri, Elie
29
Buch, Claudia M.
29
Härdle, Wolfgang
28
Caporin, Massimiliano
26
Ma, Feng
26
Chang, Chia-Lin
25
Herwartz, Helmut
25
Koopman, Siem Jan
25
Engle, Robert F.
24
Tiwari, Aviral Kumar
24
Wohar, Mark E.
24
Andersen, Torben
23
Kumar, Dilip
23
Pesaran, M. Hashem
22
Cheung, Yin-Wong
21
Mumtaz, Haroon
21
Rodriguez, Gabriel
21
Xuan Vinh Vo
21
Allen, David E.
20
Balcilar, Mehmet
20
Diebold, Francis X.
20
Mittnik, Stefan
20
Spagnolo, Nicola
19
Aghion, Philippe
18
Chan, Joshua
18
Hafner, Christian M.
18
Lettau, Martin
18
Lux, Thomas
18
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National Bureau of Economic Research
92
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
16
Institut für Weltwirtschaft
7
Springer Fachmedien Wiesbaden
6
University of Canterbury / Dept. of Economics and Finance
6
Verlag Dr. Kovač
4
Forschungsinstitut zur Zukunft der Arbeit
3
Gottfried Wilhelm Leibniz Universität Hannover
3
Kansantaloustieteen Laitos <Tampere>
3
Australian National University / Faculty of Economics and Commerce
2
Centre for Analytical Finance <Århus>
2
Centre for Quantitative Economics & Computing
2
Chambre de commerce et d'industrie de Paris
2
Ekonomiska forskningsinstitutet <Stockholm>
2
European University Institute / Department of Economics
2
Federal Reserve Bank of Cleveland
2
Federal Reserve Bank of St. Louis
2
Institute of European Finance <Bangor, Gwynedd>
2
International Monetary Fund
2
Internationaler Währungsfonds / Research Department
2
Rodney L. White Center for Financial Research
2
Suntory-Toyota International Centre for Economics and Related Disciplines
2
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
2
Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
2
American Enterprise Institute for Public Policy Research
1
Berliner Handels- und Frankfurter Bank
1
Berliner Wissenschafts-Verlag
1
Birkbeck College / Department of Economics
1
Bonn Graduate School of Economics
1
Boston College / Department of Economics
1
Bundesanstalt für Geowissenschaften und Rohstoffe
1
Business Information Centre <Toronto>
1
Carleton University / Department of Economics
1
Centre for Economic Performance
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
1
Deutsches Institut für Wirtschaftsforschung
1
Economic Research Forum for the Arab Countries, Iran and Turkey
1
Eric Cuvillier <Firma>
1
Federal Reserve Bank of New York
1
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Published in...
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Energy economics
155
Finance research letters
145
Applied economics
144
International review of financial analysis
125
Economic modelling
124
International review of economics & finance : IREF
123
Journal of econometrics
105
The North American journal of economics and finance : a journal of financial economics studies
101
Journal of banking & finance
98
Working paper / National Bureau of Economic Research, Inc.
96
Applied financial economics
95
Applied economics letters
93
NBER working paper series
89
Journal of empirical finance
86
Journal of international money and finance
82
NBER Working Paper
80
Working paper
79
The journal of futures markets
77
Research in international business and finance
76
Journal of international financial markets, institutions & money
75
Economics letters
62
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
62
The European journal of finance
60
CESifo working papers
58
Journal of risk and financial management : JRFM
58
Discussion paper / Tinbergen Institute
57
Discussion paper / Centre for Economic Policy Research
55
International journal of finance & economics : IJFE
54
International journal of forecasting
49
Journal of financial economics
47
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
46
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
42
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
42
International journal of economics and finance
40
International Journal of Energy Economics and Policy : IJEEP
39
International journal of economics and financial issues : IJEFI
38
Pacific-Basin finance journal
38
Quantitative finance
37
Cogent economics & finance
35
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
34
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Source
All
ECONIS (ZBW)
9,517
EconStor
182
USB Cologne (EcoSocSci)
4
USB Cologne (business full texts)
2
RePEc
2
BASE
1
OLC EcoSci
1
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10
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date (oldest first)
1
Indirect Estimation of the Parameters of Agent Based Models of Financial Markets
Winker, Peter
;
Gilli, Manfred
-
2001
This paper proposes validation using simulation based indirect estimation. It uses typical characteristic moments of financial market data to assess the similarity of simulation outcomes.
Persistent link: https://www.econbiz.de/10009138391
Saved in:
2
Three essays on asset pricing and factor investing
Dirkx, Philipp A.
-
2021
Persistent link: https://www.econbiz.de/10012799559
Saved in:
3
Multifractal models, intertrade durations and return volatility
Segnon, Mawuli
-
2015
Persistent link: https://www.econbiz.de/10011299266
Saved in:
4
Four essays on Financial market institutions, capital allocation and economic uncertainty
Littke, Helge
-
2018
Persistent link: https://www.econbiz.de/10012018983
Saved in:
5
Tail risk and long memory in financial markets
Nguyen, Duc Binh Benno
-
2018
Persistent link: https://www.econbiz.de/10012173996
Saved in:
6
Why Does Implied Risk Aversion Smile?
Ziegler, Alexandre
-
2002
This paper shows that preferences alone cannot explain the patterns reported in the literature.
Persistent link: https://www.econbiz.de/10005843337
Saved in:
7
Do gender and personality traits (BFI-10) influence trust? : a replication
Sudzina, František
- In:
Central European journal of management : CEJM
3
(
2016
)
1
,
pp. 47-53
Persistent link: https://www.econbiz.de/10011926788
Saved in:
8
Risk-return relationship reinvestigated
Garg, Vidisha
;
Vasishth, Vibhuti
- In:
Research bulletin / The Institute of Cost Accountants …
39
(
2014
),
pp. 208-215
Persistent link: https://www.econbiz.de/10011420287
Saved in:
9
Chief executive officer departures and market uncertainty
Cheung, W. Jane
;
Jackson, Andrew B.
- In:
Australian journal of management
38
(
2013
)
2
,
pp. 279-310
Persistent link: https://www.econbiz.de/10009786626
Saved in:
10
Why does idiosyncratic risk increase with market risk?
Bartram, Söhnke M.
;
Brown, Gregory W.
;
Stulz, René M.
-
2016
Persistent link: https://www.econbiz.de/10011528647
Saved in:
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