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Stochastic-Volatility Gaussian...
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Share price
Volatilität
40,635
Volatility
39,601
Theorie
10,044
Theory
9,806
Börsenkurs
9,396
Schätzung
8,531
Estimation
8,349
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7,075
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7,048
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6,428
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6,358
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5,850
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5,773
Welt
4,822
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4,739
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4,644
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4,526
USA
4,227
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4,092
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3,892
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3,864
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3,830
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3,802
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3,790
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3,744
Zeitreihenanalyse
3,201
Time series analysis
3,125
Risk
2,533
Risiko
2,528
Ölpreis
2,358
Oil price
2,344
Spillover-Effekt
2,335
Spillover effect
2,309
Finanzmarkt
2,216
Portfolio-Management
2,171
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2,160
Financial market
2,158
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Gupta, Rangan
102
Caporale, Guglielmo Maria
57
McAleer, Michael
54
Ma, Feng
39
Bouri, Elie
36
Bloom, Nicholas
33
Bollerslev, Tim
32
Spagnolo, Nicola
32
Hautsch, Nikolaus
30
Lux, Thomas
29
Pierdzioch, Christian
29
Ryu, Doojin
28
Wohar, Mark E.
25
Corbet, Shaen
24
Lettau, Martin
24
Salisu, Afees A.
24
Bansal, Ravi
23
Andersen, Torben
22
Bekaert, Geert
22
Demirer, Rıza
22
Todorov, Viktor
22
Molnár, Peter
21
Ang, Andrew
20
Chiang, Thomas C.
20
Christiansen, Charlotte
20
Davis, Steven J.
20
Gil-Alaña, Luis A.
20
Kang, Wensheng
20
Stulz, René M.
20
Hale, Galina
19
Jiang, George J.
19
Narayan, Paresh Kumar
19
Ratti, Ronald A.
19
Tauchen, George Eugene
19
Tong, Hui
19
Balcilar, Mehmet
18
Campbell, John Y.
18
Engle, Robert F.
18
Härdle, Wolfgang
18
Kang, Sang Hoon
18
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National Bureau of Economic Research
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Birkbeck College / Department of Economics
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
3
Institut für Weltwirtschaft
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Kansantaloustieteen Laitos <Tampere>
3
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
3
University of Canterbury / Dept. of Economics and Finance
3
Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
2
Center for Economic Research <Tilburg>
2
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
2
Christian-Albrechts-Universität zu Kiel
2
Ekonomiska forskningsinstitutet <Stockholm>
2
Erasmus Research Institute of Management
2
Federal Reserve Bank of New York
2
Federal Reserve Bank of St. Louis
2
Federal Reserve System / Division of Research and Statistics
2
Gottfried Wilhelm Leibniz Universität Hannover
2
Internationaler Währungsfonds / Research Department
2
School of Finance and Business Economics <Perth, Western Australia>
2
Australian National University / Faculty of Economics and Commerce
1
Brown University / Department of Economics
1
Centre for Analytical Finance <Århus>
1
Centre for Economic Policy Research
1
Centre for Growth and Business Cycle Research <Manchester>
1
Conference on Financial Stability <1993, Sydney>
1
European University Institute / Department of Economics
1
Federal Reserve Bank of San Francisco
1
Federal Reserve System / Board of Governors
1
Financial Options Research Centre
1
Goethe-Universität Frankfurt am Main
1
Goethe-Universität Frankfurt am Main / Fachbereich Wirtschaftswissenschaften
1
Institute of European Finance <Bangor, Gwynedd>
1
International Workshop Empirical Science of Financial Fluctuations <2000, Tōkyō, Tokio>
1
Internationaler Währungsfonds / European Department <2>
1
Johns Hopkins University / Department of Economics
1
Karlsruher Institut für Technologie
1
Konjunkturinstitutet <Stockholm>
1
Nihon Keizai Shinbunsha
1
Nikkei Econophysics Symposium <2, 2002, Tokio>
1
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Finance research letters
218
International review of financial analysis
141
Energy economics
133
NBER working paper series
126
The North American journal of economics and finance : a journal of financial economics studies
115
Working paper / National Bureau of Economic Research, Inc.
115
International review of economics & finance : IREF
114
Journal of banking & finance
101
Applied economics
100
Research in international business and finance
95
Economic modelling
93
Journal of empirical finance
89
NBER Working Paper
88
Applied economics letters
86
Journal of international financial markets, institutions & money
80
Journal of financial economics
74
Pacific-Basin finance journal
71
Journal of risk and financial management : JRFM
70
The journal of futures markets
69
Journal of econometrics
67
Applied financial economics
64
International Journal of Energy Economics and Policy : IJEEP
61
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
60
Working paper
52
The European journal of finance
50
Discussion paper / Centre for Economic Policy Research
46
Finance India : the quarterly journal of Indian Institute of Finance
46
Cogent economics & finance
43
Economics letters
43
CESifo working papers
42
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
41
International journal of finance & economics : IJFE
40
Journal of financial markets
40
The journal of finance : the journal of the American Finance Association
40
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
39
Research paper series / Swiss Finance Institute
38
Journal of financial and quantitative analysis : JFQA
37
Review of quantitative finance and accounting
36
The review of financial studies
36
Discussion paper / Tinbergen Institute
35
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ECONIS (ZBW)
9,258
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1
Recent research on stock market volatility and the crash : the Puerto Rico conference
King, Mervyn
-
1989
Persistent link: https://www.econbiz.de/10000884748
Saved in:
2
Excess return, excess volatility, and negative autocorrelation caused by uncertainty aversion and risk aversion
Hu, Jie
-
1993
Persistent link: https://www.econbiz.de/10000885309
Saved in:
3
A general equilibrium model of portfolio insurance
Başak, Suleyman
-
1994
Persistent link: https://www.econbiz.de/10000887985
Saved in:
4
Dinámica no lineal en la bolsa de valores
Mayer-Foulkes, David
;
Feliz, Raúl Aníbal
-
1992
-
1. ed
Persistent link: https://www.econbiz.de/10000889335
Saved in:
5
Portfolio insurance and volatility
Frey, Rüdiger
;
Stremme, Alexander
-
1994
Persistent link: https://www.econbiz.de/10000891385
Saved in:
6
Deposit insurance and asset price volatility
Ljungqvist, Lars
-
1993
Persistent link: https://www.econbiz.de/10000892230
Saved in:
7
Macroeconomic volatility and stock market volatility : empirical evidence on Finnish data
Liljeblom, Eva
;
Stenius, Marianne
-
1993
Persistent link: https://www.econbiz.de/10000894684
Saved in:
8
On the use of implied stock volatilities in the prediction of successful corporate takeovers
Barone-Adesi, Giovanni
;
Brown, Keith C.
;
Harlow, W. V.
-
1994
Persistent link: https://www.econbiz.de/10000896978
Saved in:
9
Mean reversion in stock market volatility
Dueker, Michael
-
1994
Persistent link: https://www.econbiz.de/10000897039
Saved in:
10
Conditional leptokurtosis and non-linear dependence in exchange rate returns
Caporale, Guglielmo Maria
;
Hassapis, Christis
;
Pittis, …
-
1994
Persistent link: https://www.econbiz.de/10000897287
Saved in:
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