//--> //--> //--> //-->
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:"Theorie"
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
The distribution of realized s...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
Theory
608,807
USA
47,807
United States
46,602
Volatility
40,802
Volatilität
40,533
Schätzung
39,928
Kapitaleinkommen
39,280
Capital income
39,180
Estimation
39,056
Welt
30,696
World
29,993
Börsenkurs
27,295
Share price
26,999
Portfolio-Management
24,318
Portfolio selection
24,102
Geldpolitik
23,776
Deutschland
23,684
Monetary policy
23,020
Germany
22,245
Risiko
20,756
Risk
20,636
Prognoseverfahren
19,014
Forecasting model
18,716
Mathematische Optimierung
16,930
Mathematical programming
16,824
Zeitreihenanalyse
15,301
Time series analysis
14,892
Wirtschaftswachstum
14,422
Aktienmarkt
14,115
Stock market
13,962
Economic growth
13,807
CAPM
13,118
Spieltheorie
12,706
Schätztheorie
12,409
Stochastischer Prozess
12,084
Estimation theory
12,011
Game theory
11,987
Stochastic process
11,797
Finanzmarkt
11,640
more ...
less ...
Online availability
All
Free
173,211
Undetermined
78,126
Type of publication
All
Book / Working Paper
328,513
Article
293,802
Journal
1,386
Database
3
Type of publication (narrower categories)
All
Article in journal
240,090
Aufsatz in Zeitschrift
240,090
Working Paper
125,441
Graue Literatur
123,863
Non-commercial literature
123,863
Arbeitspapier
113,910
Aufsatz im Buch
47,835
Book section
47,835
Hochschulschrift
29,093
Thesis
25,259
Collection of articles of several authors
12,631
Sammelwerk
12,631
Bibliografie enthalten
11,052
Bibliography included
11,052
Lehrbuch
9,867
Textbook
8,959
Aufsatzsammlung
6,683
Konferenzschrift
5,226
Collection of articles written by one author
3,841
Sammlung
3,841
Conference proceedings
3,309
Systematic review
2,699
Übersichtsarbeit
2,699
Rezension
2,329
Conference paper
1,674
Konferenzbeitrag
1,674
Glossar enthalten
1,646
Glossary included
1,646
Case study
1,291
Fallstudie
1,291
Festschrift
1,184
Amtsdruckschrift
1,127
Government document
1,127
Mehrbändiges Werk
1,120
Multi-volume publication
1,120
Reprint
1,111
Handbook
995
Handbuch
995
Bibliografie
870
Forschungsbericht
836
more ...
less ...
Language
All
English
541,241
German
61,312
French
7,316
Spanish
4,172
Italian
3,910
Polish
1,753
Russian
1,427
Portuguese
1,005
Dutch
712
Undetermined
614
Hungarian
278
Danish
221
Czech
202
Swedish
167
Norwegian
154
Croatian
141
Bulgarian
79
Finnish
75
Slovak
66
Romanian
50
Slovenian
48
Ukrainian
48
Serbian
44
Chinese
21
Turkish
17
Macedonian
14
Japanese
12
Lithuanian
9
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
more ...
less ...
Author
All
Nijkamp, Peter
525
Acemoglu, Daron
515
Güth, Werner
493
Stiglitz, Joseph E.
454
Snower, Dennis J.
445
Pestieau, Pierre
441
Gersbach, Hans
440
Stark, Oded
407
Creedy, John
399
Pesaran, M. Hashem
393
Koskela, Erkki
391
Aizenman, Joshua
383
Heckman, James J.
362
Helpman, Elhanan
355
Zenou, Yves
354
Phillips, Peter C. B.
339
Cremer, Helmuth
336
Frey, Bruno S.
331
Svensson, Lars E. O.
331
Broll, Udo
328
Woodford, Michael
323
Kaplow, Louis
321
Konrad, Kai A.
318
Thisse, Jacques-François
317
Shavell, Steven
308
Batabyal, Amitrajeet A.
306
Tirole, Jean
305
Lambertini, Luca
297
Franses, Philip Hans
294
Artus, Patrick
293
Härdle, Wolfgang
293
Buiter, Willem H.
285
Grossman, Gene M.
282
Aghion, Philippe
272
Devereux, Michael B.
271
Marjit, Sugata
268
Shleifer, Andrei
268
Andersen, Torben M.
265
Aronsson, Thomas
262
Glaeser, Edward L.
262
more ...
less ...
Institution
All
National Bureau of Economic Research
7,062
Edward Elgar Publishing
403
Ekonomiska forskningsinstitutet <Stockholm>
282
Center for Economic Research <Tilburg>
278
OECD
272
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
256
Springer Fachmedien Wiesbaden
252
European University Institute / Department of Economics
249
IGI Global
212
Forschungsinstitut zur Zukunft der Arbeit
165
World Bank
156
Institut für Weltwirtschaft
137
Internationaler Währungsfonds / Research Department
136
International Monetary Fund
135
Centre for Economic Policy Research
134
Umeå universitet
127
Foerder Institute for Economic Research <Tēl-Āvîv>
126
Universitat Pompeu Fabra / Departament d'Economia i Empresa
107
University of Exeter / Department of Economics
105
Social Systems Research Institute
102
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
102
Springer-Verlag GmbH
91
Australian National University / Faculty of Economics and Commerce
84
Deutsche Forschungsgemeinschaft
79
Universitetet i Oslo / Økonomisk institutt
79
Massachusetts Institute of Technology / Department of Economics
78
Columbia University / Department of Economics
75
Federal Reserve System / Board of Governors
75
Robert Schuman Centre for Advanced Studies
75
De Gruyter Oldenbourg
74
European University Institute / Department of Law
73
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
73
University of Warwick / Department of Economics
73
Instituto Valenciano de Investigaciones Económicas
71
Centre for Analytical Finance <Århus>
70
Erasmus Research Institute of Management
70
Deutschland / Bundeswehr / Universität Hamburg
69
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
69
Johns Hopkins University / Department of Economics
68
INSEAD
67
more ...
less ...
Published in...
All
NBER working paper series
6,842
Working paper / National Bureau of Economic Research, Inc.
6,485
NBER Working Paper
6,245
Economics letters
5,242
European journal of operational research : EJOR
4,986
Discussion paper / Centre for Economic Policy Research
4,475
CESifo working papers
3,579
Journal of economic theory
2,892
Working paper
2,755
Journal of economic dynamics & control
2,428
The American economic review
2,357
Discussion paper / Tinbergen Institute
2,348
Computers & operations research : and their applications to problems of world concern ; an international journal
2,336
Journal of economic behavior & organization : JEBO
2,211
Discussion paper series / IZA
2,193
Europäische Hochschulschriften / 5
2,155
International journal of production research
1,942
European economic review : EER
1,919
Games and economic behavior
1,862
CESifo Working Paper
1,851
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,812
The economic journal : the journal of the Royal Economic Society
1,789
Discussion paper
1,778
Journal of public economics
1,743
SpringerLink / Bücher
1,729
Economic modelling
1,669
Discussion paper / Center for Economic Research, Tilburg University
1,654
Journal of econometrics
1,608
CESifo Working Paper Series
1,575
Applied economics
1,517
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,512
IZA Discussion Paper
1,486
Management science : journal of the Institute for Operations Research and the Management Sciences
1,469
Journal of monetary economics
1,401
Public choice
1,390
Journal of banking & finance
1,383
International economic review
1,370
Social choice and welfare
1,316
Discussion papers / CEPR
1,284
International journal of production economics
1,284
more ...
less ...
Source
All
ECONIS (ZBW)
609,130
EconStor
12,183
USB Cologne (EcoSocSci)
1,783
OLC EcoSci
387
RePEc
156
ArchiDok
48
USB Cologne (business full texts)
16
Other ZBW resources
1
more ...
less ...
Showing
1
-
10
of
623,704
Sort
relevance
articles prioritized
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:
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...
//-->