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Theorie
Volatility
40,810
Volatilität
40,542
Theory
17,003
Optionspreistheorie
14,781
Option pricing theory
14,323
Schätzung
10,769
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10,544
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10,533
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10,363
Börsenkurs
10,265
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10,107
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7,853
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7,560
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6,478
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6,411
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5,943
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5,842
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5,629
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5,464
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5,217
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5,115
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4,930
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4,833
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4,803
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4,736
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4,616
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4,505
Portfolio-Management
3,681
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3,657
Risk
3,394
Risiko
3,352
Derivat
3,346
Derivative
3,337
Optionsgeschäft
3,328
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3,307
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2,707
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2,678
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5,682
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3,258
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9,026
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8,361
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Bollerslev, Tim
81
McAleer, Michael
80
Härdle, Wolfgang
72
Diebold, Francis X.
64
Hafner, Christian M.
54
Koopman, Siem Jan
53
Lux, Thomas
50
Herwartz, Helmut
47
Andersen, Torben
45
Chiarella, Carl
45
Caporin, Massimiliano
43
Bauwens, Luc
42
Hautsch, Nikolaus
41
Engle, Robert F.
40
Lucas, André
38
Gupta, Rangan
36
Pierdzioch, Christian
36
Wystup, Uwe
36
Asai, Manabu
35
Elliott, Robert J.
35
Yu, Jun
35
Aizenman, Joshua
33
Bekaert, Geert
32
Schlag, Christian
32
Waggoner, Daniel F.
32
Lütkepohl, Helmut
31
Hull, John
30
Renault, Eric
30
Dijk, Dick van
28
Madan, Dilip B.
28
Mittnik, Stefan
28
Todorov, Viktor
28
Aït-Sahalia, Yacine
27
Christoffersen, Peter F.
27
Laurent, Sébastien
27
Timmermann, Allan
27
Bos, Charles S.
26
Ghysels, Eric
26
Jondeau, Eric
26
Paolella, Marc S.
26
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National Bureau of Economic Research
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Centre for Analytical Finance <Århus>
28
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
28
Ekonomiska forskningsinstitutet <Stockholm>
25
European University Institute / Department of Economics
12
Svenska Handelshögskolan <Helsinki>
11
Birkbeck College / Department of Economics
7
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
7
Rodney L. White Center for Financial Research
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Weierstraß-Institut für Angewandte Analysis und Stochastik
7
Center for Economic Research <Tilburg>
6
Instituto Valenciano de Investigaciones Económicas
6
Internationaler Währungsfonds / Research Department
6
Bonn Graduate School of Economics
5
Econometrisch Instituut <Rotterdam>
5
Institute of Finance and Accounting <London>
5
Shakai-Keizai-Kenkyūsho <Osaka>
5
The Wharton Financial Institutions Center
5
Verlag Dr. Kovač
5
Federal Reserve System / Division of Research and Statistics
4
Johannes Gutenberg-Universität Mainz
4
Springer Fachmedien Wiesbaden
4
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
4
University of British Columbia / Finance Division
4
Brown University / Department of Economics
3
Centre for Economic Policy Research
3
Centre for Growth and Business Cycle Research <Manchester>
3
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Chambre de commerce et d'industrie de Paris
3
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
3
Danmarks Nationalbank
3
Erasmus Research Institute of Management
3
Federal Reserve Bank of San Francisco
3
Federal Reserve Bank of St. Louis
3
Goethe-Universität Frankfurt am Main
3
International Center for Financial Asset Management and Engineering
3
Social Systems Research Institute
3
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
3
Springer-Verlag GmbH
3
Umeå Universitet / Institutionen för Nationalekonomi
3
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Mathematical finance : an international journal of mathematics, statistics and financial theory
233
Journal of econometrics
227
Working paper / National Bureau of Economic Research, Inc.
197
NBER working paper series
186
International journal of theoretical and applied finance
178
Journal of banking & finance
171
NBER Working Paper
169
European journal of operational research : EJOR
163
Finance and stochastics
156
Journal of economic dynamics & control
155
Discussion paper / Tinbergen Institute
143
Economics letters
135
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
118
International journal of forecasting
110
Journal of empirical finance
110
Finance research letters
109
Economic modelling
107
Discussion paper / Centre for Economic Policy Research
105
The journal of futures markets
104
The journal of derivatives : the official publication of the International Association of Financial Engineers
101
Applied mathematical finance
99
Working paper
99
Journal of financial economics
94
The review of financial studies
93
The European journal of finance
88
International review of financial analysis
86
Journal of forecasting
85
Applied economics
83
Journal of international money and finance
83
The journal of computational finance
80
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
79
Econometric reviews
78
International review of economics & finance : IREF
77
The journal of finance : the journal of the American Finance Association
77
Mathematical methods of operations research
76
Computational economics
73
Energy economics
73
Quantitative finance
72
Review of derivatives research
68
Risks : open access journal
66
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Source
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ECONIS (ZBW)
17,002
EconStor
384
USB Cologne (EcoSocSci)
8
OLC EcoSci
5
ArchiDok
1
RePEc
1
Showing
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10
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17,401
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date (newest first)
date (oldest first)
1
Fourth moment structure of markov switching multivariate GARCH models
Cavicchioli, Maddalena
- In:
Journal of financial econometrics
19
(
2021
)
4
,
pp. 565-582
Persistent link: https://www.econbiz.de/10012654989
Saved in:
2
Strategic asset allocation and Markov Regime Switch with GARCH
Simi, Wei W.
- In:
The journal of business and economic studies
19
(
2013
)
1
,
pp. 41-51
Persistent link: https://www.econbiz.de/10009776452
Saved in:
3
Multivariate regimeswitching GARCH with an application to international stock markets
Haas, Markus
(
contributor
);
Mittnik, Stefan
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003651587
Saved in:
4
l 1 - penalized likelihood smoothing of
volatility
processes allowing for abrupt changes
Neto, David
;
Sardy, Sylvain
;
Tseng, Paul
-
2009
Persistent link: https://www.econbiz.de/10003926975
Saved in:
5
Long-term vs. short-term comovements in stock markets : the use of Markov-switching multifractal models
Idier, Julien
- In:
The European journal of finance
17
(
2011
)
1/2
,
pp. 27-48
Persistent link: https://www.econbiz.de/10009155466
Saved in:
6
Stock market
volatility
and exchange rates in emerging countries : a Markov-state switching approach
Walid, Chkili
;
Chaker, Aloui
;
Masood, Omar
;
Fry, John
- In:
Emerging markets review
12
(
2011
)
3
,
pp. 272-292
Persistent link: https://www.econbiz.de/10009306830
Saved in:
7
Clustering financial time series : new insights from an extended hidden Markov model
Dias, José G.
;
Vermunt, Jeroen K.
;
Ramos, Sofia B.
- In:
European journal of operational research : EJOR
243
(
2015
)
3
,
pp. 852-864
Persistent link: https://www.econbiz.de/10010513848
Saved in:
8
A Markov chain estimator of multivariate
volatility
from high frequency data
Hansen, Peter Reinhard
;
Horel, Guillaume
;
Lunde, Asger
; …
-
2015
Persistent link: https://www.econbiz.de/10010514600
Saved in:
9
Regime-switching in
volatility
and correlation structure using range-based models with Markov-switching
Miao, Daniel Wei-Chung
;
Wu, Chun-chou
;
Su, Yi Kai
- In:
Economic modelling
31
(
2013
),
pp. 87-93
Persistent link: https://www.econbiz.de/10009725779
Saved in:
10
Examining realized
volatility
regimes under a threshold stochastic
volatility
model
Xu, Dinghai
- In:
International journal of finance & economics : IJFE
17
(
2012
)
4
,
pp. 373-389
Persistent link: https://www.econbiz.de/10009689475
Saved in:
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