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Conditional volatility and the...
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USA
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
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9,608
Kapitaleinkommen
7,861
Capital income
7,827
Aktienmarkt
6,395
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6,326
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5,419
Stochastic process
5,321
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
Risiko
3,281
volatility
2,657
Finanzmarkt
2,600
CAPM
2,593
Financial market
2,533
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Free
1,343
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794
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1
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5,134
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50
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Gupta, Rangan
57
McAleer, Michael
55
Bollerslev, Tim
36
Bahmani-Oskooee, Mohsen
33
Andersen, Torben
27
Hautsch, Nikolaus
24
Caporale, Guglielmo Maria
22
Diebold, Francis X.
21
Chang, Chia-Lin
20
Engle, Robert F.
20
Lanne, Markku
20
Bali, Turan G.
19
Weber, Enzo
19
Asai, Manabu
18
Davis, Steven J.
18
Moffitt, Robert A.
18
Hammoudeh, Shawkat
17
Pierdzioch, Christian
17
Conrad, Christian
16
Miller, Stephen M.
16
Castelnuovo, Efrem
15
Fernández-Villaverde, Jesús
15
Giot, Pierre
15
Ang, Andrew
14
Bekaert, Geert
14
Bouri, Elie
14
Cheung, Yin-Wong
14
Hegerty, Scott W.
14
Wohar, Mark E.
14
Bartram, Söhnke M.
13
Fleming, Jeff
13
Stulz, René M.
13
Balcilar, Mehmet
12
Beine, Michel
12
Caggiano, Giovanni
12
Fang, Wen-shwo
12
Ghysels, Eric
12
Gil-Alaña, Luis A.
12
Guerrón-Quintana, Pablo A.
12
Guo, Hui
12
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National Bureau of Economic Research
24
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11
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6
European University Institute / Department of Economics
5
Federal Reserve Bank of New York
5
Centre for Analytical Finance <Århus>
4
Centre for Growth and Business Cycle Research <Manchester>
4
Federal Reserve Bank of Cleveland
4
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4
Center for Economic Research <Tilburg>
3
Federal Reserve System / Division of Research and Statistics
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New York Stock Exchange
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Rodney L. White Center for Financial Research
3
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3
Brown University / Department of Economics
2
Ekonomiska forskningsinstitutet <Stockholm>
2
Federal Reserve Bank of San Francisco
2
Federal Reserve System / Board of Governors
2
Internationaler Währungsfonds / Research Department
2
Massachusetts Institute of Technology / Department of Economics
2
Queen Mary College / Department of Economics
2
School of Accounting, Economics and Finance <Geelong>
2
Springer Fachmedien Wiesbaden
2
Svenska Handelshögskolan <Helsinki>
2
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2
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2
USA / General Accounting Office
2
Weltbank
2
Zentrum für Europäische Wirtschaftsforschung
2
American Finance Association
1
Birkbeck College / Department of Economics
1
Boston College / Department of Economics
1
Brussels European and Global Economic Laboratory
1
Business Information Centre <Toronto>
1
Center for International Development <Cambridge, Mass.>
1
Chambre de commerce et d'industrie de Paris
1
Columbia University / Center on Global Energy Policy
1
Columbia University / Department of Economics
1
Deutsches Institut für Wirtschaftsforschung
1
Ecole des hautes études commerciales <Montréal> / Institut d'économie appliquée
1
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Working paper / National Bureau of Economic Research, Inc.
189
The journal of futures markets
170
The review of financial studies
100
Journal of banking & finance
78
Discussion paper / Centre for Economic Policy Research
71
The journal of finance : the journal of the American Finance Association
70
Journal of financial and quantitative analysis : JFQA
60
Applied financial economics
57
Energy economics
53
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
51
Working paper
48
The journal of derivatives : the official publication of the International Association of Financial Engineers
46
International review of financial analysis
44
Journal of empirical finance
44
The North American journal of economics and finance : a journal of financial economics studies
44
Journal of financial economics
42
Applied economics
40
International review of economics & finance : IREF
39
Finance and economics discussion series
37
Economics letters
36
Journal of international financial markets, institutions & money
36
The journal of real estate finance and economics
35
Journal of international money and finance
34
Economic modelling
33
Finance research letters
33
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
33
The review of economics and statistics
33
Journal of money, credit and banking : JMCB
30
Journal of econometrics
27
Econometric Institute research papers
25
Journal of economics & business
25
Journal of multinational financial management
25
Global finance journal
24
Journal of economics and finance
24
NBER working paper series
24
Research in international business and finance
24
The American economic review
24
The journal of fixed income
24
Applied economics letters
23
Journal of applied econometrics
23
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ECONIS (ZBW)
5,057
EconStor
144
USB Cologne (EcoSocSci)
4
RePEc
3
OLC EcoSci
2
Showing
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10
of
5,210
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date (newest first)
date (oldest first)
1
Forecasting volatilities in equity, bond and money markets : a market-based approach
Wang, Kent
- In:
Australian journal of management
35
(
2010
)
2
,
pp. 165-180
Persistent link: https://www.econbiz.de/10008656214
Saved in:
2
Pricing American options when the underlying asset follows GARCH processes
Stentoft, Lars
- In:
Journal of empirical finance
12
(
2005
)
4
,
pp. 576-611
Persistent link: https://www.econbiz.de/10003144806
Saved in:
3
A generalized partially linear model of asymmetric
volatility
Wu, Guojun
;
Xiao, Zhijie
- In:
Journal of empirical finance
9
(
2002
)
3
,
pp. 287-319
Persistent link: https://www.econbiz.de/10001705438
Saved in:
4
The information content of implied
volatility
in agricultural commodity markets
Giot, Pierre
-
2002
Persistent link: https://www.econbiz.de/10001696228
Saved in:
5
The information content of implied
volatility
indexes for forecasting
volatility
and market risk
Giot, Pierre
-
2003
Persistent link: https://www.econbiz.de/10001791288
Saved in:
6
Switching asymmetric GARCH and options on a
volatility
index
Daouk, Hazem
;
Guo, Jie Qun
- In:
The journal of futures markets
24
(
2004
)
3
,
pp. 251-282
Persistent link: https://www.econbiz.de/10001968654
Saved in:
7
The economic value of
volatility
timing
Fleming, Jeff
;
Kirby, Chris
;
Ostdiek, Barbara
- In:
The journal of finance : the journal of the American …
56
(
2001
)
1
,
pp. 329-352
Persistent link: https://www.econbiz.de/10001575075
Saved in:
8
Analytic derivatives and the computation of GARCH estimates
Fiorentini, Gabriele
;
Calzolari, Giorgio
;
Panattoni, Lorenzo
-
1995
Persistent link: https://www.econbiz.de/10000924232
Saved in:
9
Long-term equity anticipation securities and stock market
volatility
dynamics
Bollerslev, Tim
;
Mikkelsen, Hans Ole Æ.
- In:
Journal of econometrics
92
(
1999
)
1
,
pp. 75-99
Persistent link: https://www.econbiz.de/10001400092
Saved in:
10
The information content of implied
volatility
in agricultural commodity markets
Giot, Pierre
- In:
The journal of futures markets
23
(
2002
)
5
,
pp. 441-454
Persistent link: https://www.econbiz.de/10001769698
Saved in:
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