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~subject:"Volatilität"
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Volatilität
Theorie
138
Theory
137
Volatility
84
USA
78
Time series analysis
77
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77
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75
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74
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27
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English
83
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Engle, Robert F.
72
Rosenberg, Joshua V.
11
Gallo, Giampiero M.
6
Kane, Alex
6
Noh, Jaesun
6
De Nard, Gianluca
5
Ledoit, Olivier
5
Wolf, Michael
5
Ghysels, Eric
4
Lee, Gary G. J.
4
Ng, Victor K.
4
Adrian, Tobias
3
Burns, Patrick
3
Diebold, Francis X.
3
Fleming, Michael J.
3
Hartzell, Jay C.
3
Mezrich, Joseph
3
Rangel, Jose Gonzalo
3
Sheppard, Kevin
3
Alan, Nazli Sila
2
Cappiello, Lorenzo
2
Clayton, Matthew J.
2
Conrad, Christian
2
Figlewski, Stephen
2
Hansen, Martin Klint
2
Ito, Takatoshi
2
Itō, Takatoshi
2
Jondeau, Eric
2
Karagozoglu, Ahmet K.
2
Kelly, Bryan T.
2
Lunde, Asger
2
Nguyen, Giang H.
2
Rockinger, Michael
2
Siriwardane, Emil N.
2
Susmel, Raul
2
Barone-Adesi, Giovanni
1
Bollerslev, Tim
1
Brownlees, Christian
1
Brownlees, Christian T.
1
Campos-Martins, Susana
1
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National Bureau of Economic Research
5
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1
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1
National Centre of Competence in Research North South <Bern>
1
Rodney L. White Center for Financial Research
1
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1
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Discussion paper / Department of Economics, University of California San Diego
12
Working paper / National Bureau of Economic Research, Inc.
6
NBER working paper series
5
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
4
Journal of econometrics
3
NBER Working Paper
3
Staff reports / Federal Reserve Bank of New York
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
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3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
NYU Stern School of Business
2
Review of finance : journal of the European Finance Association
2
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2
The review of economics and statistics
2
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2
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2
Advanced texts in econometrics
1
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1
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1
Forecasting volatility in the financial markets
1
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1
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1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
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1
Journal of financial economics
1
Journal of risk
1
Research paper series / Swiss Finance Institute
1
Review of derivatives research
1
The Review of Finance, Forthcoming
1
The journal of business : B
1
The journal of finance : the journal of the American Finance Association
1
The journal of portfolio management : JPM
1
The known, the unknown, and the unknowable in financial risk management : measurement and theory advancing practice
1
University of Zurich, Department of Economics, Working Paper
1
Universität Zürich - Institut für Schweizerisches Bankwesen - Working Papers
1
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1
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1
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ECONIS (ZBW)
81
EconStor
2
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1
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1
Testing the volatility term structure using option hedging criteria
Engle, Robert F.
;
Rosenberg, Joshua V.
-
1998
Persistent link: https://www.econbiz.de/10000982921
Saved in:
2
Testing the volatility term structure using option hedging criteria
Engle, Robert F.
;
Rosenberg, Joshua V.
- In:
The journal of derivatives : the official publication …
8
(
2000
)
1
,
pp. 10-28
Persistent link: https://www.econbiz.de/10001522314
Saved in:
3
Testing the volatility term structure using option hedging criteria
Engle, Robert F.
;
Rosenberg, Joshua V.
-
1999
Persistent link: https://www.econbiz.de/10001448019
Saved in:
4
Zeitabhängige Volatilität und instationäre Zeitreihen : zum Nobelpreis an Robert F. Engle und Clive W. J. Granger
Hassler, Uwe
- In:
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
83
(
2003
)
12
,
pp. 811-816
Persistent link: https://www.econbiz.de/10001858207
Saved in:
5
Volatility and time series econometrics : essays in honor of Robert Engle
Bollerslev, Tim
(
ed.
);
Engle, Robert F.
(
honouree
); …
-
2010
-
1. publ.
Persistent link: https://www.econbiz.de/10003861657
Saved in:
6
The Nobel memorial prize for Robert Engle
Diebold, Francis X.
(
contributor
);
Engle, Robert F.
(
honouree
)
-
2004
Persistent link: https://www.econbiz.de/10003229527
Saved in:
7
Index-option pricing with stochastic volatility and the value of accurate variance forecasts
Engle, Robert F.
;
Kane, Alex
;
Noh, Jaesun
-
1993
Persistent link: https://www.econbiz.de/10000877913
Saved in:
8
Long run volatility forecasting for individual stocks in a one factor model
Engle, Robert F.
;
Lee, Gary G. J.
-
1993
Persistent link: https://www.econbiz.de/10000877958
Saved in:
9
A permanent and transitory component model of stock return volatility
Engle, Robert F.
;
Lee, Gary G. J.
-
1993
-
[Rev.]
Persistent link: https://www.econbiz.de/10000877975
Saved in:
10
Index-option pricing with stochastic volatility and the value of accurate variance forecasts
Engle, Robert F.
;
Kane, Alex
;
Noh, Jaesun
-
1993
Persistent link: https://www.econbiz.de/10000886028
Saved in:
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