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~subject:"Volatilität"
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Volatilität
Theorie
625,127
Theory
610,224
USA
42,559
United States
41,408
Schätzung
33,299
Estimation
32,478
Zeitreihenanalyse
29,728
Time series analysis
28,706
Welt
25,708
World
25,074
Deutschland
22,992
Geldpolitik
22,760
Monetary policy
22,024
Germany
21,545
Portfolio-Management
18,998
Portfolio selection
18,791
Risiko
17,555
Risk
17,348
Mathematische Optimierung
16,929
Mathematical programming
16,824
Prognoseverfahren
16,735
Forecasting model
16,391
Schätztheorie
14,257
Wirtschaftswachstum
14,209
Estimation theory
13,854
Economic growth
13,602
Spieltheorie
12,679
Börsenkurs
12,272
Share price
12,056
Game theory
11,958
Volatility
11,848
Experiment
11,201
Asymmetrische Information
10,562
Asymmetric information
10,280
Wettbewerb
10,252
Stochastischer Prozess
10,237
Wohlfahrtsanalyse
10,160
Welfare analysis
9,988
Stochastic process
9,945
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Free
4,812
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Article
6,099
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6,026
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Article in journal
5,702
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French
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Bollerslev, Tim
88
McAleer, Michael
86
Diebold, Francis X.
69
Koopman, Siem Jan
66
Gupta, Rangan
58
Lux, Thomas
58
Andersen, Torben
57
Caporale, Guglielmo Maria
56
Härdle, Wolfgang
49
Caporin, Massimiliano
42
Todorov, Viktor
40
Hautsch, Nikolaus
39
Asai, Manabu
36
Gil-Alaña, Luis A.
36
Pierdzioch, Christian
36
Fernández-Villaverde, Jesús
34
Aizenman, Joshua
33
Chiarella, Carl
33
Lucas, André
33
Bekaert, Geert
31
Herwartz, Helmut
31
Chan, Joshua
29
Andersen, Torben G.
28
Christensen, Bent Jesper
28
Hafner, Christian M.
28
Hansen, Peter Reinhard
28
Christoffersen, Peter F.
27
Tauchen, George Eugene
27
Bos, Charles S.
26
Dijk, Dick van
26
Nielsen, Morten Ørregaard
26
Yu, Jun
26
Engle, Robert F.
25
Meddahi, Nour
25
Schlag, Christian
25
Clark, Todd E.
24
Ghysels, Eric
24
Rodriguez, Gabriel
24
Maheu, John M.
23
Mittnik, Stefan
23
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National Bureau of Economic Research
186
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
15
Centre for Analytical Finance <Århus>
9
Ekonomiska forskningsinstitutet <Stockholm>
8
European University Institute / Department of Economics
8
Rodney L. White Center for Financial Research
7
Centre for Growth and Business Cycle Research <Manchester>
6
Internationaler Währungsfonds / Research Department
6
Birkbeck College / Department of Economics
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
Institute of Finance and Accounting <London>
5
Svenska Handelshögskolan <Helsinki>
5
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
4
Instituto Valenciano de Investigaciones Económicas
4
The Wharton Financial Institutions Center
4
Econometrisch Instituut <Rotterdam>
3
Federal Reserve Bank of San Francisco
3
Federal Reserve System / Division of Research and Statistics
3
Gottfried Wilhelm Leibniz Universität Hannover
3
International Monetary Fund
3
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
3
Springer Fachmedien Wiesbaden
3
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
3
World Bank
3
Brown University / Department of Economics
2
Business Information Centre <Toronto>
2
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification <Paris>
2
Centre for Economic Policy Research
2
Centre for Quantitative Economics & Computing
2
Christian-Albrechts-Universität zu Kiel
2
Danmarks Nationalbank
2
Deutsche Börse AG
2
Erasmus Research Institute of Management
2
Federal Reserve Bank of New York
2
Forschungsinstitut zur Zukunft der Arbeit
2
Goethe-Universität Frankfurt am Main
2
Institut für Weltwirtschaft
2
Internationaler Währungsfonds / Western Hemisphere Department
2
Judge Institute of Management Studies
2
Kansantaloustieteen Laitos <Tampere>
2
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Journal of econometrics
194
NBER working paper series
179
Working paper / National Bureau of Economic Research, Inc.
167
NBER Working Paper
159
Energy economics
133
Finance research letters
127
Journal of banking & finance
124
Discussion paper / Tinbergen Institute
119
Economic modelling
113
Journal of empirical finance
108
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
103
Economics letters
102
International journal of forecasting
93
International review of financial analysis
90
Applied economics
85
Discussion paper / Centre for Economic Policy Research
83
International review of economics & finance : IREF
83
Working paper
83
International journal of theoretical and applied finance
80
Journal of economic dynamics & control
79
Journal of financial economics
78
Journal of international money and finance
75
The North American journal of economics and finance : a journal of financial economics studies
74
Mathematical finance : an international journal of mathematics, statistics and financial theory
72
Econometric reviews
68
Journal of forecasting
67
Quantitative finance
67
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
66
The European journal of finance
62
The review of financial studies
60
Applied economics letters
59
CREATES research paper
58
Journal of financial econometrics : official journal of the Society for Financial Econometrics
57
Journal of risk and financial management : JRFM
55
Computational economics
53
Research paper series / Swiss Finance Institute
48
Applied mathematical finance
46
The journal of futures markets
46
Finance and stochastics
44
Journal of international financial markets, institutions & money
44
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All
ECONIS (ZBW)
11,860
EconStor
253
USB Cologne (EcoSocSci)
7
USB Cologne (business full texts)
2
ArchiDok
1
OLC EcoSci
1
RePEc
1
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1
The long memory dynamics of the market quotations of selected Stock Companies and Warsaw Stock Index
Łuczyński, Wiesław
- In:
The Poznań University of Economics review
7
(
2007
)
1
,
pp. 21-55
Persistent link: https://www.econbiz.de/10003567016
Saved in:
2
Lag length selection for unit root tests in the presence of nonstationary volatility
Cavaliere, Giuseppe
;
Phillips, Peter C. B.
;
Smeekes, Stephan
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 512-536
Persistent link: https://www.econbiz.de/10011373261
Saved in:
3
Volatility spillover in foreign exchange markets
Rajhans, Rajni Kant
;
Jain, Anuradha
- In:
Paradigm : the journal of Institute of Management Technology
19
(
2015
)
2
,
pp. 137-151
Persistent link: https://www.econbiz.de/10011761392
Saved in:
4
Modeling exchange rate dynamics in Egypt : observed and unobserved volatility
Rofael, Dina
;
Hosni, Rana
- In:
Modern economy
6
(
2015
)
1
,
pp. 65-80
Persistent link: https://www.econbiz.de/10011285372
Saved in:
5
Indirect inference estimation of mixed frequency stochastic volatility state space models using MIDAS regressions and ARCH models
Gagliardini, Patrick
;
Ghysels, Eric
;
Rubin, M.
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
4
,
pp. 509-560
Persistent link: https://www.econbiz.de/10011987633
Saved in:
6
Simple factor realized stochastic volatility models
Kawakatsu, Hiroyuki
- In:
Journal of time series econometrics
15
(
2023
)
1
,
pp. 79-110
Persistent link: https://www.econbiz.de/10014288373
Saved in:
7
Verifying the tunisian exchange regime stability in the post-revolution period by state-space models and high-frequency data
Bouabidi, Mohamed
- In:
African review of economics and finance : AREF : the …
15
(
2023
)
2
,
pp. 197-214
Persistent link: https://www.econbiz.de/10014637384
Saved in:
8
Unit root testing with unstable volatility
Beare, Brendan K.
-
2008
Persistent link: https://www.econbiz.de/10003807437
Saved in:
9
Bootstrap unit root tests for time series with nonstationary volatility
Cavaliere, Giuseppe
;
Taylor, Robert
- In:
Econometric theory
24
(
2008
)
1
,
pp. 43-71
Persistent link: https://www.econbiz.de/10003894110
Saved in:
10
Testing for a unit root in the presence of stochastic volatility and leverage effect
Li, Yong
;
Chong, Terence Tai-Leung
;
Zhang, Jie
- In:
Economic modelling
29
(
2012
)
5
,
pp. 2035-2038
Persistent link: https://www.econbiz.de/10009666985
Saved in:
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