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~subject:"Volatilität"
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Volatilität
Theorie
627,566
Theory
612,663
USA
40,569
United States
39,443
Schätzung
28,992
Estimation
28,279
Welt
25,268
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Geldpolitik
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Germany
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Portfolio-Management
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Portfolio selection
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Risiko
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Risk
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Mathematische Optimierung
17,022
Mathematical programming
16,917
Prognoseverfahren
13,865
Forecasting model
13,606
Wirtschaftswachstum
13,309
Zeitreihenanalyse
12,772
Economic growth
12,689
Spieltheorie
12,674
Time series analysis
12,397
Game theory
11,949
Experiment
11,239
Börsenkurs
11,003
Share price
10,805
Asymmetrische Information
10,592
Wettbewerb
10,397
Asymmetric information
10,310
Wohlfahrtsanalyse
10,190
Welfare analysis
10,018
Competition
9,986
Volatility
9,857
Stochastischer Prozess
9,598
Allgemeines Gleichgewicht
9,579
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9,574
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Bollerslev, Tim
76
Diebold, Francis X.
63
McAleer, Michael
57
Koopman, Siem Jan
46
Lux, Thomas
46
Andersen, Torben
45
Härdle, Wolfgang
39
Aizenman, Joshua
33
Chiarella, Carl
32
Gupta, Rangan
32
Caporin, Massimiliano
31
Hautsch, Nikolaus
31
Pierdzioch, Christian
31
Bekaert, Geert
30
Asai, Manabu
27
Herwartz, Helmut
27
Schlag, Christian
26
Fernández-Villaverde, Jesús
25
Hafner, Christian M.
25
Todorov, Viktor
25
Andersen, Torben G.
23
Christoffersen, Peter F.
23
Clark, Todd E.
23
Lucas, André
23
Caballero, Ricardo J.
22
Ghysels, Eric
22
Meddahi, Nour
22
Westerhoff, Frank H.
22
Yu, Jun
22
Bauwens, Luc
21
Mittnik, Stefan
21
Aït-Sahalia, Yacine
20
Chan, Joshua
20
Engle, Robert F.
20
Gonçalves, Sílvia
20
Carriero, Andrea
19
Giglio, Stefano
19
Li, Kai
19
Liesenfeld, Roman
19
Lütkepohl, Helmut
19
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National Bureau of Economic Research
180
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
12
Ekonomiska forskningsinstitutet <Stockholm>
8
European University Institute / Department of Economics
8
Centre for Analytical Finance <Århus>
7
Rodney L. White Center for Financial Research
7
Internationaler Währungsfonds / Research Department
6
Birkbeck College / Department of Economics
5
Institute of Finance and Accounting <London>
5
International Monetary Fund
5
Svenska Handelshögskolan <Helsinki>
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
4
Instituto Valenciano de Investigaciones Económicas
4
The Wharton Financial Institutions Center
4
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
3
Federal Reserve Bank of San Francisco
3
Federal Reserve System / Division of Research and Statistics
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
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification <Paris>
2
Centre for Economic Policy Research
2
Centre for Growth and Business Cycle Research <Manchester>
2
Christian-Albrechts-Universität zu Kiel
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Danmarks Nationalbank
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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
Gottfried Wilhelm Leibniz Universität Hannover
2
Institut für Weltwirtschaft
2
Internationaler Währungsfonds / Western Hemisphere Department
2
Judge Institute of Management Studies
2
Kansantaloustieteen Laitos <Tampere>
2
Umeå Universitet / Institutionen för Nationalekonomi
2
University of British Columbia / Finance Division
2
University of Exeter / Department of Economics
2
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NBER working paper series
173
Working paper / National Bureau of Economic Research, Inc.
162
NBER Working Paper
155
Journal of econometrics
127
Journal of banking & finance
109
Finance research letters
97
Economics letters
84
Journal of empirical finance
81
Discussion paper / Tinbergen Institute
80
Discussion paper / Centre for Economic Policy Research
78
Economic modelling
76
International journal of forecasting
76
International journal of theoretical and applied finance
76
Journal of financial economics
76
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
75
Mathematical finance : an international journal of mathematics, statistics and financial theory
72
Journal of economic dynamics & control
71
Working paper
68
Journal of international money and finance
65
Energy economics
62
Applied economics
60
International review of financial analysis
60
International review of economics & finance : IREF
59
The European journal of finance
59
The review of financial studies
58
Journal of forecasting
55
Econometric reviews
51
Quantitative finance
50
Applied economics letters
47
Computational economics
47
The North American journal of economics and finance : a journal of financial economics studies
46
Journal of financial econometrics : official journal of the Society for Financial Econometrics
45
Applied mathematical finance
44
Research paper series / Swiss Finance Institute
44
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
44
The journal of finance : the journal of the American Finance Association
43
Finance and stochastics
42
Journal of monetary economics
42
IMF working papers
40
The journal of futures markets
40
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ECONIS (ZBW)
9,875
EconStor
229
USB Cologne (EcoSocSci)
4
ArchiDok
1
OLC EcoSci
1
RePEc
1
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1
Economic information transmissions and liquidity between shipping markets : new evidence from freight derivatives
Alexandridis, George
;
Sahoo, S.
;
Visvikis, Ilias D.
- In:
Transportation research / E : an international journal
98
(
2017
),
pp. 82-104
Persistent link: https://www.econbiz.de/10011655691
Saved in:
2
Multifractal characteristics in maritime economics volatility
Chen, Feier
;
Tian, Kang
;
Ding, Xiaoxu
;
Li, Tingyi
; …
- In:
International journal of transport economics : IJTE
44
(
2017
)
3
,
pp. 365-380
Persistent link: https://www.econbiz.de/10011737330
Saved in:
3
Forecasting volatility of tanker freight rates based on asymmetric regime-switching GARCH models
Lauenstein, Philipp
;
Walther, Thomas
- In:
International journal of financial engineering and risk …
2
(
2016
)
3
,
pp. 172-199
Persistent link: https://www.econbiz.de/10011778834
Saved in:
4
A two-state Markov-switching distinctive conditional variance application for tanker freight returns
Abouarghoub, Wessam
;
Biefang-Frisancho Mariscal, Iris
; …
- In:
International journal of financial engineering and risk …
1
(
2014
)
3
,
pp. 239-263
Persistent link: https://www.econbiz.de/10010476914
Saved in:
5
Understanding the fundamentals of freight markets volatility
Lim, Kian-Guan
;
Nomikos, Nikos K.
;
Yap, Nelson
- In:
Transportation research / E : an international journal
130
(
2019
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012117831
Saved in:
6
Freight derivatives pricing for decoupled mean-reverting diffusion and jumps
Kyriakou, Ioannis
;
Pouliasis, Panos K.
;
Papapostolou, …
- In:
Transportation research / E : an international journal
108
(
2017
),
pp. 80-96
Persistent link: https://www.econbiz.de/10011781992
Saved in:
7
Volatility assessment of US trucking spot freight market
Resende, Max
- In:
Applied economics letters
31
(
2024
)
7
,
pp. 588-593
Persistent link: https://www.econbiz.de/10014557794
Saved in:
8
Statistical arbitrage in the freight options market
Adland, Roar
;
Anestad, Lars Eirik
;
Abrahamsen, Bjarte
- In:
Maritime policy & management
50
(
2023
)
2
,
pp. 141-156
Persistent link: https://www.econbiz.de/10014231507
Saved in:
9
Managing volatility in logistics markets : challenges - practices - tools
Zemmrich, Laurin
;
Hofmann, Erik
-
2022
-
1st edition
Persistent link: https://www.econbiz.de/10015074548
Saved in:
10
The scaling behavior of bulk freight rate volatility
Dai, Siyu
;
Zeng, Yadong
;
Chen, Feier
- In:
International journal of transport economics : IJTE
43
(
2016
)
1/2
,
pp. 85-104
Persistent link: https://www.econbiz.de/10011559450
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