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~subject:"Volatilität"
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Volatilität
Theorie
625,432
Theory
610,530
USA
330,214
United States
291,640
Schätzung
43,062
Estimation
41,647
Deutschland
35,247
Welt
33,798
Geldpolitik
33,139
World
32,955
Monetary policy
32,145
Germany
31,293
Öffentliche Schulden
24,805
Public debt
23,410
EU-Staaten
21,903
Portfolio-Management
21,248
EU countries
21,077
Portfolio selection
20,998
Risiko
19,928
Risk
19,651
Wirtschaftswachstum
19,095
Economic growth
18,936
Zins
18,790
Interest rate
17,496
Börsenkurs
17,433
Großbritannien
17,407
Mathematische Optimierung
17,292
Mathematical programming
17,188
Share price
17,128
Prognoseverfahren
16,602
Forecasting model
16,265
United Kingdom
15,077
Zeitreihenanalyse
14,788
Finanzpolitik
14,469
Time series analysis
14,351
Wirkungsanalyse
14,269
Konjunktur
14,226
Fiscal policy
13,956
Impact assessment
13,911
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Free
5,292
Undetermined
2,830
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Article
7,282
Book / Working Paper
6,839
Journal
1
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Article in journal
6,828
Aufsatz in Zeitschrift
6,828
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3,522
Graue Literatur
3,387
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3,387
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3,201
Aufsatz im Buch
421
Book section
421
Hochschulschrift
419
Thesis
348
Collection of articles written by one author
114
Sammlung
114
Collection of articles of several authors
61
Sammelwerk
61
Bibliografie enthalten
47
Bibliography included
47
Conference paper
38
Konferenzbeitrag
38
Aufsatzsammlung
25
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24
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24
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22
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22
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21
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18
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11
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10
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8
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8
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7
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5
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5
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4
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3
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3
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2
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English
13,810
German
240
French
34
Spanish
25
Portuguese
7
Italian
5
Polish
2
Czech
1
Danish
1
Hungarian
1
Dutch
1
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1
Romanian
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1
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Author
All
McAleer, Michael
100
Bollerslev, Tim
92
Gupta, Rangan
84
Diebold, Francis X.
73
Andersen, Torben
58
Koopman, Siem Jan
52
Lux, Thomas
48
Pierdzioch, Christian
46
Aizenman, Joshua
43
Hautsch, Nikolaus
43
Bekaert, Geert
41
Caporale, Guglielmo Maria
41
Härdle, Wolfgang
41
Asai, Manabu
38
Bahmani-Oskooee, Mohsen
37
Caporin, Massimiliano
35
Chiarella, Carl
35
Herwartz, Helmut
34
Fernández-Villaverde, Jesús
32
Ghysels, Eric
31
Engle, Robert F.
29
Chang, Chia-Lin
28
Todorov, Viktor
28
Christoffersen, Peter F.
26
Clark, Todd E.
26
Mumtaz, Haroon
26
Andersen, Torben G.
25
Aït-Sahalia, Yacine
25
Caballero, Ricardo J.
25
Schlag, Christian
25
Bali, Turan G.
24
Campbell, John Y.
24
Dijk, Dick van
24
Hafner, Christian M.
24
Jiang, George J.
24
Lucas, André
24
Clements, Adam
23
Davis, Steven J.
23
Gallo, Giampiero M.
23
Mittnik, Stefan
23
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Institution
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National Bureau of Economic Research
213
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
15
Federal Reserve Bank of St. Louis
11
Centre for Analytical Finance <Århus>
10
European University Institute / Department of Economics
10
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
9
Ekonomiska forskningsinstitutet <Stockholm>
8
Federal Reserve Bank of New York
7
Internationaler Währungsfonds / Research Department
7
Rodney L. White Center for Financial Research
7
Svenska Handelshögskolan <Helsinki>
7
Centre for Growth and Business Cycle Research <Manchester>
6
Birkbeck College / Department of Economics
5
Institute of Finance and Accounting <London>
5
University of Canterbury / Dept. of Economics and Finance
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
4
Federal Reserve Bank of San Francisco
4
Federal Reserve System / Board of Governors
4
Federal Reserve System / Division of Research and Statistics
4
Instituto Valenciano de Investigaciones Económicas
4
International Monetary Fund
4
The Wharton Financial Institutions Center
4
Brown University / Department of Economics
3
Center for Economic Research <Tilburg>
3
Federal Reserve Bank of Cleveland
3
Institut für Weltwirtschaft
3
Massachusetts Institute of Technology / Department of Economics
3
New York Stock Exchange
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
Business Information Centre <Toronto>
2
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification <Paris>
2
Centre for Economic Policy Research
2
Christian-Albrechts-Universität zu Kiel
2
Columbia University / Department of Economics
2
Danmarks Nationalbank
2
Deutsche Börse AG
2
Erasmus Research Institute of Management
2
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Published in...
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Working paper / National Bureau of Economic Research, Inc.
304
NBER working paper series
205
NBER Working Paper
180
Journal of banking & finance
165
The journal of futures markets
163
Journal of econometrics
140
Discussion paper / Centre for Economic Policy Research
132
Finance research letters
126
Journal of empirical finance
118
The review of financial studies
112
Economics letters
111
Energy economics
108
Working paper
107
Economic modelling
106
Journal of financial economics
98
International review of financial analysis
97
Discussion paper / Tinbergen Institute
95
Applied economics
93
International review of economics & finance : IREF
93
Journal of international money and finance
93
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
90
The North American journal of economics and finance : a journal of financial economics studies
90
The journal of finance : the journal of the American Finance Association
89
International journal of theoretical and applied finance
88
Applied financial economics
85
International journal of forecasting
82
Journal of economic dynamics & control
74
Mathematical finance : an international journal of mathematics, statistics and financial theory
73
The European journal of finance
69
Applied economics letters
67
Journal of international financial markets, institutions & money
67
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
67
Journal of financial and quantitative analysis : JFQA
63
Econometric reviews
60
Journal of forecasting
59
Quantitative finance
57
Research paper series / Swiss Finance Institute
57
Finance and economics discussion series
56
Computational economics
52
Journal of financial econometrics : official journal of the Society for Financial Econometrics
52
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Source
All
ECONIS (ZBW)
13,771
EconStor
335
USB Cologne (EcoSocSci)
8
USB Cologne (business full texts)
2
ArchiDok
2
OLC EcoSci
2
RePEc
2
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Showing
1
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10
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14,122
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date (oldest first)
1
Interest rate uncertainty and sovereign default risk
Johri, Alok
;
Khan, Shahed
;
Sosa Padilla, César
- In:
Journal of international economics
139
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014281820
Saved in:
2
Poisson-Gaussian processes and the bond market
Das, Sanjiv R.
-
1998
Persistent link: https://www.econbiz.de/10000671235
Saved in:
3
Flexible threshold models for modelling interest rate volatility
Dellaportas, Petros
;
Denison, David G. T.
;
Holmes, Chris
- In:
Econometric reviews
26
(
2007
)
2
,
pp. 419-437
Persistent link: https://www.econbiz.de/10003509144
Saved in:
4
Markov-switching and stochastic volatility diffusion models of short-term interest rates
Smith, Daniel R.
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
2
,
pp. 183-197
Persistent link: https://www.econbiz.de/10001660372
Saved in:
5
Numerical techniques for maximum likelihood estimation of continuous-time diffusion processes
Durham, Garland B.
;
Gallant, A. Ronald
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
3
,
pp. 297-316
Persistent link: https://www.econbiz.de/10001694701
Saved in:
6
Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets
Brandt, Michael W.
;
Santa-Clara, Pedro
- In:
Journal of financial economics
63
(
2002
)
2
,
pp. 161-210
Persistent link: https://www.econbiz.de/10001636757
Saved in:
7
Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets
Brandt, Michael W.
;
Santa-Clara, Pedro
-
2001
Persistent link: https://www.econbiz.de/10001606888
Saved in:
8
Likelihood-based specification analysis of continuous-time models of the short-term interest rate
Durham, Garland B.
- In:
Journal of financial economics
70
(
2003
)
3
,
pp. 463-487
Persistent link: https://www.econbiz.de/10001837787
Saved in:
9
Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets
Brandt, Michael W.
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002011289
Saved in:
10
Testing the empirical performance of stochastic volatility models of the short-term interest rate
Bali, Turan G.
- In:
Journal of financial and quantitative analysis : JFQA
35
(
2000
)
2
,
pp. 191-215
Persistent link: https://www.econbiz.de/10001510057
Saved in:
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