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~subject:"Volatilität"
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Volatilität
Schätztheorie
35,783
Estimation theory
35,158
Theorie
22,136
Theory
21,362
Finnland
18,552
Cointegration
17,391
Einkommensteuer
16,336
Kointegration
15,770
Income tax
12,798
Schätzung
12,707
Estimation
12,376
Finland
12,191
Zeitreihenanalyse
8,007
Time series analysis
7,874
Collective bargaining
7,424
Tarifverhandlungen
7,360
Deutschland
6,828
USA
6,286
United States
5,950
Germany
5,771
Regressionsanalyse
4,378
Regression analysis
4,343
Arbeitsmarkttheorie
4,174
Labour market theory
3,724
Multivariate Analyse
3,603
Nichtparametrisches Verfahren
3,501
Economic growth
3,494
Wirtschaftswachstum
3,461
Panel
3,419
Nonparametric statistics
3,408
Multivariate analysis
3,324
Panel study
3,321
cointegration
3,155
Kausalanalyse
3,061
Causality analysis
3,028
Prognoseverfahren
2,777
Forecasting model
2,722
Volatility
2,631
EU-Staaten
2,587
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Free
998
Undetermined
767
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Article
1,646
Book / Working Paper
1,023
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1,583
Aufsatz in Zeitschrift
1,583
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504
Graue Literatur
487
Non-commercial literature
487
Arbeitspapier
462
Aufsatz im Buch
63
Book section
63
Hochschulschrift
47
Thesis
40
Collection of articles written by one author
13
Sammlung
13
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10
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10
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5
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5
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5
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4
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4
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3
Bibliography included
3
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2
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2
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2
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1
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English
2,638
German
26
French
2
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1
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1
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McAleer, Michael
28
Koopman, Siem Jan
27
Diebold, Francis X.
19
Todorov, Viktor
19
Li, Jia
18
Teräsvirta, Timo
18
Hafner, Christian M.
16
Kumar, Dilip
16
Herwartz, Helmut
15
Li, Yingying
15
Tauchen, George Eugene
15
Lucas, André
14
Maheswaran, S.
14
Silvennoinen, Annastiina
14
Brandt, Michael W.
13
Härdle, Wolfgang
13
Andersen, Torben
12
Hautsch, Nikolaus
12
Kim, Donggyu
12
Rossi, Eduardo
12
Bollerslev, Tim
11
Cavaliere, Giuseppe
11
Croux, Christophe
11
Mancino, Maria Elvira
11
Chang, Chia-Lin
10
Clements, Adam
10
Engle, Robert F.
10
Fan, Jianqing
10
Ghysels, Eric
10
Gouriéroux, Christian
10
Liu, Zhi
10
Sibbertsen, Philipp
10
Swanson, Norman R.
10
Taylor, Robert
10
Allen, David E.
9
Mykland, Per A.
9
Rodriguez, Gabriel
9
Spokojnyj, Vladimir G.
9
Alizadeh, Sassan
8
Asai, Manabu
8
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National Bureau of Economic Research
10
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
6
Birkbeck College / Department of Economics
4
Rodney L. White Center for Financial Research
4
Ekonomiska forskningsinstitutet <Stockholm>
3
Kansantaloustieteen Laitos <Tampere>
3
Gottfried Wilhelm Leibniz Universität Hannover
2
Svenska Handelshögskolan <Helsinki>
2
Aarhus Universitet / Afdeling for Nationaløkonomi
1
Banque de France / Direction des Etudes Economiques et de la Recherche
1
Centre for Analytical Finance <Århus>
1
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
1
Econometrisch Instituut <Rotterdam>
1
Erasmus Research Institute of Management
1
European University Institute / Department of Economics
1
Federal Reserve Bank of Cleveland
1
Leibniz-Institut für Agrarentwicklung in Transformationsökonomien
1
Melbourne Institute of Applied Economic and Social Research
1
Queen Mary College / Department of Economics
1
School of Accounting, Finance and Economics <Perth, Western Australia>
1
School of Economics <Bundoora, Victoria> / Department of Economics
1
Springer Fachmedien Wiesbaden
1
Springer International Publishing
1
The Wharton Financial Institutions Center
1
University of California, San Diego / Department of Economics
1
University of Chicago / Graduate School of Business
1
University of Chicago / Graduate School of Business / Department of Economics
1
University of Exeter / Department of Economics
1
Universität Erfurt <1994-> / Staatswissenschaftliche Fakultät
1
Universität Trier
1
Zentrum für Europäische Wirtschaftsforschung
1
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Journal of econometrics
132
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
49
Discussion paper / Tinbergen Institute
39
Econometric reviews
39
Economic modelling
38
International Journal of Energy Economics and Policy : IJEEP
37
Economics letters
28
Journal of empirical finance
28
Energy economics
25
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
24
Journal of banking & finance
23
Journal of risk and financial management : JRFM
22
Finance research letters
21
International journal of economics and financial issues : IJEFI
21
The North American journal of economics and finance : a journal of financial economics studies
21
Applied economics
20
International journal of forecasting
19
Journal of financial econometrics : official journal of the Society for Financial Econometrics
19
CREATES research paper
17
Journal of financial econometrics
17
International review of economics & finance : IREF
16
Quantitative finance
16
International journal of theoretical and applied finance
15
Journal of forecasting
15
SFB 649 discussion paper
15
Econometric theory
14
Journal of international financial markets, institutions & money
13
Working paper
13
Cogent economics & finance
12
The econometrics journal
12
Econometrics : open access journal
11
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
International journal of finance & economics : IJFE
11
International review of financial analysis
11
Meddelanden från Svenska Handelshögskolan
11
The empirical economics letters : a monthly international journal of economics
11
Iranian economic review : journal of University of Tehran
10
Research in international business and finance
10
The European journal of finance
10
Working paper / National Bureau of Economic Research, Inc.
10
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Source
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ECONIS (ZBW)
2,620
EconStor
43
USB Cologne (EcoSocSci)
3
USB Cologne (business full texts)
1
ArchiDok
1
OLC EcoSci
1
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1
Element-by-element estimation of a volatility matrix : an Italian portfolio simulation
Naccarato, Alessia
;
Pierini, Andrea
- In:
Investment management and financial innovations
11
(
2014
)
3
,
pp. 34-43
Persistent link: https://www.econbiz.de/10010512185
Saved in:
2
A multivariate test against spurious long memory
Sibbertsen, Philipp
;
Leschinski, Christian
;
Busch, Marie
- In:
Journal of econometrics
203
(
2018
)
1
,
pp. 33-49
Persistent link: https://www.econbiz.de/10011974604
Saved in:
3
Time varying price discovery
Avino, Davide
;
Lazar, Emese
;
Varotto, Simone
- In:
Economics letters
126
(
2015
),
pp. 18-21
Persistent link: https://www.econbiz.de/10011376376
Saved in:
4
Special issue: Multivariate stochastic volatility
Maasoumi, Esfandiar
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003355822
Saved in:
5
Multivariate GARCH models
Silvennoinen, Annastiina
;
Teräsvirta, Timo
- In:
Handbook of financial time series
,
(pp. 201-229)
.
2009
Persistent link: https://www.econbiz.de/10003833947
Saved in:
6
Multivariate stochastic volatility
Chib, Siddhartha
;
Omori, Yasuhiro
;
Asai, Manabu
- In:
Handbook of financial time series
,
(pp. 365-400)
.
2009
Persistent link: https://www.econbiz.de/10003833972
Saved in:
7
Flexible dynamic consitional correlation multivariate GARCH models for asset allocation
Billio, Monica
(
contributor
);
Gobbo, Michele
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003376752
Saved in:
8
Efficient estimation of a multivariate multiplicative volatility model
Hafner, Christian M.
;
Linton, Oliver
- In:
Journal of econometrics
159
(
2010
)
1
,
pp. 55-73
Persistent link: https://www.econbiz.de/10008839940
Saved in:
9
Estimation of a longitudinal multivariate stochastic volatility model for the analysis of intra-day electricity prices
Smith, Michael S.
(
contributor
);
Cottet, Remy
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003301799
Saved in:
10
The Wishart Autoregressive process of multivariate stochastic volatility
Gouriéroux, Christian
;
Jasiak, Joann
;
Sufana, Razvan
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 167-181
Persistent link: https://www.econbiz.de/10003858506
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