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~subject:"Volatilität"
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Volatilität
Theorie
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Theory
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USA
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United States
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Schätzung
30,912
Estimation
30,162
Welt
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Stochastic process
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Prognoseverfahren
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Forecasting model
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Time series analysis
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Wirtschaftswachstum
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Spieltheorie
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Volatility
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Economic growth
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Game theory
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Schätztheorie
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Estimation theory
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Börsenkurs
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Experiment
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Share price
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Asymmetrische Information
10,534
Asymmetric information
10,251
Wettbewerb
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Wohlfahrtsanalyse
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McAleer, Michael
102
Bollerslev, Tim
88
Diebold, Francis X.
67
Andersen, Torben
61
Koopman, Siem Jan
59
Chiarella, Carl
52
Lux, Thomas
52
Asai, Manabu
50
Gupta, Rangan
49
Todorov, Viktor
46
Härdle, Wolfgang
43
Caporin, Massimiliano
42
Christoffersen, Peter F.
39
Cui, Zhenyu
34
Pierdzioch, Christian
34
Aizenman, Joshua
33
Chan, Joshua
33
Hafner, Christian M.
33
Hautsch, Nikolaus
33
Bekaert, Geert
30
Platen, Eckhard
30
Clark, Todd E.
29
Herwartz, Helmut
29
Lucas, André
29
Tauchen, George Eugene
29
Andersen, Torben G.
28
Mumtaz, Haroon
28
Aït-Sahalia, Yacine
27
Caporale, Guglielmo Maria
27
Schlag, Christian
27
Yu, Jun
27
Barndorff-Nielsen, Ole E.
26
Fernández-Villaverde, Jesús
26
Shephard, Neil G.
26
Bos, Charles S.
25
Carriero, Andrea
25
Escobar, Marcos
25
Fouque, Jean-Pierre
25
Ghysels, Eric
25
Meddahi, Nour
25
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National Bureau of Economic Research
191
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
17
Centre for Analytical Finance <Århus>
10
Ekonomiska forskningsinstitutet <Stockholm>
8
European University Institute / Department of Economics
8
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
Svenska Handelshögskolan <Helsinki>
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Instituto Valenciano de Investigaciones Económicas
4
The Wharton Financial Institutions Center
4
Chambre de commerce et d'industrie de Paris
3
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
Nuffield College
3
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
3
Springer Fachmedien Wiesbaden
3
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
3
University of Canterbury / Dept. of Economics and Finance
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
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Centre for Growth and Business Cycle Research <Manchester>
2
Christian-Albrechts-Universität zu Kiel
2
Danmarks Nationalbank
2
Deutsche Börse AG
2
Econometrisch Instituut <Rotterdam>
2
Erasmus Research Institute of Management
2
Federal Reserve Bank of New York
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Federal Reserve Bank of St. Louis
2
Forschungsinstitut zur Zukunft der Arbeit
2
Goethe-Universität Frankfurt am Main
2
Gottfried Wilhelm Leibniz Universität Hannover
2
Institut für Weltwirtschaft
2
International Center for Financial Asset Management and Engineering
2
International Monetary Fund
2
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Journal of econometrics
210
International journal of theoretical and applied finance
185
NBER working paper series
182
NBER Working Paper
163
Working paper / National Bureau of Economic Research, Inc.
163
Journal of banking & finance
141
Quantitative finance
130
Finance research letters
119
Discussion paper / Tinbergen Institute
107
Energy economics
106
Economics letters
104
Journal of empirical finance
104
Journal of economic dynamics & control
102
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
100
Economic modelling
99
Mathematical finance : an international journal of mathematics, statistics and financial theory
90
Applied mathematical finance
89
Working paper
89
International journal of forecasting
86
Journal of financial economics
84
The North American journal of economics and finance : a journal of financial economics studies
83
Computational economics
81
Discussion paper / Centre for Economic Policy Research
81
International review of financial analysis
81
Applied economics
80
International review of economics & finance : IREF
78
The European journal of finance
76
The journal of futures markets
73
Econometric reviews
67
Journal of international money and finance
67
Journal of financial econometrics : official journal of the Society for Financial Econometrics
66
Finance and stochastics
65
Research paper series / Swiss Finance Institute
65
The journal of computational finance
64
Journal of forecasting
62
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
61
Applied economics letters
60
Journal of risk and financial management : JRFM
58
The review of financial studies
58
European journal of operational research : EJOR
55
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ECONIS (ZBW)
12,770
EconStor
241
USB Cologne (EcoSocSci)
6
USB Cologne (business full texts)
1
ArchiDok
1
OLC EcoSci
1
RePEc
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1
Discrete stochastic autoregressive volatility
Cordis, Adriana S.
;
Kirby, Chris
- In:
Journal of banking & finance
43
(
2014
),
pp. 160-178
Persistent link: https://www.econbiz.de/10010410013
Saved in:
2
On ruin probabilities with investments in a risky asset with a regime-switching price
Kabanov, Jurij M.
;
Pergamenščikov, Sergej M.
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 877-897
Persistent link: https://www.econbiz.de/10013440255
Saved in:
3
Bayesian estimation of stochastic tail index from high-frequency financial data
Doğan, Osman
;
Taṣpınar, Süleyman
;
Bera, Anil K.
- In:
Empirical economics : a quarterly journal of the …
61
(
2021
)
5
,
pp. 2685-2711
Persistent link: https://www.econbiz.de/10012664628
Saved in:
4
An empirical application of a stochastic volatility model with GH skew Student's t-distribution to the volatility of Latin-American stock returns
Lengua Lafosse, Patricia
;
Rodriguez, Gabriel
- In:
The quarterly review of economics and finance : journal …
69
(
2018
),
pp. 155-173
Persistent link: https://www.econbiz.de/10012035007
Saved in:
5
Flexible modeling of dependence in volatility processes
Kalli, Maria
;
Griffin, Jim
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
1
,
pp. 102-113
Persistent link: https://www.econbiz.de/10011389911
Saved in:
6
Equity index variance : evidence from flexible parametric jump-diffusion models
Kaeck, Andreas
;
Rodrigues, Paulo Jorge Maurício
; …
- In:
Journal of banking & finance
83
(
2017
),
pp. 85-103
Persistent link: https://www.econbiz.de/10011816827
Saved in:
7
Stochastic volatility model with regime-switching skewness in heavy-tailed errors for exchange rate returns
Nakajima, Jouchi
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
5
,
pp. 499-520
Persistent link: https://www.econbiz.de/10010228561
Saved in:
8
Regime switching stochastic volatility with skew, fat tails and leverage using returns and realized volatility contemporaneously
Trojan, Sebastian
-
2013
Persistent link: https://www.econbiz.de/10010243571
Saved in:
9
Bayesian estimation of non-Gaussian stochastic volatility models
Elabed, Asma Graja
;
Masmoudi, Afif
- In:
Journal of mathematical finance
4
(
2014
)
2
,
pp. 95-103
Persistent link: https://www.econbiz.de/10010380909
Saved in:
10
A jumping index of jumping stocks? : an MCMC analysis of continuous-time models for individual stocks
Pollastri, Alessandro
;
Rodrigues, Paulo Jorge Maurício
; …
- In:
Journal of empirical finance
70
(
2023
),
pp. 322-341
Persistent link: https://www.econbiz.de/10014423714
Saved in:
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