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~subject:"Volatilität"
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Volatilität
Theorie
625,588
Theory
610,686
USA
41,918
United States
40,819
Schätzung
29,808
Estimation
29,092
Welt
25,514
World
24,900
Deutschland
22,963
Geldpolitik
22,497
Monetary policy
21,766
Germany
21,560
Portfolio-Management
20,011
Portfolio selection
19,807
Risiko
18,169
Risk
17,966
Mathematische Optimierung
17,082
Mathematical programming
16,976
Optionspreistheorie
14,810
Option pricing theory
14,351
Prognoseverfahren
14,231
Forecasting model
13,970
Derivat
13,959
Derivative
13,925
Volatility
13,817
Wirtschaftswachstum
13,235
Zeitreihenanalyse
12,900
Spieltheorie
12,737
Economic growth
12,647
Time series analysis
12,523
Stochastischer Prozess
12,368
Stochastic process
12,090
Game theory
12,014
Börsenkurs
11,941
Share price
11,738
Experiment
11,542
Asymmetrische Information
10,633
CAPM
10,443
Asymmetric information
10,350
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Free
5,536
Undetermined
3,351
Type of publication
All
Article
7,186
Book / Working Paper
6,920
Type of publication (narrower categories)
All
Article in journal
6,744
Aufsatz in Zeitschrift
6,744
Working Paper
2,829
Graue Literatur
2,742
Non-commercial literature
2,742
Arbeitspapier
2,603
Hochschulschrift
406
Aufsatz im Buch
402
Book section
402
Thesis
325
Collection of articles written by one author
102
Sammlung
102
Collection of articles of several authors
68
Sammelwerk
68
Bibliografie enthalten
43
Bibliography included
43
Conference paper
42
Konferenzbeitrag
42
Aufsatzsammlung
26
Systematic review
23
Übersichtsarbeit
23
Forschungsbericht
21
Konferenzschrift
20
Lehrbuch
12
Amtsdruckschrift
11
Government document
11
Textbook
11
Conference proceedings
9
Article
8
Rezension
8
Handbook
6
Handbuch
6
Reprint
6
Dissertation u.a. Prüfungsschriften
5
Accompanied by computer file
4
Elektronischer Datenträger als Beilage
4
Glossar enthalten
4
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4
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3
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2
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English
13,818
German
227
French
34
Spanish
19
Italian
5
Undetermined
3
Dutch
2
Polish
2
Portuguese
2
Czech
1
Hungarian
1
Norwegian
1
Chinese
1
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Author
All
Bollerslev, Tim
82
McAleer, Michael
68
Diebold, Francis X.
63
Härdle, Wolfgang
58
Andersen, Torben
53
Chiarella, Carl
49
Cui, Zhenyu
46
Koopman, Siem Jan
46
Lux, Thomas
46
Christoffersen, Peter F.
39
Todorov, Viktor
38
Caporin, Massimiliano
34
Aizenman, Joshua
33
Carr, Peter
32
Gupta, Rangan
32
Fengler, Matthias R.
31
Hautsch, Nikolaus
31
Pierdzioch, Christian
31
Schlag, Christian
31
Bekaert, Geert
30
Hafner, Christian M.
30
Herwartz, Helmut
29
Jacquier, Antoine (Jack)
29
Asai, Manabu
28
Engle, Robert F.
28
Benth, Fred Espen
27
Branger, Nicole
26
Fouque, Jean-Pierre
26
Andersen, Torben G.
25
Bauwens, Luc
25
Escobar, Marcos
25
Fernández-Villaverde, Jesús
25
Ghysels, Eric
25
Jacobs, Kris
25
Meddahi, Nour
25
Zhang, Jin E.
25
Aït-Sahalia, Yacine
24
Fabozzi, Frank J.
24
Madan, Dilip B.
24
Mittnik, Stefan
24
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Institution
All
National Bureau of Economic Research
191
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
19
Centre for Analytical Finance <Århus>
11
Ekonomiska forskningsinstitutet <Stockholm>
8
European University Institute / Department of Economics
8
Institut für Schweizerisches Bankwesen <Zürich>
7
Internationaler Währungsfonds / Research Department
7
Rodney L. White Center for Financial Research
7
Svenska Handelshögskolan <Helsinki>
6
Birkbeck College / Department of Economics
5
Institute of Finance and Accounting <London>
5
Instituto Valenciano de Investigaciones Económicas
5
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
4
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
4
International Monetary Fund
4
School of Accounting, Economics and Finance <Geelong>
4
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
4
The Wharton Financial Institutions Center
4
Chambre de commerce et d'industrie de Paris
3
Federal Reserve Bank of San Francisco
3
Federal Reserve System / Division of Research and Statistics
3
Gottfried Wilhelm Leibniz Universität Hannover
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
Centre of Financial Studies
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
2
Federal Reserve Bank of St. Louis
2
Forschungsinstitut zur Zukunft der Arbeit
2
Goethe-Universität Frankfurt am Main
2
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Published in...
All
International journal of theoretical and applied finance
213
NBER working paper series
184
Journal of banking & finance
182
Working paper / National Bureau of Economic Research, Inc.
168
Journal of econometrics
163
NBER Working Paper
160
Quantitative finance
157
Finance research letters
156
The journal of futures markets
144
Applied mathematical finance
108
Journal of economic dynamics & control
106
Energy economics
104
Journal of empirical finance
104
Economic modelling
97
Mathematical finance : an international journal of mathematics, statistics and financial theory
97
Discussion paper / Tinbergen Institute
94
Economics letters
94
Journal of financial economics
94
International review of financial analysis
90
International review of economics & finance : IREF
89
The North American journal of economics and finance : a journal of financial economics studies
88
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
85
The European journal of finance
85
Computational economics
84
Discussion paper / Centre for Economic Policy Research
84
Working paper
84
International journal of forecasting
83
Applied economics
82
The journal of computational finance
75
Finance and stochastics
70
Research paper series / Swiss Finance Institute
70
Journal of international money and finance
68
Review of derivatives research
65
Risks : open access journal
64
The review of financial studies
64
Applied economics letters
60
European journal of operational research : EJOR
60
Journal of forecasting
60
Journal of risk and financial management : JRFM
60
Applied financial economics
55
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Source
All
ECONIS (ZBW)
13,834
EconStor
235
USB Cologne (EcoSocSci)
17
USB Cologne (business full texts)
16
OLC EcoSci
2
ArchiDok
1
RePEc
1
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Showing
1
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10
of
14,106
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date (newest first)
date (oldest first)
1
Derivative
asset analysis in models with level-dependent and stochastic volatility
Frey, Rüdiger
-
1997
Persistent link: https://www.econbiz.de/10000959999
Saved in:
2
Uncertain parameters, an empirical stochastic volatility model and confidence limits
Wilmott, Paul
- In:
International journal of theoretical and applied finance
1
(
1998
)
1
,
pp. 175-189
Persistent link: https://www.econbiz.de/10001236669
Saved in:
3
Uncertain volatility models :
theory
and application
Buff, Robert
-
2002
Persistent link: https://www.econbiz.de/10001647305
Saved in:
4
Volatility trading
Sinclair, Euan Fraser Fitzpatrick
-
2008
Persistent link: https://www.econbiz.de/10003676946
Saved in:
5
Construction and interpretation of model-free implied volatility
Andersen, Torben
;
Bondarenko, Oleg
-
2007
Persistent link: https://www.econbiz.de/10003556632
Saved in:
6
Forward equations for option prices in semimartingale models
Bentata, Amel
;
Cont, Rama
- In:
Finance and stochastics
19
(
2015
)
3
,
pp. 617-651
Persistent link: https://www.econbiz.de/10011418317
Saved in:
7
Conjoint analysis of option and volatility models : empirical evidence from recent financial upheavals in India
Singh, Vipul Kumar
- In:
Journal of emerging market finance
14
(
2015
)
3
,
pp. 258-289
Persistent link: https://www.econbiz.de/10011430608
Saved in:
8
Performance of Black-Scholes model with TSRV estimates
Singh, Shivam
;
Vipul
- In:
Managerial finance
41
(
2015
)
8
,
pp. 857-870
Persistent link: https://www.econbiz.de/10011336586
Saved in:
9
Volatility trading
Sinclair, Euan
-
2013
-
2. ed.
Persistent link: https://www.econbiz.de/10009745954
Saved in:
10
An extension of the chaos expansion approximation for the pricing of exotic basket options
Funahashi, Hideharu
;
Kijima, Masaaki
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 109-139
Persistent link: https://www.econbiz.de/10010352010
Saved in:
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