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~subject:"Volatilität"
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Volatilität
Theorie
628,150
Theory
613,248
USA
42,518
United States
41,300
Schätzung
29,765
Estimation
29,045
Welt
26,191
World
25,571
Deutschland
24,040
Geldpolitik
22,755
Monetary policy
22,024
Germany
21,963
Portfolio-Management
20,190
Portfolio selection
19,981
Risiko
18,177
Risk
17,962
Mathematische Optimierung
17,033
Mathematical programming
16,928
Prognoseverfahren
14,198
Derivat
13,991
Derivative
13,954
Forecasting model
13,937
Wirtschaftswachstum
13,328
Zeitreihenanalyse
12,860
Economic growth
12,790
Spieltheorie
12,694
Time series analysis
12,485
Börsenkurs
12,272
Share price
12,036
Game theory
11,968
Experiment
11,306
Volatility
11,267
Asymmetrische Information
10,669
Asymmetric information
10,386
Finanzmarkt
10,319
Wettbewerb
10,302
Wohlfahrtsanalyse
10,191
Stochastischer Prozess
10,131
Financial market
10,110
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Online availability
All
Free
4,481
Undetermined
2,583
Type of publication
All
Book / Working Paper
5,781
Article
5,759
Type of publication (narrower categories)
All
Article in journal
5,374
Aufsatz in Zeitschrift
5,374
Working Paper
2,633
Graue Literatur
2,562
Non-commercial literature
2,562
Arbeitspapier
2,410
Hochschulschrift
377
Aufsatz im Buch
350
Book section
350
Thesis
314
Collection of articles written by one author
98
Sammlung
98
Collection of articles of several authors
61
Sammelwerk
61
Bibliografie enthalten
43
Bibliography included
43
Conference paper
30
Konferenzbeitrag
30
Aufsatzsammlung
25
Systematic review
23
Übersichtsarbeit
23
Konferenzschrift
21
Forschungsbericht
20
Amtsdruckschrift
11
Government document
11
Lehrbuch
11
Conference proceedings
10
Textbook
10
Article
8
Rezension
8
Handbook
6
Handbuch
6
Reprint
6
Dissertation u.a. Prüfungsschriften
5
Glossar enthalten
4
Glossary included
4
Accompanied by computer file
3
Bibliografie
3
Elektronischer Datenträger als Beilage
3
Case study
2
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English
11,255
German
221
French
35
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
79
McAleer, Michael
67
Diebold, Francis X.
63
Andersen, Torben
46
Koopman, Siem Jan
46
Lux, Thomas
46
Härdle, Wolfgang
40
Chiarella, Carl
39
Gupta, Rangan
36
Aizenman, Joshua
33
Caporin, Massimiliano
33
Hautsch, Nikolaus
31
Pierdzioch, Christian
31
Bekaert, Geert
30
Hafner, Christian M.
28
Herwartz, Helmut
28
Asai, Manabu
27
Bauwens, Luc
26
Schlag, Christian
26
Fernández-Villaverde, Jesús
25
Todorov, Viktor
25
Christoffersen, Peter F.
24
Andersen, Torben G.
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
Aït-Sahalia, Yacine
21
Benth, Fred Espen
21
Engle, Robert F.
21
Mittnik, Stefan
21
Branger, Nicole
20
Caporale, Guglielmo Maria
20
Chan, Joshua
20
Christensen, Bent Jesper
20
Gonçalves, Sílvia
20
Brandt, Michael W.
19
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Institution
All
National Bureau of Economic Research
183
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
12
Ekonomiska forskningsinstitutet <Stockholm>
8
European University Institute / Department of Economics
8
Centre for Analytical Finance <Århus>
7
Internationaler Währungsfonds / Research Department
7
Rodney L. White Center for Financial Research
7
Birkbeck College / Department of Economics
5
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
5
Institute of Finance and Accounting <London>
5
Instituto Valenciano de Investigaciones Económicas
5
International Monetary Fund
5
Svenska Handelshögskolan <Helsinki>
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
4
School of Accounting, Economics and Finance <Geelong>
4
The Wharton Financial Institutions Center
4
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
Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
2
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
2
Danmarks Nationalbank
2
Deutsche Börse AG
2
Duale Hochschule Baden-Württemberg Stuttgart
2
Erasmus Research Institute of Management
2
Federal Reserve Bank of New York
2
Federal Reserve Bank of St. Louis
2
Financial Options Research Centre
2
Forschungsinstitut zur Zukunft der Arbeit
2
Goethe-Universität Frankfurt am Main
2
Institut für Schweizerisches Bankwesen <Zürich>
2
Institut für Weltwirtschaft
2
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Published in...
All
NBER working paper series
176
Working paper / National Bureau of Economic Research, Inc.
165
NBER Working Paper
156
Journal of econometrics
138
Journal of banking & finance
131
Finance research letters
124
International journal of theoretical and applied finance
106
Energy economics
100
Journal of empirical finance
91
Economic modelling
88
Economics letters
87
Journal of financial economics
87
International review of economics & finance : IREF
84
The journal of futures markets
83
Discussion paper / Centre for Economic Policy Research
82
Discussion paper / Tinbergen Institute
82
International review of financial analysis
82
International journal of forecasting
79
Journal of economic dynamics & control
78
Mathematical finance : an international journal of mathematics, statistics and financial theory
78
Working paper
78
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
76
The European journal of finance
74
Applied economics
70
Quantitative finance
70
Journal of international money and finance
69
The North American journal of economics and finance : a journal of financial economics studies
62
Applied mathematical finance
60
The review of financial studies
60
Applied economics letters
57
Journal of forecasting
55
Research paper series / Swiss Finance Institute
52
Econometric reviews
51
Computational economics
50
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
48
The journal of finance : the journal of the American Finance Association
48
Applied financial economics
46
Finance and stochastics
46
Journal of financial econometrics : official journal of the Society for Financial Econometrics
46
Journal of risk and financial management : JRFM
45
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Source
All
ECONIS (ZBW)
11,285
EconStor
232
USB Cologne (EcoSocSci)
15
USB Cologne (business full texts)
4
OLC EcoSci
2
ArchiDok
1
RePEc
1
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Showing
1
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10
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11,540
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date (oldest first)
1
Portfolio selection in stochastic environments
Liu, Jun
- In:
The review of financial studies
20
(
2007
)
1
,
pp. 1-39
Persistent link: https://www.econbiz.de/10003403670
Saved in:
2
Measuring the predictable variation in stock and
bond
returns
Kirby, Chris
- In:
The review of financial studies
10
(
1997
)
3
,
pp. 579-630
Persistent link: https://www.econbiz.de/10001227982
Saved in:
3
Essays on empirical term structure modeling
Zhao, Feng
-
2004
Persistent link: https://www.econbiz.de/10003387673
Saved in:
4
Unspanned stochastic volatility : evidence from hedging interest rate derivatives
Li, Haitao
;
Zhao, Feng
- In:
The journal of finance : the journal of the American …
61
(
2006
)
1
,
pp. 341-378
Persistent link: https://www.econbiz.de/10003302340
Saved in:
5
The effect of derivatives trading on volatility of the underlying asset : evidence from the Greek stock market
Drimbetas, Evangelos
;
Sariannidis, Nikolaos
;
Porfiris, Nicos
- In:
Applied financial economics
17
(
2007
)
1/3
,
pp. 139-148
Persistent link: https://www.econbiz.de/10003427033
Saved in:
6
Can global
bond
fund managers generate alpha using currency volatility?
Konstantinov, Gueorgui
- In:
International journal of bonds and derivatives
1
(
2014
)
2
,
pp. 111-133
Persistent link: https://www.econbiz.de/10011312444
Saved in:
7
Riding the swaption curve
Duyvesteyn, Johan
;
Zwart, Gerben Jacobus de
- In:
Journal of banking & finance
59
(
2015
),
pp. 57-75
Persistent link: https://www.econbiz.de/10011544291
Saved in:
8
Nonparametric interest rate cap pricing : implications for the "unspanned stochastic volatility" puzzle
Wu, Tao L.
- In:
Asia-Pacific journal of financial studies
40
(
2011
)
4
,
pp. 577-598
Persistent link: https://www.econbiz.de/10009388552
Saved in:
9
A quasi process free valuation model of floating rate instruments :
theory
, and evidence from the French market
Jacquillat, Bertrand
;
Laguiche, Sylvie de
- In:
Journal of international financial markets, …
5
(
1995
)
4
,
pp. 1-36
Persistent link: https://www.econbiz.de/10001499765
Saved in:
10
A unified market model for swaptions and constant maturity swaps
Tee, Chyng Wen
;
Kerkhof, Franciscus Lambertus Johannes
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-31
Persistent link: https://www.econbiz.de/10012652680
Saved in:
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