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~subject:"Volatilität"
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Volatilität
Theorie
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Bollerslev, Tim
76
Diebold, Francis X.
75
McAleer, Michael
74
Aizenman, Joshua
49
Lux, Thomas
47
Andersen, Torben
46
Koopman, Siem Jan
46
Gupta, Rangan
42
Härdle, Wolfgang
39
Chiarella, Carl
33
Caporale, Guglielmo Maria
32
Pierdzioch, Christian
32
Caporin, Massimiliano
31
Hautsch, Nikolaus
31
Bekaert, Geert
30
Herwartz, Helmut
29
Asai, Manabu
27
Caballero, Ricardo J.
27
Schlag, Christian
26
Fernández-Villaverde, Jesús
25
Hafner, Christian M.
25
Todorov, Viktor
25
Andersen, Torben G.
23
Christoffersen, Peter F.
23
Clark, Todd E.
23
Lucas, André
23
Ghysels, Eric
22
Karanasos, Menelaos
22
Meddahi, Nour
22
Westerhoff, Frank H.
22
Yu, Jun
22
Aït-Sahalia, Yacine
21
Bauwens, Luc
21
Christensen, Bent Jesper
21
Mittnik, Stefan
21
Chan, Joshua
20
Engle, Robert F.
20
Gonçalves, Sílvia
20
Liesenfeld, Roman
20
Mumtaz, Haroon
20
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National Bureau of Economic Research
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Ekonomiska forskningsinstitutet <Stockholm>
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European University Institute / Department of Economics
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Centre for Analytical Finance <Århus>
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Rodney L. White Center for Financial Research
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International Monetary Fund
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Internationaler Währungsfonds / Research Department
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Birkbeck College / Department of Economics
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Institute of Finance and Accounting <London>
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Svenska Handelshögskolan <Helsinki>
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Instituto Valenciano de Investigaciones Económicas
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The Wharton Financial Institutions Center
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Federal Reserve Bank of San Francisco
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Federal Reserve System / Division of Research and Statistics
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Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
3
Springer Fachmedien Wiesbaden
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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World Bank
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Brown University / Department of Economics
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Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification <Paris>
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Centre for Economic Policy Research
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Centre for Growth and Business Cycle Research <Manchester>
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Christian-Albrechts-Universität zu Kiel
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Danmarks Nationalbank
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Deutsche Börse AG
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Federal Reserve Bank of New York
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Goethe-Universität Frankfurt am Main
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Gottfried Wilhelm Leibniz Universität Hannover
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Institut für Weltwirtschaft
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Internationaler Währungsfonds / Western Hemisphere Department
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Judge Institute of Management Studies
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Kansantaloustieteen Laitos <Tampere>
2
Leibniz-Institut für Wirtschaftsforschung Halle
2
Massachusetts Institute of Technology / Department of Economics
2
Umeå Universitet / Institutionen för Nationalekonomi
2
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NBER working paper series
191
Working paper / National Bureau of Economic Research, Inc.
174
NBER Working Paper
170
Finance research letters
139
Journal of econometrics
129
Journal of banking & finance
120
Economic modelling
107
Economics letters
90
International review of financial analysis
89
International review of economics & finance : IREF
88
Journal of empirical finance
86
Discussion paper / Centre for Economic Policy Research
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Discussion paper / Tinbergen Institute
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Energy economics
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Applied economics
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Journal of international money and finance
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Working paper
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Journal of financial economics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
77
Journal of economic dynamics & control
77
International journal of forecasting
76
International journal of theoretical and applied finance
76
Mathematical finance : an international journal of mathematics, statistics and financial theory
72
The North American journal of economics and finance : a journal of financial economics studies
69
The European journal of finance
65
Journal of international financial markets, institutions & money
64
The review of financial studies
59
Applied economics letters
58
Journal of forecasting
57
Research in international business and finance
57
Quantitative finance
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Journal of risk and financial management : JRFM
52
Econometric reviews
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Computational economics
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Research paper series / Swiss Finance Institute
46
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
46
Applied financial economics
45
Applied mathematical finance
45
Journal of financial econometrics : official journal of the Society for Financial Econometrics
45
The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
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EconStor
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USB Cologne (EcoSocSci)
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USB Cologne (business full texts)
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1
Explaining asset prizing puzzles associated with the
1987
market crash
Benzoni, Luca
;
Collin-Dufresne, Pierre
;
Goldstein, Robert S.
- In:
Journal of financial economics
101
(
2011
)
3
,
pp. 552-573
Persistent link: https://www.econbiz.de/10009247604
Saved in:
2
Endogenous jumping and asset price dynamics
Lim, Guay C.
;
Martin, Vance
;
Teo, Leslie E.
- In:
Macroeconomic dynamics
2
(
1998
)
2
,
pp. 213-237
Persistent link: https://www.econbiz.de/10001617645
Saved in:
3
Explaining asset pricing puzzles associated with the
1987
market crash
Benzoni, Luca
;
Collin-Dufresne, Pierre
;
Goldstein, Robert S.
-
2010
The
1987
market crash was associated with a dramatic and permanent steepening of the implied volatility curve for …
Persistent link: https://www.econbiz.de/10008699179
Saved in:
4
What caused the
1987
stock market crash and lessons for the 2008 crash
McKeon, Ryan
;
Netter, Jeffry M.
- In:
Review of accounting & finance
8
(
2009
)
2
,
pp. 123-137
Persistent link: https://www.econbiz.de/10003856236
Saved in:
5
Meltdown of
1987
and meteor showers among Pacific-Basin stock markets
Choudhry, Taufiq
- In:
Applied financial economics
10
(
2000
)
1
,
pp. 71-80
Persistent link: https://www.econbiz.de/10001525808
Saved in:
6
Overnight and daytime stock-return dynamics on the London Stock Exchange : the impacts of "Big Bang" and the
1987
stock-market crash
Masulis, Ronald W.
- In:
Journal of business & economic statistics : JBES ; a …
13
(
1995
)
4
,
pp. 365-378
Persistent link: https://www.econbiz.de/10001190313
Saved in:
7
Stock market crash behavior of screen-sorted portfolios
Kryzanowski, Lawrence
- In:
International review of economics & finance : IREF
4
(
1995
)
3
,
pp. 227-244
Persistent link: https://www.econbiz.de/10001191677
Saved in:
8
An empirical assessment of optimal monetary policy delegation in the euro area
Chen, Xiaoshan
;
Kirsanova, Tatiana
;
Leith, Campbell B.
-
2014
Persistent link: https://www.econbiz.de/10010429975
Saved in:
9
Extreme downside risk and financial crises
Harris, Richard D. F.
;
Nguyen, Linh H.
;
Stoja, Evarist
-
2015
Persistent link: https://www.econbiz.de/10011402719
Saved in:
10
Post-'87 crash fears in S&P 500 futures options
Bates, David S.
-
1997
Persistent link: https://www.econbiz.de/10000619727
Saved in:
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