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~subject:"Volatilität"
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Volatilität
Theorie
625,599
Theory
610,697
USA
42,568
United States
41,366
Schätzung
30,472
Estimation
29,723
Geldpolitik
25,746
Welt
25,242
Monetary policy
24,947
World
24,625
Deutschland
23,329
Germany
21,625
Portfolio-Management
18,899
Zins
18,800
Portfolio selection
18,697
Risiko
17,572
Interest rate
17,506
Risk
17,361
Mathematische Optimierung
16,916
Mathematical programming
16,811
Prognoseverfahren
14,021
Forecasting model
13,759
Wirtschaftswachstum
13,505
Zeitreihenanalyse
12,965
Economic growth
12,885
Spieltheorie
12,670
Time series analysis
12,587
Game theory
11,950
Börsenkurs
11,356
Experiment
11,189
Share price
11,149
Asymmetrische Information
10,592
Volatility
10,417
Wettbewerb
10,315
Asymmetric information
10,312
Wohlfahrtsanalyse
10,181
EU-Staaten
10,013
Welfare analysis
10,010
Competition
9,950
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Free
4,295
Undetermined
2,196
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Book / Working Paper
5,563
Article
5,120
Type of publication (narrower categories)
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Article in journal
4,758
Aufsatz in Zeitschrift
4,758
Working Paper
2,604
Graue Literatur
2,496
Non-commercial literature
2,496
Arbeitspapier
2,367
Hochschulschrift
361
Aufsatz im Buch
329
Book section
329
Thesis
300
Collection of articles written by one author
90
Sammlung
90
Collection of articles of several authors
55
Sammelwerk
55
Bibliografie enthalten
43
Bibliography included
43
Conference paper
27
Konferenzbeitrag
27
Aufsatzsammlung
24
Systematic review
22
Übersichtsarbeit
22
Forschungsbericht
19
Konferenzschrift
18
Amtsdruckschrift
11
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11
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8
Conference proceedings
8
Lehrbuch
8
Rezension
8
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8
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7
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5
Handbuch
5
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3
Accompanied by computer file
2
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2
Elektronischer Datenträger als Beilage
2
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English
10,411
German
214
French
27
Spanish
19
Portuguese
7
Italian
5
Polish
2
Czech
1
Hungarian
1
Dutch
1
Norwegian
1
Romanian
1
Chinese
1
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Author
All
Bollerslev, Tim
76
Diebold, Francis X.
63
McAleer, Michael
58
Koopman, Siem Jan
46
Lux, Thomas
46
Andersen, Torben
45
Härdle, Wolfgang
39
Aizenman, Joshua
38
Gupta, Rangan
36
Pierdzioch, Christian
34
Bekaert, Geert
32
Chiarella, Carl
32
Caporin, Massimiliano
31
Hautsch, Nikolaus
31
Herwartz, Helmut
29
Asai, Manabu
27
Fernández-Villaverde, Jesús
25
Schlag, Christian
25
Todorov, Viktor
25
Hafner, Christian M.
24
Andersen, Torben G.
23
Christoffersen, Peter F.
23
Clark, Todd E.
23
Lucas, André
23
Caballero, Ricardo J.
22
Caporale, Guglielmo Maria
22
Ghysels, Eric
22
Meddahi, Nour
22
Westerhoff, Frank H.
22
Yu, Jun
22
Mittnik, Stefan
21
Aït-Sahalia, Yacine
20
Bauwens, Luc
20
Brandt, Michael W.
20
Chan, Joshua
20
Engle, Robert F.
20
Gonçalves, Sílvia
20
Mumtaz, Haroon
20
Carriero, Andrea
19
Giglio, Stefano
19
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Institution
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National Bureau of Economic Research
193
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
14
Ekonomiska forskningsinstitutet <Stockholm>
8
European University Institute / Department of Economics
8
Centre for Analytical Finance <Århus>
7
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
4
Instituto Valenciano de Investigaciones Económicas
4
International Monetary Fund
4
The Wharton Financial Institutions Center
4
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
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
Christian-Albrechts-Universität zu Kiel
2
Danmarks Nationalbank
2
Deutsche Börse AG
2
Erasmus Research Institute of Management
2
Federal Reserve Bank of New York
2
Federal Reserve System / Board of Governors
2
Forschungsinstitut zur Zukunft der Arbeit
2
Goethe-Universität Frankfurt am Main
2
Gottfried Wilhelm Leibniz Universität Hannover
2
Institut für Schweizerisches Bankwesen <Zürich>
2
Institut für Weltwirtschaft
2
Internationaler Währungsfonds / Western Hemisphere Department
2
Judge Institute of Management Studies
2
Kansantaloustieteen Laitos <Tampere>
2
Umeå Universitet / Institutionen för Nationalekonomi
2
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Published in...
All
NBER working paper series
185
Working paper / National Bureau of Economic Research, Inc.
174
NBER Working Paper
168
Journal of econometrics
127
Journal of banking & finance
117
Finance research letters
97
Economics letters
87
Journal of empirical finance
85
Economic modelling
84
Discussion paper / Centre for Economic Policy Research
83
Discussion paper / Tinbergen Institute
81
International journal of theoretical and applied finance
81
International journal of forecasting
76
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
75
Journal of financial economics
75
Mathematical finance : an international journal of mathematics, statistics and financial theory
72
Working paper
72
Journal of economic dynamics & control
71
International review of financial analysis
67
Journal of international money and finance
67
Energy economics
65
International review of economics & finance : IREF
64
Applied economics
63
The European journal of finance
62
The review of financial studies
61
Journal of forecasting
55
Quantitative finance
54
Econometric reviews
52
The North American journal of economics and finance : a journal of financial economics studies
51
Computational economics
50
Applied economics letters
47
Applied mathematical finance
46
Journal of financial econometrics : official journal of the Society for Financial Econometrics
46
Research paper series / Swiss Finance Institute
45
The journal of finance : the journal of the American Finance Association
45
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
44
The journal of futures markets
44
Applied financial economics
42
Finance and stochastics
42
Journal of monetary economics
41
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Source
All
ECONIS (ZBW)
10,426
EconStor
246
USB Cologne (EcoSocSci)
4
USB Cologne (business full texts)
2
ArchiDok
2
RePEc
2
OLC EcoSci
1
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1
Interest rate volatility and no-arbitrage affine term structure models
Joslin, Scott
;
Le, Anh
- In:
Management science : journal of the Institute for …
67
(
2021
)
12
,
pp. 7391-7416
Persistent link: https://www.econbiz.de/10012815286
Saved in:
2
Liquidity and real activity in a simple open economy model
Schlagenhauf, Don E.
;
Wrase, Jeffrey M.
-
1992
Persistent link: https://www.econbiz.de/10000829938
Saved in:
3
Die Stabilisierungswirkungen von Mindestreserven
Bindseil, Ulrich
-
1997
Persistent link: https://www.econbiz.de/10000614681
Saved in:
4
Poisson-Gaussian processes and the bond market
Das, Sanjiv R.
-
1998
Persistent link: https://www.econbiz.de/10000671235
Saved in:
5
The concept and measures of interest rate volatility
Levin, Alexander
-
2008
Persistent link: https://www.econbiz.de/10003765526
Saved in:
6
Interest rate models -
theory
and practice : with smile, inflation and credit ; with 131 tables
Brigo, Damiano
;
Mercurio, Fabio
-
2006
-
2. ed.
Persistent link: https://www.econbiz.de/10002116360
Saved in:
7
Interest rate convexity and the volatility smile
Boenkost, Wolfram
;
Schmidt, Wolfgang M.
-
2006
Persistent link: https://www.econbiz.de/10003357539
Saved in:
8
Money market volatility : a simulation study
Kempa, Michal
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003332846
Saved in:
9
On interest rate dynamics and change in persistence
Scheithauer, Jan
-
2008
Persistent link: https://www.econbiz.de/10003796790
Saved in:
10
The effect of introducing a non-redundant derivative on the volatility of stock-market returns when agents differ in risk aversion
Bhamra, Harjoat Singh
;
Uppal, Raman
- In:
The review of financial studies
22
(
2009
)
6
,
pp. 2303-2330
Persistent link: https://www.econbiz.de/10003866729
Saved in:
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