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~subject:"Volatilität"
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Gesetz der Entropie
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Volatilität
Theorie
625,126
Theory
610,223
USA
40,558
United States
39,485
Schätzung
28,967
Estimation
28,255
Welt
24,736
World
24,124
Deutschland
22,519
Geldpolitik
22,344
Monetary policy
21,619
Germany
21,045
Portfolio-Management
18,718
Portfolio selection
18,519
Risiko
17,375
Risk
17,170
Mathematische Optimierung
16,917
Mathematical programming
16,812
Prognoseverfahren
13,743
Forecasting model
13,483
Wirtschaftswachstum
13,223
Zeitreihenanalyse
12,728
Spieltheorie
12,675
Economic growth
12,616
Time series analysis
12,359
Game theory
11,956
Experiment
11,192
Börsenkurs
11,003
Share price
10,804
Asymmetrische Information
10,553
Asymmetric information
10,271
Wettbewerb
10,230
Wohlfahrtsanalyse
10,149
Welfare analysis
9,977
Competition
9,873
Volatility
9,789
Schätztheorie
9,716
Stochastischer Prozess
9,584
Allgemeines Gleichgewicht
9,565
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Free
4,035
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2,093
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Book / Working Paper
5,274
Article
4,770
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4,420
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4,420
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2,466
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2,382
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2,382
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2,245
Hochschulschrift
355
Aufsatz im Buch
321
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295
Collection of articles written by one author
89
Sammlung
89
Collection of articles of several authors
53
Sammelwerk
53
Bibliografie enthalten
43
Bibliography included
43
Conference paper
27
Konferenzbeitrag
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22
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22
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19
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7
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English
9,793
German
203
French
26
Spanish
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5
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Portuguese
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1
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1
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Author
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Bollerslev, Tim
76
Diebold, Francis X.
63
McAleer, Michael
57
Koopman, Siem Jan
46
Lux, Thomas
46
Andersen, Torben
45
Härdle, Wolfgang
39
Aizenman, Joshua
33
Chiarella, Carl
32
Caporin, Massimiliano
31
Gupta, Rangan
31
Hautsch, Nikolaus
31
Bekaert, Geert
30
Pierdzioch, Christian
30
Asai, Manabu
27
Herwartz, Helmut
27
Fernández-Villaverde, Jesús
25
Schlag, Christian
25
Todorov, Viktor
25
Hafner, Christian M.
24
Andersen, Torben G.
23
Christoffersen, Peter F.
23
Lucas, André
23
Caballero, Ricardo J.
22
Clark, Todd E.
22
Ghysels, Eric
22
Meddahi, Nour
22
Westerhoff, Frank H.
22
Yu, Jun
22
Mittnik, Stefan
21
Aït-Sahalia, Yacine
20
Bauwens, Luc
20
Chan, Joshua
20
Engle, Robert F.
20
Gonçalves, Sílvia
20
Giglio, Stefano
19
Li, Kai
19
Liesenfeld, Roman
19
Lütkepohl, Helmut
19
Mumtaz, Haroon
19
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National Bureau of Economic Research
180
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
12
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
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
International Monetary Fund
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
Forschungsinstitut zur Zukunft der Arbeit
2
Goethe-Universität Frankfurt am Main
2
Gottfried Wilhelm Leibniz Universität Hannover
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
University of British Columbia / Finance Division
2
University of Exeter / Department of Economics
2
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Published in...
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NBER working paper series
173
Working paper / National Bureau of Economic Research, Inc.
161
NBER Working Paper
155
Journal of econometrics
125
Journal of banking & finance
109
Finance research letters
96
Economics letters
83
Journal of empirical finance
81
Discussion paper / Tinbergen Institute
80
Discussion paper / Centre for Economic Policy Research
78
Economic modelling
76
International journal of forecasting
76
International journal of theoretical and applied finance
76
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
75
Journal of economic dynamics & control
72
Mathematical finance : an international journal of mathematics, statistics and financial theory
72
Journal of financial economics
71
Working paper
68
Journal of international money and finance
65
Energy economics
63
International review of financial analysis
61
International review of economics & finance : IREF
59
The European journal of finance
59
The review of financial studies
58
Applied economics
57
Journal of forecasting
55
Econometric reviews
51
Quantitative finance
50
Applied economics letters
46
Computational economics
46
Journal of financial econometrics : official journal of the Society for Financial Econometrics
45
The North American journal of economics and finance : a journal of financial economics studies
45
Applied mathematical finance
44
Research paper series / Swiss Finance Institute
44
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
44
Finance and stochastics
43
The journal of finance : the journal of the American Finance Association
43
The journal of futures markets
41
Journal of monetary economics
40
Journal of risk and financial management : JRFM
40
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Source
All
ECONIS (ZBW)
9,806
EconStor
229
USB Cologne (EcoSocSci)
5
USB Cologne (business full texts)
1
ArchiDok
1
OLC EcoSci
1
RePEc
1
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Showing
1
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10
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10,044
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date (newest first)
date (oldest first)
1
Crash Risk in Currency Returns
Chernov, Mikhail
-
2015
% (and can be as high as 40%) of total currency risk, as measured by the
entropy
of exchange rate changes, over horizons of …
Persistent link: https://www.econbiz.de/10013037072
Saved in:
2
Crash risk in currency returns
Chernov, Mikhail
;
Graveline, Jeremy
;
Zviadadze, Irina
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
1
,
pp. 137-170
Persistent link: https://www.econbiz.de/10011929414
Saved in:
3
Testing the equality of Nifty 50 stocks' volatility risk using correlated F-ratio
Jayakumar, G. S. David Sam
;
Samuel, W.
;
Sulthan, A.
- In:
International Journal of Financial Markets and …
8
(
2022
)
4
,
pp. 384-409
Persistent link: https://www.econbiz.de/10014311645
Saved in:
4
Models for time-varying moments using maximum
entropy
applied to a generalized measure of volatility
Herrmann, Klaus
-
2008
for our method. -- Information
Theory
; Maximum
Entropy
; GARCH ; Volatility …
Persistent link: https://www.econbiz.de/10003894706
Saved in:
5
Volatility models with innovations from new maximum
entropy
densities at work
Fischer, Matthias
;
Gao, Yang
;
Herrmann, Klaus
-
2010
saw a rise in suggestions for maximum
entropy
distributions (e.g. Rockinger and Jondeau, 2002, Park and Bera, 2009 or … ; APARCH ;
Entropy
density ; Skewness ; Kurtosis …
Persistent link: https://www.econbiz.de/10003943186
Saved in:
6
Nonparametric
entropy
-based tests of independence between stochastic processes
Fernandes, Marcelo
;
Néri, Breno de Andrade Pinheiro
- In:
Econometric reviews
29
(
2010
)
3
,
pp. 276-306
Persistent link: https://www.econbiz.de/10003965134
Saved in:
7
Stationarity and ergodicity of univariate generalized autoregressive score processes
Blasques, Francisco
;
Koopman, Siem Jan
;
Lucas, André
-
2012
Persistent link: https://www.econbiz.de/10009722625
Saved in:
8
DEA models incorporating uncertain future performance
Chang, Tsung-Sheng
;
Tone, Kaoru
;
Wu, Chen-Hui
- In:
European journal of operational research : EJOR
254
(
2016
)
2
,
pp. 532-549
Persistent link: https://www.econbiz.de/10011508965
Saved in:
9
Stochastic volatility models, correlation, and the q-optimal measure
Hobson, David G.
- In:
Mathematical finance : an international journal of …
14
(
2004
)
4
,
pp. 537-556
Persistent link: https://www.econbiz.de/10002396346
Saved in:
10
Building a consistent pricing model from observed option prices
Laurent, Jean-Paul
;
Leisen, Dietmar
-
1998
Persistent link: https://www.econbiz.de/10001355935
Saved in:
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