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~subject:"Volatilität"
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Volatilität
Theorie
628,992
Theory
614,090
USA
41,037
United States
39,893
Spanien
39,828
Schätzung
30,067
Spain
30,029
Estimation
29,275
Welt
25,396
World
24,784
Deutschland
24,479
Germany
22,922
Geldpolitik
22,827
Monetary policy
22,035
Portfolio-Management
18,880
Portfolio selection
18,677
Risiko
17,686
Risk
17,479
Mathematische Optimierung
17,076
Mathematical programming
16,971
Wirtschaftswachstum
14,187
Prognoseverfahren
13,963
Forecasting model
13,698
Economic growth
13,429
Zeitreihenanalyse
12,888
Spieltheorie
12,688
Time series analysis
12,513
Game theory
11,960
Experiment
11,312
Börsenkurs
11,188
Share price
10,978
EU-Staaten
10,890
Asymmetrische Information
10,630
EU countries
10,581
Wettbewerb
10,499
Asymmetric information
10,347
Wohlfahrtsanalyse
10,234
Einkommensverteilung
10,189
Competition
10,140
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Online availability
All
Free
4,098
Undetermined
2,125
Type of publication
All
Book / Working Paper
5,340
Article
4,864
Type of publication (narrower categories)
All
Article in journal
4,501
Aufsatz in Zeitschrift
4,501
Working Paper
2,514
Graue Literatur
2,423
Non-commercial literature
2,423
Arbeitspapier
2,288
Hochschulschrift
356
Aufsatz im Buch
323
Book section
323
Thesis
295
Collection of articles written by one author
90
Sammlung
90
Collection of articles of several authors
54
Sammelwerk
54
Bibliografie enthalten
43
Bibliography included
43
Conference paper
26
Konferenzbeitrag
26
Aufsatzsammlung
23
Systematic review
22
Übersichtsarbeit
22
Forschungsbericht
19
Konferenzschrift
19
Amtsdruckschrift
11
Government document
11
Article
8
Conference proceedings
8
Lehrbuch
8
Rezension
8
Textbook
8
Reprint
6
Handbook
5
Handbuch
5
Bibliografie
3
Accompanied by computer file
2
Elektronischer Datenträger als Beilage
2
Glossar enthalten
2
Glossary included
2
CD-ROM, DVD
1
Case study
1
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Language
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English
9,942
German
203
Spanish
27
French
26
Italian
5
Polish
2
Portuguese
2
Czech
1
Hungarian
1
Dutch
1
Norwegian
1
Chinese
1
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Author
All
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
Gupta, Rangan
32
Caporin, Massimiliano
31
Hautsch, Nikolaus
31
Pierdzioch, Christian
31
Bekaert, Geert
30
Asai, Manabu
27
Herwartz, Helmut
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
Caballero, Ricardo J.
22
Ghysels, Eric
22
Meddahi, Nour
22
Westerhoff, Frank H.
22
Yu, Jun
22
Bauwens, Luc
21
Mittnik, Stefan
21
Aït-Sahalia, Yacine
20
Chan, Joshua
20
Engle, Robert F.
20
Gonçalves, Sílvia
20
Carriero, Andrea
19
Giglio, Stefano
19
Li, Kai
19
Liesenfeld, Roman
19
Lütkepohl, Helmut
19
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Institution
All
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
Instituto Valenciano de Investigaciones Económicas
6
Internationaler Währungsfonds / Research Department
6
Birkbeck College / Department of Economics
5
Institute of Finance and Accounting <London>
5
International Monetary Fund
5
Svenska Handelshögskolan <Helsinki>
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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
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...
All
NBER working paper series
173
Working paper / National Bureau of Economic Research, Inc.
161
NBER Working Paper
155
Journal of econometrics
127
Journal of banking & finance
111
Finance research letters
97
Economics letters
85
Journal of empirical finance
82
Discussion paper / Centre for Economic Policy Research
80
Discussion paper / Tinbergen Institute
80
Economic modelling
76
International journal of forecasting
76
International journal of theoretical and applied finance
76
Journal of financial economics
76
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
75
Mathematical finance : an international journal of mathematics, statistics and financial theory
72
Journal of economic dynamics & control
71
Working paper
70
Energy economics
65
Journal of international money and finance
65
The European journal of finance
63
Applied economics
60
International review of financial analysis
60
International review of economics & finance : IREF
59
The review of financial studies
58
Journal of forecasting
55
Econometric reviews
51
Quantitative finance
50
Applied economics letters
48
Computational economics
47
The North American journal of economics and finance : a journal of financial economics studies
46
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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
The journal of finance : the journal of the American Finance Association
43
The journal of futures markets
43
Finance and stochastics
42
IMF working papers
42
Journal of monetary economics
42
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Source
All
ECONIS (ZBW)
9,962
EconStor
235
USB Cologne (EcoSocSci)
4
ArchiDok
1
OLC EcoSci
1
RePEc
1
Showing
1
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10
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10,204
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date (oldest first)
1
Explaining the statistical features of the Spanish stock market from the bottom-up
Pascual, José A.
;
Pajares Gutiérrez, Javier
; …
- In:
Advances in artificial economics : the economy as a …
,
(pp. 283-294)
.
2006
Persistent link: https://www.econbiz.de/10003481691
Saved in:
2
Autoregressive conditional volatility, skewness and kurtosis
León Valle, Ángel Manuel
(
contributor
); …
-
2004
-
[Elektronische Ressource], 1. ed.
Persistent link: https://www.econbiz.de/10002201270
Saved in:
3
Does the open limit order book matter in explaining long run volatility?
Pascual, Roberto
(
contributor
);
Veredas, David
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003402411
Saved in:
4
Intraday return and volatility relationships between the Ibex 35 spot and futures markets
Lafuente, Juan Angel
- In:
Spanish economic review : SER
4
(
2002
)
3
,
pp. 201-220
Persistent link: https://www.econbiz.de/10001702849
Saved in:
5
Redes neuronales artificiales: predicción de la volatilidad del tipo de cambio de la peseta
Bonilla Musoles, María
(
contributor
); …
-
2002
-
[Elektronische Ressource], 1. ed
Persistent link: https://www.econbiz.de/10001659639
Saved in:
6
Forecasting exchange rates volatilities using artificial neural networks
Bonilla, María
;
Marco, Paulina
;
Olmeda, Ignacio
- In:
Financial modelling : with 74 tables : [a selection of …
,
(pp. 57-68)
.
2000
Persistent link: https://www.econbiz.de/10001484957
Saved in:
7
An application of Padé approximation to volatility modeling
Gil Fari~na, María Candelaria
;
Lorenzo Alegría, Rosa …
- In:
International advances in economic research : IAER ; an …
5
(
1999
)
4
,
pp. 446-465
Persistent link: https://www.econbiz.de/10001490640
Saved in:
8
Predicción de volatilidad : una aplicación al mercado español de opciones sobre el IBEX 35
Lorenzo Alegría, Rosa María
- In:
Boletín de estudios económicos
52
(
1997
)
160
,
pp. 91-122
Persistent link: https://www.econbiz.de/10001219880
Saved in:
9
Modelling market volatilities : the neural network perspective
González Miranda, Fernando
- In:
The European journal of finance
3
(
1997
)
2
,
pp. 137-157
Persistent link: https://www.econbiz.de/10001224328
Saved in:
10
The information content of options on the IBEX-35
Dewachter, Hans
- In:
Revista española de economía
13
(
1996
)
2
,
pp. 159-180
Persistent link: https://www.econbiz.de/10001225596
Saved in:
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