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~subject:"Volatilität"
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Volatilität
Theorie
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Theory
605,734
USA
42,362
United States
41,259
Schätztheorie
35,620
Estimation theory
34,995
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Portfolio-Management
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Zeitreihenanalyse
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Mathematische Optimierung
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Time series analysis
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Prognoseverfahren
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Privater Konsum
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Forecasting model
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Private consumption
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Spieltheorie
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Game theory
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Börsenkurs
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Konsumentenverhalten
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Experiment
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Share price
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Consumer behaviour
11,230
Volatility
11,044
Asymmetrische Information
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10,308
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Bollerslev, Tim
81
Diebold, Francis X.
69
Koopman, Siem Jan
64
McAleer, Michael
63
Andersen, Torben
52
Lux, Thomas
47
Todorov, Viktor
43
Härdle, Wolfgang
41
Hautsch, Nikolaus
37
Bekaert, Geert
35
Aizenman, Joshua
33
Caporin, Massimiliano
33
Chiarella, Carl
33
Gupta, Rangan
31
Lucas, André
31
Asai, Manabu
30
Fernández-Villaverde, Jesús
30
Hafner, Christian M.
30
Herwartz, Helmut
30
Pierdzioch, Christian
29
Ghysels, Eric
27
Meddahi, Nour
27
Tauchen, George Eugene
26
Aït-Sahalia, Yacine
25
Bauwens, Luc
25
Schlag, Christian
25
Yu, Jun
25
Chan, Joshua
24
Clark, Todd E.
24
Clements, Adam
24
Engle, Robert F.
24
Rodriguez, Gabriel
24
Andersen, Torben G.
23
Bos, Charles S.
23
Brandt, Michael W.
23
Christoffersen, Peter F.
23
Li, Jia
23
Li, Yingying
23
Mumtaz, Haroon
23
Renault, Eric
23
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National Bureau of Economic Research
192
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
16
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 Bank of St. Louis
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
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Danmarks Nationalbank
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Deutsche Börse AG
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Erasmus Research Institute of Management
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Federal Reserve Bank of New York
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Forschungsinstitut zur Zukunft der Arbeit
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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
2
International Monetary Fund
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
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Journal of econometrics
230
NBER working paper series
183
Working paper / National Bureau of Economic Research, Inc.
169
NBER Working Paper
168
Journal of banking & finance
120
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
108
Discussion paper / Tinbergen Institute
102
Economics letters
102
Journal of empirical finance
100
Economic modelling
92
International journal of forecasting
90
Finance research letters
89
International journal of theoretical and applied finance
85
Discussion paper / Centre for Economic Policy Research
83
Journal of financial economics
75
Journal of economic dynamics & control
73
Mathematical finance : an international journal of mathematics, statistics and financial theory
73
Working paper
73
Econometric reviews
69
Journal of international money and finance
67
Applied economics
65
International review of financial analysis
65
Journal of forecasting
64
The European journal of finance
64
International review of economics & finance : IREF
63
Quantitative finance
61
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
61
Energy economics
60
Journal of financial econometrics : official journal of the Society for Financial Econometrics
59
The review of financial studies
58
The North American journal of economics and finance : a journal of financial economics studies
55
CREATES research paper
52
Computational economics
51
Finance and stochastics
49
Journal of risk and financial management : JRFM
48
Applied economics letters
47
Applied mathematical finance
47
Research paper series / Swiss Finance Institute
47
The journal of finance : the journal of the American Finance Association
44
The journal of futures markets
44
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ECONIS (ZBW)
11,063
EconStor
232
USB Cologne (EcoSocSci)
4
ArchiDok
1
OLC EcoSci
1
RePEc
1
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91
Short patches of outliers, arch and volatility modeling
Dijk, Dick van
;
Franses, Philip Hans
;
Lucas, André
-
1998
Persistent link: https://www.econbiz.de/10000988100
Saved in:
92
Nonparametric modelling of financial time series
Heid, Frank
-
1998
Persistent link: https://www.econbiz.de/10000989214
Saved in:
93
The ARCH effect : a model of gradual anticipation for autoregressive conditional heteroskedasticity in asset returns
Din, Tarek Mohy el
-
1997
Persistent link: https://www.econbiz.de/10000968338
Saved in:
94
Computationally attractive stability tests for the efficient method of moments
Sluis, Pieter J. van der
-
1997
Persistent link: https://www.econbiz.de/10000968763
Saved in:
95
Discrete time option pricing with flexible volatility estimation
Härdle, Wolfgang
-
1997
Persistent link: https://www.econbiz.de/10000971105
Saved in:
96
A new approach to the estimation of stochastic differential equations with an application to the Japanese interest rates
Kogure, Atsuyuki
-
1997
Persistent link: https://www.econbiz.de/10000971390
Saved in:
97
Volatilitätsprozesse mit Faktor-GARCH-Modellen : eine empirische Studie für den deutschen Aktienmarkt
Kaiser, Thomas
-
1997
Persistent link: https://www.econbiz.de/10000971500
Saved in:
98
Estimation et interprétation des densités neutres au risque : une comparaison de méthodes
Jondeau, Eric
;
Rockinger, Michael
-
1997
Persistent link: https://www.econbiz.de/10000972674
Saved in:
99
Value-at-risk and extreme returns
Daníelsson, Jón
;
Vries, Casper G. de
-
1997
Persistent link: https://www.econbiz.de/10000975058
Saved in:
100
Volatility
Andersen, Torben
-
1992
Persistent link: https://www.econbiz.de/10000914157
Saved in:
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