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~subject:"Volatilität"
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Volatilität
Theorie
625,684
Theory
610,782
USA
42,782
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41,636
Schätzung
36,012
Schätztheorie
35,900
Estimation theory
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Risk
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Mathematische Optimierung
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Wirtschaftswachstum
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Economic growth
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Spieltheorie
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Börsenkurs
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Volatility
12,444
Share price
12,299
Game theory
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Experiment
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Stochastischer Prozess
10,862
Asymmetrische Information
10,614
Stochastic process
10,563
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10,332
Wettbewerb
10,269
Wohlfahrtsanalyse
10,192
CAPM
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Bollerslev, Tim
90
McAleer, Michael
89
Diebold, Francis X.
72
Koopman, Siem Jan
69
Lux, Thomas
64
Andersen, Torben
59
Gupta, Rangan
58
Caporale, Guglielmo Maria
55
Härdle, Wolfgang
51
Todorov, Viktor
48
Caporin, Massimiliano
44
Hautsch, Nikolaus
44
Asai, Manabu
38
Pierdzioch, Christian
37
Fernández-Villaverde, Jesús
36
Gil-Alaña, Luis A.
35
Aizenman, Joshua
33
Chiarella, Carl
33
Lucas, André
33
Herwartz, Helmut
32
Bekaert, Geert
31
Hafner, Christian M.
31
Tauchen, George Eugene
31
Meddahi, Nour
29
Andersen, Torben G.
28
Hansen, Peter Reinhard
28
Christensen, Bent Jesper
27
Christoffersen, Peter F.
27
Engle, Robert F.
27
Ghysels, Eric
27
Kumar, Dilip
27
Nielsen, Morten Ørregaard
27
Rodriguez, Gabriel
27
Bauwens, Luc
26
Chan, Joshua
26
Clements, Adam
26
Dijk, Dick van
26
Mumtaz, Haroon
26
Yu, Jun
26
Aït-Sahalia, Yacine
25
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National Bureau of Economic Research
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Centre for Analytical Finance <Århus>
9
Ekonomiska forskningsinstitutet <Stockholm>
8
European University Institute / Department of Economics
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Rodney L. White Center for Financial Research
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Centre for Growth and Business Cycle Research <Manchester>
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Internationaler Währungsfonds / Research Department
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Birkbeck College / Department of Economics
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Institute of Finance and Accounting <London>
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Svenska Handelshögskolan <Helsinki>
5
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
4
Instituto Valenciano de Investigaciones Económicas
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The Wharton Financial Institutions Center
4
Econometrisch Instituut <Rotterdam>
3
Federal Reserve Bank of San Francisco
3
Federal Reserve System / Division of Research and Statistics
3
Gottfried Wilhelm Leibniz Universität Hannover
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
Business Information Centre <Toronto>
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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 Quantitative Economics & Computing
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Christian-Albrechts-Universität zu Kiel
2
Danmarks Nationalbank
2
Deutsche Börse AG
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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
Institut für Weltwirtschaft
2
Internationaler Währungsfonds / Western Hemisphere Department
2
Judge Institute of Management Studies
2
Kansantaloustieteen Laitos <Tampere>
2
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Journal of econometrics
240
NBER working paper series
183
Working paper / National Bureau of Economic Research, Inc.
167
NBER Working Paper
165
Journal of banking & finance
132
Finance research letters
129
Energy economics
122
Discussion paper / Tinbergen Institute
121
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
118
Economic modelling
117
Journal of empirical finance
117
Economics letters
115
International journal of forecasting
99
International journal of theoretical and applied finance
90
International review of financial analysis
86
Applied economics
85
International review of economics & finance : IREF
83
Discussion paper / Centre for Economic Policy Research
82
Working paper
82
Journal of economic dynamics & control
79
Journal of financial economics
79
Quantitative finance
75
Econometric reviews
74
Journal of forecasting
73
Mathematical finance : an international journal of mathematics, statistics and financial theory
73
The North American journal of economics and finance : a journal of financial economics studies
73
Journal of international money and finance
72
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
71
Journal of financial econometrics : official journal of the Society for Financial Econometrics
65
The European journal of finance
65
CREATES research paper
62
The review of financial studies
61
Applied economics letters
60
Journal of risk and financial management : JRFM
60
Computational economics
57
Applied mathematical finance
50
Research paper series / Swiss Finance Institute
50
Finance and stochastics
49
The journal of futures markets
49
Journal of international financial markets, institutions & money
47
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ECONIS (ZBW)
12,459
EconStor
252
USB Cologne (EcoSocSci)
8
USB Cologne (business full texts)
2
ArchiDok
1
OLC EcoSci
1
RePEc
1
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1
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10
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date (newest first)
date (oldest first)
1
Modeling the persistence of conditional volatility with GARCH-stable processes
Mittnik, Stefan
-
1997
Persistent link: https://www.econbiz.de/10000984425
Saved in:
2
Modeling the distribution of highly volatile exchange-rate time series
Čobanov, Georgi S.
(
contributor
)
-
1996
Persistent link: https://www.econbiz.de/10000955836
Saved in:
3
Forecasting latent volatility through a Markov chain approximation filter
Lo, Chia Chun
;
Skindilias, Konstantinos
; …
- In:
Journal of forecasting
35
(
2016
)
1
,
pp. 54-69
Persistent link: https://www.econbiz.de/10011417712
Saved in:
4
Discrete stochastic autoregressive volatility
Cordis, Adriana S.
;
Kirby, Chris
- In:
Journal of banking & finance
43
(
2014
),
pp. 160-178
Persistent link: https://www.econbiz.de/10010410013
Saved in:
5
Simple diagnostic procedures for modeling financial time series
Palm, Franz C.
- In:
Allgemeines statistisches Archiv : AStA ; journal of …
81
(
1997
)
1
,
pp. 85-101
Persistent link: https://www.econbiz.de/10001217274
Saved in:
6
A maximum likelihood approach for non-Gaussian stochastic volatility models
Fridman, Moshe
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
3
,
pp. 284-291
Persistent link: https://www.econbiz.de/10001246512
Saved in:
7
Processes of normal inverse Gaussian type
Barndorff-Nielsen, Ole E.
- In:
Finance and stochastics
2
(
1998
)
1
,
pp. 41-68
Persistent link: https://www.econbiz.de/10001230156
Saved in:
8
Posterior analysis of stochastic volatility models with flexible tails
Steel, Mark F. J.
-
1995
Persistent link: https://www.econbiz.de/10000915413
Saved in:
9
Stochastic tail index model for high frequency financial data with Bayesian analysis
Mao, Guangyu
;
Zhang, Zhengjun
- In:
Journal of econometrics
205
(
2018
)
2
,
pp. 470-487
Persistent link: https://www.econbiz.de/10012110325
Saved in:
10
Is empirical granularity high enough to cause aggregate fluctuations? : the closeness to Gaussian
Arata, Yoshiyuki
-
2022
Persistent link: https://www.econbiz.de/10014432033
Saved in:
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