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~subject:"Volatilität"
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Multivariate tests of the CAPM...
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Volatilität
Theorie
628,807
Theory
613,906
USA
330,382
United States
291,787
Schätzung
131,258
Estimation
125,126
Börsenkurs
52,700
Share price
51,179
Deutschland
49,291
Welt
44,339
World
42,995
Germany
42,713
Geldpolitik
33,347
Monetary policy
32,155
Kapitaleinkommen
27,072
Capital income
26,994
Portfolio-Management
25,198
Portfolio selection
24,909
EU-Staaten
24,602
Wirtschaftswachstum
24,592
Volatility
23,736
EU countries
23,585
Economic growth
23,490
Risiko
23,428
Risk
23,136
Prognoseverfahren
21,349
Großbritannien
21,166
Forecasting model
20,905
Aktienmarkt
19,700
Stock market
19,363
Wirkungsanalyse
19,338
CAPM
19,074
Impact assessment
18,826
United Kingdom
18,488
Zeitreihenanalyse
18,394
Time series analysis
17,871
Mathematische Optimierung
17,532
Mathematical programming
17,428
Konjunktur
16,951
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Free
9,043
Undetermined
6,331
Type of publication
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Article
13,662
Book / Working Paper
10,552
Journal
1
Type of publication (narrower categories)
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Article in journal
12,964
Aufsatz in Zeitschrift
12,964
Working Paper
4,963
Graue Literatur
4,727
Non-commercial literature
4,727
Arbeitspapier
4,530
Aufsatz im Buch
651
Book section
651
Hochschulschrift
501
Thesis
409
Collection of articles written by one author
131
Sammlung
131
Collection of articles of several authors
76
Sammelwerk
76
Conference paper
74
Konferenzbeitrag
74
Bibliografie enthalten
52
Bibliography included
52
Aufsatzsammlung
33
Systematic review
31
Übersichtsarbeit
31
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28
Amtsdruckschrift
23
Forschungsbericht
23
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23
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16
Conference proceedings
12
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10
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10
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10
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9
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8
Handbuch
8
Case study
7
Fallstudie
7
Reprint
7
Bibliografie
6
Mikroform
3
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3
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2
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English
23,807
German
322
French
47
Spanish
25
Italian
7
Portuguese
3
Undetermined
3
Czech
2
Polish
2
Danish
1
Hungarian
1
Dutch
1
Norwegian
1
Swedish
1
Chinese
1
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Author
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McAleer, Michael
180
Gupta, Rangan
173
Bollerslev, Tim
130
Caporale, Guglielmo Maria
120
Pierdzioch, Christian
87
Diebold, Francis X.
83
Andersen, Torben
76
Koopman, Siem Jan
64
Bouri, Elie
63
Hautsch, Nikolaus
62
Lux, Thomas
60
Ma, Feng
60
Bekaert, Geert
59
Chang, Chia-Lin
58
Bahmani-Oskooee, Mohsen
55
Todorov, Viktor
54
Caporin, Massimiliano
53
Spagnolo, Nicola
52
Härdle, Wolfgang
51
Gil-Alaña, Luis A.
47
Wohar, Mark E.
46
Asai, Manabu
45
Aizenman, Joshua
44
Engle, Robert F.
43
Herwartz, Helmut
43
Chiarella, Carl
41
Christoffersen, Peter F.
41
Ghysels, Eric
41
Hammoudeh, Shawkat
41
Christiansen, Charlotte
39
Jiang, George J.
38
Belke, Ansgar
37
Hafner, Christian M.
37
Bloom, Nicholas
36
Andersen, Torben G.
35
Clements, Adam
35
McMillan, David G.
35
Tiwari, Aviral Kumar
35
Balcilar, Mehmet
34
Dijk, Dick van
34
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Institution
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National Bureau of Economic Research
318
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
21
Centre for Analytical Finance <Århus>
11
Federal Reserve Bank of St. Louis
11
European University Institute / Department of Economics
10
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
9
Ekonomiska forskningsinstitutet <Stockholm>
9
Institut für Weltwirtschaft
9
Svenska Handelshögskolan <Helsinki>
9
Federal Reserve Bank of New York
8
Internationaler Währungsfonds / Research Department
8
Rodney L. White Center for Financial Research
7
University of Canterbury / Dept. of Economics and Finance
7
Centre for Growth and Business Cycle Research <Manchester>
6
Birkbeck College / Department of Economics
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
Federal Reserve System / Division of Research and Statistics
5
Institute of Finance and Accounting <London>
5
International Monetary Fund
5
Center for Economic Research <Tilburg>
4
Federal Reserve Bank of San Francisco
4
Gottfried Wilhelm Leibniz Universität Hannover
4
Instituto Valenciano de Investigaciones Económicas
4
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
4
The Wharton Financial Institutions Center
4
World Bank
4
Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
3
Brown University / Department of Economics
3
Chambre de commerce et d'industrie de Paris
3
Erasmus Research Institute of Management
3
Federal Reserve Bank of Cleveland
3
Federal Reserve System / Board of Governors
3
Forschungsinstitut zur Zukunft der Arbeit
3
Kansantaloustieteen Laitos <Tampere>
3
Massachusetts Institute of Technology / Department of Economics
3
New York Stock Exchange
3
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
3
Springer Fachmedien Wiesbaden
3
Australian National University / Faculty of Economics and Commerce
2
Business Information Centre <Toronto>
2
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Published in...
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Working paper / National Bureau of Economic Research, Inc.
360
Finance research letters
354
Energy economics
313
NBER working paper series
309
NBER Working Paper
260
Journal of banking & finance
257
International review of financial analysis
248
Applied economics
241
International review of economics & finance : IREF
234
Journal of econometrics
231
The journal of futures markets
225
Economic modelling
224
The North American journal of economics and finance : a journal of financial economics studies
206
Journal of empirical finance
199
Economics letters
172
Working paper
166
Research in international business and finance
164
Applied economics letters
163
Discussion paper / Centre for Economic Policy Research
162
Journal of financial economics
159
Journal of international financial markets, institutions & money
157
Applied financial economics
152
Journal of international money and finance
144
Discussion paper / Tinbergen Institute
132
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
128
Journal of risk and financial management : JRFM
127
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
118
The review of financial studies
116
The European journal of finance
113
International journal of forecasting
111
CESifo working papers
109
Pacific-Basin finance journal
105
The journal of finance : the journal of the American Finance Association
104
International journal of theoretical and applied finance
103
Journal of economic dynamics & control
103
International journal of finance & economics : IJFE
91
International Journal of Energy Economics and Policy : IJEEP
90
Quantitative finance
87
Research paper series / Swiss Finance Institute
87
Journal of forecasting
85
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Source
All
ECONIS (ZBW)
23,730
EconStor
454
USB Cologne (EcoSocSci)
20
OLC EcoSci
5
USB Cologne (business full texts)
3
RePEc
2
ArchiDok
1
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Showing
1
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10
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24,215
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date (newest first)
date (oldest first)
1
Measuring the predictable variation in stock and bond returns
Kirby, Chris
- In:
The review of financial studies
10
(
1997
)
3
,
pp. 579-630
Persistent link: https://www.econbiz.de/10001227982
Saved in:
2
Flexible stochastic volatility structures for high frequency financial data
Feldmann, David
;
Härdle, Wolfgang
;
Hafner, Christian M.
; …
-
1998
Persistent link: https://www.econbiz.de/10000992362
Saved in:
3
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:
4
Aktienperformance in Deutschland : Essays über Renditen, Anlagedauer und Kursschocks
Ising, Jan
-
2006
-
1. Aufl.
Persistent link: https://www.econbiz.de/10003386339
Saved in:
5
Price limit performance : evidence from the Tokyo Stock Exchange
Kim, Kenneth A.
- In:
The journal of finance : the journal of the American …
52
(
1997
)
2
,
pp. 885-901
Persistent link: https://www.econbiz.de/10001222411
Saved in:
6
A continuous-time arbitrage-pricing model with stochastic volatility and jumps
Ho, Mun S.
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
1
,
pp. 31-43
Persistent link: https://www.econbiz.de/10001203183
Saved in:
7
A regression analysis of the effects of option introduction on stock variances
Freund, Steven
- In:
The journal of derivatives : the official publication …
1
(
1994
)
3
,
pp. 25-38
Persistent link: https://www.econbiz.de/10001219483
Saved in:
8
Long swings with memory and stock market fluctuations
Chow, Ying-foon
;
Liu, Ming
- In:
Journal of financial and quantitative analysis : JFQA
34
(
1999
)
3
,
pp. 341-367
Persistent link: https://www.econbiz.de/10001453436
Saved in:
9
Predicting financial distress and the performance of distressed stocks
Campbell, John Y.
;
Hilscher, Jens
;
Szilagyi, Jan
- In:
Journal of investment management : JOIM
9
(
2011
)
2
,
pp. 14-34
Persistent link: https://www.econbiz.de/10009305618
Saved in:
10
MCMC
estimation
of Lévy jump models using stock and option prices
Yu, Cindy L.
;
Li, Haitao
;
Wells, Martin T.
- In:
Mathematical finance : an international journal of …
21
(
2011
)
3
,
pp. 383-422
Persistent link: https://www.econbiz.de/10009155205
Saved in:
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