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Volatilität
Theorie
625,691
Theory
610,789
USA
41,418
United States
40,334
Schätzung
30,777
Estimation
30,050
Welt
25,238
World
24,626
Deutschland
22,543
Geldpolitik
22,472
Monetary policy
21,745
Germany
21,153
Portfolio-Management
20,566
Portfolio selection
20,358
CAPM
19,023
Risiko
18,565
Risk
18,370
Mathematische Optimierung
16,982
Mathematical programming
16,877
Prognoseverfahren
14,262
Forecasting model
13,998
Wirtschaftswachstum
13,242
Börsenkurs
13,008
Zeitreihenanalyse
12,924
Share price
12,801
Spieltheorie
12,775
Economic growth
12,638
Time series analysis
12,550
Game theory
12,053
Kapitaleinkommen
11,356
Capital income
11,316
Experiment
11,309
Volatility
10,699
Asymmetrische Information
10,642
Schätztheorie
10,473
Asymmetric information
10,358
Wettbewerb
10,232
Wohlfahrtsanalyse
10,163
Estimation theory
10,081
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Free
4,356
Undetermined
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Book / Working Paper
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Article
5,323
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Thesis
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Collection of articles written by one author
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Sammlung
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Collection of articles of several authors
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Sammelwerk
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Bibliography included
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Conference paper
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Konferenzbeitrag
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Bollerslev, Tim
79
Diebold, Francis X.
63
McAleer, Michael
58
Lux, Thomas
51
Andersen, Torben
47
Koopman, Siem Jan
46
Härdle, Wolfgang
40
Bekaert, Geert
34
Hautsch, Nikolaus
34
Aizenman, Joshua
33
Caporin, Massimiliano
33
Chiarella, Carl
33
Christoffersen, Peter F.
33
Gupta, Rangan
32
Pierdzioch, Christian
31
Herwartz, Helmut
29
Todorov, Viktor
29
Schlag, Christian
28
Asai, Manabu
27
Ghysels, Eric
27
Meddahi, Nour
26
Bansal, Ravi
25
Fernández-Villaverde, Jesús
25
Hafner, Christian M.
25
Yu, Jun
24
Andersen, Torben G.
23
Lucas, André
23
Aït-Sahalia, Yacine
22
Caballero, Ricardo J.
22
Clark, Todd E.
22
Mittnik, Stefan
22
Westerhoff, Frank H.
22
Branger, Nicole
21
Caporale, Guglielmo Maria
21
Bauwens, Luc
20
Chan, Joshua
20
Christensen, Bent Jesper
20
Engle, Robert F.
20
Giglio, Stefano
20
Gonçalves, Sílvia
20
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National Bureau of Economic Research
190
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
Federal Reserve Bank of St. Louis
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
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
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
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
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Published in...
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NBER working paper series
183
Working paper / National Bureau of Economic Research, Inc.
170
NBER Working Paper
165
Journal of econometrics
136
Journal of banking & finance
128
Finance research letters
114
Journal of empirical finance
100
Journal of financial economics
95
Economics letters
90
Economic modelling
87
International journal of theoretical and applied finance
87
Discussion paper / Centre for Economic Policy Research
86
Journal of economic dynamics & control
82
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
81
Discussion paper / Tinbergen Institute
80
Working paper
77
International journal of forecasting
76
Mathematical finance : an international journal of mathematics, statistics and financial theory
73
International review of economics & finance : IREF
70
International review of financial analysis
70
Journal of international money and finance
69
Energy economics
68
Applied economics
67
The European journal of finance
65
The review of financial studies
63
Quantitative finance
58
Journal of forecasting
56
Econometric reviews
53
The North American journal of economics and finance : a journal of financial economics studies
52
Applied mathematical finance
48
Computational economics
48
Research paper series / Swiss Finance Institute
48
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
48
The journal of finance : the journal of the American Finance Association
48
Applied economics letters
47
Journal of financial econometrics : official journal of the Society for Financial Econometrics
45
Journal of risk and financial management : JRFM
45
Finance and stochastics
44
Journal of monetary economics
43
CREATES research paper
42
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Source
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ECONIS (ZBW)
10,710
EconStor
233
USB Cologne (EcoSocSci)
7
ArchiDok
1
OLC EcoSci
1
RePEc
1
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1
Modeling the distribution of highly volatile exchange-rate time series
Čobanov, Georgi S.
(
contributor
)
-
1996
Persistent link: https://www.econbiz.de/10000955836
Saved in:
2
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:
3
An optimal investment strategy with maximal risk aversion and its ruin probability in the presence of stochastic volatility on investments
Badaoui, Mohamed
;
Fernández, Begoña
- In:
Insurance / Mathematics & economics
53
(
2013
)
1
,
pp. 1-13
Persistent link: https://www.econbiz.de/10009785429
Saved in:
4
A probabilistic demand application in the American cracker market
Johnson, Rutherford Card
- In:
International journal of food and agricultural …
4
(
2016
)
3
,
pp. 49-61
Persistent link: https://www.econbiz.de/10011558359
Saved in:
5
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:
6
Stochastic clock and financial markets
Geman, Hélyette
-
2009
Persistent link: https://www.econbiz.de/10003827081
Saved in:
7
Stochastic clock and financial markets
Geman, Hélyette
- In:
Aspects of mathematical finance
,
(pp. 37-52)
.
2008
Persistent link: https://www.econbiz.de/10003653396
Saved in:
8
A simple nonparametric approach to derivative security valuation
Stutzer, Michael J.
- In:
The journal of finance : the journal of the American …
51
(
1996
)
5
,
pp. 1633-1652
Persistent link: https://www.econbiz.de/10001211779
Saved in:
9
Recovering probability distributions from option prices
Jackwerth, Jens Carsten
- In:
The journal of finance : the journal of the American …
51
(
1996
)
5
,
pp. 1611-1631
Persistent link: https://www.econbiz.de/10001211781
Saved in:
10
From value at risk to stress testing : the extreme value approach
Longin, François M.
- In:
Journal of banking & finance
24
(
2000
)
7
,
pp. 1097-1130
Persistent link: https://www.econbiz.de/10001483876
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