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~subject:"Volatilität"
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[Rezension von: Klein, L. R.,...
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Volatilität
Theorie
623,661
Theory
608,763
USA
40,607
United States
39,493
Schätzung
29,006
Estimation
28,279
Welt
24,605
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22,354
Geldpolitik
22,313
Monetary policy
21,595
Germany
20,897
Portfolio-Management
18,678
Portfolio selection
18,477
Risiko
17,311
Risk
17,105
Mathematische Optimierung
16,878
Mathematical programming
16,773
Prognoseverfahren
13,759
Forecasting model
13,497
Wirtschaftswachstum
13,241
Zeitreihenanalyse
12,916
Spieltheorie
12,721
Economic growth
12,678
Time series analysis
12,500
Game theory
11,983
Experiment
11,202
Börsenkurs
10,933
Share price
10,735
Asymmetrische Information
10,536
Asymmetric information
10,254
Wettbewerb
10,223
Wohlfahrtsanalyse
10,138
Schätztheorie
10,042
Welfare analysis
9,966
Competition
9,867
Volatility
9,755
Estimation theory
9,647
Stochastischer Prozess
9,560
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Book / Working Paper
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4,740
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Author
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Bollerslev, Tim
76
Diebold, Francis X.
63
McAleer, Michael
59
Lux, Thomas
47
Koopman, Siem Jan
46
Andersen, Torben
45
Härdle, Wolfgang
40
Aizenman, Joshua
33
Chiarella, Carl
32
Gupta, Rangan
32
Hautsch, Nikolaus
32
Caporin, Massimiliano
31
Bekaert, Geert
30
Pierdzioch, Christian
30
Asai, Manabu
27
Herwartz, Helmut
27
Fernández-Villaverde, Jesús
25
Schlag, Christian
25
Todorov, Viktor
25
Hafner, Christian M.
24
Andersen, Torben G.
23
Christoffersen, Peter F.
23
Lucas, André
23
Meddahi, Nour
23
Caballero, Ricardo J.
22
Clark, Todd E.
22
Ghysels, Eric
22
Westerhoff, Frank H.
22
Yu, Jun
22
Mittnik, Stefan
21
Aït-Sahalia, Yacine
20
Bauwens, Luc
20
Chan, Joshua
20
Engle, Robert F.
20
Gonçalves, Sílvia
20
Giglio, Stefano
19
Li, Kai
19
Liesenfeld, Roman
19
Lütkepohl, Helmut
19
Mumtaz, Haroon
19
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National Bureau of Economic Research
179
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
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
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
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
University of Exeter / Department of Economics
2
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Published in...
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NBER working paper series
172
Working paper / National Bureau of Economic Research, Inc.
161
NBER Working Paper
155
Journal of econometrics
126
Journal of banking & finance
109
Finance research letters
90
Economics letters
82
Journal of empirical finance
81
Discussion paper / Tinbergen Institute
79
Discussion paper / Centre for Economic Policy Research
78
Economic modelling
76
International journal of forecasting
76
International journal of theoretical and applied finance
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
Journal of financial economics
71
Working paper
68
Journal of international money and finance
65
International review of financial analysis
61
Energy economics
60
The European journal of finance
59
International review of economics & finance : IREF
58
The review of financial studies
58
Applied economics
57
Journal of forecasting
55
Econometric reviews
51
Quantitative finance
51
Applied economics letters
46
Computational economics
46
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
Research paper series / Swiss Finance Institute
45
Applied mathematical finance
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
Finance and stochastics
42
Journal of monetary economics
40
The journal of futures markets
40
CREATES research paper
39
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Source
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ECONIS (ZBW)
9,770
EconStor
229
USB Cologne (EcoSocSci)
4
USB Cologne (business full texts)
2
BASE
1
ArchiDok
1
OLC EcoSci
1
RePEc
1
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Showing
1
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10
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date (oldest first)
1
The
econometrics
of stochastic volatility
Harvey, Andrew C.
;
Shephard, Neil G.
-
1993
Persistent link: https://www.econbiz.de/10000865088
Saved in:
2
Statistical methods in finance
Maddala, Gangadharrao S.
(
contributor
); …
-
1996
Persistent link: https://www.econbiz.de/10000610528
Saved in:
3
Applied quantitative finance
Härdle, Wolfgang
(
ed.
);
Hautsch, Nikolaus
(
ed.
); …
-
2009
-
2. ed.
Persistent link: https://www.econbiz.de/10003719524
Saved in:
4
On the correlation structure of microstructure noise in
theory
and practice
Diebold, Francis X.
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003769457
Saved in:
5
On the correlation structure of microstructure noise in
theory
and practice
Diebold, Francis X.
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003790675
Saved in:
6
Volatility and time series
econometrics
: essays in honor of Robert Engle
Bollerslev, Tim
(
ed.
);
Engle, Robert F.
(
honouree
); …
-
2010
-
1. publ.
Persistent link: https://www.econbiz.de/10003861657
Saved in:
7
Variation, jumps and high-frequency data in financial
econometrics
Barndorff-Nielsen, Ole E.
;
Shephard, Neil G.
-
2007
Persistent link: https://www.econbiz.de/10003691562
Saved in:
8
Topics on high-frequency financial
econometrics
: measuring and forecasting volatility
Christensen, Kim
-
2007
Persistent link: https://www.econbiz.de/10003596774
Saved in:
9
Nonlinear financial
econometrics
: Markov switching models, persistence and nonlinear cointegration
Gregoriou, Greg N.
(
ed.
);
Pascalau, Razvan
(
contributor
)
-
2011
Persistent link: https://www.econbiz.de/10008654596
Saved in:
10
Econometric analysis of jump-driven stochastic volatility models
Todorov, Viktor
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 12-21
Persistent link: https://www.econbiz.de/10009242565
Saved in:
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