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~subject:"Volatilität"
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[Rezension von: Stein, Jerome...
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Volatilität
Theorie
622,184
Theory
607,098
USA
41,522
United States
40,442
Schätzung
29,087
Estimation
28,374
Welt
25,176
World
24,562
Deutschland
22,715
Geldpolitik
22,325
Monetary policy
21,604
Germany
21,322
Portfolio-Management
19,194
Portfolio selection
18,993
Risiko
17,574
Risk
17,368
Mathematische Optimierung
16,750
Mathematical programming
16,645
Derivat
13,891
Derivative
13,856
Prognoseverfahren
13,811
Forecasting model
13,552
Wirtschaftswachstum
13,132
Zeitreihenanalyse
12,697
Spieltheorie
12,656
Economic growth
12,550
Time series analysis
12,324
Game theory
11,939
Börsenkurs
11,455
Share price
11,256
Experiment
11,185
Volatility
10,869
Asymmetrische Information
10,541
Asymmetric information
10,258
Wettbewerb
10,200
Wohlfahrtsanalyse
10,114
Stochastischer Prozess
9,973
Welfare analysis
9,942
Competition
9,844
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Free
4,320
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Book / Working Paper
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5,493
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Article in journal
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Collection of articles written by one author
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Sammlung
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Sammelwerk
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Bibliografie enthalten
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Bibliography included
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Conference paper
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Konferenzbeitrag
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Aufsatzsammlung
23
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Bollerslev, Tim
76
McAleer, Michael
67
Diebold, Francis X.
63
Andersen, Torben
46
Koopman, Siem Jan
46
Lux, Thomas
46
Härdle, Wolfgang
39
Chiarella, Carl
38
Aizenman, Joshua
33
Caporin, Massimiliano
32
Gupta, Rangan
32
Hautsch, Nikolaus
31
Bekaert, Geert
30
Pierdzioch, Christian
30
Herwartz, Helmut
28
Asai, Manabu
27
Hafner, Christian M.
27
Bauwens, Luc
25
Fernández-Villaverde, Jesús
25
Schlag, Christian
25
Christoffersen, Peter F.
24
Todorov, Viktor
24
Andersen, Torben G.
23
Lucas, André
23
Clark, Todd E.
22
Ghysels, Eric
22
Meddahi, Nour
22
Yu, Jun
22
Aït-Sahalia, Yacine
21
Caballero, Ricardo J.
21
Engle, Robert F.
21
Mittnik, Stefan
21
Westerhoff, Frank H.
21
Benth, Fred Espen
20
Branger, Nicole
20
Christensen, Bent Jesper
20
Gonçalves, Sílvia
20
Chan, Joshua
19
Chang, Chia-Lin
19
Giglio, Stefano
19
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National Bureau of Economic Research
182
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
12
Ekonomiska forskningsinstitutet <Stockholm>
8
European University Institute / Department of Economics
8
Centre for Analytical Finance <Århus>
7
Internationaler Währungsfonds / Research Department
7
Rodney L. White Center for Financial Research
7
Birkbeck College / Department of Economics
5
Institute of Finance and Accounting <London>
5
Instituto Valenciano de Investigaciones Económicas
5
Svenska Handelshögskolan <Helsinki>
5
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
4
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
4
School of Accounting, Economics and Finance <Geelong>
4
The Wharton Financial Institutions Center
4
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
Federal Reserve Bank of St. Louis
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
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NBER working paper series
175
Working paper / National Bureau of Economic Research, Inc.
163
NBER Working Paper
155
Journal of econometrics
136
Journal of banking & finance
131
International journal of theoretical and applied finance
105
Finance research letters
104
Energy economics
88
Journal of empirical finance
88
Economic modelling
83
Economics letters
83
The journal of futures markets
82
Discussion paper / Centre for Economic Policy Research
80
Discussion paper / Tinbergen Institute
80
International review of financial analysis
80
International journal of forecasting
79
Mathematical finance : an international journal of mathematics, statistics and financial theory
78
Journal of economic dynamics & control
77
International review of economics & finance : IREF
76
Journal of financial economics
76
Working paper
74
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
73
The European journal of finance
72
Applied economics
67
Journal of international money and finance
67
Quantitative finance
67
Applied mathematical finance
59
The North American journal of economics and finance : a journal of financial economics studies
57
The review of financial studies
57
Applied economics letters
55
Journal of forecasting
55
Econometric reviews
51
Computational economics
48
Research paper series / Swiss Finance Institute
48
Finance and stochastics
46
Journal of financial econometrics : official journal of the Society for Financial Econometrics
46
Journal of risk and financial management : JRFM
45
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
45
The journal of finance : the journal of the American Finance Association
45
Applied financial economics
43
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Source
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ECONIS (ZBW)
10,888
EconStor
232
USB Cologne (EcoSocSci)
10
OLC EcoSci
2
ArchiDok
1
RePEc
1
Showing
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1
Chaos and order in the capital markets : a new view of cycles, prices, and market volatility
Peters, Edgar E.
-
1991
-
1. [print.]
Persistent link: https://www.econbiz.de/10000327743
Saved in:
2
Arbitragefreie Bewertung von Zinsderivaten
Heitmann, Frank
-
1997
Persistent link: https://www.econbiz.de/10000959293
Saved in:
3
Derivative
asset analysis in models with level-dependent and stochastic volatility
Frey, Rüdiger
-
1997
Persistent link: https://www.econbiz.de/10000959999
Saved in:
4
Volatility and liquidity in futures market
Locke, Peter R.
-
1996
Persistent link: https://www.econbiz.de/10000962046
Saved in:
5
Margin requirements, volatility, and market integrity : what have we learned since the crash?
Kupiec, Paul H.
-
1997
Persistent link: https://www.econbiz.de/10000966018
Saved in:
6
Price and volume effects associated with listings and expirations of
derivative
warrants on the stock exchange of Hong Kong
Wei, K. C. John
;
Chan, Yue-cheong
-
1997
Persistent link: https://www.econbiz.de/10000977568
Saved in:
7
Limit moves as censored observations of equilibrium futures price in GARCH processes
Morgan, Ieuan G.
;
Trevor, Robert G.
-
1997
Persistent link: https://www.econbiz.de/10000978435
Saved in:
8
Local parametric analysis of derivatives pricing and hedging
Bossaerts, Peter L.
;
Hillion, Pierre Henri
-
1997
Persistent link: https://www.econbiz.de/10000980780
Saved in:
9
The effect of contemporaneous futures market volume on spot market volatility
Board, John L. G.
;
Sandmann, Gleb
;
Sutcliffe, Charles M. S.
-
1997
Persistent link: https://www.econbiz.de/10000975065
Saved in:
10
Analytic derivatives and the computation of GARCH estimates
Fiorentini, Gabriele
;
Calzolari, Giorgio
;
Panattoni, Lorenzo
-
1995
Persistent link: https://www.econbiz.de/10000924232
Saved in:
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