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~subject:"Volatilität"
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Subject
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Volatilität
Theorie
629,375
Theory
614,473
Risk
45,405
Risiko
44,952
USA
43,783
United States
42,544
Schätzung
31,756
Estimation
30,977
Welt
28,588
World
27,943
Deutschland
24,035
Geldpolitik
23,213
Monetary policy
22,478
Germany
22,452
Portfolio-Management
21,526
Portfolio selection
21,306
Mathematische Optimierung
17,221
Mathematical programming
17,116
Prognoseverfahren
14,743
Forecasting model
14,477
Derivat
14,008
Derivative
13,971
Wirtschaftswachstum
13,756
Spieltheorie
13,162
Economic growth
13,142
Börsenkurs
13,123
Zeitreihenanalyse
13,001
Share price
12,903
Volatility
12,895
Time series analysis
12,623
Game theory
12,423
Experiment
11,972
Risikomanagement
11,903
Risk management
11,488
CAPM
10,862
Asymmetrische Information
10,820
Finanzmarkt
10,707
Kapitaleinkommen
10,578
Capital income
10,542
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Online availability
All
Free
5,070
Undetermined
3,394
Type of publication
All
Article
6,820
Book / Working Paper
6,326
Type of publication (narrower categories)
All
Article in journal
6,399
Aufsatz in Zeitschrift
6,399
Working Paper
2,880
Graue Literatur
2,807
Non-commercial literature
2,807
Arbeitspapier
2,644
Hochschulschrift
388
Aufsatz im Buch
376
Book section
376
Thesis
318
Collection of articles written by one author
98
Sammlung
98
Collection of articles of several authors
67
Sammelwerk
67
Bibliografie enthalten
43
Bibliography included
43
Conference paper
37
Konferenzbeitrag
37
Aufsatzsammlung
30
Systematic review
27
Übersichtsarbeit
27
Konferenzschrift
23
Forschungsbericht
22
Amtsdruckschrift
11
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11
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11
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11
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10
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9
Rezension
8
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7
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6
Handbuch
6
Glossar enthalten
4
Glossary included
4
Accompanied by computer file
3
Bibliografie
3
Dissertation u.a. Prüfungsschriften
3
Elektronischer Datenträger als Beilage
3
Case study
2
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English
12,863
German
221
French
35
Spanish
19
Italian
5
Dutch
2
Polish
2
Portuguese
2
Undetermined
2
Czech
1
Hungarian
1
Norwegian
1
Chinese
1
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Author
All
Gupta, Rangan
98
Bollerslev, Tim
82
McAleer, Michael
72
Diebold, Francis X.
63
Andersen, Torben
50
Pierdzioch, Christian
47
Koopman, Siem Jan
46
Lux, Thomas
46
Bekaert, Geert
42
Härdle, Wolfgang
42
Chiarella, Carl
38
Aizenman, Joshua
33
Caporale, Guglielmo Maria
32
Caporin, Massimiliano
32
Hautsch, Nikolaus
31
Todorov, Viktor
31
Herwartz, Helmut
30
Hafner, Christian M.
28
Schlag, Christian
28
Asai, Manabu
27
Bloom, Nicholas
27
Clark, Todd E.
27
Bauwens, Luc
26
Andersen, Torben G.
25
Christoffersen, Peter F.
25
Fernández-Villaverde, Jesús
25
Mumtaz, Haroon
25
Chang, Chia-Lin
24
Christensen, Bent Jesper
24
Giglio, Stefano
24
Aït-Sahalia, Yacine
23
Carriero, Andrea
23
Christiansen, Charlotte
23
Karanasos, Menelaos
23
Lucas, André
23
Prokopczuk, Marcel
23
Bouri, Elie
22
Brandt, Michael W.
22
Caballero, Ricardo J.
22
Ghysels, Eric
22
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Institution
All
National Bureau of Economic Research
204
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
International Monetary Fund
6
Svenska Handelshögskolan <Helsinki>
6
Birkbeck College / Department of Economics
5
Gottfried Wilhelm Leibniz Universität Hannover
5
Institute of Finance and Accounting <London>
5
Instituto Valenciano de Investigaciones Económicas
5
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
4
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
4
Federal Reserve Bank of New York
4
School of Accounting, Economics and Finance <Geelong>
4
The Wharton Financial Institutions Center
4
Centre for Economic Policy Research
3
Federal Reserve Bank of San Francisco
3
Federal Reserve System / Division of Research and Statistics
3
Institut für Weltwirtschaft
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 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 St. Louis
2
Forschungsinstitut zur Zukunft der Arbeit
2
Goethe-Universität Frankfurt am Main
2
Internationaler Währungsfonds / Western Hemisphere Department
2
Judge Institute of Management Studies
2
Kansantaloustieteen Laitos <Tampere>
2
Leibniz-Institut für Wirtschaftsforschung Halle
2
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Published in...
All
Finance research letters
202
NBER working paper series
197
Working paper / National Bureau of Economic Research, Inc.
185
NBER Working Paper
173
Energy economics
154
Journal of banking & finance
147
Journal of econometrics
141
International review of financial analysis
119
International journal of theoretical and applied finance
108
Economic modelling
107
Economics letters
107
International review of economics & finance : IREF
106
Journal of empirical finance
102
Journal of financial economics
99
Applied economics
96
The North American journal of economics and finance : a journal of financial economics studies
95
Discussion paper / Centre for Economic Policy Research
93
Working paper
93
The journal of futures markets
85
Discussion paper / Tinbergen Institute
84
Journal of economic dynamics & control
83
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
81
International journal of forecasting
80
Mathematical finance : an international journal of mathematics, statistics and financial theory
80
The European journal of finance
80
Journal of international money and finance
78
Applied economics letters
75
Quantitative finance
75
The review of financial studies
68
Research in international business and finance
65
Applied mathematical finance
60
Journal of international financial markets, institutions & money
57
Journal of forecasting
56
Journal of risk and financial management : JRFM
55
Computational economics
54
Research paper series / Swiss Finance Institute
53
Econometric reviews
51
Applied financial economics
49
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
49
CESifo working papers
48
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Source
All
ECONIS (ZBW)
12,883
EconStor
246
USB Cologne (EcoSocSci)
11
OLC EcoSci
3
BASE
1
ArchiDok
1
RePEc
1
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1
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10
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date (oldest first)
1
What's vol got to do with it
Drechsler, Itamar
(
contributor
);
Yaron, Amir
(
contributor
)
-
2008
-
Current draft: May 2008
Persistent link: https://www.econbiz.de/10003727636
Saved in:
2
Interacting particle systems for the computation of rare credit portfolio losses
Carmona, René
;
Fouque, Jean-Pierre
;
Vestal, Douglas
- In:
Finance and stochastics
13
(
2009
)
4
,
pp. 613-633
Persistent link: https://www.econbiz.de/10003899538
Saved in:
3
'Noise-trader
risk
' and Bayesian market making in FX derivates : rolling loaded dice?
Ulibarrí, Carlos A.
;
Anselmo, Peter C.
;
Hovsepian, Karen
; …
- In:
International journal of finance & economics : IJFE
14
(
2009
)
3
,
pp. 268-279
Persistent link: https://www.econbiz.de/10003901064
Saved in:
4
What's vol got to do with it
Drechsler, Itamar
;
Yaron, Amir
-
2010
-
Current draft: December 2009
Persistent link: https://www.econbiz.de/10003971762
Saved in:
5
Pricingcounterparty
risk
including collateralization, netting rules, re-hypothecation and wrong-way
risk
Brigo, Damiano
;
Capponi, Agostino
;
Pallavicini, Andrea
; …
- In:
International journal of theoretical and applied finance
16
(
2013
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10009748723
Saved in:
6
Variance swaps, non-normality and macroeconomic and financial risks
Nieto Domenech, Belen
;
Novales, Alfonso
;
Rubio, Gonzalo
- In:
The quarterly review of economics and finance : journal …
54
(
2014
)
2
,
pp. 257-270
Persistent link: https://www.econbiz.de/10010467548
Saved in:
7
On the implied volatility layers under the future
risk
-free rate uncertainty
Hin, Lin-yee
;
Dokučaev, Nikolaj G.
- In:
International journal of financial markets and derivatives
3
(
2014
)
4
,
pp. 392-408
Persistent link: https://www.econbiz.de/10010406861
Saved in:
8
What's Vol got to do with it
Drechsler, Itamar
;
Yaron, Amir
- In:
The review of financial studies
24
(
2011
)
1
,
pp. 1-45
Persistent link: https://www.econbiz.de/10008909458
Saved in:
9
CVA with wrong way
risk
: sensitivities, volatility and hedging
El Hajjaji, Omar
;
Subbotin, Alexander
- In:
International journal of theoretical and applied finance
18
(
2015
)
3
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011403747
Saved in:
10
The
risk
and price volatility of stock options in general equilibrium
Drees, Burkhard
- In:
The Scandinavian journal of economics
97
(
1995
)
3
,
pp. 459-467
Persistent link: https://www.econbiz.de/10001187657
Saved in:
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