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~subject:"Volatilität"
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Volatilität
Theorie
625,432
Theory
610,530
USA
41,488
United States
40,399
Schätztheorie
35,893
Estimation theory
35,266
Schätzung
34,172
Estimation
33,451
Welt
25,423
World
24,798
Deutschland
22,777
Geldpolitik
22,595
Monetary policy
21,863
Germany
21,392
Portfolio-Management
19,640
Portfolio selection
19,428
Risiko
17,901
Risk
17,701
Zeitreihenanalyse
17,305
Mathematische Optimierung
17,245
Mathematical programming
17,138
Time series analysis
16,909
Prognoseverfahren
15,443
Forecasting model
15,174
Wirtschaftswachstum
13,579
Economic growth
13,039
Spieltheorie
12,806
Börsenkurs
12,239
Game theory
12,084
Share price
12,026
Volatility
11,799
Experiment
11,414
Asymmetrische Information
10,609
Stochastischer Prozess
10,541
Asymmetric information
10,327
Stochastic process
10,265
Wettbewerb
10,252
Wohlfahrtsanalyse
10,177
Welfare analysis
10,005
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Free
4,815
Undetermined
2,793
Type of publication
All
Article
6,042
Book / Working Paper
6,005
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All
Article in journal
5,649
Aufsatz in Zeitschrift
5,649
Working Paper
2,754
Graue Literatur
2,662
Non-commercial literature
2,662
Arbeitspapier
2,525
Hochschulschrift
369
Aufsatz im Buch
363
Book section
363
Thesis
305
Collection of articles written by one author
92
Sammlung
92
Collection of articles of several authors
56
Sammelwerk
56
Bibliografie enthalten
43
Bibliography included
43
Conference paper
31
Konferenzbeitrag
31
Aufsatzsammlung
23
Forschungsbericht
22
Systematic review
22
Übersichtsarbeit
22
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18
Amtsdruckschrift
12
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12
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8
Conference proceedings
8
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8
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8
Textbook
8
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6
Handbook
5
Handbuch
5
Bibliografie
3
Accompanied by computer file
2
Case study
2
Dissertation u.a. Prüfungsschriften
2
Elektronischer Datenträger als Beilage
2
Fallstudie
2
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2
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English
11,792
German
206
French
27
Spanish
16
Italian
5
Polish
2
Portuguese
2
Czech
1
Hungarian
1
Dutch
1
Norwegian
1
Chinese
1
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Author
All
Bollerslev, Tim
83
Diebold, Francis X.
70
McAleer, Michael
68
Koopman, Siem Jan
64
Andersen, Torben
52
Lux, Thomas
48
Härdle, Wolfgang
44
Todorov, Viktor
44
Gupta, Rangan
41
Hautsch, Nikolaus
37
Caporin, Massimiliano
34
Aizenman, Joshua
33
Chiarella, Carl
33
Asai, Manabu
32
Engle, Robert F.
32
Fernández-Villaverde, Jesús
32
Hafner, Christian M.
31
Lucas, André
31
Pierdzioch, Christian
31
Bekaert, Geert
30
Herwartz, Helmut
30
Bauwens, Luc
29
Christiansen, Charlotte
28
Ghysels, Eric
27
Meddahi, Nour
27
Aït-Sahalia, Yacine
26
Bos, Charles S.
26
Christoffersen, Peter F.
26
Clements, Adam
26
Tauchen, George Eugene
26
Chan, Joshua
25
Schlag, Christian
25
Yu, Jun
25
Andersen, Torben G.
24
Clark, Todd E.
24
Kumar, Dilip
24
Li, Jia
24
Renault, Eric
24
Rodriguez, Gabriel
24
Brandt, Michael W.
23
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Institution
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National Bureau of Economic Research
189
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
17
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
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
Gottfried Wilhelm Leibniz Universität Hannover
2
Institut für Weltwirtschaft
2
Internationaler Währungsfonds / Western Hemisphere Department
2
Judge Institute of Management Studies
2
Kansantaloustieteen Laitos <Tampere>
2
Swiss National Centre of Competence in Research North South <Bern>
2
Umeå Universitet / Institutionen för Nationalekonomi
2
University of British Columbia / Finance Division
2
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Published in...
All
Journal of econometrics
234
NBER working paper series
180
NBER Working Paper
164
Working paper / National Bureau of Economic Research, Inc.
163
Finance research letters
134
Journal of banking & finance
122
Economic modelling
114
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
113
Journal of empirical finance
111
Economics letters
110
Discussion paper / Tinbergen Institute
108
International journal of theoretical and applied finance
91
International journal of forecasting
90
Energy economics
86
International review of financial analysis
82
Discussion paper / Centre for Economic Policy Research
80
Journal of financial economics
77
International review of economics & finance : IREF
75
Journal of economic dynamics & control
75
Working paper
75
Mathematical finance : an international journal of mathematics, statistics and financial theory
74
Applied economics
73
Econometric reviews
73
Journal of international money and finance
71
Journal of forecasting
67
Quantitative finance
67
The North American journal of economics and finance : a journal of financial economics studies
67
The European journal of finance
66
Journal of financial econometrics : official journal of the Society for Financial Econometrics
63
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
63
The review of financial studies
60
Computational economics
58
CREATES research paper
57
Journal of risk and financial management : JRFM
54
Applied economics letters
53
Applied mathematical finance
51
Journal of international financial markets, institutions & money
51
Research in international business and finance
50
Finance and stochastics
49
Research paper series / Swiss Finance Institute
49
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Source
All
ECONIS (ZBW)
11,796
EconStor
238
USB Cologne (EcoSocSci)
6
USB Cologne (business full texts)
4
ArchiDok
1
OLC EcoSci
1
RePEc
1
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Showing
1
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10
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12,047
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date (oldest first)
1
Realized volatility and
correlation
estimators under non-Gaussian microstructure noise
Safari, Amir
;
Sun, Wei
;
Seese, Detlef G.
;
Račev, …
- In:
Economic dynamics : theory, games and empirical studies
,
(pp. 171-197)
.
2009
Persistent link: https://www.econbiz.de/10003867880
Saved in:
2
Determining the optimal dimensionality of multivariate volatility models with tools from random matrix
theory
Rosenow, Bernd
- In:
Journal of economic dynamics & control
32
(
2008
)
1
,
pp. 279-302
Persistent link: https://www.econbiz.de/10003622775
Saved in:
3
Three essays on modeling conditional
correlation
Sheppard, Kevin
-
2004
Persistent link: https://www.econbiz.de/10003550225
Saved in:
4
Realized volatility and
correlation
estimators under non-Gaussian microstructure noise
Safari, Amir
;
Sun, Wei
;
Seese, Detlef G.
;
Račev, …
-
2012
Persistent link: https://www.econbiz.de/10009579904
Saved in:
5
Spectral estimation of covolatility from noisy observations using local weights
Bibinger, Markus
;
Reiß, Markus
-
2011
noise model with
correlation
and volatility processes being constant over small intervals. The asymptotic equivalence of the …
Persistent link: https://www.econbiz.de/10009388782
Saved in:
6
System-wide tail comovements : a bootstrap test for cojump identification on the S&P 500, US bonds and currencies
Gnabo, Jean-Yves
;
Hvozdyk, Lyudmyla
;
Lahaye, Jérôme
- In:
Journal of international money and finance
48
(
2014
),
pp. 147-174
Persistent link: https://www.econbiz.de/10010464002
Saved in:
7
Covariance estimation using high-low prices with implications for futures vs spot volatility
Padmakumari, Lakshmi
;
Maheswaran, S.
- In:
Finance India : the quarterly journal of Indian …
34
(
2020
)
1
,
pp. 75-92
Persistent link: https://www.econbiz.de/10012663836
Saved in:
8
Pro-cyclicality of risk measurements - empirical quantification and theoretical confirmation
Bräutigam, Marcel
-
2020
Persistent link: https://www.econbiz.de/10012488824
Saved in:
9
A investigation into share prices' conditional heteroscedasticity and non-symmetrical model in the context of South Africa, Nigeria, and Egypt
Ejaz, Abdullah
;
Polak, Petr
- In:
Management : journal of contemporary management issues
26
(
2021
)
1
,
pp. 189-200
Persistent link: https://www.econbiz.de/10012659646
Saved in:
10
Moving average models for volatility and
correlation
, and covariance matrices
Alexander, Carol
-
2008
Persistent link: https://www.econbiz.de/10003765837
Saved in:
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