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~subject:"Volatilität"
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Subject
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Volatilität
Theorie
626,270
Theory
611,367
USA
47,852
United States
46,640
Volatility
40,965
Schätzung
40,044
Kapitaleinkommen
39,423
Capital income
39,323
Estimation
39,172
Welt
30,997
World
30,294
Börsenkurs
27,406
Share price
27,110
Portfolio-Management
24,441
Portfolio selection
24,225
Geldpolitik
23,881
Deutschland
23,812
Monetary policy
23,119
Germany
22,369
Risiko
20,942
Risk
20,821
Prognoseverfahren
19,118
Forecasting model
18,820
Mathematische Optimierung
17,003
Mathematical programming
16,897
Zeitreihenanalyse
15,354
Time series analysis
14,945
Wirtschaftswachstum
14,497
Aktienmarkt
14,175
Stock market
14,021
Economic growth
13,877
CAPM
13,147
Spieltheorie
12,718
Schätztheorie
12,438
Stochastischer Prozess
12,127
Estimation theory
12,040
Game theory
11,997
Stochastic process
11,840
Finanzmarkt
11,704
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Online availability
All
Free
15,712
Undetermined
10,459
Type of publication
All
Article
22,633
Book / Working Paper
18,063
Journal
1
Type of publication (narrower categories)
All
Article in journal
21,347
Aufsatz in Zeitschrift
21,347
Working Paper
7,590
Graue Literatur
7,196
Non-commercial literature
7,196
Arbeitspapier
6,948
Aufsatz im Buch
1,202
Book section
1,202
Hochschulschrift
658
Thesis
514
Collection of articles written by one author
175
Sammlung
175
Collection of articles of several authors
153
Sammelwerk
153
Conference paper
128
Konferenzbeitrag
128
Aufsatzsammlung
75
Bibliografie enthalten
54
Bibliography included
54
Dissertation u.a. Prüfungsschriften
50
Amtsdruckschrift
48
Government document
48
Konferenzschrift
43
Systematic review
41
Übersichtsarbeit
41
Forschungsbericht
30
Article
29
Case study
21
Fallstudie
21
Conference proceedings
20
Rezension
18
Lehrbuch
16
Textbook
15
Handbook
10
Handbuch
10
Reprint
9
Bibliografie
7
Ratgeber
6
Guidebook
5
Research Report
5
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English
39,901
German
572
French
83
Spanish
78
Portuguese
23
Undetermined
15
Polish
10
Italian
9
Czech
5
Dutch
5
Romanian
4
Russian
4
Danish
1
Croatian
1
Hungarian
1
Norwegian
1
Serbian
1
Swedish
1
Chinese
1
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Author
All
McAleer, Michael
299
Gupta, Rangan
244
Caporale, Guglielmo Maria
178
Bollerslev, Tim
145
Bouri, Elie
114
Chang, Chia-Lin
114
Pierdzioch, Christian
113
Diebold, Francis X.
110
Spagnolo, Nicola
98
Andersen, Torben
97
Aizenman, Joshua
96
Ma, Feng
94
Härdle, Wolfgang
86
Bekaert, Geert
81
Koopman, Siem Jan
81
Hautsch, Nikolaus
75
Bahmani-Oskooee, Mohsen
74
Hammoudeh, Shawkat
74
Engle, Robert F.
72
Tiwari, Aviral Kumar
70
Todorov, Viktor
69
Caporin, Massimiliano
68
McMillan, David G.
68
Buch, Claudia M.
67
Lux, Thomas
66
Asai, Manabu
64
Kočenda, Evžen
63
Chiarella, Carl
61
Corbet, Shaen
60
Lucey, Brian M.
60
Kang, Sang Hoon
58
Wohar, Mark E.
58
Gil-Alaña, Luis A.
56
Caballero, Ricardo J.
55
Mensi, Walid
55
Christoffersen, Peter F.
53
Fernández-Villaverde, Jesús
53
Clements, Adam
52
Mumtaz, Haroon
51
Salisu, Afees A.
51
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Institution
All
National Bureau of Economic Research
498
Institut für Schweizerisches Bankwesen <Zürich>
49
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
28
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
21
Centre for Analytical Finance <Århus>
19
World Bank
18
National Centre of Competence in Research North South <Bern>
17
International Monetary Fund
16
Federal Reserve Bank of St. Louis
13
Svenska Handelshögskolan <Helsinki>
12
European University Institute / Department of Economics
11
Internationaler Währungsfonds / Research Department
11
University of Canterbury / Dept. of Economics and Finance
11
Centre for Growth and Business Cycle Research <Manchester>
10
Ekonomiska forskningsinstitutet <Stockholm>
10
Institut für Weltwirtschaft
10
Swiss National Centre of Competence in Research North South <Bern>
10
Chambre de commerce et d'industrie de Paris
9
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
9
Federal Reserve Bank of New York
8
Rodney L. White Center for Financial Research
8
Instituto Valenciano de Investigaciones Económicas
7
Federal Reserve Bank of San Francisco
6
Gottfried Wilhelm Leibniz Universität Hannover
6
Institute of Finance and Accounting <London>
6
Universität <Münster, Westfalen> / Lehrstuhl für Betriebswirtschaftslehre, insbesondere Finanzierung
6
Birkbeck College / Department of Economics
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
Federal Reserve System / Division of Research and Statistics
5
Massachusetts Institute of Technology / Department of Economics
5
National Centre of Competence in Research - Financial Valuation and Risk Management
5
The Wharton Financial Institutions Center
5
Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
4
Center for Economic Research <Tilburg>
4
Econometrisch Instituut <Rotterdam>
4
Europäische Kommission / Generaldirektion Wissenschaft, Forschung und Entwicklung
4
Federal Reserve System / Board of Governors
4
Inter-American Development Bank / Office of the Chief Economist
4
Nuffield College
4
School of Accounting, Economics and Finance <Geelong>
4
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Published in...
All
Energy economics
649
Finance research letters
613
NBER working paper series
486
Working paper / National Bureau of Economic Research, Inc.
467
International review of financial analysis
419
NBER Working Paper
416
Applied economics
382
Journal of banking & finance
374
International review of economics & finance : IREF
367
The journal of futures markets
360
Economic modelling
339
The North American journal of economics and finance : a journal of financial economics studies
325
Journal of econometrics
321
Research in international business and finance
290
Applied financial economics
265
Journal of empirical finance
264
Applied economics letters
261
Working paper
258
Economics letters
252
International journal of theoretical and applied finance
245
Discussion paper / Centre for Economic Policy Research
240
Journal of international financial markets, institutions & money
240
Journal of international money and finance
230
Journal of risk and financial management : JRFM
197
Discussion paper / Tinbergen Institute
196
Quantitative finance
194
Journal of financial economics
187
CESifo working papers
172
Pacific-Basin finance journal
171
International Journal of Energy Economics and Policy : IJEEP
169
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
169
The European journal of finance
160
IMF working papers
158
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
157
International journal of finance & economics : IJFE
151
Journal of economic dynamics & control
151
International journal of forecasting
145
Journal of forecasting
131
The review of financial studies
126
Computational economics
119
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Source
All
ECONIS (ZBW)
39,711
EconStor
680
USB Cologne (business full texts)
152
USB Cologne (EcoSocSci)
129
OLC EcoSci
11
BASE
6
RePEc
5
ArchiDok
3
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Showing
1
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10
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40,697
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date (oldest first)
1
Commodity value-at-risk modeling : comparing riskmetrics, historic simulation and quantile regression
Steen, Marie
;
Westgaard, Sjur
;
Gjølberg, Ole
- In:
The journal of risk model validation
9
(
2015
)
2
,
pp. 49-78
Persistent link: https://www.econbiz.de/10011326305
Saved in:
2
Volatility
modeling with leverage effect under laplace errors
Jiang, Zhengjun
;
Xia, Weixuan
- In:
Journal of time series econometrics
10
(
2018
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011817685
Saved in:
3
Prediction of α‐stable GARCH and ARMA‐GARCH‐M models
Mohammadi, Mohammad
- In:
Journal of forecasting
36
(
2017
)
7
,
pp. 859-866
Persistent link: https://www.econbiz.de/10011860776
Saved in:
4
Forecasting value-at-risk and expected shortfall in large portfolios : a general dynamic factor approach
Hallin, Marc
;
Trucios, Carlos
-
2020
Persistent link: https://www.econbiz.de/10012437084
Saved in:
5
Multifractality and long-range dependence of asset returns : the scaling behaviour of the Markov-switching multifractal model with lognormal
volatility
components
Liu, Ruipeng
(
contributor
);
Di Matteo, Tiziana
(
contributor
)
-
2008
) with Lognormal
volatility
components. In order to see how well estimated models capture the temporal dependency of the … sufficiently many
volatility
components. In comparison with a Binomial MSM specification [7], results are almost identical. This … distribution is very limited. -- Markov-switching multifractal ; scaling ; return
volatility
…
Persistent link: https://www.econbiz.de/10003715073
Saved in:
6
Optimal portfolio management in highly volatile markets
Stoyanov, Stoyan Veselinov
-
2005
Persistent link: https://www.econbiz.de/10003346695
Saved in:
7
Flexible modeling of conditional distributions using smooth mixtures of asymmetric student T densities
Li, Feng
;
Villani, Mattias
;
Kohn, Robert
-
2009
Chain Monte Carlo ; Mixture of Experts ; Variable selection ;
Volatility
modeling …
Persistent link: https://www.econbiz.de/10003896094
Saved in:
8
Prospect
theory
and risk appetite : an application to traders' strategies in the financial market
Cao, Shi-Nan
;
Deng, Jing
;
Li, Honggang
- In:
Journal of economic interaction and coordination : JEIC
5
(
2010
)
2
,
pp. 249-259
Persistent link: https://www.econbiz.de/10008822678
Saved in:
9
Characterizing dependence in financial series
Chollete, Lorán
-
2004
Persistent link: https://www.econbiz.de/10003549398
Saved in:
10
The impact of news on higher moments
Jondeau, Eric
(
contributor
);
Rockinger, Michael
(
contributor
)
-
2006
domestic
volatility
after good shocks but a bad hedge after crashes …
Persistent link: https://www.econbiz.de/10003394353
Saved in:
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