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~subject:"Volatilität"
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Volatilität
EU-Staaten
188,077
EU countries
182,733
Volatility
41,111
Theorie
26,089
Theory
25,400
Eurozone
22,706
Euro area
22,201
Schätzung
17,450
Estimation
16,792
Welt
16,664
World
16,332
USA
15,186
United States
14,420
Geldpolitik
12,511
Europa
12,205
Monetary policy
11,874
Börsenkurs
11,386
Deutschland
11,231
Share price
11,192
Europe
11,126
Europäische Union
10,902
ARCH-Modell
10,623
ARCH model
10,442
Germany
10,340
Finanzkrise
9,890
Financial crisis
9,711
Kapitaleinkommen
9,068
Capital income
9,025
Wirkungsanalyse
8,619
Impact assessment
8,360
Aktienmarkt
7,703
Risikomaß
7,642
Währungsunion
7,620
Stock market
7,616
Risk measure
7,559
Internationale Wirtschaftsbeziehungen
7,436
International economic relations
7,309
Großbritannien
7,164
EU-Mitgliedschaft
7,117
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Free
15,781
Undetermined
10,532
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Article
22,736
Book / Working Paper
18,105
Journal
1
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Article in journal
21,442
Aufsatz in Zeitschrift
21,442
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7,619
Graue Literatur
7,228
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7,228
Arbeitspapier
6,977
Aufsatz im Buch
1,207
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1,207
Hochschulschrift
658
Thesis
514
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175
Sammlung
175
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153
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153
Conference paper
128
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128
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75
Bibliografie enthalten
54
Bibliography included
54
Dissertation u.a. Prüfungsschriften
50
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48
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48
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43
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41
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41
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30
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30
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21
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21
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20
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18
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16
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15
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10
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7
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English
40,045
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573
French
83
Spanish
78
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23
Undetermined
15
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10
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9
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5
Dutch
5
Romanian
4
Russian
4
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1
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1
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1
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1
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1
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McAleer, Michael
299
Gupta, Rangan
248
Caporale, Guglielmo Maria
180
Bollerslev, Tim
146
Bouri, Elie
116
Chang, Chia-Lin
114
Pierdzioch, Christian
114
Diebold, Francis X.
110
Spagnolo, Nicola
99
Andersen, Torben
98
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
71
Todorov, Viktor
70
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.
57
Caballero, Ricardo J.
55
Mensi, Walid
54
Christoffersen, Peter F.
53
Fernández-Villaverde, Jesús
53
Clements, Adam
52
Salisu, Afees A.
52
Mumtaz, Haroon
51
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National Bureau of Economic Research
501
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
International Monetary Fund
17
National Centre of Competence in Research North South <Bern>
17
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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Energy economics
650
Finance research letters
616
NBER working paper series
489
Working paper / National Bureau of Economic Research, Inc.
467
International review of financial analysis
419
NBER Working Paper
418
Applied economics
384
Journal of banking & finance
374
International review of economics & finance : IREF
367
The journal of futures markets
360
Economic modelling
339
Journal of econometrics
333
The North American journal of economics and finance : a journal of financial economics studies
325
Research in international business and finance
290
Applied economics letters
265
Applied financial economics
265
Journal of empirical finance
264
Working paper
260
Economics letters
257
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
231
Journal of risk and financial management : JRFM
197
Discussion paper / Tinbergen Institute
196
Quantitative finance
194
Journal of financial economics
191
Pacific-Basin finance journal
176
CESifo working papers
172
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
122
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Source
All
ECONIS (ZBW)
39,855
EconStor
681
USB Cologne (business full texts)
152
USB Cologne (EcoSocSci)
129
OLC EcoSci
11
BASE
6
RePEc
5
ArchiDok
3
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1
A Markov regime switching model of crises and contagion : the case of the Iberian countries in the EMS
Lopes, José Mário
;
Nunes, Luis C.
- In:
Journal of macroeconomics
34
(
2012
)
4
,
pp. 1141-1153
Persistent link: https://www.econbiz.de/10009703298
Saved in:
2
The application of multivariate GARCH models to turbulent financial markets
Zahnd, Edy
-
2002
-
Als Ms. gedr.
Persistent link: https://www.econbiz.de/10001659873
Saved in:
3
European equity market contagion : an empirical application to Ireland's sovereign debt crisis
Corbet, Shaen
;
Twomey, Cian
- In:
European financial and accounting journal : EFAJ
10
(
2015
)
3
,
pp. 15-34
sovereign debt crisis. A dynamic conditional
correlation
(DCC) multivariate GARCH model is used to estimate to what extent the …
Persistent link: https://www.econbiz.de/10011471074
Saved in:
4
On the devolatised returns and dynamic conditional correlations GARCH modelling in selected European indices
Stavroyiannis, Stavros
;
Zarangas, Leonidas P.
- In:
Global business & economics review
17
(
2015
)
3
,
pp. 256-267
Persistent link: https://www.econbiz.de/10011498510
Saved in:
5
Estimating value-at-risk using a multivariate copula-based
volatility
model : evidence from European banks
Sampid, Marius Galabe
;
Hasim, Haslifah Mohamad
- In:
International economics : a journal published by CEPII …
156
(
2018
),
pp. 175-192
Persistent link: https://www.econbiz.de/10012027269
Saved in:
6
Correlation
surprise
Kinlaw, Will
;
Turkington, David
- In:
The journal of asset management
14
(
2013
)
6
,
pp. 385-399
Persistent link: https://www.econbiz.de/10010258478
Saved in:
7
Pro-cyclicality of risk measurements - empirical quantification and theoretical confirmation
Bräutigam, Marcel
-
2020
Persistent link: https://www.econbiz.de/10012488824
Saved in:
8
Correlation
dynamics in east Asian financial markets
Lestano, Lestano
;
Kuper, Gerard H.
- In:
Emerging markets finance & trade : a journal of the …
52
(
2016
)
1/3
,
pp. 382-399
Persistent link: https://www.econbiz.de/10011562458
Saved in:
9
Correlated idiosyncratic
volatility
shocks
Qiao, Xiao
;
Wang, Yongning
- In:
Journal of risk
23
(
2021
)
5
,
pp. 25-54
Persistent link: https://www.econbiz.de/10012630868
Saved in:
10
The effects of global monetary policy and Greek debt crisis on the dynamic conditional correlations of currency markets
Karfakis, Costas I.
;
Panagiōtidēs, Theodōros
- In:
Empirica : journal of european economics
42
(
2015
)
4
,
pp. 795-811
Persistent link: https://www.econbiz.de/10011485673
Saved in:
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