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~subject:"Volatilität"
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Volatilität
Theorie
715,597
Theory
700,698
Schätzung
33,696
Estimation
32,985
Welt
32,608
World
32,000
USA
31,350
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Geldpolitik
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Deutschland
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Portfolio selection
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Germany
22,021
Prognoseverfahren
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Wirtschaftswachstum
16,288
Forecasting model
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Time series analysis
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Börsenkurs
13,422
Share price
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Spieltheorie
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Konsumentenverhalten
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Consumer behaviour
12,237
Game theory
12,145
Einkommensverteilung
11,896
Experiment
11,878
Innovation
11,626
Income distribution
11,524
Asymmetrische Information
11,504
Finanzmarkt
11,332
Volatility
11,255
Stochastischer Prozess
11,247
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11,218
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Bollerslev, Tim
84
Diebold, Francis X.
73
McAleer, Michael
57
Andersen, Torben
51
Lux, Thomas
48
Koopman, Siem Jan
47
Caporin, Massimiliano
43
Bekaert, Geert
40
Härdle, Wolfgang
38
Chiarella, Carl
34
Hautsch, Nikolaus
34
Pierdzioch, Christian
33
Aizenman, Joshua
32
Gupta, Rangan
32
Andersen, Torben G.
28
Asai, Manabu
27
Todorov, Viktor
26
Christoffersen, Peter F.
25
Schlag, Christian
25
Ghysels, Eric
24
Herwartz, Helmut
24
Meddahi, Nour
24
Yu, Jun
24
Hafner, Christian M.
23
Westerhoff, Frank H.
23
Campbell, John Y.
22
Li, Kai
22
Brandt, Michael W.
21
Engle, Robert F.
21
Gonçalves, Sílvia
21
Lunde, Asger
21
Bauwens, Luc
20
Bos, Charles S.
20
Branger, Nicole
20
Caballero, Ricardo J.
20
Caporale, Guglielmo Maria
20
Mittnik, Stefan
20
Renault, Eric
20
Aït-Sahalia, Yacine
19
Rose, Andrew
19
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National Bureau of Economic Research
193
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
12
Ekonomiska forskningsinstitutet <Stockholm>
9
Centre for Analytical Finance <Århus>
8
European University Institute / Department of Economics
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
International Monetary Fund
5
Svenska Handelshögskolan <Helsinki>
5
Centre for Economic Policy Research
4
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
4
The Wharton Financial Institutions Center
4
Chambre de commerce et d'industrie de Paris
3
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
Instituto Valenciano de Investigaciones Económicas
3
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
3
Springer Fachmedien Wiesbaden
3
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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
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Deutsche Börse AG
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Erasmus Research Institute of Management
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Federal Reserve Bank of New York
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Forschungsinstitut zur Zukunft der Arbeit
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Goethe-Universität Frankfurt am Main
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Gottfried Wilhelm Leibniz Universität Hannover
2
Institut für Weltwirtschaft
2
Internationaler Währungsfonds / Western Hemisphere Department
2
Kansantaloustieteen Laitos <Tampere>
2
Umeå Universitet / Institutionen för Nationalekonomi
2
University of British Columbia / Finance Division
2
University of Chicago / Graduate School of Business
2
University of Exeter / Department of Economics
2
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NBER working paper series
188
Working paper / National Bureau of Economic Research, Inc.
170
NBER Working Paper
163
Journal of econometrics
134
Finance research letters
109
Journal of banking & finance
108
Economic modelling
95
Energy economics
92
Journal of financial economics
90
Economics letters
88
Discussion paper / Tinbergen Institute
80
Discussion paper / Centre for Economic Policy Research
78
Applied economics
77
Journal of empirical finance
76
International journal of theoretical and applied finance
75
International review of economics & finance : IREF
75
Mathematical finance : an international journal of mathematics, statistics and financial theory
74
International journal of forecasting
73
Journal of economic dynamics & control
73
Journal of international money and finance
73
Working paper
72
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
70
International review of financial analysis
67
The North American journal of economics and finance : a journal of financial economics studies
67
The European journal of finance
64
Quantitative finance
59
The review of financial studies
58
Journal of forecasting
55
Applied economics letters
53
Research paper series / Swiss Finance Institute
49
Journal of monetary economics
48
The journal of futures markets
48
Computational economics
47
Econometric reviews
46
Journal of financial econometrics : official journal of the Society for Financial Econometrics
46
Finance and stochastics
45
Applied mathematical finance
44
CREATES research paper
44
The journal of finance : the journal of the American Finance Association
44
IMF working papers
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ECONIS (ZBW)
11,277
EconStor
229
USB Cologne (EcoSocSci)
4
ArchiDok
1
OLC EcoSci
1
RePEc
1
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1
The impact of raw materials price volatility on cost of goods sold (COGS) for product manufacturing
Moheb-Alizadeh, Hadi
;
Handfield, Robert B.
- In:
IEEE transactions on engineering management : EM
65
(
2018
)
3
,
pp. 460-473
Persistent link: https://www.econbiz.de/10011915213
Saved in:
2
Dynamische Portfolio-Selektion unter Berücksichtigung von Kurssprüngen
Nietert, Bernhard
-
1998
Persistent link: https://www.econbiz.de/10000998162
Saved in:
3
Genetisch ermittelte Approximationen zur Bestimmung der impliziten Volatilität
Keber, Christian
- In:
OR-Spektrum : quantitative approaches in management
21
(
1999
)
1/2
,
pp. 205-238
Persistent link: https://www.econbiz.de/10001411561
Saved in:
4
Mathematical pseudo-completion of the BGM model
Yasuoka, Takashi
- In:
International journal of theoretical and applied finance
4
(
2001
)
3
,
pp. 375-401
Persistent link: https://www.econbiz.de/10001584358
Saved in:
5
Evolutionary computation in option pricing : determining implied volatilities based on American put options
Keber, Christian
- In:
Evolutionary computation in economics and finance : …
,
(pp. 399-415)
.
2002
Persistent link: https://www.econbiz.de/10001677460
Saved in:
6
Pricing American options fitting the smile
Dempster, Michael A. H.
;
Richards, Donald G.
- In:
Mathematical finance : an international journal of …
10
(
2000
)
2
,
pp. 157-177
Persistent link: https://www.econbiz.de/10002177386
Saved in:
7
Costly switching and investment volatility
Jun, Tackseung
- In:
Economic theory : official journal of the Society for …
25
(
2005
)
2
,
pp. 317-332
Persistent link: https://www.econbiz.de/10002595559
Saved in:
8
Portfolio optimization under partial information: stochastic volatility in a hidden Markov model
Sass, Jörn
;
Haussmann, Ulrich G.
- In:
Operations research proceedings 2003 : selected papers …
,
(pp. 387-394)
.
2004
Persistent link: https://www.econbiz.de/10002072557
Saved in:
9
Pricing and hedging derivative securities in incomplete markets : an [epsilon]-arbitrage approach
Bertsimas, Dimitris
;
Kogan, Leonid
;
Lo, Andrew W.
-
1997
Persistent link: https://www.econbiz.de/10000646551
Saved in:
10
Multi-Asset portfolio optimization with stochastic Sharpe ratio under drawdown constraint
Biswas, Subhojit
;
Jawaid, Saif
;
Mukherjee, Diganta
- In:
Annals of financial economics
15
(
2020
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10012642950
Saved in:
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