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~subject:"Volatilität"
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Identifizierung kausaler Effek...
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Volatilität
Theorie
628,182
Theory
613,280
USA
41,093
United States
39,985
Schätzung
31,209
Estimation
30,469
Welt
25,627
World
25,005
Geldpolitik
22,651
Deutschland
22,636
Monetary policy
21,912
Germany
21,246
Portfolio-Management
18,828
Portfolio selection
18,626
Risiko
17,696
Risk
17,493
Mathematische Optimierung
17,013
Mathematical programming
16,908
Wirtschaftswachstum
15,771
Economic growth
15,141
Prognoseverfahren
14,009
Forecasting model
13,750
Zeitreihenanalyse
13,264
Time series analysis
12,886
Spieltheorie
12,676
Game theory
11,950
Börsenkurs
11,706
Kausalanalyse
11,504
Share price
11,503
Experiment
11,382
Causality analysis
11,258
Asymmetrische Information
10,600
Asymmetric information
10,318
Wettbewerb
10,306
Schätztheorie
10,303
Volatility
10,264
Wohlfahrtsanalyse
10,195
Welfare analysis
10,023
Competition
9,948
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Free
4,186
Undetermined
2,289
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Book / Working Paper
5,374
Article
5,146
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Article in journal
4,789
Aufsatz in Zeitschrift
4,789
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2,526
Graue Literatur
2,440
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Hochschulschrift
357
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Book section
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Thesis
296
Collection of articles written by one author
89
Sammlung
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Sammelwerk
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Bibliografie enthalten
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Bibliography included
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Conference paper
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Konferenzbeitrag
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English
10,269
German
203
French
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Spanish
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Italian
5
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Portuguese
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Author
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Bollerslev, Tim
76
McAleer, Michael
64
Diebold, Francis X.
63
Gupta, Rangan
47
Koopman, Siem Jan
46
Lux, Thomas
46
Andersen, Torben
45
Härdle, Wolfgang
39
Aizenman, Joshua
33
Chiarella, Carl
32
Pierdzioch, Christian
32
Caporin, Massimiliano
31
Hautsch, Nikolaus
31
Bekaert, Geert
30
Herwartz, Helmut
28
Asai, Manabu
27
Schlag, Christian
26
Clark, Todd E.
25
Fernández-Villaverde, Jesús
25
Hafner, Christian M.
25
Todorov, Viktor
25
Andersen, Torben G.
23
Christoffersen, Peter F.
23
Lucas, André
23
Yu, Jun
23
Caballero, Ricardo J.
22
Ghysels, Eric
22
Meddahi, Nour
22
Westerhoff, Frank H.
22
Bauwens, Luc
21
Carriero, Andrea
21
Mittnik, Stefan
21
Aït-Sahalia, Yacine
20
Chan, Joshua
20
Engle, Robert F.
20
Gonçalves, Sílvia
20
Renault, Eric
20
Giglio, Stefano
19
Li, Kai
19
Liesenfeld, Roman
19
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National Bureau of Economic Research
180
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
12
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
International Monetary Fund
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
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
Center for Economic Research <Tilburg>
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
Umeå Universitet / Institutionen för Nationalekonomi
2
University of British Columbia / Finance Division
2
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NBER working paper series
173
Working paper / National Bureau of Economic Research, Inc.
161
NBER Working Paper
155
Journal of econometrics
129
Finance research letters
113
Journal of banking & finance
113
Economics letters
86
Economic modelling
85
Energy economics
84
Discussion paper / Tinbergen Institute
83
Journal of empirical finance
81
Discussion paper / Centre for Economic Policy Research
78
International journal of forecasting
77
International journal of theoretical and applied finance
77
Journal of financial economics
76
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
75
Mathematical finance : an international journal of mathematics, statistics and financial theory
72
Working paper
72
Journal of economic dynamics & control
71
International review of financial analysis
67
Journal of international money and finance
67
Applied economics
66
International review of economics & finance : IREF
65
The European journal of finance
59
The review of financial studies
58
Journal of forecasting
55
The North American journal of economics and finance : a journal of financial economics studies
53
Applied economics letters
52
Econometric reviews
52
Quantitative finance
50
Computational economics
48
Journal of financial econometrics : official journal of the Society for Financial Econometrics
45
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
45
Applied mathematical finance
44
Research paper series / Swiss Finance Institute
44
The journal of finance : the journal of the American Finance Association
43
Finance and stochastics
42
Journal of monetary economics
42
Journal of risk and financial management : JRFM
42
The journal of futures markets
42
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Source
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ECONIS (ZBW)
10,281
EconStor
230
USB Cologne (EcoSocSci)
5
OLC EcoSci
2
ArchiDok
1
RePEc
1
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1
Essays on Bayesian econometrics
Radchenko, Stanislav
-
2002
Persistent link: https://www.econbiz.de/10003780474
Saved in:
2
A new interpretation of known facts : the case of two-way causality between trading and volatility
Müller, Christian
- In:
Economic modelling
29
(
2012
)
3
,
pp. 664-670
Persistent link: https://www.econbiz.de/10009544842
Saved in:
3
Testing causality between two vectors in multivariate GARCH models
Wo´zniak, Tomasz
-
2012
Persistent link: https://www.econbiz.de/10009553209
Saved in:
4
Causality effects in return volatility measures with random times
Renault, Eric
;
Werker, Bas J. M.
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 272-279
Persistent link: https://www.econbiz.de/10009242519
Saved in:
5
Inflation targeting and exchange rate volatility : a treatment effect regression approach
Pontines, Victor
- In:
International economic journal
27
(
2013
)
1
,
pp. 25-39
Persistent link: https://www.econbiz.de/10009734094
Saved in:
6
Four essays on the empirical properties of stock market volatility
Masset, Philippe
-
2012
Persistent link: https://www.econbiz.de/10009697323
Saved in:
7
"Déjà vol" : predictive regressions for aggregate stock market volatility using macroeconomic variables
Paye, Bradley S.
- In:
Journal of financial economics
106
(
2012
)
3
,
pp. 527-546
Persistent link: https://www.econbiz.de/10009710165
Saved in:
8
The speed of convergence to market efficiency on NASDAQ hedging stocks
Huang, Han-Ching
;
Su, Yong-chern
;
Yang, Ming-yu
- In:
Investment management and financial innovations
10
(
2013
)
2
,
pp. 84-92
Persistent link: https://www.econbiz.de/10010201089
Saved in:
9
How the US capital markets volatility interacts with economic growth
Curto, José Dias
;
Marques, João
- In:
Annals of economics and finance
14
(
2013
)
2
,
pp. 555-586
Persistent link: https://www.econbiz.de/10010480653
Saved in:
10
Measuring high-frequency causality between returns, realized volatility, and implied volatility
Dufour, Jean-Marie
;
Garcia, René
;
Taamouti, Abderrahim
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
1
,
pp. 124-163
Persistent link: https://www.econbiz.de/10009519709
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