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~subject:"Volatilität"
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Volatilität
Theorie
623,155
Theory
608,257
USA
44,046
United States
42,845
Risikomanagement
34,758
Risk management
33,709
Schätzung
31,679
Estimation
30,892
Welt
27,787
World
27,141
Deutschland
25,234
Geldpolitik
24,297
Germany
23,647
Monetary policy
23,545
Risiko
22,190
Risk
22,096
Portfolio-Management
21,529
Portfolio selection
21,300
Mathematische Optimierung
17,041
Mathematical programming
16,936
Prognoseverfahren
14,997
Forecasting model
14,716
Zinsstruktur
14,681
Yield curve
14,463
Wirtschaftswachstum
13,370
Zeitreihenanalyse
13,162
Economic growth
12,822
Spieltheorie
12,774
Time series analysis
12,772
Game theory
12,052
Börsenkurs
11,616
Share price
11,408
EU-Staaten
11,375
Volatility
11,325
Experiment
11,287
EU countries
11,022
Asymmetrische Information
10,693
Schätztheorie
10,464
Wettbewerb
10,442
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Free
4,544
Undetermined
2,626
Type of publication
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Book / Working Paper
5,860
Article
5,750
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All
Article in journal
5,341
Aufsatz in Zeitschrift
5,341
Working Paper
2,714
Graue Literatur
2,629
Non-commercial literature
2,629
Arbeitspapier
2,471
Hochschulschrift
384
Aufsatz im Buch
376
Book section
376
Thesis
311
Collection of articles written by one author
98
Sammlung
98
Collection of articles of several authors
63
Sammelwerk
63
Bibliografie enthalten
43
Bibliography included
43
Conference paper
32
Konferenzbeitrag
32
Aufsatzsammlung
31
Systematic review
22
Übersichtsarbeit
22
Konferenzschrift
20
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19
Amtsdruckschrift
12
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12
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9
Handbook
8
Handbuch
8
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8
Rezension
8
Textbook
8
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7
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7
Reprint
6
Accompanied by computer file
3
Bibliografie
3
Elektronischer Datenträger als Beilage
3
Festschrift
3
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3
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3
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English
11,308
German
244
French
31
Spanish
18
Italian
5
Portuguese
4
Polish
2
Undetermined
2
Czech
1
Danish
1
Hungarian
1
Dutch
1
Norwegian
1
Chinese
1
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Author
All
McAleer, Michael
100
Bollerslev, Tim
80
Diebold, Francis X.
67
Koopman, Siem Jan
48
Andersen, Torben
47
Lux, Thomas
47
Chiarella, Carl
42
Gupta, Rangan
42
Härdle, Wolfgang
42
Caporin, Massimiliano
40
Asai, Manabu
34
Hautsch, Nikolaus
34
Pierdzioch, Christian
34
Aizenman, Joshua
33
Bekaert, Geert
31
Caporale, Guglielmo Maria
30
Christoffersen, Peter F.
29
Andersen, Torben G.
27
Chang, Chia-Lin
27
Herwartz, Helmut
27
Schlag, Christian
27
Lucas, André
26
Fernández-Villaverde, Jesús
25
Todorov, Viktor
25
Engle, Robert F.
24
Hafner, Christian M.
24
Bauwens, Luc
23
Clark, Todd E.
23
Caballero, Ricardo J.
22
Ghysels, Eric
22
Meddahi, Nour
22
Westerhoff, Frank H.
22
Yu, Jun
22
Aït-Sahalia, Yacine
21
Gallo, Giampiero M.
21
Hammoudeh, Shawkat
21
Mittnik, Stefan
21
Mumtaz, Haroon
21
Prokopczuk, Marcel
21
Branger, Nicole
20
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Institution
All
National Bureau of Economic Research
191
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
13
Centre for Analytical Finance <Århus>
8
Ekonomiska forskningsinstitutet <Stockholm>
8
European University Institute / Department of Economics
8
Rodney L. White Center for Financial Research
7
Internationaler Währungsfonds / Research Department
6
Birkbeck College / Department of Economics
5
Gottfried Wilhelm Leibniz Universität Hannover
5
Institut für Schweizerisches Bankwesen <Zürich>
5
Institute of Finance and Accounting <London>
5
Instituto Valenciano de Investigaciones Económicas
5
Svenska Handelshögskolan <Helsinki>
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
3
Springer Fachmedien Wiesbaden
3
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
3
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
3
University of Canterbury / Dept. of Economics and Finance
3
Universität <Münster, Westfalen> / Lehrstuhl für Betriebswirtschaftslehre, insbesondere Finanzierung
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
Institut für Weltwirtschaft
2
Internationaler Währungsfonds / Western Hemisphere Department
2
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Published in...
All
NBER working paper series
184
Working paper / National Bureau of Economic Research, Inc.
170
NBER Working Paper
164
Journal of banking & finance
136
Journal of econometrics
135
Finance research letters
131
Energy economics
105
Journal of empirical finance
94
International journal of theoretical and applied finance
92
Economic modelling
91
Discussion paper / Tinbergen Institute
89
Economics letters
89
International review of financial analysis
87
The North American journal of economics and finance : a journal of financial economics studies
85
International journal of forecasting
84
Discussion paper / Centre for Economic Policy Research
82
Journal of financial economics
82
Working paper
80
International review of economics & finance : IREF
76
Mathematical finance : an international journal of mathematics, statistics and financial theory
76
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
75
Journal of international money and finance
75
Journal of economic dynamics & control
73
Applied economics
70
The review of financial studies
68
The journal of futures markets
64
The European journal of finance
63
Journal of forecasting
61
Quantitative finance
60
Journal of financial econometrics : official journal of the Society for Financial Econometrics
56
Computational economics
52
Journal of international financial markets, institutions & money
52
Journal of risk and financial management : JRFM
52
Research paper series / Swiss Finance Institute
52
Econometric reviews
51
Applied economics letters
48
Applied mathematical finance
48
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
48
The journal of finance : the journal of the American Finance Association
46
Finance and stochastics
44
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Source
All
ECONIS (ZBW)
11,324
EconStor
253
USB Cologne (EcoSocSci)
16
USB Cologne (business full texts)
13
OLC EcoSci
2
ArchiDok
1
RePEc
1
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10
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1
Forecasting extreme financial risk : a critical analysis of practical methods for the Japanese market
Daníelsson, Jón
;
Morimoto, Yuji
- In:
Monetary and economic studies
18
(
2000
)
2
,
pp. 25-48
Persistent link: https://www.econbiz.de/10001539606
Saved in:
2
Forecasting extreme financial risk : a critical analysis of practical methods for the Japanese market
Daníelsson, Jón
;
Morimoto, Yuji
-
2000
Persistent link: https://www.econbiz.de/10001468860
Saved in:
3
Die Quantifizierung und Prognose des Marktrisikos
Dockner, Engelbert J.
- In:
Wege zur Ganzheit : Festschrift für J. Hanns Pichler …
,
(pp. 799-809)
.
1996
Persistent link: https://www.econbiz.de/10001296812
Saved in:
4
Bank's middle office analytics, risk modelling and comparative Basel regimes
Anjum, Shahid Waseem
- In:
International journal of monetary economics and finance
11
(
2018
)
4
,
pp. 354-362
Persistent link: https://www.econbiz.de/10011998266
Saved in:
5
How to choose the return model for market risk? : getting towards a right magnitude of stressed VaR
Lichtner, Mark
- In:
Quantitative finance
19
(
2019
)
8
,
pp. 1391-1407
Persistent link: https://www.econbiz.de/10012194794
Saved in:
6
An investigation of model risk in a market with jumps and stochastic volatility
Coqueret, Guillaume
- In:
European journal of operational research : EJOR
253
(
2016
)
3
,
pp. 648-658
Persistent link: https://www.econbiz.de/10011493990
Saved in:
7
Does risk culture affect banks' volatility? : the case of the G-SIBs
Coluccia, Daniela
;
Fontana, Stefano
;
Graziano, Elvira Anna
- In:
Corporate ownership & control : international …
15
(
2017/2018
)
1
,
pp. 33-43
Persistent link: https://www.econbiz.de/10011892948
Saved in:
8
Asset allocation in the Athens stock exchange : a variance sensitivity analysis
Diamandis, Panayotis F.
;
Drakos, Anastassios A.
; …
- In:
International journal of finance & economics : IJFE
17
(
2012
)
2
,
pp. 167-181
Persistent link: https://www.econbiz.de/10009615696
Saved in:
9
It pays to violate : how effective are the Basel accord penalties?
Da Veiga, Bernardo
;
Chan, Felix
;
McAleer, Michael
-
2009
Persistent link: https://www.econbiz.de/10003910300
Saved in:
10
It pays to violate : how effective are the Basel accord penalties in encouraging risk management?
Da Veiga, Bernardo
;
Chan, Felix
;
McAleer, Michael
- In:
Accounting and finance : journal of the Accounting …
52
(
2012
)
1
,
pp. 95-116
Persistent link: https://www.econbiz.de/10009512724
Saved in:
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