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~subject:"Volatilität"
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Volatilität
Theorie
625,588
Theory
610,686
USA
43,391
United States
42,232
Schätzung
32,656
Estimation
31,869
Zeitreihenanalyse
29,739
Time series analysis
28,717
Welt
26,257
World
25,626
Deutschland
23,487
Geldpolitik
22,775
Monetary policy
22,034
Germany
22,012
Portfolio-Management
19,593
Portfolio selection
19,387
Risiko
17,907
Risk
17,700
Mathematische Optimierung
16,959
Mathematical programming
16,854
Prognoseverfahren
16,758
Forecasting model
16,422
Schätztheorie
14,103
Wirtschaftswachstum
14,037
Derivat
13,959
Derivative
13,925
Estimation theory
13,703
Economic growth
13,450
Volatility
12,799
Spieltheorie
12,696
Börsenkurs
12,694
Share price
12,477
Game theory
11,974
Experiment
11,262
Stochastischer Prozess
10,612
Asymmetrische Information
10,611
Asymmetric information
10,328
Stochastic process
10,322
Wettbewerb
10,260
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Online availability
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Free
5,086
Undetermined
3,097
Type of publication
All
Article
6,727
Book / Working Paper
6,358
Type of publication (narrower categories)
All
Article in journal
6,308
Aufsatz in Zeitschrift
6,308
Working Paper
2,948
Graue Literatur
2,847
Non-commercial literature
2,847
Arbeitspapier
2,706
Hochschulschrift
399
Aufsatz im Buch
385
Book section
385
Thesis
329
Collection of articles written by one author
103
Sammlung
103
Collection of articles of several authors
68
Sammelwerk
68
Bibliografie enthalten
44
Bibliography included
44
Conference paper
33
Konferenzbeitrag
33
Aufsatzsammlung
28
Systematic review
23
Übersichtsarbeit
23
Forschungsbericht
20
Konferenzschrift
18
Lehrbuch
12
Amtsdruckschrift
11
Government document
11
Textbook
11
Conference proceedings
9
Rezension
9
Article
8
Handbook
6
Handbuch
6
Reprint
6
Dissertation u.a. Prüfungsschriften
4
Glossar enthalten
4
Glossary included
4
Accompanied by computer file
3
Bibliografie
3
Case study
3
Elektronischer Datenträger als Beilage
3
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English
12,788
German
232
French
36
Spanish
19
Italian
5
Czech
2
Dutch
2
Polish
2
Portuguese
2
Undetermined
2
Hungarian
1
Norwegian
1
Chinese
1
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Author
All
McAleer, Michael
96
Bollerslev, Tim
88
Diebold, Francis X.
69
Koopman, Siem Jan
64
Andersen, Torben
58
Lux, Thomas
58
Gupta, Rangan
57
Caporale, Guglielmo Maria
55
Härdle, Wolfgang
50
Caporin, Massimiliano
43
Todorov, Viktor
40
Hautsch, Nikolaus
39
Chiarella, Carl
38
Gil-Alaña, Luis A.
37
Pierdzioch, Christian
37
Asai, Manabu
36
Fernández-Villaverde, Jesús
34
Aizenman, Joshua
33
Herwartz, Helmut
32
Lucas, André
32
Bekaert, Geert
31
Hafner, Christian M.
31
Andersen, Torben G.
28
Christoffersen, Peter F.
28
Hansen, Peter Reinhard
28
Bauwens, Luc
27
Christensen, Bent Jesper
27
Tauchen, George Eugene
27
Chan, Joshua
26
Engle, Robert F.
26
Nielsen, Morten Ørregaard
26
Yu, Jun
26
Chang, Chia-Lin
25
Meddahi, Nour
25
Schlag, Christian
25
Clark, Todd E.
24
Dijk, Dick van
24
Ghysels, Eric
24
Rodriguez, Gabriel
24
Maheu, John M.
23
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Institution
All
National Bureau of Economic Research
188
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
15
Centre for Analytical Finance <Århus>
9
Ekonomiska forskningsinstitutet <Stockholm>
8
European University Institute / Department of Economics
8
Internationaler Währungsfonds / Research Department
7
Rodney L. White Center for Financial Research
7
Centre for Growth and Business Cycle Research <Manchester>
6
Birkbeck College / Department of Economics
5
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
Institute of Finance and Accounting <London>
5
Instituto Valenciano de Investigaciones Económicas
5
Svenska Handelshögskolan <Helsinki>
5
Gottfried Wilhelm Leibniz Universität Hannover
4
International Monetary Fund
4
School of Accounting, Economics and Finance <Geelong>
4
The Wharton Financial Institutions Center
4
Econometrisch Instituut <Rotterdam>
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
Business Information Centre <Toronto>
2
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification <Paris>
2
Centre for Economic Policy Research
2
Centre for Quantitative Economics & Computing
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
Federal Reserve Bank of St. Louis
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
Journal of econometrics
199
NBER working paper series
181
Working paper / National Bureau of Economic Research, Inc.
169
NBER Working Paper
159
Energy economics
150
Journal of banking & finance
145
Finance research letters
139
Discussion paper / Tinbergen Institute
117
Economic modelling
115
Journal of empirical finance
111
International journal of theoretical and applied finance
108
Economics letters
102
International review of financial analysis
102
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
102
International journal of forecasting
96
International review of economics & finance : IREF
96
Applied economics
92
Working paper
90
Journal of economic dynamics & control
86
The journal of futures markets
86
Quantitative finance
85
Discussion paper / Centre for Economic Policy Research
84
Journal of financial economics
81
The North American journal of economics and finance : a journal of financial economics studies
79
Mathematical finance : an international journal of mathematics, statistics and financial theory
78
Journal of international money and finance
74
The European journal of finance
74
Econometric reviews
68
Applied economics letters
67
Journal of forecasting
67
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
65
Applied mathematical finance
61
Journal of risk and financial management : JRFM
61
The review of financial studies
60
CREATES research paper
57
Journal of financial econometrics : official journal of the Society for Financial Econometrics
57
Computational economics
56
Research in international business and finance
55
Research paper series / Swiss Finance Institute
52
Applied financial economics
50
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Source
All
ECONIS (ZBW)
12,814
EconStor
252
USB Cologne (EcoSocSci)
13
USB Cologne (business full texts)
2
OLC EcoSci
2
ArchiDok
1
RePEc
1
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Showing
1
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10
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13,085
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date (newest first)
date (oldest first)
1
Model-based estimation of high frequency jump diffusions with microstructure noise and stochastic volatility
Bos, Charles S.
-
2008
Persistent link: https://www.econbiz.de/10003645209
Saved in:
2
Interest rate models -
theory
and practice : with smile, inflation and credit ; with 131 tables
Brigo, Damiano
;
Mercurio, Fabio
-
2006
-
2. ed.
Persistent link: https://www.econbiz.de/10002116360
Saved in:
3
On some classes of continuous time series models and their use in financial economics
Surulescu, Nicolae Mircea
-
2010
Persistent link: https://www.econbiz.de/10008935502
Saved in:
4
Limit moves as censored observations of equilibrium futures price in GARCH processes
Morgan, Ieuan G.
;
Trevor, Robert G.
-
1997
Persistent link: https://www.econbiz.de/10000978435
Saved in:
5
Long term forecasts of volatility in the market for crude oil : do futures prices offer any clues?
Brochu, Stephen M.
-
2002
Persistent link: https://www.econbiz.de/10001875427
Saved in:
6
Limit moves as censored observations of equilibrium futures price in GARCH processes
Morgan, Ieuan G.
;
Trevor, Robert G.
- In:
Journal of business & economic statistics : JBES ; a …
17
(
1999
)
4
,
pp. 397-408
Persistent link: https://www.econbiz.de/10001412844
Saved in:
7
A functional time series analysis of forward curves derived from commodity futures
Horváth, Lajos
;
Liu, Zhenya
;
Rice, Gregory
;
Wang, Shixuan
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 646-665
Persistent link: https://www.econbiz.de/10012415316
Saved in:
8
Dynamic hedging with futures : a copula-based GARCH model with high-frequency data
Lai, Yu-Sheng
- In:
Review of derivatives research
21
(
2018
)
3
,
pp. 307-329
Persistent link: https://www.econbiz.de/10012055744
Saved in:
9
The information content of treasury bond options concerning future volatility and price jumps
Busch, Thomas
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003286582
Saved in:
10
The comovements along the term structure of oil forwards in periods of high and low volatility : how tight are they?
Marzo, Massimiliano
;
Zagaglia, Paolo
-
2009
Persistent link: https://www.econbiz.de/10003793443
Saved in:
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