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~subject:"Volatilität"
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Volatilität
Theorie
627,884
Theory
612,982
USA
41,361
United States
40,267
Schätzung
31,602
Estimation
30,879
Welt
25,711
World
25,095
Deutschland
23,357
Geldpolitik
22,538
Germany
21,897
Monetary policy
21,807
Portfolio-Management
18,925
Portfolio selection
18,723
Risiko
17,682
Risk
17,483
Mathematische Optimierung
17,077
Mathematical programming
16,972
Regression analysis
14,861
Prognoseverfahren
14,808
Regressionsanalyse
14,783
Forecasting model
14,534
Schätztheorie
14,150
Wirtschaftswachstum
13,936
Estimation theory
13,760
Zeitreihenanalyse
13,409
Economic growth
13,370
Time series analysis
13,019
Spieltheorie
12,696
Game theory
11,970
Experiment
11,382
Börsenkurs
11,348
Share price
11,150
Asymmetrische Information
10,617
Asymmetric information
10,336
Wettbewerb
10,316
Wohlfahrtsanalyse
10,219
Volatility
10,175
Welfare analysis
10,045
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All
Free
4,175
Undetermined
2,259
Type of publication
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Book / Working Paper
5,392
Article
5,037
Type of publication (narrower categories)
All
Article in journal
4,680
Aufsatz in Zeitschrift
4,680
Working Paper
2,531
Graue Literatur
2,449
Non-commercial literature
2,449
Arbeitspapier
2,310
Hochschulschrift
358
Aufsatz im Buch
328
Book section
328
Thesis
297
Collection of articles written by one author
89
Sammlung
89
Collection of articles of several authors
55
Sammelwerk
55
Bibliografie enthalten
43
Bibliography included
43
Conference paper
26
Konferenzbeitrag
26
Aufsatzsammlung
23
Systematic review
23
Übersichtsarbeit
23
Forschungsbericht
20
Konferenzschrift
19
Amtsdruckschrift
11
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11
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8
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8
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8
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8
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7
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6
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5
Handbuch
5
Bibliografie
3
Accompanied by computer file
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Elektronischer Datenträger als Beilage
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English
10,172
German
206
French
28
Spanish
16
Italian
5
Polish
2
Portuguese
2
Czech
1
Hungarian
1
Dutch
1
Norwegian
1
Undetermined
1
Chinese
1
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Author
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Bollerslev, Tim
77
Diebold, Francis X.
63
McAleer, Michael
59
Koopman, Siem Jan
48
Andersen, Torben
47
Lux, Thomas
46
Härdle, Wolfgang
39
Gupta, Rangan
36
Pierdzioch, Christian
34
Aizenman, Joshua
33
Chiarella, Carl
33
Caporin, Massimiliano
32
Hautsch, Nikolaus
32
Bekaert, Geert
30
Asai, Manabu
27
Herwartz, Helmut
27
Todorov, Viktor
27
Schlag, Christian
26
Fernández-Villaverde, Jesús
25
Hafner, Christian M.
25
Bauwens, Luc
24
Ghysels, Eric
24
Lucas, André
24
Meddahi, Nour
24
Yu, Jun
24
Andersen, Torben G.
23
Christoffersen, Peter F.
23
Clark, Todd E.
23
Caballero, Ricardo J.
22
Westerhoff, Frank H.
22
Christiansen, Charlotte
21
Mittnik, Stefan
21
Aït-Sahalia, Yacine
20
Chan, Joshua
20
Engle, Robert F.
20
Gonçalves, Sílvia
20
Liesenfeld, Roman
20
Mumtaz, Haroon
20
Carriero, Andrea
19
Giglio, Stefano
19
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Institution
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National Bureau of Economic Research
181
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
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
University of Exeter / Department of Economics
2
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Published in...
All
NBER working paper series
174
Working paper / National Bureau of Economic Research, Inc.
163
NBER Working Paper
156
Journal of econometrics
144
Finance research letters
111
Journal of banking & finance
111
Economics letters
88
Journal of empirical finance
86
Discussion paper / Tinbergen Institute
83
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
81
Discussion paper / Centre for Economic Policy Research
78
Economic modelling
78
International journal of theoretical and applied finance
78
International journal of forecasting
77
Journal of financial economics
76
Energy economics
75
Mathematical finance : an international journal of mathematics, statistics and financial theory
73
Journal of economic dynamics & control
71
Working paper
68
Applied economics
65
International review of financial analysis
65
Journal of international money and finance
65
International review of economics & finance : IREF
64
Journal of forecasting
60
The European journal of finance
60
The review of financial studies
58
The North American journal of economics and finance : a journal of financial economics studies
54
Econometric reviews
53
Computational economics
50
Quantitative finance
50
Journal of financial econometrics : official journal of the Society for Financial Econometrics
48
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
47
Applied economics letters
46
Journal of risk and financial management : JRFM
46
Research paper series / Swiss Finance Institute
46
The journal of futures markets
45
Applied mathematical finance
44
Finance and stochastics
43
The journal of finance : the journal of the American Finance Association
43
Journal of monetary economics
42
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Source
All
ECONIS (ZBW)
10,192
EconStor
229
USB Cologne (EcoSocSci)
5
ArchiDok
1
OLC EcoSci
1
RePEc
1
Showing
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10,429
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1
Midas regressions : further results and new directions
Ghysels, Eric
;
Sinko, Arthur
;
Valkanov, Rossen I.
- In:
Econometric reviews
26
(
2007
)
1
,
pp. 53-90
Persistent link: https://www.econbiz.de/10003509012
Saved in:
2
A MIDAS approach to modeling first and second moment dynamics
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
- In:
Journal of econometrics
193
(
2016
)
2
,
pp. 315-334
Persistent link: https://www.econbiz.de/10011704952
Saved in:
3
Nonparametric filtering of conditional state-price densities
Dalderop, Jeroen
- In:
Journal of econometrics
214
(
2020
)
2
,
pp. 295-325
Persistent link: https://www.econbiz.de/10012438391
Saved in:
4
Realized regression with asynchronous and noisy high frequency and high dimensional data
Chen, Dachuan
;
Mykland, Per A.
;
Zhang, Lan
- In:
Journal of econometrics
239
(
2024
)
2
,
pp. 1-20
Persistent link: https://www.econbiz.de/10015074483
Saved in:
5
Three essays on macroeconomics
Pruitt, Seth
-
2008
Persistent link: https://www.econbiz.de/10011574006
Saved in:
6
Inflation and the distribution of price changes
Bryan, Michael F.
;
Cecchetti, Stephen G.
-
1996
Persistent link: https://www.econbiz.de/10000609279
Saved in:
7
Asymmetry and long memory in volatility modelling
Asai, Manabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008695596
Saved in:
8
Small sample properties of GARCH estimates and persistence
Hwang, Soosung
;
Pereira, Pedro L. Valls
- In:
The European journal of finance
12
(
2006
)
6/7
,
pp. 473-494
Persistent link: https://www.econbiz.de/10003382813
Saved in:
9
Asymmetry and long memory in volatility modeling
Asai, Manabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
3
,
pp. 495-512
Persistent link: https://www.econbiz.de/10009571512
Saved in:
10
Particle Gibbs with ancestor
sampling
for stochastic volatility models with: heavy tails, in mean effects, leverage, serial dependence and structural breaks
Nonejad, Nima
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
19
(
2015
)
5
,
pp. 561-584
Persistent link: https://www.econbiz.de/10011431022
Saved in:
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