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~subject:"Volatilität"
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Volatilität
Theorie
628,992
Theory
614,090
USA
40,679
United States
39,569
Schätzung
29,978
Estimation
29,247
Welt
25,070
World
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Geldpolitik
22,543
Deutschland
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21,810
Germany
21,105
Portfolio-Management
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Portfolio selection
19,229
Risiko
17,994
Risk
17,784
Mathematische Optimierung
17,642
Mathematical programming
17,533
Stochastischer Prozess
17,303
Stochastic process
16,857
Prognoseverfahren
14,275
Forecasting model
14,004
Zeitreihenanalyse
13,397
Wirtschaftswachstum
13,365
Time series analysis
13,009
Spieltheorie
12,977
Economic growth
12,769
Game theory
12,249
Volatility
12,213
Experiment
11,600
Börsenkurs
11,379
Share price
11,172
Schätztheorie
11,084
Estimation theory
10,685
Asymmetrische Information
10,626
Asymmetric information
10,344
Wettbewerb
10,303
Wohlfahrtsanalyse
10,196
Welfare analysis
10,024
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Free
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Book / Working Paper
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Article
6,227
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McAleer, Michael
98
Bollerslev, Tim
87
Diebold, Francis X.
67
Andersen, Torben
59
Koopman, Siem Jan
57
Lux, Thomas
51
Chiarella, Carl
47
Todorov, Viktor
47
Asai, Manabu
46
Härdle, Wolfgang
44
Caporin, Massimiliano
40
Gupta, Rangan
39
Chan, Joshua
34
Christoffersen, Peter F.
34
Cui, Zhenyu
34
Hafner, Christian M.
34
Aizenman, Joshua
33
Hautsch, Nikolaus
33
Pierdzioch, Christian
31
Bekaert, Geert
30
Clark, Todd E.
30
Herwartz, Helmut
29
Tauchen, George Eugene
29
Andersen, Torben G.
28
Aït-Sahalia, Yacine
28
Fernández-Villaverde, Jesús
28
Lucas, André
28
Mumtaz, Haroon
28
Platen, Eckhard
28
Schlag, Christian
28
Barndorff-Nielsen, Ole E.
26
Carriero, Andrea
26
Shephard, Neil G.
26
Yu, Jun
26
Bos, Charles S.
25
Fouque, Jean-Pierre
25
Renò, Roberto
25
Escobar, Marcos
24
Ghysels, Eric
24
Mittnik, Stefan
24
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National Bureau of Economic Research
191
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
17
Centre for Analytical Finance <Århus>
10
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
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
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
Nuffield College
3
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
3
Springer Fachmedien Wiesbaden
3
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
3
University of Canterbury / Dept. of Economics and Finance
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
Econometrisch Instituut <Rotterdam>
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
International Center for Financial Asset Management and Engineering
2
Internationaler Währungsfonds / Western Hemisphere Department
2
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Journal of econometrics
195
NBER working paper series
183
International journal of theoretical and applied finance
178
Working paper / National Bureau of Economic Research, Inc.
163
NBER Working Paper
162
Journal of banking & finance
132
Finance research letters
126
Quantitative finance
126
Discussion paper / Tinbergen Institute
102
Journal of economic dynamics & control
102
Economics letters
99
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
99
Journal of empirical finance
95
Applied mathematical finance
90
Mathematical finance : an international journal of mathematics, statistics and financial theory
90
Journal of financial economics
89
Economic modelling
87
Working paper
87
Energy economics
85
Computational economics
81
Discussion paper / Centre for Economic Policy Research
78
International journal of forecasting
78
Applied economics
71
The European journal of finance
71
International review of financial analysis
69
The North American journal of economics and finance : a journal of financial economics studies
69
Econometric reviews
67
International review of economics & finance : IREF
67
Journal of international money and finance
66
Finance and stochastics
65
The journal of futures markets
65
Journal of financial econometrics : official journal of the Society for Financial Econometrics
62
Research paper series / Swiss Finance Institute
62
The journal of computational finance
61
The review of financial studies
59
Journal of forecasting
58
Journal of risk and financial management : JRFM
56
Applied economics letters
55
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
55
European journal of operational research : EJOR
54
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ECONIS (ZBW)
12,230
EconStor
238
USB Cologne (EcoSocSci)
7
USB Cologne (business full texts)
1
ArchiDok
1
OLC EcoSci
1
RePEc
1
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1
Nonparametric
entropy
-based tests of independence between stochastic processes
Fernandes, Marcelo
;
Néri, Breno de Andrade Pinheiro
- In:
Econometric reviews
29
(
2010
)
3
,
pp. 276-306
Persistent link: https://www.econbiz.de/10003965134
Saved in:
2
Stationarity and ergodicity of univariate generalized autoregressive score processes
Blasques, Francisco
;
Koopman, Siem Jan
;
Lucas, André
-
2012
Persistent link: https://www.econbiz.de/10009722625
Saved in:
3
Stochastic volatility models, correlation, and the q-optimal measure
Hobson, David G.
- In:
Mathematical finance : an international journal of …
14
(
2004
)
4
,
pp. 537-556
Persistent link: https://www.econbiz.de/10002396346
Saved in:
4
An optimal investment strategy with maximal risk aversion and its ruin probability in the presence of stochastic volatility on investments
Badaoui, Mohamed
;
Fernández, Begoña
- In:
Insurance / Mathematics & economics
53
(
2013
)
1
,
pp. 1-13
Persistent link: https://www.econbiz.de/10009785429
Saved in:
5
Discrete stochastic autoregressive volatility
Cordis, Adriana S.
;
Kirby, Chris
- In:
Journal of banking & finance
43
(
2014
),
pp. 160-178
Persistent link: https://www.econbiz.de/10010410013
Saved in:
6
A maximum likelihood approach for non-Gaussian stochastic volatility models
Fridman, Moshe
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
3
,
pp. 284-291
Persistent link: https://www.econbiz.de/10001246512
Saved in:
7
Processes of normal inverse Gaussian type
Barndorff-Nielsen, Ole E.
- In:
Finance and stochastics
2
(
1998
)
1
,
pp. 41-68
Persistent link: https://www.econbiz.de/10001230156
Saved in:
8
Bayesian estimation of stochastic tail index from high-frequency financial data
Doğan, Osman
;
Taṣpınar, Süleyman
;
Bera, Anil K.
- In:
Empirical economics : a quarterly journal of the …
61
(
2021
)
5
,
pp. 2685-2711
Persistent link: https://www.econbiz.de/10012664628
Saved in:
9
Volatility inference and return dependencies in stochastic volatility models
Pfante, Oliver
;
Bertschinger, Nils
- In:
International journal of theoretical and applied finance
22
(
2019
)
3
,
pp. 1-44
Persistent link: https://www.econbiz.de/10012019759
Saved in:
10
A multivariate 4/2 stochastic covariance model : properties and applications to portfolio decisions
Cheng, Yuyang
;
Escobar, Marcos
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 497-519
Persistent link: https://www.econbiz.de/10014232681
Saved in:
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