//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Volatilität"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Lot sizing with learning, forg...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatilität
Theorie
625,699
Theory
610,797
USA
40,628
United States
39,546
Schätzung
29,012
Estimation
28,298
Welt
24,757
World
24,147
Deutschland
22,520
Geldpolitik
22,374
Monetary policy
21,651
Germany
21,117
Portfolio-Management
18,744
Portfolio selection
18,545
Risiko
17,463
Risk
17,257
Mathematische Optimierung
17,232
Mathematical programming
17,127
Prognoseverfahren
13,778
Forecasting model
13,517
Wirtschaftswachstum
13,245
Spieltheorie
12,797
Zeitreihenanalyse
12,739
Economic growth
12,641
Time series analysis
12,371
Game theory
12,077
Experiment
11,212
Börsenkurs
11,014
Share price
10,815
Asymmetrische Information
10,574
Wettbewerb
10,302
Asymmetric information
10,292
Wohlfahrtsanalyse
10,168
Welfare analysis
9,996
Competition
9,948
Volatility
9,803
Schätztheorie
9,720
Stochastischer Prozess
9,652
Allgemeines Gleichgewicht
9,574
more ...
less ...
Online availability
All
Free
4,042
Undetermined
2,100
Type of publication
All
Book / Working Paper
5,283
Article
4,776
Type of publication (narrower categories)
All
Article in journal
4,426
Aufsatz in Zeitschrift
4,426
Working Paper
2,473
Graue Literatur
2,389
Non-commercial literature
2,389
Arbeitspapier
2,252
Hochschulschrift
358
Aufsatz im Buch
321
Book section
321
Thesis
296
Collection of articles written by one author
89
Sammlung
89
Collection of articles of several authors
53
Sammelwerk
53
Bibliografie enthalten
43
Bibliography included
43
Conference paper
27
Konferenzbeitrag
27
Aufsatzsammlung
22
Systematic review
22
Übersichtsarbeit
22
Forschungsbericht
19
Konferenzschrift
17
Amtsdruckschrift
11
Government document
11
Conference proceedings
8
Lehrbuch
8
Rezension
8
Textbook
8
Article
7
Reprint
6
Handbook
5
Handbuch
5
Bibliografie
3
Accompanied by computer file
2
Elektronischer Datenträger als Beilage
2
Glossar enthalten
2
Glossary included
2
CD-ROM, DVD
1
Case study
1
more ...
less ...
Language
All
English
9,805
German
206
French
26
Spanish
16
Italian
5
Polish
2
Portuguese
2
Czech
1
Hungarian
1
Dutch
1
Norwegian
1
Chinese
1
more ...
less ...
Author
All
Bollerslev, Tim
76
Diebold, Francis X.
63
McAleer, Michael
57
Koopman, Siem Jan
46
Lux, Thomas
46
Andersen, Torben
45
Härdle, Wolfgang
39
Aizenman, Joshua
33
Chiarella, Carl
32
Gupta, Rangan
32
Caporin, Massimiliano
31
Hautsch, Nikolaus
31
Pierdzioch, Christian
31
Bekaert, Geert
30
Asai, Manabu
27
Herwartz, Helmut
27
Fernández-Villaverde, Jesús
25
Schlag, Christian
25
Todorov, Viktor
25
Hafner, Christian M.
24
Andersen, Torben G.
23
Christoffersen, Peter F.
23
Lucas, André
23
Caballero, Ricardo J.
22
Clark, Todd E.
22
Ghysels, Eric
22
Meddahi, Nour
22
Westerhoff, Frank H.
22
Yu, Jun
22
Mittnik, Stefan
21
Aït-Sahalia, Yacine
20
Bauwens, Luc
20
Chan, Joshua
20
Engle, Robert F.
20
Gonçalves, Sílvia
20
Giglio, Stefano
19
Li, Kai
19
Liesenfeld, Roman
19
Lütkepohl, Helmut
19
Mumtaz, Haroon
19
more ...
less ...
Institution
All
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
Svenska Handelshögskolan <Helsinki>
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
4
Instituto Valenciano de Investigaciones Económicas
4
Springer Fachmedien Wiesbaden
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
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
more ...
less ...
Published in...
All
NBER working paper series
173
Working paper / National Bureau of Economic Research, Inc.
161
NBER Working Paper
155
Journal of econometrics
125
Journal of banking & finance
109
Finance research letters
97
Economics letters
83
Journal of empirical finance
81
Discussion paper / Tinbergen Institute
80
Discussion paper / Centre for Economic Policy Research
78
Economic modelling
76
International journal of forecasting
76
International journal of theoretical and applied finance
76
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
75
Journal of economic dynamics & control
72
Mathematical finance : an international journal of mathematics, statistics and financial theory
72
Journal of financial economics
71
Working paper
68
Journal of international money and finance
65
Energy economics
63
International review of financial analysis
61
International review of economics & finance : IREF
59
The European journal of finance
59
The review of financial studies
58
Applied economics
57
Journal of forecasting
55
Econometric reviews
51
Quantitative finance
50
Applied economics letters
46
Computational economics
46
Journal of financial econometrics : official journal of the Society for Financial Econometrics
45
The North American journal of economics and finance : a journal of financial economics studies
45
Applied mathematical finance
44
Research paper series / Swiss Finance Institute
44
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
44
Finance and stochastics
43
The journal of finance : the journal of the American Finance Association
43
Journal of monetary economics
41
The journal of futures markets
41
Journal of risk and financial management : JRFM
40
more ...
less ...
Source
All
ECONIS (ZBW)
9,821
EconStor
229
USB Cologne (EcoSocSci)
5
USB Cologne (business full texts)
1
ArchiDok
1
OLC EcoSci
1
RePEc
1
more ...
less ...
Showing
1
-
10
of
10,059
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Energieorientierte Losgrößen- und Reihenfolgeplanung bei zeitabhängigen Energiepreisen : Konzeption quantitativer Planungsmodelle zur Entscheidungsunterstützung
Johannes, Christoph
-
2020
Persistent link: https://www.econbiz.de/10012231105
Saved in:
2
Energieorientierte Losgrößen- und Reihenfolgeplanung bei zeitabhängigen Energiepreisen : Konzeption quantitativer Planungsmodelle zur Entscheidungsunterstützung
Johannes, Christoph
-
2020
-
1st ed. 2020.
Grundlagen und Veränderungen im Strommarkt 2.0 -- Ansätze der simultanen Losgrößen- und Reihenfolgeplanung -- Mathematische Optimierungsmodelle zur energieorientierten Losgrößen- und Reihenfolgeplanung -- Fallstudienbasierte Anwendung und Validierung.
Persistent link: https://www.econbiz.de/10012403156
Saved in:
3
Crash Risk in Currency Returns
Chernov, Mikhail
-
2015
% (and can be as high as 40%) of total currency risk, as measured by the
entropy
of exchange rate changes, over horizons of …
Persistent link: https://www.econbiz.de/10013037072
Saved in:
4
Crash risk in currency returns
Chernov, Mikhail
;
Graveline, Jeremy
;
Zviadadze, Irina
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
1
,
pp. 137-170
Persistent link: https://www.econbiz.de/10011929414
Saved in:
5
Testing the equality of Nifty 50 stocks' volatility risk using correlated F-ratio
Jayakumar, G. S. David Sam
;
Samuel, W.
;
Sulthan, A.
- In:
International Journal of Financial Markets and …
8
(
2022
)
4
,
pp. 384-409
Persistent link: https://www.econbiz.de/10014311645
Saved in:
6
Models for time-varying moments using maximum
entropy
applied to a generalized measure of volatility
Herrmann, Klaus
-
2008
for our method. -- Information
Theory
; Maximum
Entropy
; GARCH ; Volatility …
Persistent link: https://www.econbiz.de/10003894706
Saved in:
7
Volatility models with innovations from new maximum
entropy
densities at work
Fischer, Matthias
;
Gao, Yang
;
Herrmann, Klaus
-
2010
saw a rise in suggestions for maximum
entropy
distributions (e.g. Rockinger and Jondeau, 2002, Park and Bera, 2009 or … ; APARCH ;
Entropy
density ; Skewness ; Kurtosis …
Persistent link: https://www.econbiz.de/10003943186
Saved in:
8
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:
9
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:
10
DEA models incorporating uncertain future performance
Chang, Tsung-Sheng
;
Tone, Kaoru
;
Wu, Chen-Hui
- In:
European journal of operational research : EJOR
254
(
2016
)
2
,
pp. 532-549
Persistent link: https://www.econbiz.de/10011508965
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->