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~subject:"Volatilität"
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Volatilität
Theorie
6,203
Theory
6,002
Portfolio-Management
5,512
Portfolio selection
5,352
Kapitaleinkommen
3,536
Capital income
3,517
Börsenkurs
3,099
Welt
3,055
Share price
3,001
World
2,957
Aktienmarkt
2,503
Stock market
2,490
Anlageverhalten
2,252
Behavioural finance
2,163
Schätzung
2,027
Volatility
1,933
Estimation
1,862
CAPM
1,567
Financial crisis
1,544
Finanzkrise
1,485
Risk
1,476
Risiko
1,439
Investmentfonds
1,358
Investment Fund
1,324
EU-Staaten
1,260
EU countries
1,176
Finanzmarkt
1,164
Financial market
1,116
USA
1,022
Prognoseverfahren
938
Schwellenländer
927
Risikoprämie
922
United States
909
Forecasting model
908
Risk premium
904
Emerging economies
898
Internationaler Finanzmarkt
890
International financial market
813
China
795
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Online availability
All
Free
1,675
Undetermined
52
Type of publication
All
Book / Working Paper
1,667
Article
215
Type of publication (narrower categories)
All
Working Paper
382
Graue Literatur
320
Non-commercial literature
320
Arbeitspapier
308
Article in journal
212
Aufsatz in Zeitschrift
212
Article
6
Collection of articles of several authors
2
Konferenzschrift
2
Sammelwerk
2
Conference proceedings
1
Systematic review
1
Übersichtsarbeit
1
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English
1,877
German
5
Author
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Caporale, Guglielmo Maria
43
Spagnolo, Nicola
39
Kočenda, Evžen
26
Spagnolo, Fabio
22
McAleer, Michael
20
Beirne, John
13
Schulze-Ghattas, Marianne
13
Pesaran, M. Hashem
12
Bali, Turan G.
11
Chang, Chia-Lin
11
Degiannakis, Stavros Antonios
11
Blitz, David
10
Ryu, Doojin
10
Weber, Enzo
10
Bartram, Söhnke M.
9
Baruník, Jozef
9
Brown, Gregory W.
9
Christiansen, Charlotte
9
Kunst, Robert M.
9
Stulz, René M.
9
Zhou, Yinggang
9
Buch, Claudia M.
8
Smales, Lee A.
8
Gupta, Rangan
7
Malamud, Semyon
7
Pierdzioch, Christian
7
Prokopczuk, Marcel
7
Schrimpf, Andreas
7
Zaremba, Adam
7
van Vliet, Pim
7
Aizenman, Joshua
6
Allen, David E.
6
Baur, Dirk G.
6
Bekaert, Geert
6
Bos, Charles S.
6
Bouri, Elie
6
Branger, Nicole
6
Cesa-Bianchi, Ambrogio
6
Demirer, Riza
6
Dijk, Dick van
6
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Institution
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Institut für Schweizerisches Bankwesen <Zürich>
6
Universität <Münster, Westfalen> / Lehrstuhl für Betriebswirtschaftslehre, insbesondere Finanzierung
3
National Bureau of Economic Research
2
National Centre of Competence in ResearchFinancial Valuation and Risk Management
2
Swiss National Centre of Competence in Research North South <Bern>
2
Alfred-Weber-Institut für Sozial- und Staatswissenschaften <Heidelberg>
1
Danmarks Nationalbank
1
Forschungsinstitut zur Zukunft der Arbeit <Bonn>
1
Frankfurt School of Finance and Management
1
National Centre of Competence in Research - Financial Valuation and Risk Management
1
New Trends in Asset Management: Exploring the Implications <Veranstaltung> <2008, München>
1
SUERF - The European Money and Finance Forum
1
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
1
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CESifo working papers
37
Research paper series / Swiss Finance Institute
30
Journal of risk and financial management : JRFM
28
Swiss Finance Institute Research Paper
28
Cogent economics & finance
24
Discussion paper / Tinbergen Institute
24
Borsa Istanbul Review
16
CESifo Working Paper
16
CESifo Working Paper Series
16
Discussion papers / Deutsches Institut für Wirtschaftsforschung
11
Financial innovation : FIN
11
Tinbergen Institute Discussion Paper
11
ECB Working Paper
10
Working Paper
10
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
9
IES working paper
8
International Journal of Financial Studies : open access journal
7
Kiel working paper
7
SAFE working paper
7
SFB 649 discussion paper
7
Working papers on finance
7
BERG working paper series
6
Cardiff economics working papers
6
Discussion paper
6
Economics : the open-access, open-assessment e-journal
6
Risks : open access journal
6
Staff working paper / Bank of Canada
6
Working paper series / European Central Bank
6
CBN journal of applied statistics
5
CFS working paper series
5
Cowles Foundation Discussion Paper
5
DIW Berlin Discussion Paper
5
Economics : the open-access, open-assessment journal
5
Economies : open access journal
5
Energy economics
5
Finmap working paper
5
IMF Working Paper
5
Journal of applied finance & banking
5
Journal of business economics and management
5
SFB 649 Discussion Paper
5
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Source
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ECONIS (ZBW)
1,784
EconStor
80
USB Cologne (business full texts)
17
RePEc
1
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1
Exponential high-frequency-based-volatility (EHEAVY) models
Xu, Yongdeng
-
2022
. Out-of-sample forecast and
portfolio
exercise further shows the superior forecasting performance of the EHEAVY model, in …
Persistent link: https://www.econbiz.de/10013177995
Saved in:
2
A copula-GARCH model of conditional dependencies : estimating Tehran Market Stock Exchange value-at-risk
Shams, Sedigheh
;
Haghighi, Fatemeh K.
- In:
Journal of statistical and econometric methods
2
(
2013
)
2
,
pp. 39-50
Tehran Stock Exchange
portfolio
including mentioned assets, is estimated. …
Persistent link: https://www.econbiz.de/10009769897
Saved in:
3
Estimating the stock/
portfolio
volatility and the volatility of volatility : a new simple method
Alghalith, Moawia
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 257-262
Persistent link: https://www.econbiz.de/10011549920
Saved in:
4
Dynamic autocorrelation and international
portfolio
allocation
Kinnunen, Jyri
;
Martikainen, Minna
- In:
Multinational finance journal
21
(
2017
)
1
,
pp. 21-48
Persistent link: https://www.econbiz.de/10012547453
Saved in:
5
Can commodity prices forecast exchange rates?
Liu, Li
;
Tan, Siming
;
Wang, Yudong
- In:
Energy economics
87
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012512427
Saved in:
6
Can equity be safe-haven for investment?
Janani Sri S.
;
Kayal, Parthajit
;
Balasubramanian, G.
- In:
Journal of emerging market finance
21
(
2022
)
1
,
pp. 32-63
Persistent link: https://www.econbiz.de/10013171276
Saved in:
7
Does volatility traverse between emerging and frontier stock markets of Asia?
Sato, Velip Suraj
;
Raju, Guntur Anjana
- In:
Investment management and financial innovations
17
(
2020
)
3
,
pp. 82-96
Persistent link: https://www.econbiz.de/10012405602
Saved in:
8
A global-optimal
portfolio
theory beyond the R-σ model
Liua, Yifan
;
Liang, Shi-Dong
- In:
Frontiers of economics in China : selected publications …
15
(
2020
)
1
,
pp. 124-139
Persistent link: https://www.econbiz.de/10012227506
Saved in:
9
Macroeconomic fundamentals, jump dynamics and expected volatility
Pan, Zhiyuan
;
Bu, Ruijun
;
Liu, Li
;
Wang, Yudong
- In:
Quantitative finance
20
(
2020
)
8
,
pp. 1345-1371
Persistent link: https://www.econbiz.de/10012262666
Saved in:
10
Forecasting realized volatility in a changing world : a dynamic model averaging approach
Wang, Yudong
;
Ma, Feng
;
Wei, Yu
;
Wu, Chongfeng
- In:
Journal of banking & finance
64
(
2016
),
pp. 136-149
Persistent link: https://www.econbiz.de/10011634282
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