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~subject:"Volatilität"
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Volatilität
Theorie
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58,204
USA
46,881
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Welt
38,922
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Zeitreihenanalyse
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Finanzmarkt
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Time series analysis
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Financial market
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Spieltheorie
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Volatility
12,479
Game theory
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McAleer, Michael
112
Bollerslev, Tim
80
Diebold, Francis X.
77
Gupta, Rangan
55
Aizenman, Joshua
49
Lux, Thomas
48
Koopman, Siem Jan
47
Andersen, Torben
46
Caporin, Massimiliano
42
Härdle, Wolfgang
42
Asai, Manabu
36
Pierdzioch, Christian
35
Hautsch, Nikolaus
34
Caporale, Guglielmo Maria
33
Chiarella, Carl
33
Bauwens, Luc
32
Bekaert, Geert
30
Christiansen, Charlotte
30
Herwartz, Helmut
30
Chang, Chia-Lin
29
Engle, Robert F.
29
Christoffersen, Peter F.
28
Lucas, André
28
Caballero, Ricardo J.
26
Meddahi, Nour
26
Fernández-Villaverde, Jesús
25
Hafner, Christian M.
25
Hammoudeh, Shawkat
25
Karanasos, Menelaos
25
Schlag, Christian
25
Todorov, Viktor
25
Andersen, Torben G.
24
Tiwari, Aviral Kumar
24
Yu, Jun
23
Bos, Charles S.
22
Clark, Todd E.
22
Clements, Adam
22
Ghysels, Eric
22
Aït-Sahalia, Yacine
21
Bouri, Elie
21
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National Bureau of Economic Research
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Ekonomiska forskningsinstitutet <Stockholm>
8
European University Institute / Department of Economics
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Centre for Analytical Finance <Århus>
7
Rodney L. White Center for Financial Research
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Internationaler Währungsfonds / Research Department
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Birkbeck College / Department of Economics
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Institute of Finance and Accounting <London>
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Instituto Valenciano de Investigaciones Económicas
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International Monetary Fund
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Svenska Handelshögskolan <Helsinki>
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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The Wharton Financial Institutions Center
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University of Canterbury / Dept. of Economics and Finance
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
Gottfried Wilhelm Leibniz Universität Hannover
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>
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Christian-Albrechts-Universität zu Kiel
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Danmarks Nationalbank
2
Deutsche Börse AG
2
Erasmus Research Institute of Management
2
Federal Reserve Bank of New York
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Forschungsinstitut zur Zukunft der Arbeit
2
Goethe-Universität Frankfurt am Main
2
Institut für Weltwirtschaft
2
Internationaler Währungsfonds / Western Hemisphere Department
2
Judge Institute of Management Studies
2
Kansantaloustieteen Laitos <Tampere>
2
Massachusetts Institute of Technology / Department of Economics
2
Swiss National Centre of Competence in Research North South <Bern>
2
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NBER working paper series
193
Working paper / National Bureau of Economic Research, Inc.
176
NBER Working Paper
173
Finance research letters
162
Journal of econometrics
142
Journal of banking & finance
137
Economic modelling
129
Energy economics
124
International review of financial analysis
119
International review of economics & finance : IREF
105
Journal of empirical finance
104
The North American journal of economics and finance : a journal of financial economics studies
103
Discussion paper / Tinbergen Institute
98
Economics letters
98
Applied economics
94
Working paper
87
Discussion paper / Centre for Economic Policy Research
86
International journal of forecasting
86
International journal of theoretical and applied finance
86
Journal of international money and finance
86
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
84
Journal of economic dynamics & control
79
Journal of international financial markets, institutions & money
78
Journal of financial economics
76
Mathematical finance : an international journal of mathematics, statistics and financial theory
74
The European journal of finance
69
Journal of forecasting
67
Journal of risk and financial management : JRFM
67
Applied economics letters
63
Research in international business and finance
62
The review of financial studies
61
Econometric reviews
57
Quantitative finance
57
Journal of financial econometrics : official journal of the Society for Financial Econometrics
56
Computational economics
55
Applied mathematical finance
51
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
51
Research paper series / Swiss Finance Institute
50
The journal of futures markets
50
Applied financial economics
49
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ECONIS (ZBW)
12,465
EconStor
254
USB Cologne (EcoSocSci)
9
USB Cologne (business full texts)
5
OLC EcoSci
2
ArchiDok
1
RePEc
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10
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1
Time-varying
correlation
in housing prices
Zimmer, David M.
- In:
The journal of real estate finance and economics
51
(
2015
)
1
,
pp. 86-100
Persistent link: https://www.econbiz.de/10011474934
Saved in:
2
Pricing CDOs with a smile : the local
correlation
model
Turc, Julien
;
Very, Philippe
- In:
Frontiers in quantitative finance : volatility and …
,
(pp. 235-250)
.
2009
Persistent link: https://www.econbiz.de/10003787606
Saved in:
3
Correlation
surprise
Kinlaw, Will
;
Turkington, David
- In:
The journal of asset management
14
(
2013
)
6
,
pp. 385-399
Persistent link: https://www.econbiz.de/10010258478
Saved in:
4
Collateralization and asset price bubbles when investors disagree about risk
Broer, Tobias
;
Kero, Afroditi
- In:
Journal of banking & finance
128
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012821680
Saved in:
5
Measuring financial market risk contagion using dynamic MRS-Copula models : the case of Chinese and other international stock markets
Changqing, Luo
;
Chi, Xie
;
Cong, Yu
;
Yan, Xu
- In:
Economic modelling
51
(
2015
),
pp. 657-671
Persistent link: https://www.econbiz.de/10011476241
Saved in:
6
Translating financial integration into
correlation
risk : a weekly reporting's viewpoint for the volatility behavior of stock markets
Gatfaoui, Hayette
- In:
Economic modelling
30
(
2013
),
pp. 776-791
Persistent link: https://www.econbiz.de/10009708799
Saved in:
7
Managing portfolio risk during crisis times : a dynamic conditional
correlation
perspective
Zhang, Hanyu
;
Dufour, Alfonso
- In:
The quarterly review of economics and finance
94
(
2024
),
pp. 241-251
Persistent link: https://www.econbiz.de/10014494675
Saved in:
8
Non-homogeneous volatility correlations in the bivariate multifractal model
Liu, Ruipeng
;
Lux, Thomas
- In:
The European journal of finance
21
(
2015
)
10/12
,
pp. 971-991
Persistent link: https://www.econbiz.de/10011301954
Saved in:
9
Range-based DCC models for covariance and value-at-risk forecasting
Fiszeder, Piotr
;
Fałdziński, Marcin
;
Molnár, Peter
- In:
Journal of empirical finance
54
(
2019
),
pp. 58-76
Persistent link: https://www.econbiz.de/10012174846
Saved in:
10
Comparing multivariate volatility forecasts by direct and indirect approaches
Amendola, Alessandra
;
Candila, Vincenzo
- In:
Journal of risk
19
(
2017
)
6
,
pp. 33-57
Persistent link: https://www.econbiz.de/10011799128
Saved in:
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