//--> //--> //--> //-->
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
Hedging costs, liquidity, and...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatilität
Theorie
625,586
Theory
610,684
USA
45,757
United States
44,555
Schätzung
31,312
Estimation
30,572
Welt
27,572
World
26,936
Deutschland
24,815
Geldpolitik
23,777
Germany
23,216
Monetary policy
22,993
Portfolio-Management
21,197
Portfolio selection
20,987
Risiko
18,893
Risk
18,706
Mathematische Optimierung
17,159
Mathematical programming
17,054
Insolvenz
15,449
Prognoseverfahren
15,325
Insolvency
15,123
Forecasting model
15,063
Derivat
13,959
Derivative
13,925
Börsenkurs
13,805
Share price
13,572
Volatility
13,347
Wirtschaftswachstum
13,331
Spieltheorie
13,031
Zeitreihenanalyse
13,004
Economic growth
12,771
Time series analysis
12,626
Game theory
12,299
Experiment
11,544
Asymmetrische Information
11,114
Asymmetric information
10,846
Finanzmarkt
10,838
Wettbewerb
10,650
Stochastischer Prozess
10,647
more ...
less ...
Online availability
All
Free
5,155
Undetermined
3,289
Type of publication
All
Article
7,100
Book / Working Paper
6,481
Type of publication (narrower categories)
All
Article in journal
6,678
Aufsatz in Zeitschrift
6,678
Working Paper
2,892
Graue Literatur
2,812
Non-commercial literature
2,812
Arbeitspapier
2,652
Hochschulschrift
395
Aufsatz im Buch
384
Book section
384
Thesis
326
Collection of articles written by one author
103
Sammlung
103
Collection of articles of several authors
61
Sammelwerk
61
Bibliografie enthalten
43
Bibliography included
43
Conference paper
37
Konferenzbeitrag
37
Aufsatzsammlung
27
Systematic review
23
Übersichtsarbeit
23
Forschungsbericht
20
Konferenzschrift
18
Amtsdruckschrift
11
Government document
11
Lehrbuch
11
Textbook
10
Article
9
Conference proceedings
9
Rezension
8
Handbook
6
Handbuch
6
Reprint
6
Dissertation u.a. Prüfungsschriften
4
Glossar enthalten
4
Glossary included
4
Accompanied by computer file
3
Bibliografie
3
Case study
3
Elektronischer Datenträger als Beilage
3
more ...
less ...
Language
All
English
13,277
German
237
French
35
Spanish
21
Italian
6
Portuguese
3
Undetermined
3
Dutch
2
Polish
2
Czech
1
Hungarian
1
Norwegian
1
Chinese
1
more ...
less ...
Author
All
Bollerslev, Tim
86
McAleer, Michael
86
Diebold, Francis X.
65
Andersen, Torben
57
Härdle, Wolfgang
49
Lux, Thomas
47
Hautsch, Nikolaus
46
Koopman, Siem Jan
46
Chiarella, Carl
41
Aizenman, Joshua
34
Gupta, Rangan
34
Caporin, Massimiliano
33
Todorov, Viktor
33
Pierdzioch, Christian
32
Caballero, Ricardo J.
31
Bekaert, Geert
30
Herwartz, Helmut
30
Schlag, Christian
29
Chang, Chia-Lin
28
Asai, Manabu
27
Hafner, Christian M.
27
Christoffersen, Peter F.
26
Ghysels, Eric
26
Andersen, Torben G.
25
Bauwens, Luc
25
Engle, Robert F.
25
Fernández-Villaverde, Jesús
25
Giglio, Stefano
25
Meddahi, Nour
25
Branger, Nicole
24
Zhang, Jin E.
24
Carr, Peter
23
Kyle, Albert S.
23
Lucas, André
23
Mensi, Walid
23
Yu, Jun
23
Aït-Sahalia, Yacine
22
Clark, Todd E.
22
Ryu, Doojin
22
Westerhoff, Frank H.
22
more ...
less ...
Institution
All
National Bureau of Economic Research
194
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
12
Centre for Analytical Finance <Århus>
8
Ekonomiska forskningsinstitutet <Stockholm>
8
European University Institute / Department of Economics
8
Internationaler Währungsfonds / Research Department
7
Rodney L. White Center for Financial Research
7
Svenska Handelshögskolan <Helsinki>
6
Birkbeck College / Department of Economics
5
Institute of Finance and Accounting <London>
5
Instituto Valenciano de Investigaciones Económicas
5
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
4
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
4
International Monetary Fund
4
School of Accounting, Economics and Finance <Geelong>
4
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
4
The Wharton Financial Institutions Center
4
World Bank
4
Federal Reserve Bank of New York
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
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 St. Louis
2
Forschungsinstitut zur Zukunft der Arbeit
2
Goethe-Universität Frankfurt am Main
2
Institut für Weltwirtschaft
2
Inter-American Development Bank / Office of the Chief Economist
2
Internationaler Währungsfonds / Western Hemisphere Department
2
Judge Institute of Management Studies
2
Kansantaloustieteen Laitos <Tampere>
2
more ...
less ...
Published in...
All
NBER working paper series
187
Working paper / National Bureau of Economic Research, Inc.
177
Journal of econometrics
176
Journal of banking & finance
175
NBER Working Paper
165
Finance research letters
164
The journal of futures markets
164
Energy economics
134
International journal of theoretical and applied finance
133
International review of financial analysis
129
Journal of empirical finance
109
Economic modelling
102
International review of economics & finance : IREF
101
Journal of economic dynamics & control
96
Discussion paper / Tinbergen Institute
95
Journal of financial economics
94
Quantitative finance
94
Economics letters
93
Applied economics
92
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
91
The North American journal of economics and finance : a journal of financial economics studies
87
Discussion paper / Centre for Economic Policy Research
84
International journal of forecasting
82
The European journal of finance
82
Working paper
82
Mathematical finance : an international journal of mathematics, statistics and financial theory
81
Applied mathematical finance
80
Journal of international money and finance
76
The review of financial studies
70
Journal of international financial markets, institutions & money
63
Research in international business and finance
63
Applied economics letters
62
Computational economics
59
Journal of forecasting
58
Research paper series / Swiss Finance Institute
58
The journal of finance : the journal of the American Finance Association
58
Applied financial economics
57
Journal of risk and financial management : JRFM
57
Econometric reviews
56
Journal of financial econometrics : official journal of the Society for Financial Econometrics
54
more ...
less ...
Source
All
ECONIS (ZBW)
13,306
EconStor
250
USB Cologne (EcoSocSci)
12
USB Cologne (business full texts)
7
ArchiDok
2
OLC EcoSci
2
BASE
1
RePEc
1
more ...
less ...
Showing
1
-
10
of
13,581
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Wettbewerb, Liquidität und die Rolle von Intermediation im Wertpapierhandel
Freihube, Thorsten
-
2004
Persistent link: https://www.econbiz.de/10002122262
Saved in:
2
Jumps in option prices and their determinants : real-time evidence from the E-mini S&P 500 options market
Kapetanios, George
;
Konstantinidi, Eirini
;
Neumann, Michael
- In:
Journal of financial markets
46
(
2019
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012317888
Saved in:
3
Volatility uncertainty, time decay, and option bid-ask spreads in an incomplete market
Hsieh, PeiLin
;
Jarrow, Robert A.
- In:
Management science : journal of the Institute for …
65
(
2019
)
4
,
pp. 1833-1854
Persistent link: https://www.econbiz.de/10012022670
Saved in:
4
Vega-informed trading and options market reform
Ryu, Doojin
;
Ryu, Doowon
;
Yang, Heejin
- In:
Applied economics letters
27
(
2020
)
1
,
pp. 19-24
Persistent link: https://www.econbiz.de/10012205363
Saved in:
5
The intraday determination of
liquidity
in the NYSE LIFFE equity option markets
Verousis, Thanos
;
Ap Gwilym, Owain
;
Chen, XiaoHua
- In:
The European journal of finance
22
(
2016
)
10/12
,
pp. 1164-1188
Persistent link: https://www.econbiz.de/10011715335
Saved in:
6
A reverse index futures split effect on
liquidity
and market dynamics
Athanasios, Fassas
;
Nikolas, Hourvouliades
- In:
International journal of bonds and derivatives
3
(
2017
)
3
,
pp. 235-252
Persistent link: https://www.econbiz.de/10011875992
Saved in:
7
Hot potato dynamics
Westerhoff, Frank H.
-
2002
Persistent link: https://www.econbiz.de/10001712376
Saved in:
8
Market makers' supply and pricing of financial market
liquidity
Shen, Pu
;
Starr, Ross M.
-
2000
Persistent link: https://www.econbiz.de/10001541205
Saved in:
9
Market makers' supply and pricing of financial market
liquidity
Shen, Pu
;
Starr, Ross M.
-
2000
Persistent link: https://www.econbiz.de/10001543164
Saved in:
10
Market-makers' supply and pricing of financial market
liquidity
Shen, Pu
;
Starr, Ross M.
- In:
Economics letters
76
(
2002
)
1
,
pp. 53-58
Persistent link: https://www.econbiz.de/10001672132
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...
//-->