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~subject:"Volatilität"
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Subject
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Volatilität
Theorie
715,597
Theory
700,698
Schätzung
34,075
Estimation
33,346
Welt
32,887
World
32,265
USA
31,527
United States
30,189
Risiko
24,826
Risk
24,613
Deutschland
23,685
Geldpolitik
23,641
Monetary policy
22,853
Germany
22,229
Portfolio-Management
22,038
Portfolio selection
21,835
Mathematische Optimierung
19,122
Mathematical programming
19,016
Prognoseverfahren
16,597
Wirtschaftswachstum
16,466
Forecasting model
16,334
Economic growth
15,801
Zeitreihenanalyse
14,046
Time series analysis
13,668
Börsenkurs
13,477
Share price
13,276
Spieltheorie
13,034
Konsumentenverhalten
12,387
Game theory
12,309
Consumer behaviour
12,242
Experiment
12,021
Einkommensverteilung
11,944
Innovation
11,690
Income distribution
11,566
Asymmetrische Information
11,541
Volatility
11,446
Finanzmarkt
11,421
Asymmetric information
11,254
Financial market
11,216
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Online availability
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Free
4,866
Undetermined
2,471
Type of publication
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Book / Working Paper
6,188
Article
5,524
Type of publication (narrower categories)
All
Article in journal
5,131
Aufsatz in Zeitschrift
5,131
Working Paper
2,694
Graue Literatur
2,592
Non-commercial literature
2,592
Arbeitspapier
2,465
Aufsatz im Buch
359
Book section
359
Hochschulschrift
359
Thesis
295
Collection of articles written by one author
89
Sammlung
89
Collection of articles of several authors
57
Sammelwerk
57
Bibliografie enthalten
43
Bibliography included
43
Aufsatzsammlung
29
Conference paper
28
Konferenzbeitrag
28
Systematic review
22
Übersichtsarbeit
22
Forschungsbericht
20
Konferenzschrift
19
Rezension
14
Amtsdruckschrift
11
Government document
11
Conference proceedings
8
Lehrbuch
8
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8
Article
7
Reprint
6
Handbook
5
Handbuch
5
Bibliografie
3
Accompanied by computer file
2
Elektronischer Datenträger als Beilage
2
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2
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2
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1
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1
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English
11,460
German
204
French
26
Spanish
16
Italian
5
Polish
2
Portuguese
2
Czech
1
Hungarian
1
Dutch
1
Norwegian
1
Chinese
1
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Author
All
Bollerslev, Tim
86
Diebold, Francis X.
73
McAleer, Michael
72
Andersen, Torben
51
Koopman, Siem Jan
49
Lux, Thomas
48
Caporin, Massimiliano
44
Bekaert, Geert
40
Härdle, Wolfgang
38
Asai, Manabu
36
Chiarella, Carl
34
Hautsch, Nikolaus
34
Pierdzioch, Christian
33
Aizenman, Joshua
32
Gupta, Rangan
32
Andersen, Torben G.
28
Herwartz, Helmut
26
Todorov, Viktor
26
Yu, Jun
26
Christoffersen, Peter F.
25
Hafner, Christian M.
25
Meddahi, Nour
25
Schlag, Christian
25
Ghysels, Eric
24
Bos, Charles S.
23
Westerhoff, Frank H.
23
Bauwens, Luc
22
Campbell, John Y.
22
Engle, Robert F.
22
Li, Kai
22
Brandt, Michael W.
21
Clements, Adam
21
Gonçalves, Sílvia
21
Lunde, Asger
21
Branger, Nicole
20
Caballero, Ricardo J.
20
Caporale, Guglielmo Maria
20
Mittnik, Stefan
20
Renault, Eric
20
Aït-Sahalia, Yacine
19
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Institution
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National Bureau of Economic Research
194
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
13
Ekonomiska forskningsinstitutet <Stockholm>
10
Centre for Analytical Finance <Århus>
8
European University Institute / Department of Economics
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
International Monetary Fund
5
Svenska Handelshögskolan <Helsinki>
5
Centre for Economic Policy Research
4
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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
Instituto Valenciano de Investigaciones Económicas
3
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
3
Springer Fachmedien Wiesbaden
3
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
3
Brown University / Department of Economics
2
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification <Paris>
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
Kansantaloustieteen Laitos <Tampere>
2
Technische Universität Dresden
2
Umeå Universitet / Institutionen för Nationalekonomi
2
University of British Columbia / Finance Division
2
University of Chicago / Graduate School of Business
2
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Published in...
All
NBER working paper series
189
Working paper / National Bureau of Economic Research, Inc.
171
NBER Working Paper
164
Journal of econometrics
148
Journal of banking & finance
111
Finance research letters
110
Economic modelling
97
Energy economics
95
Journal of financial economics
90
Economics letters
89
Discussion paper / Tinbergen Institute
86
Applied economics
81
Discussion paper / Centre for Economic Policy Research
79
International journal of forecasting
78
International review of economics & finance : IREF
77
Journal of empirical finance
77
International journal of theoretical and applied finance
76
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
76
Journal of international money and finance
74
Mathematical finance : an international journal of mathematics, statistics and financial theory
74
Working paper
74
Journal of economic dynamics & control
72
International review of financial analysis
69
The North American journal of economics and finance : a journal of financial economics studies
67
The European journal of finance
66
The review of financial studies
58
Quantitative finance
57
Econometric reviews
56
Journal of forecasting
56
Applied economics letters
53
Research paper series / Swiss Finance Institute
49
The journal of futures markets
49
Computational economics
48
Journal of monetary economics
48
Journal of financial econometrics : official journal of the Society for Financial Econometrics
47
CREATES research paper
46
Journal of risk and financial management : JRFM
45
The journal of finance : the journal of the American Finance Association
44
Applied mathematical finance
43
Finance and stochastics
43
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Source
All
ECONIS (ZBW)
11,467
EconStor
237
USB Cologne (EcoSocSci)
4
USB Cologne (business full texts)
1
ArchiDok
1
OLC EcoSci
1
RePEc
1
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1
Exchange rate returns standardized by realized volatility are (nearly) Gaussian
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2000
Persistent link: https://www.econbiz.de/10001440693
Saved in:
2
Exchange rate returns standardized by realized volatility are (nearly) Gaussian
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2000
Persistent link: https://www.econbiz.de/10001477784
Saved in:
3
Volatility analysis during the Asia crisis : a multivariate GARCH-M model for stock returns in the US, Germany and Japan
Polasek, Wolfgang
;
Ren, Lei
-
1999
Persistent link: https://www.econbiz.de/10001433783
Saved in:
4
Time inhomogeneous multiple volatility modelling
Härdle, Wolfgang
;
Herwartz, Helmut
;
Spokojnyj, Vladimir G.
-
2001
Persistent link: https://www.econbiz.de/10001580374
Saved in:
5
Exchange rate returns standardized by realized volatility are (nearly) Gaussian
Andersen, Torben
(
contributor
)
- In:
Multinational finance journal : MF ; quarterly …
4
(
2000
)
3/4
,
pp. 159-179
Persistent link: https://www.econbiz.de/10001636380
Saved in:
6
The application of multivariate GARCH models to turbulent financial markets
Zahnd, Edy
-
2002
-
Als Ms. gedr.
Persistent link: https://www.econbiz.de/10001659873
Saved in:
7
Multivariate volatility models
Fengler, Matthias R.
;
Herwartz, Helmut
-
2001
Persistent link: https://www.econbiz.de/10001659915
Saved in:
8
Previsione dei rendimenti minimi e massimi di un titolo in borsa mediante un modello multivariato di volatilità
Guizzardi, Andrea
;
Paruolo, Paolo
- In:
Studi e note di economia
(
2000
)
1
,
pp. 51-80
Persistent link: https://www.econbiz.de/10001527359
Saved in:
9
Models and priors for multivariate stochastic volatility
Jacquier, Eric
;
Polson, Nicholas G.
;
Rossi, Peter E.
-
1995
-
Rev
Persistent link: https://www.econbiz.de/10000925647
Saved in:
10
Modelling multivariate volatilities via conditionally uncorrelated components
Fan, Jianqing
(
contributor
);
Wang, Mingjin
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003164853
Saved in:
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