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Volatilität
Volatility
40,646
Theorie
17,052
Theory
16,941
Insolvenz
15,332
Insolvency
15,032
Börsenkurs
10,702
Share price
10,656
Liquidity
10,181
Schätzung
9,643
Estimation
9,577
Liquidität
8,473
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8,048
Capital income
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USA
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Aktienmarkt
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6,832
United States
6,747
Welt
6,672
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6,613
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6,356
ARCH model
6,341
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5,147
Forecasting model
5,124
Exchange rate
4,715
Wechselkurs
4,711
Financial crisis
4,558
Finanzkrise
4,516
Optionspreistheorie
4,102
Option pricing theory
4,088
Stochastischer Prozess
3,904
Stochastic process
3,894
Credit risk
3,635
Kreditrisiko
3,615
Risk
3,542
Finanzmarkt
3,483
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3,455
Risiko
3,441
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McAleer, Michael
287
Gupta, Rangan
236
Caporale, Guglielmo Maria
168
Bollerslev, Tim
145
Bouri, Elie
111
Chang, Chia-Lin
110
Diebold, Francis X.
107
Andersen, Torben
98
Pierdzioch, Christian
98
Ma, Feng
94
Spagnolo, Nicola
91
Aizenman, Joshua
90
Bekaert, Geert
79
Bahmani-Oskooee, Mohsen
74
Hammoudeh, Shawkat
74
Engle, Robert F.
72
Härdle, Wolfgang
72
Koopman, Siem Jan
72
Tiwari, Aviral Kumar
68
Todorov, Viktor
68
McMillan, David G.
67
Caporin, Massimiliano
65
Hautsch, Nikolaus
62
Kočenda, Evžen
62
Asai, Manabu
61
Chiarella, Carl
61
Corbet, Shaen
60
Lucey, Brian M.
59
Lux, Thomas
57
Kang, Sang Hoon
56
Wohar, Mark E.
56
Gil-Alaña, Luis A.
55
Buch, Claudia M.
53
Mensi, Walid
53
Christoffersen, Peter F.
52
Clements, Adam
52
Fernández-Villaverde, Jesús
52
Caballero, Ricardo J.
51
Christiansen, Charlotte
50
Dijk, Dick van
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National Bureau of Economic Research
496
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
28
Centre for Analytical Finance <Århus>
19
World Bank
18
International Monetary Fund
17
Federal Reserve Bank of St. Louis
13
Svenska Handelshögskolan <Helsinki>
12
European University Institute / Department of Economics
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Internationaler Währungsfonds / Research Department
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University of Canterbury / Dept. of Economics and Finance
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Centre for Growth and Business Cycle Research <Manchester>
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Ekonomiska forskningsinstitutet <Stockholm>
10
Institut für Weltwirtschaft
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Chambre de commerce et d'industrie de Paris
9
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
9
Federal Reserve Bank of New York
8
Rodney L. White Center for Financial Research
8
Instituto Valenciano de Investigaciones Económicas
7
Federal Reserve Bank of San Francisco
6
Gottfried Wilhelm Leibniz Universität Hannover
6
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6
Birkbeck College / Department of Economics
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
Federal Reserve System / Division of Research and Statistics
5
Massachusetts Institute of Technology / Department of Economics
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The Wharton Financial Institutions Center
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Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
4
Center for Economic Research <Tilburg>
4
Econometrisch Instituut <Rotterdam>
4
Europäische Kommission / Generaldirektion Wissenschaft, Forschung und Entwicklung
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Federal Reserve System / Board of Governors
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Inter-American Development Bank / Office of the Chief Economist
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Nuffield College
4
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4
Springer Fachmedien Wiesbaden
4
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
4
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
4
Verlag Dr. Kovač
4
William Davidson Institute <Ann Arbor, Mich.>
4
Australian National University / Faculty of Economics and Commerce
3
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Energy economics
612
Finance research letters
588
NBER working paper series
484
Working paper / National Bureau of Economic Research, Inc.
467
International review of financial analysis
419
NBER Working Paper
416
Applied economics
378
Journal of banking & finance
374
International review of economics & finance : IREF
368
The journal of futures markets
360
Economic modelling
339
The North American journal of economics and finance : a journal of financial economics studies
324
Journal of econometrics
321
Applied financial economics
265
Journal of empirical finance
264
Applied economics letters
261
Research in international business and finance
253
Working paper
251
Economics letters
246
International journal of theoretical and applied finance
245
Discussion paper / Centre for Economic Policy Research
240
Journal of international financial markets, institutions & money
239
Journal of international money and finance
230
Journal of risk and financial management : JRFM
197
Discussion paper / Tinbergen Institute
195
Quantitative finance
191
Journal of financial economics
184
Pacific-Basin finance journal
172
CESifo working papers
170
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
169
International Journal of Energy Economics and Policy : IJEEP
167
The European journal of finance
160
International journal of finance & economics : IJFE
151
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
150
IMF working papers
147
Journal of economic dynamics & control
147
International journal of forecasting
145
Journal of forecasting
131
The review of financial studies
126
Computational economics
119
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ECONIS (ZBW)
39,378
EconStor
92
USB Cologne (EcoSocSci)
91
BASE
3
ArchiDok
3
USB Cologne (business full texts)
2
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39241
Extracting Correlations from the Market : New Correlation Parameterizations and the Calibration of a Stochastic
Volatility
LMM to CMS Spread Options
Lutz, Matthias
-
2010
calibrate a stochastic
volatility
LMM to caplets, swaptions and CMS spread options, and in this way extract the implied …
Persistent link: https://www.econbiz.de/10013142588
Saved in:
39242
Time-Varying Leverage Effects
Bandi, Federico M.
-
2010
-time stochastic
volatility
model with jumps in returns, jumps in variance, or both. Leverage is defined as a flexible function of the …
Persistent link: https://www.econbiz.de/10013142684
Saved in:
39243
Stochastic
Volatility
III :
Volatility
Models and
Volatility
Surfaces
Vanini, Paolo
-
2010
We consider implied
volatility
, time-dependent
volatility
, local
volatility
and stochastic
volatility
. We derive …
Persistent link: https://www.econbiz.de/10013142702
Saved in:
39244
Fast and Accurate Long Stepping Simulation of the Heston Stochastic
Volatility
Model
Chan, Jiun Hong
-
2010
In this paper, we present three new discretization schemes for the Heston stochastic
volatility
model - two schemes for …
Persistent link: https://www.econbiz.de/10013142880
Saved in:
39245
Surfing the Waves of Globalization : Asia and Financial Globalization in the Context of the Trilemma
Aizenman, Joshua
-
2010
policy choices do not matter for per capita economic growth. However, they do matter for output
volatility
and the medium …-term level of inflation. Greater monetary independence is associated with lower output
volatility
while greater exchange rate … stability implies greater output
volatility
, which can be mitigated if a country holds international reserves (IR) at a higher …
Persistent link: https://www.econbiz.de/10013142882
Saved in:
39246
Do Benchmark African Equity Indices Exhibit the Stylized Facts?
Li, Youwei
-
2010
leptokurtotic, had fat-tails, over time experienced
volatility
clustering and exhibited long memory in
volatility
. Both the All … future
volatility
for the Small Company Index which implies a reverse leverage effect. This finding could reflect a bull …
Persistent link: https://www.econbiz.de/10013142997
Saved in:
39247
Edgeworth Expansion for the Computation of Plain Vanilla Prices in the Heston Model
Sartorelli, Giulio
-
2010
Persistent link: https://www.econbiz.de/10013143090
Saved in:
39248
A Closed-Form Approximation to the Stochastic-
Volatility
Jump-Diffusion Option Pricing Model
Chen, Zhan
-
2010
The risk-neutral pricing partial differential equation from a stochastic-
volatility
jump-diffusion model for a European …
Persistent link: https://www.econbiz.de/10013143091
Saved in:
39249
The Risk Content of Exports : A Portfolio View of International Trade
di Giovanni, Julian
-
2010
It has been suggested that countries which export in especially risky sectors will experience higher output
volatility
…. This measure is strongly correlated with terms-of-trade and output
volatility
, but does not exhibit a close relationship to …
Persistent link: https://www.econbiz.de/10013143181
Saved in:
39250
Are
Volatility
Estimators Robust with Respect to Modeling Assumptions?
Li, Yingying
-
2010
smoothness conditions, the two scales realized
volatility
(TSRV) is robust to the form of contamination Q. To push the limits of … needs to pay attention to the precise structure and also to what use the estimator of
volatility
will be put …
Persistent link: https://www.econbiz.de/10013143213
Saved in:
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