//--> //--> //--> //-->
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
A study about the existence of...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatilität
Modellierung
5,914
Scientific modelling
5,842
Theorie
2,758
Theory
2,721
Volatility
1,330
Stochastischer Prozess
1,083
Stochastic process
1,058
Schätzung
983
Stochastic volatility
981
Estimation
977
Prognoseverfahren
970
Forecasting model
962
stochastic volatility
953
Schätztheorie
914
Estimation theory
910
Zeitreihenanalyse
811
Bayesian inference
809
Time series analysis
799
Bayes-Statistik
798
modeling
536
Modeling
534
Optionspreistheorie
493
Option pricing theory
488
VAR-Modell
459
VAR model
452
USA
442
United States
417
Risiko
394
Risk
391
ARCH-Modell
354
ARCH model
342
Regressionsanalyse
329
Kapitaleinkommen
327
Regression analysis
327
Capital income
325
Simulation
321
Welt
302
World
298
Monte Carlo simulation
290
more ...
less ...
Online availability
All
Undetermined
653
Free
455
Type of publication
All
Article
935
Book / Working Paper
430
Type of publication (narrower categories)
All
Article in journal
915
Aufsatz in Zeitschrift
915
Working Paper
322
Graue Literatur
312
Non-commercial literature
312
Arbeitspapier
281
Hochschulschrift
24
Aufsatz im Buch
16
Book section
16
Thesis
16
Collection of articles of several authors
9
Collection of articles written by one author
9
Sammelwerk
9
Sammlung
9
Conference paper
4
Konferenzbeitrag
4
Aufsatzsammlung
3
Article
1
Forschungsbericht
1
Konferenzschrift
1
Lehrbuch
1
Textbook
1
more ...
less ...
Language
All
English
1,361
German
3
Romanian
1
Author
All
McAleer, Michael
38
Mumtaz, Haroon
23
Bos, Charles S.
18
Chan, Joshua
18
Clark, Todd E.
18
Todorov, Viktor
18
Koopman, Siem Jan
17
Tauchen, George Eugene
16
Asai, Manabu
15
Carriero, Andrea
15
Marcellino, Massimiliano
15
Rodriguez, Gabriel
14
Bollerslev, Tim
13
Chang, Chia-Lin
12
Andersen, Torben
10
Escobar, Marcos
10
Karlsson, Sune
10
Poon, Aubrey
10
Theodoridis, Konstantinos
10
Zhang, Bo
10
Branger, Nicole
9
Caporin, Massimiliano
9
Cross, Jamie
9
Cui, Zhenyu
9
Shin, Minchul
9
Österholm, Pär
9
Fabozzi, Frank J.
8
Fusari, Nicola
8
Gupta, Rangan
8
Hou, Chenghan
8
Huber, Florian
8
Koop, Gary
8
Mertens, Elmar
8
Ravazzolo, Francesco
7
Audrino, Francesco
6
Bao Hoang Nguyen
6
Chiarella, Carl
6
Gnoatto, Alessandro
6
Grasselli, Martino
6
Herwartz, Helmut
6
more ...
less ...
Institution
All
National Bureau of Economic Research
2
University of Canterbury / Dept. of Economics and Finance
2
Business Information Centre <Toronto>
1
Judge Institute of Management Studies
1
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
1
Springer International Publishing
1
Technische Universität Dresden
1
Universität Trier
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
46
Journal of econometrics
43
Quantitative finance
33
Discussion paper / Tinbergen Institute
30
Journal of economic dynamics & control
28
Working paper
26
Energy economics
23
CAMA working paper series
20
Economic modelling
20
Finance research letters
20
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
20
The North American journal of economics and finance : a journal of financial economics studies
20
International journal of forecasting
19
The journal of computational finance
19
Applied mathematical finance
18
Economics letters
17
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Journal of banking & finance
16
Computational economics
15
Econometric reviews
15
Applied economics
14
Journal of forecasting
14
Journal of risk and financial management : JRFM
14
Econometrics : open access journal
13
International review of financial analysis
13
Annals of finance
12
Discussion papers / CEPR
12
Insurance / Mathematics & economics
12
Journal of financial econometrics : official journal of the Society for Financial Econometrics
12
Journal of financial economics
12
Risks : open access journal
12
Tinbergen Institute Discussion Paper
12
CREATES research paper
11
European journal of operational research : EJOR
11
Finance and stochastics
11
Journal of mathematical finance
11
Journal of empirical finance
10
Research paper series / Swiss Finance Institute
9
Review of derivatives research
9
The journal of futures markets
9
more ...
less ...
Source
All
ECONIS (ZBW)
1,322
EconStor
42
USB Cologne (business full texts)
1
Showing
1
-
10
of
1,365
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Asymmetric risk and return : evidence from the Australian Stock Exchange
Vo, Minh T.
;
Cohen, Michael
;
Boulter, Terry
- In:
Pacific-Basin finance journal
35
(
2015
)
2
,
pp. 558-573
Persistent link: https://www.econbiz.de/10011543740
Saved in:
2
Return and volatility linkages among G-7 and selected emerging markets
Bhuyan, Rafiq
;
Elian, Mohammad I.
;
Bagnied, Mohsen
; …
- In:
International journal of economics and finance
7
(
2015
)
6
,
pp. 153-165
Persistent link: https://www.econbiz.de/10011335029
Saved in:
3
The HESSIAN method for models with leverage-like effects
Djegnéné, Barnabé
;
McCausland, William J.
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
3
,
pp. 722-755
Persistent link: https://www.econbiz.de/10011339247
Saved in:
4
A triple-threshold leverage stochastic volatility model
Wu, Xin-Yu
;
Zhou, Hai-Lin
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
19
(
2015
)
4
,
pp. 483-500
Persistent link: https://www.econbiz.de/10011339413
Saved in:
5
A new variant of estimation approach to asymmetric stochastic volatility model
Men, Zhongxian
;
Wirjanto, Tony S.
- In:
Quantitative finance and economics
2
(
2018
)
2
,
pp. 325-347
Persistent link: https://www.econbiz.de/10012156644
Saved in:
6
The leverage effect puzzle : the case of European sovereign credit default swap market
Kliber, Agata
- In:
Review of derivatives research
19
(
2016
)
3
,
pp. 217-235
Persistent link: https://www.econbiz.de/10011927969
Saved in:
7
Testing for a unit root in the presence of stochastic volatility and leverage effect
Li, Yong
;
Chong, Terence Tai-Leung
;
Zhang, Jie
- In:
Economic modelling
29
(
2012
)
5
,
pp. 2035-2038
Persistent link: https://www.econbiz.de/10009666985
Saved in:
8
Estimating a semiparametric asymmetric stochastic volatility model with a Dirichlet process mixture
Jensen, Mark J.
;
Maheu, John M.
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 523-538
Persistent link: https://www.econbiz.de/10010256874
Saved in:
9
Approximate pricing formula to capture leverage effect and stochastic volatility of a financial asset
El-Khatib, Youssef
;
Goutte, Stéphane
;
Makumbe, Zororo S.
; …
- In:
Finance research letters
44
(
2022
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014494891
Saved in:
10
The leverage effect puzzle revisited : identification in discrete time
Han, Hyojin
;
Khrapov, Stanislav
;
Renault, Eric
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 230-258
Persistent link: https://www.econbiz.de/10012482760
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...
//-->