Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic 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
Some results of moments of unc...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatilität
Risk
59,738
Risiko
59,411
Theorie
44,343
Theory
43,563
Schätztheorie
40,126
Estimation theory
39,496
Risikomanagement
12,456
Risk management
12,315
Schätzung
11,713
Estimation
11,530
Entscheidung unter Unsicherheit
10,858
Decision under uncertainty
10,829
Statistische Verteilung
8,757
Statistical distribution
8,547
Portfolio-Management
8,360
Portfolio selection
8,305
Zeitreihenanalyse
7,708
Time series analysis
7,614
Wahrscheinlichkeitsrechnung
6,746
Probability theory
6,465
Volatility
6,001
Regressionsanalyse
5,683
Regression analysis
5,660
Kapitaleinkommen
5,337
USA
5,332
Capital income
5,326
United States
5,104
Welt
5,101
Prognoseverfahren
5,094
Forecasting model
5,039
World
5,034
risk
4,565
Börsenkurs
4,550
Share price
4,502
Nichtparametrisches Verfahren
4,238
Nonparametric statistics
4,135
Stochastischer Prozess
4,073
Stochastic process
4,000
Risikomaß
3,998
more ...
less ...
Online availability
All
Free
2,382
Undetermined
2,217
CC license
164
Type of publication
All
Article
3,620
Book / Working Paper
2,415
Type of publication (narrower categories)
All
Article in journal
3,470
Aufsatz in Zeitschrift
3,470
Working Paper
1,069
Graue Literatur
1,053
Non-commercial literature
1,053
Arbeitspapier
1,014
Aufsatz im Buch
140
Book section
140
Hochschulschrift
71
Thesis
49
Collection of articles written by one author
19
Conference paper
19
Konferenzbeitrag
19
Sammlung
19
Aufsatzsammlung
15
Collection of articles of several authors
14
Sammelwerk
14
Forschungsbericht
7
Systematic review
7
Übersichtsarbeit
7
Konferenzschrift
6
Bibliografie enthalten
5
Bibliography included
5
Conference proceedings
2
Handbook
2
Handbuch
2
Amtsdruckschrift
1
Article
1
Dissertation u.a. Prüfungsschriften
1
Government document
1
Lehrbuch
1
Reprint
1
Textbook
1
more ...
less ...
Language
All
English
6,003
German
28
French
5
Author
All
Gupta, Rangan
112
Koopman, Siem Jan
36
Todorov, Viktor
35
Andersen, Torben
34
Bollerslev, Tim
34
Bouri, Elie
31
Pierdzioch, Christian
29
Bloom, Nicholas
28
McAleer, Michael
28
Diebold, Francis X.
26
Lucas, André
26
Bekaert, Geert
25
Kumar, Dilip
24
Li, Jia
21
Salisu, Afees A.
21
Caporin, Massimiliano
20
Ma, Feng
20
Fabozzi, Frank J.
18
Härdle, Wolfgang
18
Mumtaz, Haroon
18
Tauchen, George Eugene
18
Brandt, Michael W.
17
Demirer, Rıza
17
Linton, Oliver
17
Maheswaran, S.
17
Giglio, Stefano
16
Li, Yingying
16
Mykland, Per A.
16
Asai, Manabu
15
Carriero, Andrea
15
Christiansen, Charlotte
15
Fernández-Villaverde, Jesús
15
Lux, Thomas
15
Marcellino, Massimiliano
15
Rubio-Ramírez, Juan Francisco
15
Bartram, Söhnke M.
14
Caporale, Guglielmo Maria
14
Chang, Chia-Lin
14
Clark, Todd E.
14
Ghysels, Eric
14
more ...
less ...
Institution
All
National Bureau of Economic Research
69
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
9
Birkbeck College / Department of Economics
4
Rodney L. White Center for Financial Research
4
European Central Bank
3
Federal Reserve Bank of New York
3
Gottfried Wilhelm Leibniz Universität Hannover
3
Ekonomiska forskningsinstitutet <Stockholm>
2
European University Institute / Department of Economics
2
Federal Reserve System / Board of Governors
2
Banque de France / Direction des Etudes Economiques et de la Recherche
1
Centre for Analytical Finance <Århus>
1
Centre for Growth and Business Cycle Research <Manchester>
1
Chambre de commerce et d'industrie de Paris
1
Cornell University / Cornell Food and Nutrition Policy Program
1
Econometrisch Instituut <Rotterdam>
1
European Stability Mechanism
1
Federal Reserve Bank of Cleveland
1
Federal Reserve Bank of St. Louis
1
Goethe-Universität Frankfurt am Main
1
Goethe-Universität Frankfurt am Main / Fachbereich Wirtschaftswissenschaften
1
HFDF <1, 1995, Zürich>
1
HFDF <2, 1998, Zürich>
1
Harvard Institute for International Development
1
Hong Kong Institute for Monetary and Financial Research
1
Institut für Weltwirtschaft
1
International Monetary Fund
1
Leibniz-Institut für Agrarentwicklung in Transformationsökonomien
1
Leibniz-Institut für Ost- und Südosteuropaforschung
1
School of Economics <Bundoora, Victoria> / Department of Economics
1
Springer Fachmedien Wiesbaden
1
Svenska Handelshögskolan <Helsinki>
1
Technische Universität Dresden
1
The Wharton Financial Institutions Center
1
University of Canterbury / Dept. of Economics and Finance
1
University of Chicago / Graduate School of Business
1
University of Chicago / Graduate School of Business / Department of Economics
1
University of Exeter / Department of Economics
1
Universität Mannheim
1
Universität Trier
1
more ...
less ...
Published in...
All
Finance research letters
162
Journal of econometrics
162
Energy economics
108
Economic modelling
73
International review of financial analysis
73
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
72
International review of economics & finance : IREF
71
The North American journal of economics and finance : a journal of financial economics studies
68
Economics letters
67
NBER working paper series
64
Journal of empirical finance
61
NBER Working Paper
61
Applied economics
59
Discussion paper / Tinbergen Institute
58
Working paper
53
Journal of banking & finance
52
Quantitative finance
46
Journal of financial economics
43
Journal of risk and financial management : JRFM
43
Research in international business and finance
43
Working paper / National Bureau of Economic Research, Inc.
43
International journal of theoretical and applied finance
42
International journal of forecasting
40
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
38
Department of Economics working paper series
35
Computational economics
34
Journal of international financial markets, institutions & money
33
Applied economics letters
32
Journal of financial econometrics : official journal of the Society for Financial Econometrics
32
Journal of forecasting
31
Journal of economic dynamics & control
30
Risks : open access journal
30
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
28
CREATES research paper
27
Econometric reviews
27
Pacific-Basin finance journal
26
The European journal of finance
26
Econometrics : open access journal
25
International journal of finance & economics : IJFE
25
Journal of financial econometrics
25
more ...
less ...
Source
All
ECONIS (ZBW)
5,975
EconStor
56
USB Cologne (EcoSocSci)
2
BASE
1
OLC EcoSci
1
Showing
1
-
10
of
6,035
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Firms' subjective uncertainty and forecast errors
Morikawa, Masayuki
-
2019
Persistent link: https://www.econbiz.de/10012134681
Saved in:
2
Dynamic probabilistic forecasting with uncertainty
Benth, Fred Espen
;
Kutrolli, Gleda
;
Stefani, Silvana
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012807773
Saved in:
3
Bayesian estimation of stochastic tail index from high-frequency financial data
Doğan, Osman
;
Taṣpınar, Süleyman
;
Bera, Anil K.
- In:
Empirical economics : a quarterly journal of the …
61
(
2021
)
5
,
pp. 2685-2711
Persistent link: https://www.econbiz.de/10012664628
Saved in:
4
Analysis of stochastic PDEs arising from large portfolios of stochastic volatility models
Kolliopoulos, Nikolaos
-
2018
Persistent link: https://www.econbiz.de/10012386950
Saved in:
5
Moment-implied densities : properties and applications
Ghysels, Eric
;
Wang, Fangfang
- In:
Journal of business & economic statistics : JBES ; a …
32
(
2014
)
1
,
pp. 88-111
Persistent link: https://www.econbiz.de/10010380476
Saved in:
6
Value at
Risk
Serrano Bautista, Ramona
;
Mata Mata, Leovardo
- In:
EconoQuantum : Revista de Economía y Negocios
17
(
2020
)
2
,
pp. 81-98
Persistent link: https://www.econbiz.de/10012617079
Saved in:
7
Estimating and testing skewness in a stochastic volatility model
Lee, Cheol Woo
;
Kang, Kyu Ho
- In:
Journal of empirical finance
72
(
2023
),
pp. 445-467
Persistent link: https://www.econbiz.de/10014476881
Saved in:
8
GARCH models, tail indexes and error distributions : an empirical investigation
Šopov, Boril
;
Horváth, Roman
-
2015
underestimate the tail
risk
. By contrast, the GARCH models with Student's t conditional distributions capture the tail shape more …
Persistent link: https://www.econbiz.de/10010529886
Saved in:
9
GARCH models, tail indexes and error distributions : an empirical investigation
Horváth, Roman
;
Šopov, Boril
- In:
The North American journal of economics and finance : a …
37
(
2016
),
pp. 1-15
Persistent link: https://www.econbiz.de/10011672845
Saved in:
10
Nonparametric tail
risk
, stock returns and the macroeconomy
Almeida, Caio
;
Ardison, Kym
;
Garcia, René
;
Vicente, …
-
2016
Persistent link: https://www.econbiz.de/10011458735
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...
