//--> //--> //--> //-->
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
Expected utility without full...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatilität
Theorie
730,902
Theory
715,992
Schätzung
34,294
Estimation
33,580
Welt
33,571
World
32,963
USA
31,526
United States
30,179
Risiko
25,758
Risk
25,562
Geldpolitik
24,210
Deutschland
23,605
Monetary policy
23,408
Portfolio-Management
22,470
Portfolio selection
22,270
Germany
22,177
Mathematische Optimierung
19,567
Mathematical programming
19,459
Prognoseverfahren
16,977
Forecasting model
16,717
Wirtschaftswachstum
16,640
Economic growth
15,974
Zeitreihenanalyse
14,067
Time series analysis
13,692
Börsenkurs
13,677
Share price
13,472
Konsumentenverhalten
12,782
Experiment
12,645
Spieltheorie
12,637
Consumer behaviour
12,635
Einkommensverteilung
12,271
Innovation
11,946
Game theory
11,903
Income distribution
11,897
Asymmetrische Information
11,737
Finanzmarkt
11,537
Volatility
11,476
Asymmetric information
11,451
Financial market
11,335
more ...
less ...
Online availability
All
Free
4,882
Undetermined
2,528
CC license
187
Type of publication
All
Book / Working Paper
6,132
Article
5,601
Type of publication (narrower categories)
All
Article in journal
5,172
Aufsatz in Zeitschrift
5,172
Working Paper
2,655
Graue Literatur
2,561
Non-commercial literature
2,561
Arbeitspapier
2,434
Hochschulschrift
360
Aufsatz im Buch
355
Book section
355
Thesis
294
Collection of articles written by one author
88
Sammlung
88
Collection of articles of several authors
57
Sammelwerk
57
Bibliografie enthalten
43
Bibliography included
43
Aufsatzsammlung
31
Conference paper
24
Konferenzbeitrag
24
Systematic review
22
Übersichtsarbeit
22
Forschungsbericht
21
Konferenzschrift
18
Rezension
15
Amtsdruckschrift
11
Government document
11
Conference proceedings
8
Lehrbuch
8
Textbook
8
Article
7
Reprint
6
Handbook
5
Handbuch
5
Bibliografie
3
Accompanied by computer file
2
Elektronischer Datenträger als Beilage
2
Glossar enthalten
2
Glossary included
2
CD-ROM, DVD
1
Case study
1
more ...
less ...
Language
All
English
11,480
German
205
French
26
Spanish
16
Italian
5
Polish
2
Portuguese
2
Czech
1
Hungarian
1
Dutch
1
Norwegian
1
Chinese
1
more ...
less ...
Author
All
Bollerslev, Tim
84
Diebold, Francis X.
73
Andersen, Torben
63
McAleer, Michael
58
Lux, Thomas
48
Härdle, Wolfgang
47
Koopman, Siem Jan
47
Caporin, Massimiliano
44
Bekaert, Geert
41
Gupta, Rangan
36
Chiarella, Carl
34
Hautsch, Nikolaus
34
Pierdzioch, Christian
34
Aizenman, Joshua
32
Aït-Sahalia, Yacine
29
Westerhoff, Frank H.
29
Christoffersen, Peter F.
28
Asai, Manabu
27
Todorov, Viktor
27
Lucas, André
25
Rose, Andrew
25
Schlag, Christian
25
Ghysels, Eric
24
Herwartz, Helmut
24
Meddahi, Nour
24
Yu, Jun
24
Chan, Joshua
23
Hafner, Christian M.
23
Lustig, Hanno
23
Campbell, John Y.
22
Dijk, Dick van
22
Engel, Charles
22
He, Xue-zhong
22
Li, Kai
22
Lunde, Asger
22
Brandt, Michael W.
21
Engle, Robert F.
21
Gonçalves, Sílvia
21
Guerrón-Quintana, Pablo A.
21
Bauwens, Luc
20
more ...
less ...
Institution
All
National Bureau of Economic Research
193
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
12
Ekonomiska forskningsinstitutet <Stockholm>
9
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
European Central Bank
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
Gottfried Wilhelm Leibniz Universität Hannover
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
Christian-Albrechts-Universität zu Kiel / Institut für Weltwirtschaft
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
Internationaler Währungsfonds / Western Hemisphere Department
2
Kansantaloustieteen Laitos <Tampere>
2
Umeå Universitet / Institutionen för Nationalekonomi
2
University of British Columbia / Finance Division
2
University of Chicago / Graduate School of Business
2
more ...
less ...
Published in...
All
NBER working paper series
188
Working paper / National Bureau of Economic Research, Inc.
170
NBER Working Paper
163
Journal of econometrics
134
Finance research letters
121
Journal of banking & finance
107
Economic modelling
98
Energy economics
93
Journal of financial economics
90
Economics letters
89
International review of economics & finance : IREF
83
Discussion paper / Tinbergen Institute
81
Applied economics
79
Journal of empirical finance
79
Discussion paper / Centre for Economic Policy Research
78
International journal of theoretical and applied finance
74
Journal of international money and finance
74
International journal of forecasting
73
Journal of economic dynamics & control
73
Mathematical finance : an international journal of mathematics, statistics and financial theory
73
Working paper
73
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
70
International review of financial analysis
67
The North American journal of economics and finance : a journal of financial economics studies
66
The European journal of finance
64
Journal of forecasting
62
Quantitative finance
61
The review of financial studies
58
Applied economics letters
53
Computational economics
53
Research paper series / Swiss Finance Institute
52
The journal of futures markets
49
Finance and stochastics
47
Journal of monetary economics
47
The journal of finance : the journal of the American Finance Association
47
Econometric reviews
46
Journal of financial econometrics : official journal of the Society for Financial Econometrics
46
CREATES research paper
44
Journal of international financial markets, institutions & money
44
IMF working papers
43
more ...
less ...
Source
All
ECONIS (ZBW)
11,497
EconStor
229
USB Cologne (EcoSocSci)
4
ArchiDok
1
OLC EcoSci
1
RePEc
1
Showing
1
-
10
of
11,733
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Recursive utility, endogenous growth, and the welfare cost of volatility
Epaulard, Anne
;
Pommeret, Aude
-
2001
Persistent link: https://www.econbiz.de/10001568768
Saved in:
2
Recursive utility, endogenous growth, and the welfare cost of volatility
Epaulard, Anne
;
Pommeret, Aude
- In:
Review of economic dynamics
6
(
2003
)
3
,
pp. 672-684
Persistent link: https://www.econbiz.de/10001777514
Saved in:
3
Forecast evaluation in the presence of unobserved volatility
Christodoulakis, George A.
;
Satchell, Stephen
- In:
Econometric reviews
23
(
2004
)
3
,
pp. 175-198
Persistent link: https://www.econbiz.de/10002263007
Saved in:
4
The SEV-SV model : applications in portfolio optimization
Escobar, Marcos
;
Fan, Weili
- In:
Risks : open access journal
11
(
2023
)
2
,
pp. 1-34
within expected utility
theory
(EUT) for incomplete markets, producing closed-form representations for the optimal strategy …
Persistent link: https://www.econbiz.de/10014234313
Saved in:
5
A polynomial-affine approximation for dynamic portfolio choice
Zhu, Yichen
;
Escobar, Marcos
;
Davison, Matt
- In:
Computational economics
62
(
2023
)
3
,
pp. 1177-1213
Persistent link: https://www.econbiz.de/10014382894
Saved in:
6
Utility maximization in affine stochastic volatility models
Kallsen, Jan
;
Muhle-Karbe, Johannes
- In:
International journal of theoretical and applied finance
13
(
2010
)
3
,
pp. 459-477
Persistent link: https://www.econbiz.de/10008904356
Saved in:
7
Heterogeneous beliefs and the cross-section of asset returns
He, Xue-zhong
;
Shi, Lei
-
2012
Persistent link: https://www.econbiz.de/10009564462
Saved in:
8
Central bank swaps and joint exchange rate interventions rescued global finance in 1982 - 85, again in 2006 - 09 : historical, laboratory and theoretical evidence for a single currency
Pope, Robin
;
Selten, Reinhard
- In:
Stabilising an unequal economy? : public debt, …
,
(pp. 245-277)
.
2011
Persistent link: https://www.econbiz.de/10009426393
Saved in:
9
Einfluss subjektiver Erwartungen auf endogene Wertpapierpreise in Ökonomien überlappender Generationen
Deutscher, Nicole
-
2003
Persistent link: https://www.econbiz.de/10003402362
Saved in:
10
A representative agent asset pricing model with heterogeneous beliefs and recursive utility
Suzuki, Masataka
- In:
International review of economics & finance : IREF
45
(
2016
),
pp. 298-315
Persistent link: https://www.econbiz.de/10011626381
Saved in:
1
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->