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~subject:"Volatilität"
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Volatilität
Theorie
623,156
Theory
608,258
Experiment
43,767
USA
41,901
United States
40,815
Schätzung
29,178
Estimation
28,463
Welt
24,681
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23,013
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21,636
Germany
21,624
Portfolio-Management
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Portfolio selection
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Spieltheorie
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Risiko
17,789
Risk
17,668
Game theory
17,481
Mathematische Optimierung
16,918
Mathematical programming
16,813
Prognoseverfahren
14,807
Forecasting model
14,540
Wirtschaftswachstum
13,194
Zeitreihenanalyse
12,821
Economic growth
12,596
Time series analysis
12,443
Konsumentenverhalten
11,915
Consumer behaviour
11,767
Börsenkurs
11,179
Asymmetrische Information
11,113
Share price
10,981
Wettbewerb
10,976
Asymmetric information
10,810
Competition
10,663
Wohlfahrtsanalyse
10,224
Welfare analysis
10,052
Volatility
10,035
Schätztheorie
9,926
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Free
4,099
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Book / Working Paper
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4,950
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Collection of articles written by one author
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French
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Bollerslev, Tim
79
Diebold, Francis X.
63
McAleer, Michael
63
Andersen, Torben
46
Koopman, Siem Jan
46
Lux, Thomas
46
Härdle, Wolfgang
38
Aizenman, Joshua
33
Chiarella, Carl
33
Gupta, Rangan
32
Hautsch, Nikolaus
32
Caporin, Massimiliano
31
Bekaert, Geert
30
Pierdzioch, Christian
30
Herwartz, Helmut
28
Asai, Manabu
27
Fernández-Villaverde, Jesús
25
Hafner, Christian M.
25
Schlag, Christian
25
Todorov, Viktor
25
Christoffersen, Peter F.
24
Andersen, Torben G.
23
Lucas, André
23
Caballero, Ricardo J.
22
Clark, Todd E.
22
Ghysels, Eric
22
Meddahi, Nour
22
Westerhoff, Frank H.
22
Yu, Jun
22
Aït-Sahalia, Yacine
21
Mittnik, Stefan
21
Bauwens, Luc
20
Engle, Robert F.
20
Gonçalves, Sílvia
20
Renault, Eric
20
Chan, Joshua
19
Giglio, Stefano
19
Li, Kai
19
Liesenfeld, Roman
19
Lütkepohl, Helmut
19
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National Bureau of Economic Research
181
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
12
Ekonomiska forskningsinstitutet <Stockholm>
8
European University Institute / Department of Economics
8
Centre for Analytical Finance <Århus>
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
Svenska Handelshögskolan <Helsinki>
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
4
Instituto Valenciano de Investigaciones Económicas
4
The Wharton Financial Institutions Center
4
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
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
3
Springer Fachmedien Wiesbaden
3
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
3
World Bank
3
Brown University / Department of Economics
2
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification <Paris>
2
Centre for Economic Policy Research
2
Centre for Growth and Business Cycle Research <Manchester>
2
Christian-Albrechts-Universität zu Kiel
2
Danmarks Nationalbank
2
Deutsche Börse AG
2
Econometrisch Instituut <Rotterdam>
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
International Monetary Fund
2
Internationaler Währungsfonds / Western Hemisphere Department
2
Judge Institute of Management Studies
2
Kansantaloustieteen Laitos <Tampere>
2
Umeå Universitet / Institutionen för Nationalekonomi
2
University of British Columbia / Finance Division
2
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NBER working paper series
174
Working paper / National Bureau of Economic Research, Inc.
162
NBER Working Paper
156
Journal of econometrics
126
Journal of banking & finance
113
International journal of theoretical and applied finance
94
Finance research letters
93
Economics letters
83
Journal of empirical finance
83
Discussion paper / Tinbergen Institute
79
Discussion paper / Centre for Economic Policy Research
78
Economic modelling
77
International journal of forecasting
77
Mathematical finance : an international journal of mathematics, statistics and financial theory
76
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
73
Journal of economic dynamics & control
73
Journal of financial economics
72
Working paper
69
Journal of international money and finance
65
Energy economics
63
International review of financial analysis
63
Applied economics
61
International review of economics & finance : IREF
61
Quantitative finance
60
The European journal of finance
60
Journal of forecasting
59
The review of financial studies
58
Applied mathematical finance
55
Computational economics
52
Econometric reviews
51
Applied economics letters
49
Research paper series / Swiss Finance Institute
47
Journal of financial econometrics : official journal of the Society for Financial Econometrics
46
The North American journal of economics and finance : a journal of financial economics studies
46
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
45
The journal of finance : the journal of the American Finance Association
44
Finance and stochastics
43
The journal of futures markets
43
CREATES research paper
40
Journal of monetary economics
40
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ECONIS (ZBW)
10,048
EconStor
231
USB Cologne (EcoSocSci)
4
USB Cologne (business full texts)
1
ArchiDok
1
OLC EcoSci
1
RePEc
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1
Recurrent conditional heteroskedasticity
Trong-Nghia Nguyen
;
Minh-Ngoc Tran
;
Kohn, Robert
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 1031-1054
Persistent link: https://www.econbiz.de/10013464647
Saved in:
2
A neural network with shared dynamics for multi‐step prediction of value‐at‐risk and volatility
Baştürk, Nalan
;
Schotman, Peter C.
;
Schyns, Hugo
-
2022
Persistent link: https://www.econbiz.de/10013539142
Saved in:
3
Verteilungsprognose für den Deutschen Aktienindex : Einsatz neuronaler Netze
Baun, Susanne
-
1997
Persistent link: https://www.econbiz.de/10000956636
Saved in:
4
Support vector regression based GARCH model with application to forecasting volatility of financial returns
Chen, Shiyi
(
contributor
);
Jeong, Kiho
(
contributor
); …
-
2008
30, 2005. The
experiment
shows that, under both varying and fixed forecasting schemes, the SVR-based GARCH outperforms …
Persistent link: https://www.econbiz.de/10003636113
Saved in:
5
Identifizierung, Visualisierung und Analyse der Volatilitätsoberflächen von DAX-Optionen mit neuronalen Netzen
Koserski, Jan
-
2006
Persistent link: https://www.econbiz.de/10003158758
Saved in:
6
An empirical study of volatility predictions: stock market analysis using neural networks
Fong, Bernard
;
Fong, A. C. M.
;
Hong, G. Y.
;
Wong, Louisa
- In:
Internet and network economics : first international …
,
(pp. 473-480)
.
2005
Persistent link: https://www.econbiz.de/10003276778
Saved in:
7
Forecasting volatility with support vector machine-based GARCH model
Shiyi, Chen
;
Härdle, Wolfgang
;
Jeong, Kiho
- In:
Journal of forecasting
29
(
2010
)
4
,
pp. 406-433
Persistent link: https://www.econbiz.de/10003989791
Saved in:
8
Modelling and trading the realised volatility of the FTSE100 futures with higher order neural networks
Sermpinis, Georgios
;
Laws, Jason
;
Dunis, Christian
- In:
The European journal of finance
19
(
2013
)
3/4
,
pp. 165-179
Persistent link: https://www.econbiz.de/10010243662
Saved in:
9
Modelling volatility and forecasting of exchange rate of British pound sterling and Indian rupee
Gupta, Sanjeev
;
Kashyap, Sachin
- In:
Journal of modelling in management
11
(
2016
)
2
,
pp. 389-404
Persistent link: https://www.econbiz.de/10011529491
Saved in:
10
Behavioral models of the foreign exchange market : is there any empirical content?
Barroso, João Barata Ribeiro Blanco
-
2014
Persistent link: https://www.econbiz.de/10010471996
Saved in:
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