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~subject:"Volatilität"
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Subject
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Volatilität
Theorie
628,175
Theory
613,273
USA
40,684
United States
39,595
Schätzung
29,046
Estimation
28,335
Welt
24,957
Mathematische Optimierung
24,763
Mathematical programming
24,718
World
24,348
Geldpolitik
22,464
Deutschland
22,425
Monetary policy
21,735
Germany
21,049
Portfolio-Management
19,352
Portfolio selection
19,148
Risiko
17,712
Risk
17,502
Prognoseverfahren
13,912
Forecasting model
13,649
Wirtschaftswachstum
13,318
Spieltheorie
13,065
Zeitreihenanalyse
12,817
Economic growth
12,703
Time series analysis
12,433
Game theory
12,323
Experiment
11,296
Börsenkurs
11,039
Share price
10,841
Asymmetrische Information
10,617
Asymmetric information
10,335
Wettbewerb
10,308
Stochastischer Prozess
10,280
Wohlfahrtsanalyse
10,191
Welfare analysis
10,019
Stochastic process
9,986
Competition
9,952
Schätztheorie
9,926
Volatility
9,886
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Online availability
All
Free
4,072
Undetermined
2,132
Type of publication
All
Book / Working Paper
5,326
Article
4,814
Type of publication (narrower categories)
All
Article in journal
4,460
Aufsatz in Zeitschrift
4,460
Working Paper
2,489
Graue Literatur
2,409
Non-commercial literature
2,409
Arbeitspapier
2,268
Hochschulschrift
361
Aufsatz im Buch
323
Book section
323
Thesis
298
Collection of articles written by one author
90
Sammlung
90
Collection of articles of several authors
58
Sammelwerk
58
Bibliografie enthalten
43
Bibliography included
43
Aufsatzsammlung
27
Conference paper
27
Konferenzbeitrag
27
Systematic review
22
Übersichtsarbeit
22
Forschungsbericht
20
Konferenzschrift
19
Lehrbuch
12
Amtsdruckschrift
11
Government document
11
Textbook
11
Conference proceedings
8
Rezension
8
Article
7
Reprint
6
Handbook
5
Handbuch
5
Bibliografie
3
Glossar enthalten
3
Glossary included
3
Accompanied by computer file
2
Elektronischer Datenträger als Beilage
2
CD-ROM, DVD
1
Case study
1
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Language
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English
9,887
German
205
French
26
Spanish
16
Italian
5
Polish
2
Portuguese
2
Czech
1
Hungarian
1
Dutch
1
Norwegian
1
Chinese
1
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Author
All
Bollerslev, Tim
76
Diebold, Francis X.
63
McAleer, Michael
57
Andersen, Torben
46
Koopman, Siem Jan
46
Lux, Thomas
46
Härdle, Wolfgang
39
Aizenman, Joshua
33
Chiarella, Carl
32
Gupta, Rangan
32
Caporin, Massimiliano
31
Hautsch, Nikolaus
31
Pierdzioch, Christian
31
Bekaert, Geert
30
Asai, Manabu
27
Herwartz, Helmut
27
Schlag, Christian
26
Fernández-Villaverde, Jesús
25
Hafner, Christian M.
25
Todorov, Viktor
25
Andersen, Torben G.
23
Christoffersen, Peter F.
23
Clark, Todd E.
23
Lucas, André
23
Caballero, Ricardo J.
22
Ghysels, Eric
22
Meddahi, Nour
22
Westerhoff, Frank H.
22
Yu, Jun
22
Bauwens, Luc
21
Mittnik, Stefan
21
Aït-Sahalia, Yacine
20
Chan, Joshua
20
Engle, Robert F.
20
Gonçalves, Sílvia
20
Carriero, Andrea
19
Giglio, Stefano
19
Li, Kai
19
Liesenfeld, Roman
19
Lütkepohl, Helmut
19
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Institution
All
National Bureau of Economic Research
180
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
International Monetary Fund
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
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
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
University of Exeter / Department of Economics
2
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Published in...
All
NBER working paper series
173
Working paper / National Bureau of Economic Research, Inc.
161
NBER Working Paper
155
Journal of econometrics
127
Journal of banking & finance
109
Finance research letters
97
Economics letters
84
Journal of empirical finance
82
Discussion paper / Tinbergen Institute
80
Discussion paper / Centre for Economic Policy Research
78
Economic modelling
76
International journal of forecasting
76
International journal of theoretical and applied finance
76
Journal of financial economics
76
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
75
Mathematical finance : an international journal of mathematics, statistics and financial theory
74
Journal of economic dynamics & control
71
Working paper
69
Journal of international money and finance
65
Energy economics
62
International review of financial analysis
60
The European journal of finance
59
Applied economics
58
International review of economics & finance : IREF
58
The review of financial studies
58
Journal of forecasting
55
Quantitative finance
53
Econometric reviews
51
Computational economics
48
Applied economics letters
47
The North American journal of economics and finance : a journal of financial economics studies
47
Applied mathematical finance
45
Journal of financial econometrics : official journal of the Society for Financial Econometrics
45
Research paper series / Swiss Finance Institute
44
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
44
Finance and stochastics
43
The journal of finance : the journal of the American Finance Association
43
Journal of monetary economics
42
IMF working papers
40
The journal of futures markets
40
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Source
All
ECONIS (ZBW)
9,904
EconStor
229
USB Cologne (EcoSocSci)
4
ArchiDok
1
OLC EcoSci
1
RePEc
1
Showing
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1
Applied quantitative finance
Härdle, Wolfgang
(
ed.
);
Hautsch, Nikolaus
(
ed.
); …
-
2009
-
2. ed.
Persistent link: https://www.econbiz.de/10003719524
Saved in:
2
Time change, volatility, and turbulence
Barndorff-Nielsen, Ole E.
;
Schmiegel, Jürgen
- In:
Mathematical control theory and finance
,
(pp. 29-53)
.
2008
Persistent link: https://www.econbiz.de/10003755554
Saved in:
3
Regular variation and smile asymptotics
Benaim, S.
;
Friz, P.
- In:
Mathematical finance : an international journal of …
19
(
2009
)
1
,
pp. 1-12
Persistent link: https://www.econbiz.de/10003818197
Saved in:
4
An explicitly solvable multi-scale stochastic volatility model : option pricing and calibration problems
Fatone, Lorella
;
Mariani, Francesca
;
Recchioni, Maria …
- In:
The journal of futures markets
29
(
2009
)
9
,
pp. 862-893
Persistent link: https://www.econbiz.de/10003900928
Saved in:
5
Local well-posedness of Musiela's SPDE with Lévy noise
Marinelli, Carlo
- In:
Mathematical finance : an international journal of …
20
(
2010
)
3
,
pp. 341-363
Persistent link: https://www.econbiz.de/10008665088
Saved in:
6
Minimizing the probability of lifetime ruin under stochastic volatility
Bayraktar, Erhan
;
Hu, Xueying
;
Young, Virginia R.
- In:
Insurance / Mathematics & economics
49
(
2011
)
2
,
pp. 194-206
Persistent link: https://www.econbiz.de/10009242040
Saved in:
7
Size distortion in the analysis of volatility and covolatility effects
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Uncertainty analysis in econometrics with applications …
,
(pp. 91-118)
.
2013
Persistent link: https://www.econbiz.de/10009711160
Saved in:
8
Über einige Modellklassen für kontinuierliche Zeitreihen und deren Anwendung in der
Finanzmathematik
Surulescu, Nicolae Mircea
-
2010
Persistent link: https://www.econbiz.de/10008935502
Saved in:
9
Stochastic clock and financial markets
Geman, Hélyette
-
2009
Persistent link: https://www.econbiz.de/10003827081
Saved in:
10
Stochastic clock and financial markets
Geman, Hélyette
- In:
Aspects of mathematical finance
,
(pp. 37-52)
.
2008
Persistent link: https://www.econbiz.de/10003653396
Saved in:
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