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~subject:"Volatilität"
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Volatilität
Theorie
629,509
Theory
614,607
Schätzung
131,340
Estimation
125,208
USA
56,049
United States
54,203
Volatility
41,137
Welt
40,144
World
38,916
Deutschland
36,679
Germany
33,630
Geldpolitik
27,530
Monetary policy
26,622
Börsenkurs
23,286
Share price
22,901
Portfolio-Management
22,460
Portfolio selection
22,208
Risiko
21,635
Risk
21,426
Wirtschaftswachstum
21,293
Economic growth
20,473
Prognoseverfahren
20,049
Forecasting model
19,645
Kapitaleinkommen
18,346
Capital income
18,280
Zeitreihenanalyse
17,879
Mathematische Optimierung
17,671
Mathematical programming
17,562
Time series analysis
17,383
Stochastischer Prozess
17,318
Stochastic process
16,872
EU-Staaten
15,998
Schätztheorie
15,715
EU countries
15,305
Estimation theory
15,295
Wirkungsanalyse
13,963
Impact assessment
13,598
Konjunktur
13,466
Business cycle
13,059
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Free
15,777
Undetermined
10,553
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Article
22,765
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18,102
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1
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Article in journal
21,446
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7,616
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7,225
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7,225
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6,974
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1,207
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1,207
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658
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514
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175
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175
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75
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54
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21
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40,071
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573
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9
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5
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4
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McAleer, Michael
299
Gupta, Rangan
248
Caporale, Guglielmo Maria
180
Bollerslev, Tim
146
Bouri, Elie
116
Chang, Chia-Lin
114
Pierdzioch, Christian
114
Diebold, Francis X.
110
Spagnolo, Nicola
99
Andersen, Torben
98
Aizenman, Joshua
96
Ma, Feng
94
Härdle, Wolfgang
86
Bekaert, Geert
81
Koopman, Siem Jan
81
Hautsch, Nikolaus
75
Bahmani-Oskooee, Mohsen
74
Hammoudeh, Shawkat
74
Engle, Robert F.
72
Tiwari, Aviral Kumar
71
Todorov, Viktor
70
Caporin, Massimiliano
68
McMillan, David G.
68
Buch, Claudia M.
67
Lux, Thomas
66
Asai, Manabu
64
Kočenda, Evžen
63
Chiarella, Carl
61
Corbet, Shaen
60
Lucey, Brian M.
60
Kang, Sang Hoon
58
Wohar, Mark E.
58
Gil-Alaña, Luis A.
57
Caballero, Ricardo J.
55
Mensi, Walid
54
Christoffersen, Peter F.
53
Fernández-Villaverde, Jesús
53
Clements, Adam
52
Salisu, Afees A.
52
Mumtaz, Haroon
51
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National Bureau of Economic Research
501
Institut für Schweizerisches Bankwesen <Zürich>
49
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
28
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
21
Centre for Analytical Finance <Århus>
19
World Bank
18
International Monetary Fund
17
National Centre of Competence in Research North South <Bern>
17
Federal Reserve Bank of St. Louis
13
Svenska Handelshögskolan <Helsinki>
12
European University Institute / Department of Economics
11
Internationaler Währungsfonds / Research Department
11
University of Canterbury / Dept. of Economics and Finance
11
Centre for Growth and Business Cycle Research <Manchester>
10
Ekonomiska forskningsinstitutet <Stockholm>
10
Institut für Weltwirtschaft
10
Swiss National Centre of Competence in Research North South <Bern>
10
Chambre de commerce et d'industrie de Paris
9
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
9
Federal Reserve Bank of New York
8
Rodney L. White Center for Financial Research
8
Instituto Valenciano de Investigaciones Económicas
7
Federal Reserve Bank of San Francisco
6
Gottfried Wilhelm Leibniz Universität Hannover
6
Institute of Finance and Accounting <London>
6
Universität <Münster, Westfalen> / Lehrstuhl für Betriebswirtschaftslehre, insbesondere Finanzierung
6
Birkbeck College / Department of Economics
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
Federal Reserve System / Division of Research and Statistics
5
Massachusetts Institute of Technology / Department of Economics
5
National Centre of Competence in Research - Financial Valuation and Risk Management
5
The Wharton Financial Institutions Center
5
Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
4
Center for Economic Research <Tilburg>
4
Econometrisch Instituut <Rotterdam>
4
Europäische Kommission / Generaldirektion Wissenschaft, Forschung und Entwicklung
4
Federal Reserve System / Board of Governors
4
Inter-American Development Bank / Office of the Chief Economist
4
Nuffield College
4
School of Accounting, Economics and Finance <Geelong>
4
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Energy economics
650
Finance research letters
616
NBER working paper series
489
Working paper / National Bureau of Economic Research, Inc.
467
International review of financial analysis
419
NBER Working Paper
418
Applied economics
384
Journal of banking & finance
374
International review of economics & finance : IREF
367
The journal of futures markets
360
Economic modelling
339
Journal of econometrics
333
The North American journal of economics and finance : a journal of financial economics studies
324
Research in international business and finance
290
Applied economics letters
265
Applied financial economics
265
Journal of empirical finance
264
Working paper
260
Economics letters
257
International journal of theoretical and applied finance
245
Discussion paper / Centre for Economic Policy Research
240
Journal of international financial markets, institutions & money
240
Journal of international money and finance
232
Journal of risk and financial management : JRFM
197
Discussion paper / Tinbergen Institute
196
Quantitative finance
194
Journal of financial economics
191
Pacific-Basin finance journal
176
CESifo working papers
172
International Journal of Energy Economics and Policy : IJEEP
169
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
169
The European journal of finance
160
IMF working papers
158
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
157
International journal of finance & economics : IJFE
151
Journal of economic dynamics & control
151
International journal of forecasting
145
Journal of forecasting
131
The review of financial studies
126
Computational economics
122
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All
ECONIS (ZBW)
39,881
EconStor
681
USB Cologne (business full texts)
152
USB Cologne (EcoSocSci)
129
OLC EcoSci
11
BASE
6
RePEc
5
ArchiDok
3
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1
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1
Common factors of commodity prices
Delle Chiaie, Simona
;
Ferrara, Laurent
;
Giannone, Domenico
- In:
Journal of applied econometrics
37
(
2022
)
3
,
pp. 461-476
Persistent link: https://www.econbiz.de/10013186690
Saved in:
2
Commodity prices in empirical research
Carpantier, Jean-François
-
2020
Persistent link: https://www.econbiz.de/10012243908
Saved in:
3
Portfolio speculation and commodity price
volatility
in a stochastic storage model
Vercammen, James Alfred
;
Doroudian, Ali
- In:
American journal of agricultural economics
96
(
2014
)
2
,
pp. 517-532
Persistent link: https://www.econbiz.de/10010411908
Saved in:
4
Time-Variations in Commodity Price Jumps
Diewald, Laszlo
-
2019
, i.e. exhibits seasonality. We propose a stochastic
volatility
jump-diffusion model to capture this seasonal variation …
Persistent link: https://www.econbiz.de/10012905261
Saved in:
5
Time-variations in commodity price jumps
Diewald, Laszlo
;
Prokopczuk, Marcel
;
Wese Simen, Chardin
- In:
Journal of empirical finance
31
(
2015
),
pp. 72-84
Persistent link: https://www.econbiz.de/10011489343
Saved in:
6
Does futures speculation destabilize spot prices? : new evidence for commodity markets
Bohl, Martin T.
;
Stephan, Patrick Maurice
- In:
Journal of agricultural and applied economics
45
(
2013
)
4
,
pp. 595-616
Persistent link: https://www.econbiz.de/10010207641
Saved in:
7
Oil commodity returns and macroeconomic factors : a time-varying approach
Schalck, Christophe
;
Chenavaz, Régis
- In:
Research in international business and finance
33
(
2015
),
pp. 290-303
Persistent link: https://www.econbiz.de/10011325859
Saved in:
8
The macroeconomic response to real and financial factors, commodity prices, and monetary policy : International evidence
Siklos, Pierre L.
- In:
Economic systems
45
(
2021
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10012798128
Saved in:
9
Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 557-579
Persistent link: https://www.econbiz.de/10011499761
Saved in:
10
A dynamic model of hedging and speculation in the commodity futures markets
Cifarelli, Giulio
;
Paladino, Giovanna
- In:
Journal of financial markets
25
(
2015
),
pp. 1-15
Persistent link: https://www.econbiz.de/10011477250
Saved in:
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