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Volatilität
Theorie
181
Theory
180
Capital income
147
Kapitaleinkommen
147
Volatility
118
Börsenkurs
107
Share price
107
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105
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101
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39
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39
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39
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37
Risk premium
36
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35
Risk management
33
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29
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49
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English
114
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Engle, Robert F.
72
Bali, Turan G.
41
Cakici, Nusret
10
Ang, Andrew
7
Gallo, Giampiero M.
6
Kane, Alex
6
Noh, Jaesun
6
An, Byeong-Je
5
De Nard, Gianluca
5
Ledoit, Olivier
5
Wolf, Michael
5
Demirtas, K. Ozgur
4
Ghysels, Eric
4
Lee, Gary G. J.
4
Murray, Scott
4
Ng, Victor K.
4
Atilgan, Yigit
3
Burns, Patrick
3
Diebold, Francis X.
3
Fleming, Michael J.
3
Karagozoglu, Ahmet K.
3
Mezrich, Joseph
3
Neftci, Salih N.
3
Rangel, Jose Gonzalo
3
Rosenberg, Joshua V.
3
Sheppard, Kevin
3
Alan, Nazli Sila
2
Bai, Jennie
2
Cappiello, Lorenzo
2
Conrad, Christian
2
Figlewski, Stephen
2
Hansen, Martin Klint
2
Hovakimian, Armen
2
Ito, Takatoshi
2
Itō, Takatoshi
2
Jondeau, Eric
2
Kelly, Bryan T.
2
Lunde, Asger
2
Nguyen, Giang H.
2
Rockinger, Michael
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National Bureau of Economic Research
7
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1
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Discussion paper / Department of Economics, University of California San Diego
12
NBER working paper series
7
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7
The journal of futures markets
5
NBER Working Paper
4
Journal of econometrics
3
Journal of financial and quantitative analysis : JFQA
3
Journal of financial economics
3
Management science : journal of the Institute for Operations Research and the Management Sciences
3
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3
Georgetown McDonough School of Business Research Paper
2
Journal of banking & finance
2
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2
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2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
NYU Stern School of Business
2
Review of finance : journal of the European Finance Association
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
The journal of finance : the journal of the American Finance Association
2
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2
The review of economics and statistics
2
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Advanced texts in econometrics
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Economics letters
1
Forecasting volatility in the financial markets
1
HKUST Business School Research Paper
1
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1
Journal of applied econometrics
1
Journal of economic dynamics & control
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Journal of risk
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Netspar Discussion Paper
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ECONIS (ZBW)
115
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1
Volatility and time series econometrics : essays in honor of Robert Engle
Bollerslev, Tim
(
ed.
);
Engle, Robert F.
(
honouree
); …
-
2010
-
1. publ.
Persistent link: https://www.econbiz.de/10003861657
Saved in:
2
The Nobel memorial prize for Robert Engle
Diebold, Francis X.
(
contributor
);
Engle, Robert F.
(
honouree
)
-
2004
Persistent link: https://www.econbiz.de/10003229527
Saved in:
3
Zeitabhängige Volatilität und instationäre Zeitreihen : zum Nobelpreis an Robert F. Engle und Clive W. J. Granger
Hassler, Uwe
- In:
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
83
(
2003
)
12
,
pp. 811-816
Persistent link: https://www.econbiz.de/10001858207
Saved in:
4
An extreme value approach to estimating interest-rate volatility: pricing implications for interest-rate options
Bali, Turan G.
- In:
Management science : journal of the Institute for …
53
(
2007
)
2
,
pp. 323-339
Persistent link: https://www.econbiz.de/10003435740
Saved in:
5
An extreme value approach to estimating volatility and value at risk
Bali, Turan G.
- In:
The journal of business : B
76
(
2003
)
1
,
pp. 83-108
Persistent link: https://www.econbiz.de/10001743598
Saved in:
6
Testing the empirical performance of stochastic volatility models of the short-term interest rate
Bali, Turan G.
- In:
Journal of financial and quantitative analysis : JFQA
35
(
2000
)
2
,
pp. 191-215
Persistent link: https://www.econbiz.de/10001510057
Saved in:
7
An empirical comparison of continuous time models of the short term interest rate
Bali, Turan G.
- In:
The journal of futures markets
19
(
1999
)
7
,
pp. 777-797
Persistent link: https://www.econbiz.de/10001443351
Saved in:
8
Modeling the conditional mean and variance of the short rate using diffusion, GARCH, and moving average models
Bali, Turan G.
- In:
The journal of futures markets
20
(
2000
)
8
,
pp. 717-751
Persistent link: https://www.econbiz.de/10001523755
Saved in:
9
The generalized extreme value distribution
Bali, Turan G.
- In:
Economics letters
79
(
2003
)
3
,
pp. 423-427
Persistent link: https://www.econbiz.de/10001755303
Saved in:
10
A model-independent measure of aggregate idiosyncratic risk
Bali, Turan G.
;
Cakici, Nusret
;
Levy, Haim
- In:
Journal of empirical finance
15
(
2008
)
5
,
pp. 878-896
Persistent link: https://www.econbiz.de/10003776398
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