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~subject:"Volatilität"
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Volatilität
Schätzung
131,184
Estimation
125,052
Theorie
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Theory
55,098
Börsenkurs
52,662
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51,139
Volatility
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19,031
Germany
17,027
Portfolio-Management
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Portfolio selection
12,939
Risikoprämie
12,460
Risk premium
12,328
Prognoseverfahren
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Forecasting model
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Wirtschaftswachstum
9,642
Economic growth
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Risk
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Risiko
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Zeitreihenanalyse
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EU-Staaten
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Wirkungsanalyse
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Wechselkurs
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Time series analysis
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Impact assessment
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Exchange rate
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Anlageverhalten
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Geldpolitik
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McAleer, Michael
299
Gupta, Rangan
247
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
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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
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International Monetary Fund
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National Centre of Competence in Research North South <Bern>
17
Federal Reserve Bank of St. Louis
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Svenska Handelshögskolan <Helsinki>
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European University Institute / Department of Economics
11
Internationaler Währungsfonds / Research Department
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University of Canterbury / Dept. of Economics and Finance
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Centre for Growth and Business Cycle Research <Manchester>
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Ekonomiska forskningsinstitutet <Stockholm>
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Institut für Weltwirtschaft
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Swiss National Centre of Competence in Research North South <Bern>
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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
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Federal Reserve Bank of San Francisco
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Gottfried Wilhelm Leibniz Universität Hannover
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Institute of Finance and Accounting <London>
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Universität <Münster, Westfalen> / Lehrstuhl für Betriebswirtschaftslehre, insbesondere Finanzierung
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Birkbeck College / Department of Economics
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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
325
Research in international business and finance
290
Applied financial economics
265
Applied economics letters
264
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
CESifo working papers
172
Pacific-Basin finance journal
171
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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ECONIS (ZBW)
39,827
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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date (oldest first)
1
Breaking bad trends
Goulding, Christian L.
;
Harvey, Campbell R.
;
Mazzoleni, …
- In:
Financial analysts journal : FAJ
80
(
2024
)
1
,
pp. 84-98
Persistent link: https://www.econbiz.de/10014576152
Saved in:
2
A Note on the Interrelation of
Volatility
Puzzle, Equity Premium Puzzle, and Mean Reversion through State Dependent Preferences
Choi, SungSup
-
2014
dependent preference structure where the state dependency is related to the business cycle. In this setting the
volatility
…
Persistent link: https://www.econbiz.de/10013061116
Saved in:
3
Betting on Mean Reversion in the VIX? Evidence From the Revealed Preferences of Investors
Nielsen, Ole Linnemann
-
2020
We evaluate the ability of different asset pricing models to explain the
flows
into VIX ETPs with long
volatility
…
Persistent link: https://www.econbiz.de/10012842630
Saved in:
4
A threshold model for local
volatility
: evidence of leverage and mean reversion effects on historical data
Lejay, Antoine
;
Pigato, Paolo
- In:
International journal of theoretical and applied finance
22
(
2019
)
4
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012030906
Saved in:
5
The economic value of VIX ETPs
Christensen, Kim
;
Christiansen, Charlotte
;
Posselt, …
- In:
Journal of empirical finance
58
(
2020
),
pp. 121-138
Persistent link: https://www.econbiz.de/10012430667
Saved in:
6
Correlated cashflow shocks, asset prices, and the term structure of equity
Hasler, Michael
;
Khapko, Mariana
- In:
Management science : journal of the Institute for …
69
(
2023
)
9
,
pp. 5560-5577
Persistent link: https://www.econbiz.de/10014392946
Saved in:
7
House prices, expectations, and time-varying fundamentals
Gelain, Paolo
;
Lansing, Kevin J.
- In:
Journal of empirical finance
29
(
2014
),
pp. 3-25
Persistent link: https://www.econbiz.de/10011300508
Saved in:
8
Conditional equity risk premia and realized variance jump risk
Wang, Zhanglong
;
Wang, Kent
;
Pan, Zheyao
- In:
Australian journal of management
40
(
2015
)
2
,
pp. 295-317
Persistent link: https://www.econbiz.de/10011342801
Saved in:
9
Country-specific idiosyncratic risk and global equity index returns
Hueng, C. James
;
Yau, Ruey
- In:
International review of economics & finance : IREF
25
(
2013
),
pp. 326-337
Persistent link: https://www.econbiz.de/10009693293
Saved in:
10
Idiosyncratic risk and expected returns in frontier markets : evidence from GCC
Bley, Jorg
;
Saad, Mohsen M.
- In:
Journal of international financial markets, …
22
(
2012
)
3
,
pp. 538-554
Persistent link: https://www.econbiz.de/10009623547
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