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~subject:"Volatilität"
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Volatilität
Theorie
622,210
Theory
607,123
USA
43,230
United States
41,818
Schätzung
30,280
Estimation
29,456
Welt
25,470
World
24,831
Deutschland
23,903
Geldpolitik
22,271
Germany
22,088
Monetary policy
21,553
Portfolio-Management
18,726
Portfolio selection
18,522
Risiko
17,327
Risk
17,124
Mathematische Optimierung
16,735
Mathematical programming
16,630
Prognoseverfahren
13,928
Wirtschaftswachstum
13,701
Forecasting model
13,660
Economic growth
13,084
Spieltheorie
12,769
Zeitreihenanalyse
12,717
Time series analysis
12,341
Game theory
12,051
Experiment
11,912
Ethnische Gruppe
11,055
Börsenkurs
11,008
Share price
10,811
Asymmetrische Information
10,564
Ethnic group
10,501
Asymmetric information
10,279
Wettbewerb
10,257
Schätztheorie
10,209
Wohlfahrtsanalyse
10,156
Welfare analysis
9,983
Competition
9,898
EU-Staaten
9,843
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All
Free
3,999
Undetermined
2,084
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All
Book / Working Paper
5,261
Article
4,760
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All
Article in journal
4,416
Aufsatz in Zeitschrift
4,416
Working Paper
2,453
Graue Literatur
2,379
Non-commercial literature
2,379
Arbeitspapier
2,232
Hochschulschrift
357
Aufsatz im Buch
317
Book section
317
Thesis
296
Collection of articles written by one author
91
Sammlung
91
Collection of articles of several authors
53
Sammelwerk
53
Bibliografie enthalten
43
Bibliography included
43
Conference paper
26
Konferenzbeitrag
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Aufsatzsammlung
23
Systematic review
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Übersichtsarbeit
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19
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17
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12
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8
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8
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7
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6
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5
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3
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2
Elektronischer Datenträger als Beilage
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1
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English
9,770
German
203
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
38
Aizenman, Joshua
33
Chiarella, Carl
32
Gupta, Rangan
32
Caporin, Massimiliano
31
Hautsch, Nikolaus
31
Bekaert, Geert
30
Pierdzioch, Christian
30
Asai, Manabu
27
Herwartz, Helmut
27
Fernández-Villaverde, Jesús
25
Schlag, Christian
25
Todorov, Viktor
25
Hafner, Christian M.
24
Andersen, Torben G.
23
Christoffersen, Peter F.
23
Lucas, André
23
Clark, Todd E.
22
Ghysels, Eric
22
Meddahi, Nour
22
Yu, Jun
22
Caballero, Ricardo J.
21
Mittnik, Stefan
21
Westerhoff, Frank H.
21
Aït-Sahalia, Yacine
20
Bauwens, Luc
20
Engle, Robert F.
20
Gonçalves, Sílvia
20
Chan, Joshua
19
Dijk, Dick van
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
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
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
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
131
Journal of banking & finance
109
Finance research letters
89
Journal of empirical finance
84
Economics letters
83
Discussion paper / Tinbergen Institute
79
Discussion paper / Centre for Economic Policy Research
78
Economic modelling
78
International journal of forecasting
77
International journal of theoretical and applied finance
76
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
72
Mathematical finance : an international journal of mathematics, statistics and financial theory
72
Journal of financial economics
71
Journal of economic dynamics & control
70
International review of financial analysis
66
Journal of international money and finance
66
Working paper
66
International review of economics & finance : IREF
59
The European journal of finance
59
Energy economics
58
Applied economics
57
The review of financial studies
57
Journal of forecasting
55
Econometric reviews
53
Quantitative finance
50
Applied economics letters
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
Computational economics
45
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
45
Applied mathematical finance
44
Research paper series / Swiss Finance Institute
44
The journal of finance : the journal of the American Finance Association
43
Finance and stochastics
42
The journal of futures markets
42
Journal of monetary economics
40
CREATES research paper
39
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Source
All
ECONIS (ZBW)
9,785
EconStor
229
USB Cologne (EcoSocSci)
4
ArchiDok
1
OLC EcoSci
1
RePEc
1
Showing
1
-
10
of
10,021
Sort
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articles prioritized
date (newest first)
date (oldest first)
1
Generalized method of integrated moments for high-frequency data
Li, Jia
;
Xiu, Dacheng
- In:
Econometrica : journal of the Econometric Society, an …
84
(
2016
)
4
,
pp. 1613-1633
Persistent link: https://www.econbiz.de/10011611168
Saved in:
2
Volatility puzzles : a unified framework for gauging return-volatility regressions
Bollerslev, Tim
;
Zhou, Hao
-
2003
Persistent link: https://www.econbiz.de/10001787397
Saved in:
3
A mind is a terrible thing to change : confirmation
bias
in financial markets
Pouget, Sébastien
;
Villeneuve, Stéphane
-
2012
Persistent link: https://www.econbiz.de/10009578840
Saved in:
4
Forecasting volatility with the realized range in the presence of noise and non-trading
Bannouh, Karim
;
Martens, Martin
;
Dijk, Dick van
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 535-551
Persistent link: https://www.econbiz.de/10010370495
Saved in:
5
Small sample properties of GARCH estimates and persistence
Hwang, Soosung
;
Pereira, Pedro L. Valls
- In:
The European journal of finance
12
(
2006
)
6/7
,
pp. 473-494
Persistent link: https://www.econbiz.de/10003382813
Saved in:
6
Volatility puzzles: a simple framework for gauging return-volatility regressions
Bollerslev, Tim
;
Zhou, Hao
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 123-150
Persistent link: https://www.econbiz.de/10003298567
Saved in:
7
The
bias
in black-scholes/black implied volatility : an analysis of equity and energy markets
Doran, James S.
;
Ronn, Ehud I.
- In:
Review of derivatives research
8
(
2005
)
3
,
pp. 177-198
Persistent link: https://www.econbiz.de/10003408021
Saved in:
8
Topics on high-frequency financial econometrics : measuring and forecasting volatility
Christensen, Kim
-
2007
Persistent link: https://www.econbiz.de/10003596774
Saved in:
9
A comparison of biased simulation schemes for stochastic volatility models
Lord, Roger
;
Koekkoek, Remmert
;
Dijk, Dick van
-
2006
Persistent link: https://www.econbiz.de/10003332143
Saved in:
10
The Fu (2009) Positive Relation between Idiosyncratic Volatility and Expected Returns Is Due to Look-Ahead
Bias
Park, Seongkyu
;
Wei, K. C. John
;
Zhang, Linti
-
2020
look-ahead
bias
, we re-estimate expected idiosyncratic volatility using information only up to time t - 1. We find no …
Persistent link: https://www.econbiz.de/10012846905
Saved in:
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