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~subject:"Volatilität"
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Valuing Streams of Risky Cash...
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Volatilität
Theorie
625,152
Theory
610,249
USA
45,507
Risk
44,780
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44,329
United States
44,237
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44,051
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Wirtschaftswachstum
13,678
Spieltheorie
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Volatility
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13,250
Economic growth
13,059
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12,994
Time series analysis
12,855
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12,566
Game theory
12,555
Risk management
12,501
CAPM
12,150
Finanzmarkt
11,253
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11,025
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McAleer, Michael
110
Gupta, Rangan
101
Bollerslev, Tim
87
Diebold, Francis X.
67
Andersen, Torben
49
Pierdzioch, Christian
48
Bekaert, Geert
47
Lux, Thomas
47
Koopman, Siem Jan
46
Caporin, Massimiliano
43
Härdle, Wolfgang
41
Asai, Manabu
34
Aizenman, Joshua
33
Caporale, Guglielmo Maria
32
Chang, Chia-Lin
32
Chiarella, Carl
32
Hammoudeh, Shawkat
32
Todorov, Viktor
32
Hautsch, Nikolaus
31
Herwartz, Helmut
30
Andersen, Torben G.
27
Bloom, Nicholas
27
Mensi, Walid
27
Schlag, Christian
27
Bouri, Elie
26
Christiansen, Charlotte
26
Christoffersen, Peter F.
26
Clark, Todd E.
26
Lucas, André
26
Fernández-Villaverde, Jesús
25
Mumtaz, Haroon
25
Aït-Sahalia, Yacine
24
Bauwens, Luc
24
Clements, Adam
24
Giglio, Stefano
24
Hafner, Christian M.
24
Caballero, Ricardo J.
23
Mele, Antonio
23
Tiwari, Aviral Kumar
23
Brandt, Michael W.
22
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National Bureau of Economic Research
212
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
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Svenska Handelshögskolan <Helsinki>
6
Birkbeck College / Department of Economics
5
Institute of Finance and Accounting <London>
5
Instituto Valenciano de Investigaciones Económicas
5
International Monetary Fund
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
4
Federal Reserve Bank of New York
4
Gottfried Wilhelm Leibniz Universität Hannover
4
Institut für Weltwirtschaft
4
The Wharton Financial Institutions Center
4
Centre for Economic Policy Research
3
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
University of Canterbury / Dept. of Economics and Finance
3
World Bank
3
Brown University / Department of Economics
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Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification <Paris>
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 St. Louis
2
Forschungsinstitut zur Zukunft der Arbeit
2
Goethe-Universität Frankfurt am Main
2
Internationaler Währungsfonds / Western Hemisphere Department
2
Judge Institute of Management Studies
2
Kansantaloustieteen Laitos <Tampere>
2
Swiss National Centre of Competence in Research North South <Bern>
2
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Finance research letters
221
NBER working paper series
205
Working paper / National Bureau of Economic Research, Inc.
192
NBER Working Paper
183
Energy economics
173
Journal of banking & finance
147
Journal of econometrics
140
International review of financial analysis
134
The North American journal of economics and finance : a journal of financial economics studies
117
Economic modelling
116
International review of economics & finance : IREF
116
Journal of empirical finance
111
Economics letters
110
Applied economics
102
Journal of financial economics
100
Working paper
98
Discussion paper / Centre for Economic Policy Research
95
Discussion paper / Tinbergen Institute
92
International journal of forecasting
87
Journal of economic dynamics & control
87
International journal of theoretical and applied finance
83
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
82
Journal of international money and finance
80
Mathematical finance : an international journal of mathematics, statistics and financial theory
74
The European journal of finance
72
Applied economics letters
70
The review of financial studies
70
Research in international business and finance
69
Journal of risk and financial management : JRFM
67
Journal of international financial markets, institutions & money
66
Journal of forecasting
62
Quantitative finance
62
Research paper series / Swiss Finance Institute
59
Computational economics
53
Econometric reviews
53
Applied mathematical finance
52
CESifo working papers
51
Journal of financial econometrics : official journal of the Society for Financial Econometrics
51
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
51
The journal of finance : the journal of the American Finance Association
50
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ECONIS (ZBW)
13,273
EconStor
255
USB Cologne (EcoSocSci)
13
USB Cologne (business full texts)
4
OLC EcoSci
3
BASE
1
ArchiDok
1
RePEc
1
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10
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13,551
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1
Superhedging and dynamic
risk
measures under volatility uncertainty
Nutz, Marcel
;
Soner, Halil Mete
-
2010
We consider dynamic sublinear expectations (i.e., time-consistent coherent
risk
measures) whose scenario sets consist …
Persistent link: https://www.econbiz.de/10008797677
Saved in:
2
The international commonality of idiosyncratic variances
Bekaert, Geert
;
Wang, Xue Phyllis
;
Zhang, Xiaoyan
-
2023
Persistent link: https://www.econbiz.de/10014325906
Saved in:
3
A note on a new weighted idiosyncratic
risk
measure
Jan, Yin-Ching
- In:
International journal of financial research
5
(
2014
)
3
,
pp. 194-198
Persistent link: https://www.econbiz.de/10010458525
Saved in:
4
Spot exchange rate volatility, uncertain policies and export investment decision of firms : a mean-variance decision approach
Mukherjee, Subhadip
;
Mukherjee, Soumyatanu
;
Mishra, Tapas
; …
- In:
The European journal of finance
27
(
2021
)
8
,
pp. 752-773
Persistent link: https://www.econbiz.de/10012516131
Saved in:
5
Variance stochastic orders
Gollier, Christian
- In:
Journal of mathematical economics
80
(
2019
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012105651
Saved in:
6
Data-driven distributionally robust CVaR portfolio optimization under a regime-switching ambiguity set
Pun, Chi Seng
;
Wang, Tianyu
;
Yan, Zhenzhen
- In:
Manufacturing & service operations management : M & SOM
25
(
2023
)
5
,
pp. 1779-1795
Persistent link: https://www.econbiz.de/10014383458
Saved in:
7
Evaluating an EGARCH model with fat tails, skewness and leverage in forecasting VaR
Benito Muela, Sonia
- In:
Journal of contemporary management : JMC
4
(
2015
)
3
,
pp. 67-80
Persistent link: https://www.econbiz.de/10011392904
Saved in:
8
Robust analysis for downside
risk
in portfolio management for a volatile stock market
Ayub, Usman
;
Ali Shah, Syed Zulfiqar
;
Abbas, Qaisar
- In:
Economic modelling
44
(
2015
),
pp. 86-96
Persistent link: https://www.econbiz.de/10011326281
Saved in:
9
Optimal commodity asset allocation with a coherent market
risk
modeling
Al Janabi, Marzim A. M.
- In:
Review of financial economics : RFE
21
(
2012
)
3
,
pp. 131-140
Persistent link: https://www.econbiz.de/10009703027
Saved in:
10
FX volatility adjustment for
risk
factors simulation
Kondratyev, Alexei
- In:
Journal / The Capco Institute : journal of financial …
37
(
2013
),
pp. 111-116
Persistent link: https://www.econbiz.de/10010341539
Saved in:
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