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~subject:"Volatilität"
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Volatilität
Theorie
625,555
Theory
610,653
USA
43,128
United States
41,989
Schätzung
29,685
Estimation
28,959
Welt
26,066
World
25,448
Deutschland
24,060
Germany
22,554
Geldpolitik
22,540
Monetary policy
21,812
Portfolio-Management
19,450
Portfolio selection
19,248
Risiko
18,073
Risk
17,871
Mathematische Optimierung
16,948
Mathematical programming
16,843
Insolvenz
15,653
Insolvency
15,228
Prognoseverfahren
14,850
Forecasting model
14,578
Derivat
13,957
Derivative
13,923
Wirtschaftswachstum
13,249
Spieltheorie
12,845
Zeitreihenanalyse
12,795
Economic growth
12,669
Time series analysis
12,420
Game theory
12,125
Börsenkurs
11,749
Share price
11,549
Experiment
11,307
Volatility
11,032
Asymmetrische Information
10,652
Asymmetric information
10,368
Wettbewerb
10,290
Wohlfahrtsanalyse
10,175
Stochastischer Prozess
10,088
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Free
4,398
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2,496
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Book / Working Paper
5,695
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5,601
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5,223
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Sammelwerk
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Conference paper
30
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English
11,021
German
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French
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Spanish
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Italian
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Dutch
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Bollerslev, Tim
76
McAleer, Michael
67
Diebold, Francis X.
63
Andersen, Torben
46
Koopman, Siem Jan
46
Lux, Thomas
46
Härdle, Wolfgang
40
Chiarella, Carl
38
Aizenman, Joshua
33
Caporin, Massimiliano
32
Gupta, Rangan
32
Hautsch, Nikolaus
31
Pierdzioch, Christian
31
Bekaert, Geert
30
Herwartz, Helmut
28
Asai, Manabu
27
Hafner, Christian M.
27
Bauwens, Luc
25
Fernández-Villaverde, Jesús
25
Schlag, Christian
25
Todorov, Viktor
25
Christoffersen, Peter F.
24
Andersen, Torben G.
23
Lucas, André
23
Caballero, Ricardo J.
22
Clark, Todd E.
22
Ghysels, Eric
22
Meddahi, Nour
22
Westerhoff, Frank H.
22
Yu, Jun
22
Aït-Sahalia, Yacine
21
Engle, Robert F.
21
Mittnik, Stefan
21
Benth, Fred Espen
20
Branger, Nicole
20
Chan, Joshua
20
Christensen, Bent Jesper
20
Gonçalves, Sílvia
20
Chang, Chia-Lin
19
Giglio, Stefano
19
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National Bureau of Economic Research
183
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
12
Ekonomiska forskningsinstitutet <Stockholm>
8
European University Institute / Department of Economics
8
Centre for Analytical Finance <Århus>
7
Internationaler Währungsfonds / Research Department
7
Rodney L. White Center for Financial Research
7
Birkbeck College / Department of Economics
5
Institute of Finance and Accounting <London>
5
Instituto Valenciano de Investigaciones Económicas
5
Svenska Handelshögskolan <Helsinki>
5
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
4
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
4
International Monetary Fund
4
School of Accounting, Economics and Finance <Geelong>
4
The Wharton Financial Institutions Center
4
Federal Reserve Bank of San Francisco
3
Federal Reserve System / Division of Research and Statistics
3
Gottfried Wilhelm Leibniz Universität Hannover
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
Federal Reserve Bank of St. Louis
2
Forschungsinstitut zur Zukunft der Arbeit
2
Goethe-Universität Frankfurt am Main
2
Institut für Weltwirtschaft
2
Internationaler Währungsfonds / Western Hemisphere Department
2
Judge Institute of Management Studies
2
Kansantaloustieteen Laitos <Tampere>
2
Umeå Universitet / Institutionen för Nationalekonomi
2
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NBER working paper series
176
Working paper / National Bureau of Economic Research, Inc.
164
NBER Working Paper
155
Journal of econometrics
136
Journal of banking & finance
133
Finance research letters
117
International journal of theoretical and applied finance
106
Energy economics
92
Journal of empirical finance
89
Economics letters
84
The journal of futures markets
84
Economic modelling
83
International review of financial analysis
83
Discussion paper / Centre for Economic Policy Research
82
Discussion paper / Tinbergen Institute
81
International journal of forecasting
79
Journal of economic dynamics & control
78
Mathematical finance : an international journal of mathematics, statistics and financial theory
78
International review of economics & finance : IREF
77
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
76
Journal of financial economics
76
Working paper
76
The European journal of finance
72
Quantitative finance
71
Applied economics
67
Journal of international money and finance
67
Applied mathematical finance
59
The review of financial studies
59
The North American journal of economics and finance : a journal of financial economics studies
57
Applied economics letters
55
Journal of forecasting
55
Econometric reviews
51
Computational economics
49
Research paper series / Swiss Finance Institute
48
Finance and stochastics
46
Journal of financial econometrics : official journal of the Society for Financial Econometrics
46
Journal of risk and financial management : JRFM
45
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
45
The journal of finance : the journal of the American Finance Association
45
Applied financial economics
43
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Source
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ECONIS (ZBW)
11,050
EconStor
232
USB Cologne (EcoSocSci)
10
OLC EcoSci
2
ArchiDok
1
RePEc
1
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1
A multivariate default model with spread and event risk
Mai, Jan-Frederik
;
Olivares, Pablo
;
Schenk, Steffen
; …
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 51-83
Persistent link: https://www.econbiz.de/10010351857
Saved in:
2
The impact of a dealer's failure on OTC derivatives market liquidity during volatile periods
Wall, Larry D.
;
Tallman, Ellis W.
;
Abken, Peter A.
- In:
Research in banking and finance
1
(
2000
),
pp. 177-198
Persistent link: https://www.econbiz.de/10001684612
Saved in:
3
The impact of a dealer's failure on OTC derivatives market liquidity during volatile periods
Wall, Larry D.
;
Tallman, Ellis W.
;
Abken, Peter A.
-
1996
Persistent link: https://www.econbiz.de/10000946462
Saved in:
4
Explaining credit ratings through a perpetual-debt structural model
Barone, Gaia
- In:
The journal of credit risk : published quarterly by …
17
(
2021
)
2
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012671409
Saved in:
5
Exponential Lévy models extended by a jump to default
Yamazaki, Akira
- In:
Applied mathematical finance
20
(
2013
)
3/4
,
pp. 211-228
Persistent link: https://www.econbiz.de/10010187668
Saved in:
6
Stock price default boundary : a Black-Cox model approach
Shi, Yunkun
;
Stasinakis, Charalampos
;
Xu, Yaofei
;
Yan, Cheng
- In:
International review of financial analysis
83
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013455157
Saved in:
7
Uncertain tone, asset volatility and credit default swap spreads
Doshi, Hitesh
;
Patel, Saurin
;
Ramani, Srikanth
;
Sooy, …
- In:
Journal of contemporary accounting & economics
19
(
2023
)
3
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014483031
Saved in:
8
Credit default swaps and firm risk
Lin, Hai
;
Binh Hoang Nguyen
;
Wang, Junbo
;
Zhang, Cheng
- In:
The journal of futures markets
43
(
2023
)
11
,
pp. 1668-1692
Persistent link: https://www.econbiz.de/10014432924
Saved in:
9
Estimation of default risk through Merton's distance to default model : an empirical study of four Indian Public Sector banks
Bendigeri, Raghavendra S.
- In:
International journal of business and globalisation : IJBG
37
(
2024
)
4
,
pp. 535-554
Persistent link: https://www.econbiz.de/10015063989
Saved in:
10
Volume determination in stock and stock index futures markets : an analysis of arbitrage and volatility effects
Merrick, John J.
-
1987
Persistent link: https://www.econbiz.de/10000741962
Saved in:
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