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~subject:"Volatilität"
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Volatilität
Theorie
730,902
Theory
715,992
Schätzung
35,515
Estimation
34,745
Welt
33,959
World
33,335
USA
32,334
United States
30,962
Risiko
25,627
Risk
25,416
Geldpolitik
24,370
Deutschland
23,920
Monetary policy
23,560
Portfolio-Management
22,667
Portfolio selection
22,462
Germany
22,459
Mathematische Optimierung
19,633
Mathematical programming
19,526
Prognoseverfahren
17,840
Forecasting model
17,541
Wirtschaftswachstum
16,750
Economic growth
16,075
Zeitreihenanalyse
14,516
Time series analysis
14,121
Börsenkurs
13,813
Share price
13,609
Konsumentenverhalten
13,089
Experiment
12,990
Consumer behaviour
12,940
Spieltheorie
12,688
Einkommensverteilung
12,372
Innovation
12,008
Income distribution
11,993
Game theory
11,959
Asymmetrische Information
11,771
Volatility
11,710
Schätztheorie
11,633
Finanzmarkt
11,623
Asymmetric information
11,484
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Free
4,980
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2,595
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190
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5,725
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German
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French
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Bollerslev, Tim
86
McAleer, Michael
74
Diebold, Francis X.
73
Andersen, Torben
68
Caporin, Massimiliano
49
Härdle, Wolfgang
48
Lux, Thomas
48
Koopman, Siem Jan
47
Bekaert, Geert
41
Gupta, Rangan
37
Chiarella, Carl
34
Hautsch, Nikolaus
34
Pierdzioch, Christian
34
Aizenman, Joshua
32
Asai, Manabu
31
Aït-Sahalia, Yacine
30
Todorov, Viktor
30
Westerhoff, Frank H.
29
Christoffersen, Peter F.
28
Chan, Joshua
27
Dijk, Dick van
25
Lucas, André
25
Rose, Andrew
25
Schlag, Christian
25
Ghysels, Eric
24
Herwartz, Helmut
24
Lunde, Asger
24
Meddahi, Nour
24
Yu, Jun
24
Hafner, Christian M.
23
Lustig, Hanno
23
Campbell, John Y.
22
Engel, Charles
22
Engle, Robert F.
22
Guerrón-Quintana, Pablo A.
22
He, Xue-zhong
22
Li, Kai
22
Brandt, Michael W.
21
Branger, Nicole
21
Gallo, Giampiero M.
21
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National Bureau of Economic Research
195
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
12
Ekonomiska forskningsinstitutet <Stockholm>
9
Centre for Analytical Finance <Århus>
8
European University Institute / Department of Economics
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
International Monetary Fund
5
Svenska Handelshögskolan <Helsinki>
5
Centre for Economic Policy Research
4
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
4
European Central Bank
4
The Wharton Financial Institutions Center
4
Chambre de commerce et d'industrie de Paris
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
Gottfried Wilhelm Leibniz Universität Hannover
3
Instituto Valenciano de Investigaciones Económicas
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
Brown University / Department of Economics
2
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
Christian-Albrechts-Universität zu Kiel / Institut für Weltwirtschaft
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
Internationaler Währungsfonds / Western Hemisphere Department
2
Kansantaloustieteen Laitos <Tampere>
2
Umeå Universitet / Institutionen för Nationalekonomi
2
University of British Columbia / Finance Division
2
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NBER working paper series
190
Working paper / National Bureau of Economic Research, Inc.
170
NBER Working Paper
164
Journal of econometrics
147
Finance research letters
123
Journal of banking & finance
109
Economic modelling
101
Energy economics
96
Journal of financial economics
90
Economics letters
89
International review of economics & finance : IREF
83
Discussion paper / Tinbergen Institute
81
Applied economics
80
Journal of empirical finance
80
Working paper
79
Discussion paper / Centre for Economic Policy Research
78
International journal of forecasting
76
International journal of theoretical and applied finance
75
Journal of economic dynamics & control
74
Journal of international money and finance
74
Mathematical finance : an international journal of mathematics, statistics and financial theory
73
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
71
International review of financial analysis
70
The North American journal of economics and finance : a journal of financial economics studies
68
Quantitative finance
65
The European journal of finance
64
Journal of forecasting
63
The review of financial studies
58
Computational economics
54
Econometric reviews
54
Applied economics letters
53
The journal of futures markets
53
CREATES research paper
52
Research paper series / Swiss Finance Institute
51
Journal of financial econometrics : official journal of the Society for Financial Econometrics
48
Journal of monetary economics
47
The journal of finance : the journal of the American Finance Association
47
Finance and stochastics
46
Journal of international financial markets, institutions & money
44
IMF working papers
43
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ECONIS (ZBW)
11,730
EconStor
231
USB Cologne (EcoSocSci)
4
USB Cologne (business full texts)
1
ArchiDok
1
OLC EcoSci
1
RePEc
1
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1
Forecasting Bitcoin realized volatility by exploiting measurement error under model uncertainty
Qiu, Yue
;
Wang, Zongrun
;
Xie, Tian
;
Zhang, Xinyu
- In:
Journal of empirical finance
62
(
2021
),
pp. 179-201
Persistent link: https://www.econbiz.de/10012693338
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
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:
4
Time-Varying Realized GARCH Models for Tracking Measurement Error
Bias
in Volatility Forecasting
Gerlach, Richard H.
-
2020
This paper proposes novel approaches to the modeling of attenuation
bias
effects in volatility forecasting. Our …
Persistent link: https://www.econbiz.de/10012839665
Saved in:
5
Time-varying parameters realized GARCH models for tracking attenuation
bias
in volatility dynamics
Gerlach, Richard
;
Naimoli, Antonio
;
Storti, Giuseppe
- In:
Quantitative finance
20
(
2020
)
11
,
pp. 1849-1878
Persistent link: https://www.econbiz.de/10012295647
Saved in:
6
What is fractional integration?
Parke, William R.
- In:
The review of economics and statistics
81
(
1999
)
4
,
pp. 632-638
Persistent link: https://www.econbiz.de/10001437380
Saved in:
7
Measurement error in general equilibrium : the aggregate effects of noisy economic indicators
Bomfim, Antúlio N.
-
1999
Persistent link: https://www.econbiz.de/10001437923
Saved in:
8
Effects of volatile asset prices on balance of payments and international investment position data
Committeri, Marco
-
2000
Persistent link: https://www.econbiz.de/10001554773
Saved in:
9
Volatility cones and their sampling properties
Hodges, Stewart D.
;
Tompkins, Robert G.
- In:
The journal of derivatives : the official publication …
10
(
2002
)
1
,
pp. 27-42
Persistent link: https://www.econbiz.de/10001718685
Saved in:
10
On the errors and comparison of Vega estimation methods
Chung, San-lin
;
Shackleton, Mark B.
- In:
The journal of futures markets
25
(
2005
)
1
,
pp. 21-38
Persistent link: https://www.econbiz.de/10002528175
Saved in:
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