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~subject:"Volatilität"
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Volatilität
Theorie
622,522
Theory
607,435
USA
42,819
United States
41,681
Schätzung
33,789
Estimation
32,983
Zeitreihenanalyse
29,602
Time series analysis
28,513
Welt
26,720
World
26,088
Deutschland
23,134
Geldpolitik
22,767
Monetary policy
22,027
Germany
21,687
Portfolio-Management
19,353
Portfolio selection
19,147
Risiko
17,664
Risk
17,456
Mathematische Optimierung
17,297
Mathematical programming
17,190
Stochastischer Prozess
17,086
Stochastic process
16,644
Prognoseverfahren
16,639
Forecasting model
16,297
Wirtschaftswachstum
16,106
Economic growth
15,477
Schätztheorie
14,638
Estimation theory
14,236
Volatility
13,606
Spieltheorie
12,874
EU-Staaten
12,561
Börsenkurs
12,237
EU countries
12,211
Game theory
12,153
Share price
12,018
Experiment
11,405
Wirtschaftliche Konvergenz
11,388
Economic convergence
11,343
Asymmetrische Information
10,535
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Free
5,490
Undetermined
3,372
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Article
7,126
Book / Working Paper
6,766
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Article in journal
6,699
Aufsatz in Zeitschrift
6,699
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3,069
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2,966
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2,819
Hochschulschrift
402
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Sammelwerk
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Bibliography included
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7
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English
13,616
German
226
French
28
Spanish
16
Italian
5
Czech
2
Polish
2
Portuguese
2
Hungarian
1
Dutch
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Norwegian
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Author
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McAleer, Michael
121
Bollerslev, Tim
94
Diebold, Francis X.
70
Koopman, Siem Jan
69
Andersen, Torben
68
Gupta, Rangan
58
Lux, Thomas
58
Caporale, Guglielmo Maria
57
Härdle, Wolfgang
52
Todorov, Viktor
50
Asai, Manabu
49
Chiarella, Carl
47
Caporin, Massimiliano
45
Hautsch, Nikolaus
40
Fernández-Villaverde, Jesús
37
Gil-Alaña, Luis A.
36
Hafner, Christian M.
36
Cui, Zhenyu
35
Pierdzioch, Christian
35
Christoffersen, Peter F.
34
Aizenman, Joshua
33
Chan, Joshua
33
Lucas, André
33
Herwartz, Helmut
32
Tauchen, George Eugene
32
Bekaert, Geert
31
Andersen, Torben G.
30
Mumtaz, Haroon
30
Clark, Todd E.
29
Christensen, Bent Jesper
28
Hansen, Peter Reinhard
28
Platen, Eckhard
28
Rodriguez, Gabriel
28
Shephard, Neil G.
28
Yu, Jun
28
Aït-Sahalia, Yacine
27
Bos, Charles S.
27
Nielsen, Morten Ørregaard
27
Schlag, Christian
27
Barndorff-Nielsen, Ole E.
26
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National Bureau of Economic Research
196
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
19
Centre for Analytical Finance <Århus>
12
Ekonomiska forskningsinstitutet <Stockholm>
8
European University Institute / Department of Economics
8
Rodney L. White Center for Financial Research
7
Centre for Growth and Business Cycle Research <Manchester>
6
Internationaler Währungsfonds / Research Department
6
Birkbeck College / Department of Economics
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
Institute of Finance and Accounting <London>
5
Svenska Handelshögskolan <Helsinki>
5
Chambre de commerce et d'industrie de Paris
4
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
4
Econometrisch Instituut <Rotterdam>
4
Instituto Valenciano de Investigaciones Económicas
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
Nuffield College
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
2
Business Information Centre <Toronto>
2
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification <Paris>
2
Centre for Economic Policy Research
2
Centre for Quantitative Economics & Computing
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
Institut für Weltwirtschaft
2
International Center for Financial Asset Management and Engineering
2
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Published in...
All
Journal of econometrics
237
NBER working paper series
188
International journal of theoretical and applied finance
181
Working paper / National Bureau of Economic Research, Inc.
169
NBER Working Paper
167
Journal of banking & finance
142
Finance research letters
136
Energy economics
131
Discussion paper / Tinbergen Institute
130
Quantitative finance
129
Economic modelling
117
Journal of empirical finance
116
Economics letters
113
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
112
Journal of economic dynamics & control
106
Applied economics
95
International journal of forecasting
94
Working paper
93
International review of financial analysis
90
Mathematical finance : an international journal of mathematics, statistics and financial theory
90
Journal of financial economics
89
The North American journal of economics and finance : a journal of financial economics studies
89
Applied mathematical finance
88
International review of economics & finance : IREF
86
Computational economics
83
Discussion paper / Centre for Economic Policy Research
82
Econometric reviews
80
Journal of international money and finance
73
The European journal of finance
73
Journal of financial econometrics : official journal of the Society for Financial Econometrics
72
Journal of forecasting
70
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
69
The journal of futures markets
69
Journal of risk and financial management : JRFM
68
Finance and stochastics
66
Applied economics letters
64
CREATES research paper
64
Research paper series / Swiss Finance Institute
64
The journal of computational finance
61
The review of financial studies
61
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Source
All
ECONIS (ZBW)
13,620
EconStor
259
USB Cologne (EcoSocSci)
8
USB Cologne (business full texts)
2
ArchiDok
1
OLC EcoSci
1
RePEc
1
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Showing
1
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10
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13,892
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date (newest first)
date (oldest first)
1
The econometric modelling of financial time series
Mills, Terence C.
-
1994
-
Reprinted
Persistent link: https://www.econbiz.de/10000905318
Saved in:
2
Modeling long-memory stochastic volatility
DeLima, Pedro J. F.
;
Breidt, F. Jay
;
Crato, Nuno
-
1994
Persistent link: https://www.econbiz.de/10000908766
Saved in:
3
Pricing options under generalised GARCH and stochastic volatility processes
Ritchken, Peter H.
;
Trevor, Robert G.
-
1997
Persistent link: https://www.econbiz.de/10000978436
Saved in:
4
Forecasting variance using stochastic volatility and GARCH
Hansson, Björn A.
;
Hördahl, Peter
-
1998
Persistent link: https://www.econbiz.de/10000981021
Saved in:
5
Nonlinear risk
Chauvet, Marcelle
;
Potter, Simon M.
-
1999
Persistent link: https://www.econbiz.de/10001398325
Saved in:
6
A new estimator of the fractionally integrated stochastic volatility model
Wright, Jonathan H.
- In:
Economics letters
63
(
1999
)
3
,
pp. 295-303
Persistent link: https://www.econbiz.de/10001398938
Saved in:
7
Stochastic volatility in interest rates and nonlinearity in velocity
Barnett, William A.
-
1996
Persistent link: https://www.econbiz.de/10001328762
Saved in:
8
Pricing options under generalized GARCH and stochastic volatility processes
Ritchken, Peter
;
Trevor, Rob
- In:
The journal of finance : the journal of the American …
54
(
1999
)
1
,
pp. 377-402
Persistent link: https://www.econbiz.de/10001355222
Saved in:
9
Processes of normal inverse Gaussian type
Barndorff-Nielsen, Ole E.
- In:
Finance and stochastics
2
(
1998
)
1
,
pp. 41-68
Persistent link: https://www.econbiz.de/10001230156
Saved in:
10
A maximum likelihood approach for non-Gaussian stochastic volatility models
Fridman, Moshe
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
3
,
pp. 284-291
Persistent link: https://www.econbiz.de/10001246512
Saved in:
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