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~subject:"Volatilität"
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Volatilität
Theorie
628,150
Theory
613,248
Deutschland
455,966
Germany
239,169
Schätzung
131,177
Estimation
125,045
USA
63,930
United States
59,976
Welt
41,905
World
40,252
Schätztheorie
36,156
Estimation theory
35,529
Geldpolitik
29,224
Monetary policy
27,208
EU-Staaten
24,222
Wirtschaftswachstum
23,270
EU countries
23,098
Großbritannien
21,953
Portfolio-Management
21,849
Portfolio selection
21,578
Economic growth
21,253
Risiko
21,036
Risk
20,600
Zeitreihenanalyse
20,177
Prognoseverfahren
19,792
Time series analysis
19,630
Forecasting model
19,318
Börsenkurs
18,994
United Kingdom
18,561
Share price
18,539
Wirkungsanalyse
18,370
Impact assessment
17,465
Mathematische Optimierung
17,454
Mathematical programming
17,346
Volatility
17,203
Konjunktur
16,784
Innovation
16,383
Kapitaleinkommen
15,155
Capital income
15,100
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Free
6,879
Undetermined
4,520
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Article
9,419
Book / Working Paper
8,191
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Article in journal
8,875
Aufsatz in Zeitschrift
8,875
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3,954
Graue Literatur
3,730
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3,730
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3,583
Aufsatz im Buch
508
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Hochschulschrift
444
Thesis
359
Collection of articles written by one author
109
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67
Sammelwerk
67
Conference paper
49
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Bibliography included
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English
17,228
German
328
French
30
Spanish
16
Italian
7
Undetermined
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Polish
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Portuguese
2
Czech
1
Hungarian
1
Dutch
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Norwegian
1
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Author
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McAleer, Michael
131
Bollerslev, Tim
108
Gupta, Rangan
108
Diebold, Francis X.
78
Pierdzioch, Christian
74
Koopman, Siem Jan
71
Caporale, Guglielmo Maria
69
Andersen, Torben
65
Lux, Thomas
61
Hautsch, Nikolaus
59
Todorov, Viktor
54
Härdle, Wolfgang
52
Caporin, Massimiliano
49
Buch, Claudia M.
45
Asai, Manabu
44
Herwartz, Helmut
43
Engle, Robert F.
41
Hafner, Christian M.
41
Chiarella, Carl
39
Döpke, Jörg
39
Bekaert, Geert
38
Belke, Ansgar
38
Bouri, Elie
36
Chang, Chia-Lin
36
Ghysels, Eric
36
Bahmani-Oskooee, Mohsen
35
Gil-Alaña, Luis A.
35
Aizenman, Joshua
34
Lucas, André
33
Clements, Adam
32
Fernández-Villaverde, Jesús
32
Ma, Feng
32
Mumtaz, Haroon
32
Wohar, Mark E.
32
Christoffersen, Peter F.
31
Meddahi, Nour
31
Rodriguez, Gabriel
31
Andersen, Torben G.
30
Bauwens, Luc
30
Chan, Joshua
30
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National Bureau of Economic Research
240
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
22
Ekonomiska forskningsinstitutet <Stockholm>
8
European University Institute / Department of Economics
8
Svenska Handelshögskolan <Helsinki>
8
Centre for Analytical Finance <Århus>
7
Institut für Weltwirtschaft
7
Rodney L. White Center for Financial Research
7
Internationaler Währungsfonds / Research Department
6
University of Canterbury / Dept. of Economics and Finance
6
Birkbeck College / Department of Economics
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
Institute of Finance and Accounting <London>
5
International Monetary Fund
5
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
4
Federal Reserve Bank of St. Louis
4
Federal Reserve System / Division of Research and Statistics
4
Gottfried Wilhelm Leibniz Universität Hannover
4
Instituto Valenciano de Investigaciones Económicas
4
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
4
The Wharton Financial Institutions Center
4
World Bank
4
Brown University / Department of Economics
3
Centre for Economic Policy Research
3
Chambre de commerce et d'industrie de Paris
3
Federal Reserve Bank of New York
3
Federal Reserve Bank of San Francisco
3
Forschungsinstitut zur Zukunft der Arbeit
3
Kansantaloustieteen Laitos <Tampere>
3
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
3
Springer Fachmedien Wiesbaden
3
Australian National University / Faculty of Economics and Commerce
2
Berliner Wissenschafts-Verlag
2
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification <Paris>
2
Centre for Growth and Business Cycle Research <Manchester>
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
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Published in...
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Journal of econometrics
267
NBER working paper series
231
Working paper / National Bureau of Economic Research, Inc.
218
NBER Working Paper
210
Finance research letters
207
Energy economics
206
Journal of banking & finance
174
Applied economics
172
Economic modelling
170
International review of economics & finance : IREF
152
International review of financial analysis
152
Journal of empirical finance
149
Economics letters
143
Discussion paper / Tinbergen Institute
129
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
129
The North American journal of economics and finance : a journal of financial economics studies
128
Working paper
124
Journal of international money and finance
116
Discussion paper / Centre for Economic Policy Research
115
Applied economics letters
114
International journal of forecasting
107
Journal of international financial markets, institutions & money
106
Journal of financial economics
104
Applied financial economics
99
The journal of futures markets
99
Research in international business and finance
96
International journal of theoretical and applied finance
95
The European journal of finance
93
Journal of economic dynamics & control
89
Journal of risk and financial management : JRFM
88
CESifo working papers
80
Quantitative finance
80
Journal of forecasting
77
Econometric reviews
74
Mathematical finance : an international journal of mathematics, statistics and financial theory
74
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
73
Journal of financial econometrics : official journal of the Society for Financial Econometrics
70
International journal of finance & economics : IJFE
68
The review of financial studies
65
Research paper series / Swiss Finance Institute
63
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Source
All
ECONIS (ZBW)
17,203
EconStor
388
USB Cologne (EcoSocSci)
15
OLC EcoSci
2
ArchiDok
1
RePEc
1
Showing
1
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10
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17,610
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date (oldest first)
1
Volatility and GMM : Monte Carlo studies and empirical estimations
Nagel, Hartmut
;
Schöbel, Rainer
-
1996
Persistent link: https://www.econbiz.de/10000596784
Saved in:
2
Nonparametric autoregression with multiplicative volatility and additive mean
Yang, Lijian
;
Härdle, Wolfgang
;
Nielsen, Jens Perch
-
1998
Persistent link: https://www.econbiz.de/10000168636
Saved in:
3
Volatility and GMM : Monte Carlo studies and empirical estimations
Nagel, Hartmut
;
Schöbel, Rainer
-
1996
In this paper we examine small sample properties of a generalized method of moments (GMM)
estimation
using Monte Carlo …
Persistent link: https://www.econbiz.de/10010405884
Saved in:
4
Modelling of scale change, periodicity and conditional heteroskedasticity in return volatility
Feng, Yuanhua
;
McNeil, Alexander J.
- In:
Economic modelling
25
(
2008
)
5
,
pp. 850-867
Persistent link: https://www.econbiz.de/10003800096
Saved in:
5
Estimation
of the stochastic volatility by Markov Chain Monte Carlo
Boscher, Hans
- In:
Econometrics in theory and practice : Festschrift for …
,
(pp. 189-203)
.
1998
Persistent link: https://www.econbiz.de/10001301445
Saved in:
6
Locally weighted autoregression
Feng, Yuanhua
- In:
Econometrics in theory and practice : Festschrift for …
,
(pp. 101-117)
.
1998
Persistent link: https://www.econbiz.de/10001301452
Saved in:
7
Simulated likelihood
estimation
of diffusions with an application to exchange rate dynamics in incomplete markets
Brandt, Michael W.
;
Santa-Clara, Pedro
- In:
Journal of financial economics
63
(
2002
)
2
,
pp. 161-210
Persistent link: https://www.econbiz.de/10001636757
Saved in:
8
Simulated likelihood
estimation
of diffusions with an application to exchange rate dynamics in incomplete markets
Brandt, Michael W.
;
Santa-Clara, Pedro
-
2001
Persistent link: https://www.econbiz.de/10001606888
Saved in:
9
Local parametric analysis of derivatives pricing and hedging
Bossaerts, Peter L.
;
Hillion, Pierre Henri
- In:
Journal of financial markets
6
(
2003
)
4
,
pp. 573-605
Persistent link: https://www.econbiz.de/10001780139
Saved in:
10
Simulated likelihood
estimation
of diffusions with an application to exchange rate dynamics in incomplete markets
Brandt, Michael W.
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002011289
Saved in:
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