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~subject:"Volatilität"
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Volatilität
Theorie
625,599
Theory
610,697
Deutschland
454,972
Germany
238,315
USA
54,909
United States
51,266
Schätzung
44,347
Estimation
41,850
Welt
32,100
World
30,983
Geldpolitik
25,574
Monetary policy
23,685
Portfolio-Management
20,571
Simulation
20,353
Portfolio selection
20,327
Großbritannien
19,512
Risiko
19,321
EU-Staaten
19,264
Risk
18,877
EU countries
18,493
Mathematische Optimierung
17,775
Mathematical programming
17,667
Stochastischer Prozess
17,210
Stochastic process
16,769
Wirtschaftswachstum
16,705
United Kingdom
16,199
Prognoseverfahren
15,737
Forecasting model
15,319
Innovation
15,085
Economic growth
14,909
Wettbewerb
14,458
Wirkungsanalyse
14,188
Zeitreihenanalyse
14,081
Konjunktur
13,706
Time series analysis
13,591
Impact assessment
13,393
Spieltheorie
13,325
Börsenkurs
13,041
Volatility
12,898
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Free
5,252
Undetermined
2,986
Type of publication
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Book / Working Paper
6,642
Article
6,570
Type of publication (narrower categories)
All
Article in journal
6,121
Aufsatz in Zeitschrift
6,121
Working Paper
3,017
Graue Literatur
2,894
Non-commercial literature
2,894
Arbeitspapier
2,743
Hochschulschrift
419
Aufsatz im Buch
413
Book section
413
Thesis
338
Collection of articles written by one author
99
Sammlung
99
Collection of articles of several authors
65
Sammelwerk
65
Bibliografie enthalten
44
Bibliography included
44
Conference paper
37
Konferenzbeitrag
37
Aufsatzsammlung
28
Forschungsbericht
23
Systematic review
22
Übersichtsarbeit
22
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18
Amtsdruckschrift
14
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14
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10
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10
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9
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9
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9
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8
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8
Handbuch
8
Reprint
6
Bibliografie
4
Accompanied by computer file
3
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3
Elektronischer Datenträger als Beilage
3
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3
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3
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English
12,846
German
317
French
29
Spanish
16
Italian
5
Polish
2
Portuguese
2
Czech
1
Hungarian
1
Dutch
1
Norwegian
1
Undetermined
1
Chinese
1
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Author
All
McAleer, Michael
101
Bollerslev, Tim
88
Diebold, Francis X.
67
Andersen, Torben
61
Koopman, Siem Jan
57
Lux, Thomas
52
Pierdzioch, Christian
51
Chiarella, Carl
47
Todorov, Viktor
47
Asai, Manabu
46
Härdle, Wolfgang
46
Caporin, Massimiliano
40
Buch, Claudia M.
39
Gupta, Rangan
38
Herwartz, Helmut
37
Chan, Joshua
34
Christoffersen, Peter F.
34
Cui, Zhenyu
34
Döpke, Jörg
34
Hafner, Christian M.
34
Aizenman, Joshua
33
Bekaert, Geert
33
Hautsch, Nikolaus
33
Clark, Todd E.
29
Tauchen, George Eugene
29
Andersen, Torben G.
28
Bos, Charles S.
28
Fernández-Villaverde, Jesús
28
Lucas, André
28
Mumtaz, Haroon
28
Platen, Eckhard
28
Aït-Sahalia, Yacine
27
Liesenfeld, Roman
27
Schlag, Christian
27
Yu, Jun
27
Barndorff-Nielsen, Ole E.
26
Shephard, Neil G.
26
Carriero, Andrea
25
Fouque, Jean-Pierre
25
Renò, Roberto
25
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Institution
All
National Bureau of Economic Research
195
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
21
Centre for Analytical Finance <Århus>
10
Ekonomiska forskningsinstitutet <Stockholm>
8
European University Institute / Department of Economics
8
Rodney L. White Center for Financial Research
7
Svenska Handelshögskolan <Helsinki>
7
Internationaler Währungsfonds / Research Department
6
Birkbeck College / Department of Economics
5
Institute of Finance and Accounting <London>
5
Chambre de commerce et d'industrie de Paris
4
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
4
Instituto Valenciano de Investigaciones Económicas
4
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
4
The Wharton Financial Institutions Center
4
Brown University / Department of Economics
3
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
Institut für Weltwirtschaft
3
International Monetary Fund
3
Nuffield College
3
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
3
Springer Fachmedien Wiesbaden
3
University of Canterbury / Dept. of Economics and Finance
3
World Bank
3
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
Christian-Albrechts-Universität zu Kiel
2
Danmarks Nationalbank
2
Deutsche Börse AG
2
Econometrisch Instituut <Rotterdam>
2
Erasmus Research Institute of Management
2
Federal Reserve Bank of New York
2
Federal Reserve Bank of St. Louis
2
Federal Reserve System / Board of Governors
2
Forschungsinstitut zur Zukunft der Arbeit
2
Goethe-Universität Frankfurt am Main
2
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Published in...
All
Journal of econometrics
195
NBER working paper series
187
International journal of theoretical and applied finance
181
Working paper / National Bureau of Economic Research, Inc.
170
NBER Working Paper
166
Journal of banking & finance
135
Finance research letters
129
Quantitative finance
123
Discussion paper / Tinbergen Institute
106
Journal of economic dynamics & control
103
Journal of empirical finance
101
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
99
Economics letters
97
Economic modelling
92
Applied mathematical finance
91
Mathematical finance : an international journal of mathematics, statistics and financial theory
90
Working paper
89
Energy economics
87
Journal of financial economics
85
Discussion paper / Centre for Economic Policy Research
82
Computational economics
81
International journal of forecasting
79
Applied economics
78
Journal of international money and finance
76
The European journal of finance
76
International review of financial analysis
74
The journal of futures markets
71
Econometric reviews
69
International review of economics & finance : IREF
69
The North American journal of economics and finance : a journal of financial economics studies
68
Finance and stochastics
64
Journal of financial econometrics : official journal of the Society for Financial Econometrics
62
Research paper series / Swiss Finance Institute
62
The journal of computational finance
62
Applied economics letters
60
The review of financial studies
60
Journal of forecasting
59
Journal of risk and financial management : JRFM
57
Applied financial economics
55
European journal of operational research : EJOR
54
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Source
All
ECONIS (ZBW)
12,910
EconStor
286
USB Cologne (EcoSocSci)
12
USB Cologne (business full texts)
1
ArchiDok
1
OLC EcoSci
1
RePEc
1
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Showing
1
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10
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13,212
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date (oldest first)
1
Pricing of guaranteed minimum withdrawal benefits in variable annuities under stochastic volatility, stochastic interest rates and stochastic
mortality
via the componentwise splitt...
Gudkov, Nikolay
;
Ignatieva, Ekaterina
;
Ziveyi, Jonathan
- In:
Quantitative finance
19
(
2019
)
3
,
pp. 501-518
Persistent link: https://www.econbiz.de/10012194671
Saved in:
2
A family of
mortality
jump models applied to US data
Chen, Hua
- In:
Asia-Pacific journal of risk and insurance : APJRI
8
(
2014
)
1
,
pp. 105-121
Persistent link: https://www.econbiz.de/10010393602
Saved in:
3
Target volatility strategies for group self-annuity portfolios
Olivieri, Annamaria
;
Thirurajah, Samuel
;
Ziveyi, Jonathan
- In:
ASTIN bulletin : the journal of the International …
52
(
2022
)
2
,
pp. 591-617
Persistent link: https://www.econbiz.de/10013270078
Saved in:
4
Bilanzierung leistungsorientierter Pensionszusagen nach IFRS : Auswirkungen auf die intertemporale Ergebnisvolatilität
Pellens, Bernhard
;
Crasselt, Nils
;
Sellhorn, Thorsten
- In:
Rechnungslegung nach internationalen Grundsätzen
,
(pp. 111-138)
.
2006
Persistent link: https://www.econbiz.de/10003409614
Saved in:
5
Valuing inflation-linked death benefits under a stochastic volatility framework
Liang, Zongxia
;
Sheng, Wenlong
- In:
Insurance / Mathematics & economics
69
(
2016
),
pp. 45-58
Persistent link: https://www.econbiz.de/10011530922
Saved in:
6
A unified approach to
mortality
modelling using state-space framework : characterisation, identification, estimation and forecasting
Fung, Man Chung
;
Peters, Gareth
;
Shevchenko, Pavel V.
- In:
Annals of actuarial science : publ. by the Institute of …
11
(
2017
)
2
,
pp. 343-389
Persistent link: https://www.econbiz.de/10011820669
Saved in:
7
On the Impact of Stochastic Volatility, Interest Rates and
Mortality
on the Hedge Efficiency of GLWB Guarantees
Marceau, Etienne
-
2017
the impact of the outer loop modeling of
mortality
on the hedge efficiency of GLWB guarantees. A risk allocation between …
Persistent link: https://www.econbiz.de/10012950175
Saved in:
8
Die Bilanzierung von Commodity-Hedges nach International Financial Reporting Standards (IFRS)
Oldeweme, Daniel Johannes
-
2008
Persistent link: https://www.econbiz.de/10003757340
Saved in:
9
Unternehmensbewertung bei Preisinstabilität und Inflation
Aders, Christian
-
1998
Persistent link: https://www.econbiz.de/10000667940
Saved in:
10
Stochastic volatility models : conditional normality versus heavy tailed distributions
Liesenfeld, Roman
;
Jung, Robert
-
1997
Persistent link: https://www.econbiz.de/10000642314
Saved in:
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