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~subject:"Volatilität"
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Volatilität
Theorie
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Share price
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Innovation
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Bollerslev, Tim
89
Diebold, Francis X.
73
Andersen, Torben
65
McAleer, Michael
58
Lux, Thomas
48
Härdle, Wolfgang
47
Koopman, Siem Jan
47
Caporin, Massimiliano
44
Bekaert, Geert
41
Gupta, Rangan
36
Chiarella, Carl
34
Hautsch, Nikolaus
34
Pierdzioch, Christian
34
Aizenman, Joshua
32
Aït-Sahalia, Yacine
29
Westerhoff, Frank H.
29
Christoffersen, Peter F.
28
Asai, Manabu
27
Todorov, Viktor
27
Dijk, Dick van
25
Lucas, André
25
Rose, Andrew
25
Schlag, Christian
25
Ghysels, Eric
24
Herwartz, Helmut
24
Meddahi, Nour
24
Yu, Jun
24
Chan, Joshua
23
Hafner, Christian M.
23
Lustig, Hanno
23
Campbell, John Y.
22
Engel, Charles
22
He, Xue-zhong
22
Li, Kai
22
Lunde, Asger
22
Brandt, Michael W.
21
Engle, Robert F.
21
Gonçalves, Sílvia
21
Guerrón-Quintana, Pablo A.
21
Bauwens, Luc
20
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National Bureau of Economic Research
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Ekonomiska forskningsinstitutet <Stockholm>
9
Centre for Analytical Finance <Århus>
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European University Institute / Department of Economics
7
Rodney L. White Center for Financial Research
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Internationaler Währungsfonds / Research Department
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Birkbeck College / Department of Economics
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Institute of Finance and Accounting <London>
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International Monetary Fund
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Svenska Handelshögskolan <Helsinki>
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Centre for Economic Policy Research
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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European Central Bank
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The Wharton Financial Institutions Center
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Chambre de commerce et d'industrie de Paris
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Federal Reserve Bank of San Francisco
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Federal Reserve System / Division of Research and Statistics
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Gottfried Wilhelm Leibniz Universität Hannover
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Instituto Valenciano de Investigaciones Económicas
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Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
3
Springer Fachmedien Wiesbaden
3
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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Brown University / Department of Economics
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Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification <Paris>
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Centre for Growth and Business Cycle Research <Manchester>
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Christian-Albrechts-Universität zu Kiel
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Danmarks Nationalbank
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Deutsche Börse AG
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Erasmus Research Institute of Management
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Federal Reserve Bank of New York
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Forschungsinstitut zur Zukunft der Arbeit
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Goethe-Universität Frankfurt am Main
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Internationaler Währungsfonds / Western Hemisphere Department
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Kansantaloustieteen Laitos <Tampere>
2
Umeå Universitet / Institutionen för Nationalekonomi
2
University of British Columbia / Finance Division
2
University of Chicago / Graduate School of Business
2
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NBER working paper series
190
Working paper / National Bureau of Economic Research, Inc.
171
NBER Working Paper
165
Journal of econometrics
139
Finance research letters
123
Journal of banking & finance
107
Economic modelling
99
Energy economics
94
Journal of financial economics
90
Economics letters
88
International review of economics & finance : IREF
83
Discussion paper / Tinbergen Institute
81
Journal of empirical finance
80
Applied economics
78
Discussion paper / Centre for Economic Policy Research
78
International journal of theoretical and applied finance
75
Journal of economic dynamics & control
75
International journal of forecasting
74
Journal of international money and finance
74
Mathematical finance : an international journal of mathematics, statistics and financial theory
73
Working paper
73
International review of financial analysis
71
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
70
The North American journal of economics and finance : a journal of financial economics studies
67
The European journal of finance
64
Journal of forecasting
62
Quantitative finance
62
The review of financial studies
58
Applied economics letters
53
Computational economics
53
Research paper series / Swiss Finance Institute
52
The journal of futures markets
52
Econometric reviews
48
The journal of finance : the journal of the American Finance Association
48
Journal of monetary economics
47
Finance and stochastics
46
Journal of financial econometrics : official journal of the Society for Financial Econometrics
46
CREATES research paper
44
Journal of international financial markets, institutions & money
44
IMF working papers
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ECONIS (ZBW)
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EconStor
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USB Cologne (EcoSocSci)
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USB Cologne (business full texts)
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ArchiDok
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OLC EcoSci
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1
Asset price volatility and efficient
discrimination
in credit market equilibrium
Nickerson, David B.
- In:
The international journal of business and finance …
10
(
2016
)
4
,
pp. 91-101
Persistent link: https://www.econbiz.de/10011621287
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
Investor
bias
, risk and price volatility
Polat, Ali Yavuz
- In:
Journal of economic studies
50
(
2023
)
7
,
pp. 1317-1335
Persistent link: https://www.econbiz.de/10014428601
Saved in:
4
When sell-side analysts meet high-volatility stocks : an alternative explanation for the low-volatility puzzle
Hsu, Jason C.
;
Kudoh, Hideaki
;
Yamada, Toru
- In:
Journal of investment management : JOIM
11
(
2013
)
2
,
pp. 28-46
Persistent link: https://www.econbiz.de/10009763924
Saved in:
5
A mind is a terrible thing to change : confirmation
bias
in financial markets
Pouget, Sébastien
;
Villeneuve, Stéphane
-
2012
Persistent link: https://www.econbiz.de/10009578840
Saved in:
6
A comparison of biased simulation schemes for stochastic volatility models
Lord, Roger
;
Koekkoek, Remmert
;
Dijk, Dick van
-
2006
Persistent link: https://www.econbiz.de/10003332143
Saved in:
7
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:
8
Small sample properties of GARCH estimates and persistence
Hwang, Soosung
;
Pereira, Pedro L. Valls
- In:
The European journal of finance
12
(
2006
)
6/7
,
pp. 473-494
Persistent link: https://www.econbiz.de/10003382813
Saved in:
9
The
bias
in black-scholes/black implied volatility : an analysis of equity and energy markets
Doran, James S.
;
Ronn, Ehud I.
- In:
Review of derivatives research
8
(
2005
)
3
,
pp. 177-198
Persistent link: https://www.econbiz.de/10003408021
Saved in:
10
Topics on high-frequency financial econometrics : measuring and forecasting volatility
Christensen, Kim
-
2007
Persistent link: https://www.econbiz.de/10003596774
Saved in:
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