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~subject:"Volatilität"
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Volatilität
Theorie
622,919
Theory
608,018
USA
41,934
United States
40,659
Schätzung
29,175
Estimation
28,458
Welt
25,209
Deutschland
24,654
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24,575
Mathematische Optimierung
24,434
Mathematical programming
24,397
Geldpolitik
22,400
Germany
22,054
Monetary policy
21,673
Simulation
20,260
Portfolio-Management
19,347
Portfolio selection
19,147
Risiko
17,566
Risk
17,380
Prognoseverfahren
14,098
Forecasting model
13,828
Wirtschaftswachstum
13,497
Spieltheorie
13,436
Economic growth
12,899
Zeitreihenanalyse
12,862
Game theory
12,689
Time series analysis
12,470
Experiment
11,413
Börsenkurs
10,993
Share price
10,794
Schätztheorie
10,574
Asymmetrische Information
10,538
Stochastischer Prozess
10,537
Wettbewerb
10,409
Asymmetric information
10,254
Stochastic process
10,237
Wohlfahrtsanalyse
10,235
Estimation theory
10,179
Welfare analysis
10,061
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Free
4,050
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2,146
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Book / Working Paper
5,340
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4,849
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4,492
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English
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German
207
French
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Spanish
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Portuguese
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Author
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Bollerslev, Tim
76
Diebold, Francis X.
63
McAleer, Michael
61
Koopman, Siem Jan
47
Andersen, Torben
46
Lux, Thomas
46
Härdle, Wolfgang
38
Aizenman, Joshua
33
Caporin, Massimiliano
32
Chiarella, Carl
32
Gupta, Rangan
32
Hautsch, Nikolaus
31
Bekaert, Geert
30
Pierdzioch, Christian
30
Asai, Manabu
27
Herwartz, Helmut
27
Todorov, Viktor
26
Fernández-Villaverde, Jesús
25
Schlag, Christian
25
Hafner, Christian M.
24
Lucas, André
24
Andersen, Torben G.
23
Christoffersen, Peter F.
23
Caballero, Ricardo J.
22
Clark, Todd E.
22
Ghysels, Eric
22
Meddahi, Nour
22
Westerhoff, Frank H.
22
Yu, Jun
22
Aït-Sahalia, Yacine
21
Mittnik, Stefan
21
Bauwens, Luc
20
Chan, Joshua
20
Christensen, Bent Jesper
20
Engle, Robert F.
20
Gonçalves, Sílvia
20
Giglio, Stefano
19
Li, Kai
19
Liesenfeld, Roman
19
Lütkepohl, Helmut
19
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National Bureau of Economic Research
180
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
12
Centre for Analytical Finance <Århus>
8
Ekonomiska forskningsinstitutet <Stockholm>
8
European University Institute / Department of Economics
8
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
Svenska Handelshögskolan <Helsinki>
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
4
Instituto Valenciano de Investigaciones Económicas
4
The Wharton Financial Institutions Center
4
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
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
3
Springer Fachmedien Wiesbaden
3
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
3
World Bank
3
Brown University / Department of Economics
2
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification <Paris>
2
Centre for Economic Policy Research
2
Centre for Growth and Business Cycle Research <Manchester>
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
Gottfried Wilhelm Leibniz Universität Hannover
2
Institut für Weltwirtschaft
2
International Monetary Fund
2
Internationaler Währungsfonds / Western Hemisphere Department
2
Judge Institute of Management Studies
2
Kansantaloustieteen Laitos <Tampere>
2
Umeå Universitet / Institutionen för Nationalekonomi
2
University of British Columbia / Finance Division
2
University of Exeter / Department of Economics
2
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NBER working paper series
173
Working paper / National Bureau of Economic Research, Inc.
162
NBER Working Paper
155
Journal of econometrics
126
Journal of banking & finance
109
Finance research letters
90
Journal of empirical finance
84
International journal of theoretical and applied finance
83
Economics letters
82
Discussion paper / Tinbergen Institute
80
Discussion paper / Centre for Economic Policy Research
78
Economic modelling
77
International journal of forecasting
76
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
74
Mathematical finance : an international journal of mathematics, statistics and financial theory
74
Journal of economic dynamics & control
71
Journal of financial economics
71
Working paper
68
Journal of international money and finance
66
International review of financial analysis
61
Energy economics
60
The European journal of finance
60
International review of economics & finance : IREF
59
The review of financial studies
58
Applied economics
57
Journal of forecasting
56
Quantitative finance
54
Econometric reviews
53
Computational economics
50
Applied mathematical finance
47
The North American journal of economics and finance : a journal of financial economics studies
47
Applied economics letters
46
Journal of financial econometrics : official journal of the Society for Financial Econometrics
45
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
45
Finance and stochastics
44
Research paper series / Swiss Finance Institute
44
The journal of finance : the journal of the American Finance Association
44
The journal of futures markets
42
Journal of monetary economics
40
CREATES research paper
39
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ECONIS (ZBW)
9,951
EconStor
230
USB Cologne (EcoSocSci)
4
USB Cologne (business full texts)
1
ArchiDok
1
OLC EcoSci
1
RePEc
1
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1
Stock Market Volatility and
Mathematical
Expectations
James, Robert G.
-
2019
It is generally believed that excessive stock market volatility reflects non-
mathematical
market expectations that are …-ante and ex-post expectations are calculated in different stochastic processes, uncertainty can cause
mathematical
market …
Persistent link: https://www.econbiz.de/10012862894
Saved in:
2
On the inverse problem of Dupire's education with nonlocal boundary and integral conditions
Guler, Coskun
;
Oban, Volkan
- In:
Journal of mathematical finance
7
(
2017
)
4
,
pp. 934-940
Persistent link: https://www.econbiz.de/10011859946
Saved in:
3
Stock market risk-return inference : an unconditional non-parametric approach
Mikosch, Thomas
;
Starica, Catalin
-
2005
Persistent link: https://www.econbiz.de/10002789961
Saved in:
4
Model-based and empirical analyses of stochastic fluctuations in economy and finance
Zadourian, Rubina
-
2018
Persistent link: https://www.econbiz.de/10011914214
Saved in:
5
Applied quantitative finance
Härdle, Wolfgang
(
ed.
);
Hautsch, Nikolaus
(
ed.
); …
-
2009
-
2. ed.
Persistent link: https://www.econbiz.de/10003719524
Saved in:
6
Time change, volatility, and turbulence
Barndorff-Nielsen, Ole E.
;
Schmiegel, Jürgen
- In:
Mathematical control theory and finance
,
(pp. 29-53)
.
2008
Persistent link: https://www.econbiz.de/10003755554
Saved in:
7
Regular variation and smile asymptotics
Benaim, S.
;
Friz, P.
- In:
Mathematical finance : an international journal of …
19
(
2009
)
1
,
pp. 1-12
Persistent link: https://www.econbiz.de/10003818197
Saved in:
8
An explicitly solvable multi-scale stochastic volatility model : option pricing and calibration problems
Fatone, Lorella
;
Mariani, Francesca
;
Recchioni, Maria …
- In:
The journal of futures markets
29
(
2009
)
9
,
pp. 862-893
Persistent link: https://www.econbiz.de/10003900928
Saved in:
9
Local well-posedness of Musiela's SPDE with Lévy noise
Marinelli, Carlo
- In:
Mathematical finance : an international journal of …
20
(
2010
)
3
,
pp. 341-363
Persistent link: https://www.econbiz.de/10008665088
Saved in:
10
Minimizing the probability of lifetime ruin under stochastic volatility
Bayraktar, Erhan
;
Hu, Xueying
;
Young, Virginia R.
- In:
Insurance / Mathematics & economics
49
(
2011
)
2
,
pp. 194-206
Persistent link: https://www.econbiz.de/10009242040
Saved in:
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