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~subject:"Volatility"
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Volatility
Theorie
139
Theory
138
Volatilität
84
USA
79
Time series analysis
77
Zeitreihenanalyse
77
Schätzung
75
Estimation
74
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74
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67
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66
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57
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56
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52
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51
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51
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50
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39
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Optionspreistheorie
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33
Risiko
33
Correlation
31
Welt
31
World
31
Korrelation
30
Systemic risk
27
CAPM
26
Bankrisiko
25
Hedging
25
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25
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24
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23
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23
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Free
33
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9
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57
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27
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English
81
Italian
2
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Engle, Robert F.
75
Rosenberg, Joshua V.
10
Gallo, Giampiero M.
8
Kane, Alex
6
Noh, Jaesun
6
De Nard, Gianluca
5
Ledoit, Olivier
5
Wolf, Michael
5
Ghysels, Eric
4
Lee, Gary G. J.
4
Ng, Victor K.
4
Burns, Patrick
3
Cipollini, Fabrizio
3
Diebold, Francis X.
3
Fleming, Michael J.
3
Mezrich, Joseph
3
Rangel, Jose Gonzalo
3
Sheppard, Kevin
3
Adrian, Tobias
2
Alan, Nazli Sila
2
Cappiello, Lorenzo
2
Conrad, Christian
2
Figlewski, Stephen
2
Hansen, Martin Klint
2
Hartzell, Jay C.
2
Ito, Takatoshi
2
Itō, Takatoshi
2
Jondeau, Eric
2
Karagozoglu, Ahmet K.
2
Kelly, Bryan T.
2
Lunde, Asger
2
Nguyen, Giang H.
2
Rockinger, Michael
2
Siriwardane, Emil N.
2
Sokalska, Magdalena E.
2
Susmel, Raul
2
Bollerslev, Tim
1
Brownlees, Christian
1
Brownlees, Christian T.
1
Campos-Martins, Susana
1
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National Bureau of Economic Research
5
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2
Federal Reserve Bank of New York
1
Rodney L. White Center for Financial Research
1
Society for Computational Economics - SCE
1
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1
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Discussion paper / Department of Economics, University of California San Diego
12
Working paper / National Bureau of Economic Research, Inc.
6
NBER working paper series
5
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
4
Journal of econometrics
3
NBER Working Paper
3
Staff reports / Federal Reserve Bank of New York
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
Working paper series / University of Zurich, Department of Economics
3
Econometrics Working Papers Archive
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
NYU Stern School of Business
2
Review of finance : journal of the European Finance Association
2
The review of economics and statistics
2
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2
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2
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1
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1
Computing in Economics and Finance 2005
1
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1
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1
Forecasting volatility in the financial markets
1
HKUST Business School Research Paper
1
Harvard Business School Finance Working Paper
1
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics
1
Journal of financial economics
1
Journal of risk
1
Research paper series / Swiss Finance Institute
1
Review of derivatives research
1
The Review of Finance, Forthcoming
1
The journal of business : B
1
The journal of finance : the journal of the American Finance Association
1
The journal of portfolio management : JPM
1
The known, the unknown, and the unknowable in financial risk management : measurement and theory advancing practice
1
University of Zurich, Department of Economics, Working Paper
1
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
1
Working paper series / Czech National Bank
1
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1
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ECONIS (ZBW)
81
RePEc
3
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1
Testing the volatility term structure using option hedging criteria
Engle, Robert F.
;
Rosenberg, Joshua V.
- In:
The journal of derivatives : the official publication …
8
(
2000
)
1
,
pp. 10-28
Persistent link: https://www.econbiz.de/10001522314
Saved in:
2
Testing the volatility term structure using option hedging criteria
Engle, Robert F.
;
Rosenberg, Joshua V.
-
1998
Persistent link: https://www.econbiz.de/10000982921
Saved in:
3
Testing the volatility term structure using option hedging criteria
Engle, Robert F.
;
Rosenberg, Joshua V.
-
1999
Persistent link: https://www.econbiz.de/10001448019
Saved in:
4
Volatility and time series econometrics : essays in honor of Robert Engle
Bollerslev, Tim
(
ed.
);
Engle, Robert F.
(
honouree
); …
-
2010
-
1. publ.
Persistent link: https://www.econbiz.de/10003861657
Saved in:
5
The Nobel memorial prize for Robert Engle
Diebold, Francis X.
(
contributor
);
Engle, Robert F.
(
honouree
)
-
2004
Persistent link: https://www.econbiz.de/10003229527
Saved in:
6
Zeitabhängige Volatilität und instationäre Zeitreihen : zum Nobelpreis an Robert F. Engle und Clive W. J. Granger
Hassler, Uwe
- In:
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
83
(
2003
)
12
,
pp. 811-816
Persistent link: https://www.econbiz.de/10001858207
Saved in:
7
Index-option pricing with stochastic volatility and the value of accurate variance forecasts
Engle, Robert F.
;
Kane, Alex
;
Noh, Jaesun
-
1993
Persistent link: https://www.econbiz.de/10000886028
Saved in:
8
Forecasting volatility and option prices of the S&P 500 index
Noh, Jaesun
;
Engle, Robert F.
;
Kane, Alex
-
1994
-
Rev
Persistent link: https://www.econbiz.de/10000891511
Saved in:
9
Hourly volatility spillovers between international equity markets
Susmel, Raul
;
Engle, Robert F.
-
1992
Persistent link: https://www.econbiz.de/10000841632
Saved in:
10
Common volatility in international equity markets
Engle, Robert F.
;
Susmel, Raul
-
1992
Persistent link: https://www.econbiz.de/10000841634
Saved in:
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