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~subject:"Volatility"
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Volatility
Theorie
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Theory
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USA
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29,164
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Volatilität
12,475
Game theory
12,218
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Börsenkurs
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Share price
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Schätztheorie
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Asymmetrische Information
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McAleer, Michael
94
Bollerslev, Tim
86
Diebold, Francis X.
64
Andersen, Torben
59
Koopman, Siem Jan
52
Chiarella, Carl
47
Todorov, Viktor
47
Härdle, Wolfgang
44
Asai, Manabu
43
Caporin, Massimiliano
39
Gupta, Rangan
39
Lux, Thomas
39
Chan, Joshua
34
Cui, Zhenyu
34
Hafner, Christian M.
34
Aizenman, Joshua
33
Christoffersen, Peter F.
32
Aït-Sahalia, Yacine
31
Bekaert, Geert
30
Clark, Todd E.
30
Herwartz, Helmut
30
Tauchen, George Eugene
29
Fernández-Villaverde, Jesús
28
Mumtaz, Haroon
28
Platen, Eckhard
28
Lucas, André
27
Pierdzioch, Christian
27
Andersen, Torben G.
26
Barndorff-Nielsen, Ole E.
26
Carriero, Andrea
26
Shephard, Neil G.
26
Yu, Jun
26
Fouque, Jean-Pierre
25
Hautsch, Nikolaus
25
Renò, Roberto
25
Escobar, Marcos
24
Ghysels, Eric
24
Renault, Eric
24
Schlag, Christian
24
Marcellino, Massimiliano
23
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National Bureau of Economic Research
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Centre for Analytical Finance <Århus>
10
Ekonomiska forskningsinstitutet <Stockholm>
8
European University Institute / Department of Economics
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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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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
4
Instituto Valenciano de Investigaciones Económicas
4
The Wharton Financial Institutions Center
4
Chambre de commerce et d'industrie de Paris
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
Nuffield College
3
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
3
Springer Fachmedien Wiesbaden
3
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
3
University of Canterbury / Dept. of Economics and Finance
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
Econometrisch Instituut <Rotterdam>
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 Center for Financial Asset Management and Engineering
2
Internationaler Währungsfonds / Western Hemisphere Department
2
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Journal of econometrics
202
NBER working paper series
184
International journal of theoretical and applied finance
178
NBER Working Paper
163
Working paper / National Bureau of Economic Research, Inc.
163
Journal of banking & finance
132
Finance research letters
127
Quantitative finance
122
Discussion paper / Tinbergen Institute
102
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
102
Journal of economic dynamics & control
102
Economics letters
99
Journal of empirical finance
97
Applied mathematical finance
90
Mathematical finance : an international journal of mathematics, statistics and financial theory
90
Journal of financial economics
89
Working paper
89
Economic modelling
88
Energy economics
83
Computational economics
81
International journal of forecasting
78
Discussion paper / Centre for Economic Policy Research
76
Applied economics
71
The European journal of finance
71
International review of financial analysis
70
The North American journal of economics and finance : a journal of financial economics studies
68
Econometric reviews
67
International review of economics & finance : IREF
66
Journal of international money and finance
66
Finance and stochastics
65
The journal of futures markets
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
61
The review of financial studies
60
Journal of forecasting
58
Applied economics letters
56
European journal of operational research : EJOR
54
Journal of risk and financial management : JRFM
54
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
54
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ECONIS (ZBW)
12,187
EconStor
9
ArchiDok
1
Other ZBW resources
1
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1
An agent-based stochastic volatility model
Alfarano, Simone
-
2006
Persistent link: https://www.econbiz.de/10003307294
Saved in:
2
Finanzmarkt-Ökonometrie : Basistechniken, fortgeschrittene Verfahren, Prognosemodelle
Schröder, Michael
(
ed.
);
Buscher, Herbert S.
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10001629835
Saved in:
3
Stochastic volatility in financial markets : crossing the bridge to continuous time
Fornari, Fabio
;
Mele, Antonio
-
2000
Persistent link: https://www.econbiz.de/10001464294
Saved in:
4
Finanzmarkt-Ökonometrie : Basistechniken, fortgeschrittene Verfahren, Prognosemodelle
Schröder, Michael
(
ed.
)
-
2012
-
2., überarbeitete Auflage
Persistent link: https://www.econbiz.de/10014008462
Saved in:
5
Empirically based modeling in financial economics and beyond, and spurious stylized facts
Bassler, Kevin E.
;
Gunaratne, Gemunu H.
;
McCauley, Joseph L.
- In:
International review of financial analysis
17
(
2008
)
5
,
pp. 767-783
Persistent link: https://www.econbiz.de/10003792190
Saved in:
6
Multipower variation for Brownian semistationary processes
Barndorff-Nielsen, Ole E.
;
Corcuera, José Manual
; …
-
2009
Persistent link: https://www.econbiz.de/10003849554
Saved in:
7
Estimating functions for discretely sampled diffusion-type models
Bibby, Bo Martin
;
Jacobsen, Martin
;
Sørensen, Michael
-
2010
Persistent link: https://www.econbiz.de/10003900641
Saved in:
8
Utility maximization in affine stochastic volatility models
Kallsen, Jan
;
Muhle-Karbe, Johannes
- In:
International journal of theoretical and applied finance
13
(
2010
)
3
,
pp. 459-477
Persistent link: https://www.econbiz.de/10008904356
Saved in:
9
Exact solution of a
martingale
stochastic volatility option problem and its empirical evaluation
Maghsoodi, Yoosef
- In:
Mathematical finance : an international journal of …
17
(
2007
)
2
,
pp. 249-265
Persistent link: https://www.econbiz.de/10003543128
Saved in:
10
Estimation of integrated volatility in stochastic volatility models
Woerner, Jeannette H. C.
-
2003
Persistent link: https://www.econbiz.de/10009581654
Saved in:
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