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Volatility
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Asymmetrische Information
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Volatilität
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Bollerslev, Tim
78
Diebold, Francis X.
60
McAleer, Michael
54
Andersen, Torben
45
Koopman, Siem Jan
41
Härdle, Wolfgang
39
Lux, Thomas
39
Aizenman, Joshua
33
Chiarella, Carl
32
Gupta, Rangan
32
Caporin, Massimiliano
31
Bekaert, Geert
30
Herwartz, Helmut
27
Pierdzioch, Christian
27
Asai, Manabu
25
Fernández-Villaverde, Jesús
25
Todorov, Viktor
25
Hafner, Christian M.
24
Hautsch, Nikolaus
23
Caballero, Ricardo J.
22
Clark, Todd E.
22
Engle, Robert F.
22
Ghysels, Eric
22
Lucas, André
22
Meddahi, Nour
22
Westerhoff, Frank H.
22
Yu, Jun
22
Andersen, Torben G.
21
Christoffersen, Peter F.
21
Schlag, Christian
21
Aït-Sahalia, Yacine
20
Bauwens, Luc
20
Chan, Joshua
20
Clements, Adam
19
Giglio, Stefano
19
Gonçalves, Sílvia
19
Li, Kai
19
Mittnik, Stefan
19
Mumtaz, Haroon
19
Renault, Eric
19
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National Bureau of Economic Research
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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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Svenska Handelshögskolan <Helsinki>
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Instituto Valenciano de Investigaciones Económicas
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The Wharton Financial Institutions Center
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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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International Monetary Fund
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Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
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Springer Fachmedien Wiesbaden
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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World Bank
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Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
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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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Judge Institute of Management Studies
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Kansantaloustieteen Laitos <Tampere>
2
Umeå Universitet / Institutionen för Nationalekonomi
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NBER working paper series
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NBER Working Paper
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Journal of econometrics
125
Journal of banking & finance
109
Finance research letters
96
Economics letters
83
Journal of empirical finance
82
Discussion paper / Tinbergen Institute
81
Discussion paper / Centre for Economic Policy Research
80
Economic modelling
77
International journal of forecasting
76
International journal of theoretical and applied finance
76
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
75
Journal of financial economics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
72
Journal of economic dynamics & control
71
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69
Journal of international money and finance
65
International review of financial analysis
62
The review of financial studies
62
Energy economics
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International review of economics & finance : IREF
60
The European journal of finance
60
Applied economics
57
Journal of forecasting
55
Econometric reviews
51
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Applied economics letters
46
Computational economics
46
Research paper series / Swiss Finance Institute
46
Journal of financial econometrics : official journal of the Society for Financial Econometrics
45
The North American journal of economics and finance : a journal of financial economics studies
45
The journal of finance : the journal of the American Finance Association
45
Applied mathematical finance
44
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Finance and stochastics
42
The journal of futures markets
40
CREATES research paper
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IMF working papers
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ECONIS (ZBW)
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EconStor
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Other ZBW resources
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RePEc
1
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1
Aktienperformance in Deutschland : Essays über Renditen, Anlagedauer und Kursschocks
Ising, Jan
-
2006
-
1. Aufl.
Persistent link: https://www.econbiz.de/10003386339
Saved in:
2
The forecast performance of competing implied volatility measures : the case of individual stocks
Tsiaras, Leonidas
-
2010
Persistent link: https://www.econbiz.de/10008651738
Saved in:
3
MCMC estimation of Lévy jump models using stock and option prices
Yu, Cindy L.
;
Li, Haitao
;
Wells, Martin T.
- In:
Mathematical finance : an international journal of …
21
(
2011
)
3
,
pp. 383-422
Persistent link: https://www.econbiz.de/10009155205
Saved in:
4
Dynamic equilibrium with two stocks, heterogeneous investors, and portfolio constraints
Chabakauri, Georgy
- In:
The review of financial studies
26
(
2013
)
12
,
pp. 3104-3141
Persistent link: https://www.econbiz.de/10010237370
Saved in:
5
Stock market risk and return : an equilibrium approach
Whitelaw, Robert F.
- In:
The review of financial studies
13
(
2000
)
3
,
pp. 521-547
Persistent link: https://www.econbiz.de/10001499742
Saved in:
6
Portfolio selection in stochastic environments
Liu, Jun
- In:
The review of financial studies
20
(
2007
)
1
,
pp. 1-39
Persistent link: https://www.econbiz.de/10003403670
Saved in:
7
Leverage and the price volatility of equity shares in equilibrium
Drees, Burkhard
;
Eckwert, Bernhard
- In:
The quarterly review of economics and finance : journal …
40
(
2000
)
2
,
pp. 155-167
Persistent link: https://www.econbiz.de/10001509383
Saved in:
8
An application of Padé approximation to volatility modeling
Gil Fari~na, María Candelaria
;
Lorenzo Alegría, Rosa …
- In:
International advances in economic research : IAER ; an …
5
(
1999
)
4
,
pp. 446-465
Persistent link: https://www.econbiz.de/10001490640
Saved in:
9
A guide to volatility and variance swaps
Demeterfi, Kresimir
(
contributor
)
- In:
The journal of derivatives : the official publication …
6
(
1999
)
4
,
pp. 9-32
Persistent link: https://www.econbiz.de/10001432447
Saved in:
10
A regression analysis of the effects of option introduction on stock variances
Freund, Steven
- In:
The journal of derivatives : the official publication …
1
(
1994
)
3
,
pp. 25-38
Persistent link: https://www.econbiz.de/10001219483
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