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~subject:"Volatility"
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Volatility
Theorie
627,903
Theory
613,001
Entwicklungsländer
101,912
Developing countries
77,143
USA
44,706
United States
43,295
Schätzung
37,395
Estimation
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Welt
36,401
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Risk
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Interest rate
17,552
Mathematische Optimierung
17,351
Mathematical programming
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Time series analysis
17,235
Prognoseverfahren
15,847
Forecasting model
15,569
Entwicklung
14,590
Spieltheorie
12,788
Volatilität
12,510
Börsenkurs
12,257
Game theory
12,057
Share price
12,042
Economic development
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EU-Staaten
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Bollerslev, Tim
81
Diebold, Francis X.
66
McAleer, Michael
63
Koopman, Siem Jan
59
Andersen, Torben
52
Todorov, Viktor
45
Aizenman, Joshua
42
Härdle, Wolfgang
42
Gupta, Rangan
41
Lux, Thomas
40
Bekaert, Geert
35
Caporin, Massimiliano
33
Chiarella, Carl
33
Fernández-Villaverde, Jesús
32
Hafner, Christian M.
31
Herwartz, Helmut
31
Lucas, André
30
Pierdzioch, Christian
30
Hautsch, Nikolaus
29
Asai, Manabu
28
Ghysels, Eric
27
Meddahi, Nour
27
Bauwens, Luc
26
Caballero, Ricardo J.
26
Clark, Todd E.
26
Tauchen, George Eugene
26
Aït-Sahalia, Yacine
25
Chan, Joshua
25
Li, Jia
25
Yu, Jun
25
Clements, Adam
24
Engle, Robert F.
24
Li, Yingying
24
Mumtaz, Haroon
24
Renault, Eric
24
Rodriguez, Gabriel
24
Brandt, Michael W.
23
Kumar, Dilip
23
Carriero, Andrea
22
Mykland, Per A.
22
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National Bureau of Economic Research
207
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
18
Ekonomiska forskningsinstitutet <Stockholm>
8
European University Institute / Department of Economics
8
International Monetary Fund
8
Centre for Analytical Finance <Århus>
7
Rodney L. White Center for Financial Research
7
Internationaler Währungsfonds / Research Department
6
Birkbeck College / Department of Economics
5
Institut für Weltwirtschaft
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
Australian National University / Faculty of Economics and Commerce
2
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>
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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
2
Federal Reserve Bank of New York
2
Federal Reserve System / Board of Governors
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Forschungsinstitut zur Zukunft der Arbeit
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Goethe-Universität Frankfurt am Main
2
Gottfried Wilhelm Leibniz Universität Hannover
2
Internationaler Währungsfonds / Western Hemisphere Department
2
Judge Institute of Management Studies
2
Kansantaloustieteen Laitos <Tampere>
2
Massachusetts Institute of Technology / Department of Economics
2
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Journal of econometrics
240
NBER working paper series
198
Working paper / National Bureau of Economic Research, Inc.
184
NBER Working Paper
181
Journal of banking & finance
128
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
114
Finance research letters
113
Economics letters
111
Discussion paper / Tinbergen Institute
104
Economic modelling
103
Journal of empirical finance
101
Discussion paper / Centre for Economic Policy Research
90
International journal of forecasting
90
International journal of theoretical and applied finance
90
Journal of financial economics
83
Applied economics
76
International review of economics & finance : IREF
76
Working paper
76
Journal of economic dynamics & control
73
Mathematical finance : an international journal of mathematics, statistics and financial theory
73
International review of financial analysis
71
Econometric reviews
70
Energy economics
70
Journal of international money and finance
70
Quantitative finance
70
The European journal of finance
68
Journal of forecasting
64
The North American journal of economics and finance : a journal of financial economics studies
64
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
62
The review of financial studies
62
Journal of financial econometrics : official journal of the Society for Financial Econometrics
60
Computational economics
57
CREATES research paper
52
Journal of risk and financial management : JRFM
51
Applied economics letters
50
Applied mathematical finance
49
Finance and stochastics
49
Research paper series / Swiss Finance Institute
48
The journal of futures markets
48
IMF working papers
47
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ECONIS (ZBW)
12,215
EconStor
10
RePEc
9
ArchiDok
2
BASE
1
Other ZBW resources
1
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1
Stabilitätsüberprüfung von Geldnachfragefunktionen ausgewählter EU-Staaten : eine Darstellung und Anwendung der Flexible-Kleinste-Quadrate-Methode
Pfaff, Bernhard
-
1998
-
1. Aufl.
Persistent link: https://www.econbiz.de/10013358681
Saved in:
2
Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets
Brandt, Michael W.
;
Santa-Clara, Pedro
- In:
Journal of financial economics
63
(
2002
)
2
,
pp. 161-210
Persistent link: https://www.econbiz.de/10001636757
Saved in:
3
Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets
Brandt, Michael W.
;
Santa-Clara, Pedro
-
2001
Persistent link: https://www.econbiz.de/10001606888
Saved in:
4
Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets
Brandt, Michael W.
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002011289
Saved in:
5
Volatility, estimates of the short-term interest rate with an application to German data
Dankenbring, Henning
- In:
Kredit und Kapital
33
(
2000
)
4
,
pp. 548-570
Persistent link: https://www.econbiz.de/10001554586
Saved in:
6
Estimating continuous-time stochastic volatility models of the short-term interest rate
Andersen, Torben
- In:
Journal of econometrics
77
(
1997
)
2
,
pp. 343-377
Persistent link: https://www.econbiz.de/10001212838
Saved in:
7
Volatility estimates of the short term interest rate with an application to German data
Dankenbring, Henning
-
1998
Persistent link: https://www.econbiz.de/10000997987
Saved in:
8
Empirical tests of short-term interest rate models : a nonparametric approach
Niizeki, Mikiyo Kii
- In:
Applied financial economics
8
(
1998
)
4
,
pp. 347-352
Persistent link: https://www.econbiz.de/10001363502
Saved in:
9
A multifactor, nonlinear, continuous-time model of interest rate volatility
Boudoukh, Jacob
;
Richardson, Matthew
;
Stanton, Richard
; …
-
1999
Persistent link: https://www.econbiz.de/10001394312
Saved in:
10
A simple approach to the estimation of continuous time CEV stochastic volatility models of the short-term rate
Fornari, Fabio
;
Mele, Antonio
-
2001
Persistent link: https://www.econbiz.de/10001581711
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