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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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Börsenkurs
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Share price
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Asymmetrische Information
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Asymmetric information
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Wettbewerb
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Wohlfahrtsanalyse
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Schätztheorie
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Volatilität
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Welfare analysis
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Bollerslev, Tim
75
Diebold, Francis X.
60
McAleer, Michael
54
Andersen, Torben
45
Lux, Thomas
43
Koopman, Siem Jan
41
Härdle, Wolfgang
38
Aizenman, Joshua
33
Chiarella, Carl
32
Gupta, Rangan
32
Caporin, Massimiliano
31
Bekaert, Geert
30
Herwartz, Helmut
27
Pierdzioch, Christian
26
Asai, Manabu
25
Fernández-Villaverde, Jesús
25
Hafner, Christian M.
24
Todorov, Viktor
24
Ghysels, Eric
23
Hautsch, Nikolaus
23
Caballero, Ricardo J.
22
Clark, Todd E.
22
Lucas, André
22
Meddahi, Nour
22
Westerhoff, Frank H.
22
Yu, Jun
22
Andersen, Torben G.
21
Aït-Sahalia, Yacine
21
Christoffersen, Peter F.
21
Schlag, Christian
21
Bauwens, Luc
20
Engle, Robert F.
20
Chan, Joshua
19
Giglio, Stefano
19
Gonçalves, Sílvia
19
Li, Kai
19
Mittnik, Stefan
19
Mumtaz, Haroon
19
Renault, Eric
19
Brandt, Michael W.
18
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National Bureau of Economic Research
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Ekonomiska forskningsinstitutet <Stockholm>
8
European University Institute / Department of Economics
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Centre for Analytical Finance <Århus>
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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
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
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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>
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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
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Federal Reserve Bank of New York
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Forschungsinstitut zur Zukunft der Arbeit
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Goethe-Universität Frankfurt am Main
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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.
160
NBER Working Paper
155
Journal of econometrics
125
Journal of banking & finance
109
Finance research letters
90
Economics letters
82
Journal of empirical finance
82
Discussion paper / Tinbergen Institute
79
International journal of theoretical and applied finance
78
Economic modelling
77
Discussion paper / Centre for Economic Policy Research
76
International journal of forecasting
76
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
73
Mathematical finance : an international journal of mathematics, statistics and financial theory
72
Journal of financial economics
71
Journal of economic dynamics & control
70
Working paper
69
Journal of international money and finance
65
International review of financial analysis
61
Energy economics
60
The European journal of finance
59
International review of economics & finance : IREF
58
The review of financial studies
58
Applied economics
57
Journal of forecasting
55
Quantitative finance
52
Econometric reviews
51
Applied economics letters
46
Computational economics
46
The North American journal of economics and finance : a journal of financial economics studies
46
Applied mathematical finance
45
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
Research paper series / Swiss Finance Institute
44
The journal of finance : the journal of the American Finance Association
43
Finance and stochastics
42
The journal of futures markets
40
CREATES research paper
39
Journal of monetary economics
39
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ECONIS (ZBW)
9,742
EconStor
9
ArchiDok
1
Other ZBW resources
1
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1
Modeling the distribution of highly volatile exchange-rate time series
Čobanov, Georgi S.
(
contributor
)
-
1996
Persistent link: https://www.econbiz.de/10000955836
Saved in:
2
Forecasting latent volatility through a Markov chain approximation filter
Lo, Chia Chun
;
Skindilias, Konstantinos
; …
- In:
Journal of forecasting
35
(
2016
)
1
,
pp. 54-69
Persistent link: https://www.econbiz.de/10011417712
Saved in:
3
An optimal investment strategy with maximal risk aversion and its ruin probability in the presence of stochastic volatility on investments
Badaoui, Mohamed
;
Fernández, Begoña
- In:
Insurance / Mathematics & economics
53
(
2013
)
1
,
pp. 1-13
Persistent link: https://www.econbiz.de/10009785429
Saved in:
4
A probabilistic demand application in the American cracker market
Johnson, Rutherford Card
- In:
International journal of food and agricultural …
4
(
2016
)
3
,
pp. 49-61
Persistent link: https://www.econbiz.de/10011558359
Saved in:
5
Discrete stochastic autoregressive volatility
Cordis, Adriana S.
;
Kirby, Chris
- In:
Journal of banking & finance
43
(
2014
),
pp. 160-178
Persistent link: https://www.econbiz.de/10010410013
Saved in:
6
Stochastic clock and financial markets
Geman, Hélyette
-
2009
Persistent link: https://www.econbiz.de/10003827081
Saved in:
7
Stochastic clock and financial markets
Geman, Hélyette
- In:
Aspects of mathematical finance
,
(pp. 37-52)
.
2008
Persistent link: https://www.econbiz.de/10003653396
Saved in:
8
A simple nonparametric approach to derivative security valuation
Stutzer, Michael J.
- In:
The journal of finance : the journal of the American …
51
(
1996
)
5
,
pp. 1633-1652
Persistent link: https://www.econbiz.de/10001211779
Saved in:
9
Recovering probability distributions from option prices
Jackwerth, Jens Carsten
- In:
The journal of finance : the journal of the American …
51
(
1996
)
5
,
pp. 1611-1631
Persistent link: https://www.econbiz.de/10001211781
Saved in:
10
From value at risk to stress testing : the extreme value approach
Longin, François M.
- In:
Journal of banking & finance
24
(
2000
)
7
,
pp. 1097-1130
Persistent link: https://www.econbiz.de/10001483876
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