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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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Welt
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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
10,151
Welfare analysis
9,979
Allgemeines Gleichgewicht
9,960
Volatilität
9,959
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Bollerslev, Tim
75
Diebold, Francis X.
60
McAleer, Michael
54
Andersen, Torben
45
Koopman, Siem Jan
41
Lux, Thomas
39
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
Hautsch, Nikolaus
23
Clark, Todd E.
22
Ghysels, Eric
22
Lucas, André
22
Meddahi, Nour
22
Yu, Jun
22
Andersen, Torben G.
21
Caballero, Ricardo J.
21
Christoffersen, Peter F.
21
Schlag, Christian
21
Westerhoff, Frank H.
21
Aït-Sahalia, Yacine
20
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>
7
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>
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
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
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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 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
174
Working paper / National Bureau of Economic Research, Inc.
160
NBER Working Paper
156
Journal of econometrics
126
Journal of banking & finance
109
Finance research letters
85
Economics letters
82
Journal of empirical finance
81
Discussion paper / Tinbergen Institute
80
Economic modelling
77
Discussion paper / Centre for Economic Policy Research
76
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
72
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
67
Journal of international money and finance
65
International review of financial analysis
61
International review of economics & finance : IREF
59
The European journal of finance
59
Applied economics
58
Energy economics
57
The review of financial studies
57
Journal of forecasting
55
Econometric reviews
51
Quantitative finance
48
Applied economics letters
46
Computational economics
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
Applied mathematical finance
44
Research paper series / Swiss Finance Institute
44
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
44
The journal of finance : the journal of the American Finance Association
43
Finance and stochastics
42
Journal of monetary economics
40
The journal of futures markets
40
CREATES research paper
39
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ECONIS (ZBW)
9,695
EconStor
9
ArchiDok
1
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1
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1
Dynamic consumption and portfolio choice with stochastic volatility in incomplete markets
Chacko, George
;
Viceira, Luis M.
-
1999
Persistent link: https://www.econbiz.de/10001417317
Saved in:
2
Dynamic consumption and portfolio choice with stochastic volatility in incomplete markets
Chacko, George
;
Viceira, Luis M.
-
1999
Persistent link: https://www.econbiz.de/10001641813
Saved in:
3
Dynamic consumption and portfolio choice with stochastic volatility in incomplete markets
Chacko, George
;
Viceira, Luis M.
-
2005
Persistent link: https://www.econbiz.de/10002648034
Saved in:
4
Portfolio optimization under partial information : computation of optimal portfolio strategies
Putschögl, Wolfgang
-
2007
Persistent link: https://www.econbiz.de/10003838292
Saved in:
5
Exchange rate volatility and domestic consumption : a multicountry analysis
Bahmani-Oskooee, Mohsen
;
Xi, Dan
- In:
Journal of post-Keynesian economics : JPKE
34
(
2011/12
)
2
,
pp. 319-330
Persistent link: https://www.econbiz.de/10009526655
Saved in:
6
Dynamic consumption and portfolio choice with stochastic volatility in incomplete markets
Chacko, George
;
Viceira, Luis M.
- In:
The review of financial studies
18
(
2005
)
4
,
pp. 1369-1402
Persistent link: https://www.econbiz.de/10003352847
Saved in:
7
Structural stability tests with unknown breakpoint for the efficient method of moments with application to stochastic volatility models
Sluis, Pieter J. van der
-
1998
Persistent link: https://www.econbiz.de/10000985438
Saved in:
8
Einfaktormodelle der Fristenstruktur der Zinssätze : theoretische und empirische Betrachtungen
Bühler, Alfred
-
1995
Persistent link: https://www.econbiz.de/10000552090
Saved in:
9
Robustness of sunspot equilibria
Goenka, Aditya
- In:
Economic theory : official journal of the Society for …
10
(
1997
)
1
,
pp. 79-98
Persistent link: https://www.econbiz.de/10001224264
Saved in:
10
Endogenous collateral constraints and the leverage cycle
Fostel, Ana
;
Geanakoplos, John
- In:
Annual review of economics
6
(
2014
),
pp. 771-799
Persistent link: https://www.econbiz.de/10011380217
Saved in:
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