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Volatility
Theorie
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Theory
608,195
USA
43,151
United States
41,977
Schätzung
36,346
Estimation
35,443
Zeitreihenanalyse
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Börsenkurs
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Share price
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Spieltheorie
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Volatilität
12,392
Game theory
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Asymmetrische Information
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McAleer, Michael
91
Bollerslev, Tim
87
Diebold, Francis X.
71
Koopman, Siem Jan
59
Andersen, Torben
57
Gupta, Rangan
57
Caporale, Guglielmo Maria
52
Lux, Thomas
50
Härdle, Wolfgang
49
Caporin, Massimiliano
41
Todorov, Viktor
39
Gil-Alaña, Luis A.
37
Asai, Manabu
34
Fernández-Villaverde, Jesús
34
Aizenman, Joshua
33
Chiarella, Carl
32
Pierdzioch, Christian
32
Bekaert, Geert
31
Lucas, André
31
Herwartz, Helmut
30
Hautsch, Nikolaus
29
Hafner, Christian M.
28
Tauchen, George Eugene
27
Andersen, Torben G.
26
Dijk, Dick van
26
Engle, Robert F.
26
Hansen, Peter Reinhard
26
Yu, Jun
26
Chan, Joshua
25
Christoffersen, Peter F.
25
Meddahi, Nour
25
Chang, Chia-Lin
24
Clark, Todd E.
24
Ghysels, Eric
24
Rodriguez, Gabriel
24
Christensen, Bent Jesper
23
Maheu, John M.
23
Mumtaz, Haroon
23
Caballero, Ricardo J.
22
Taylor, Robert
22
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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
8
Rodney L. White Center for Financial Research
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Centre for Growth and Business Cycle Research <Manchester>
6
Internationaler Währungsfonds / Research Department
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Birkbeck College / Department of Economics
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Institute of Finance and Accounting <London>
5
Svenska Handelshögskolan <Helsinki>
5
The Wharton Financial Institutions Center
5
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
4
Instituto Valenciano de Investigaciones Económicas
4
Econometrisch Instituut <Rotterdam>
3
Federal Reserve Bank of San Francisco
3
Federal Reserve System / Division of Research and Statistics
3
Gottfried Wilhelm Leibniz Universität Hannover
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
Business Information Centre <Toronto>
2
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification <Paris>
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Centre for Economic Policy Research
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Centre for Quantitative Economics & Computing
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Christian-Albrechts-Universität zu Kiel
2
Danmarks Nationalbank
2
Deutsche Börse AG
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
Institut für Weltwirtschaft
2
International Monetary Fund
2
Internationaler Währungsfonds / Western Hemisphere Department
2
Judge Institute of Management Studies
2
Kansantaloustieteen Laitos <Tampere>
2
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Journal of econometrics
189
NBER working paper series
180
Working paper / National Bureau of Economic Research, Inc.
167
NBER Working Paper
159
Energy economics
130
Journal of banking & finance
125
Economic modelling
120
Finance research letters
118
Discussion paper / Tinbergen Institute
117
Journal of empirical finance
107
Economics letters
102
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
98
International journal of forecasting
93
Applied economics
89
Working paper
88
International review of financial analysis
86
International review of economics & finance : IREF
85
Discussion paper / Centre for Economic Policy Research
80
International journal of theoretical and applied finance
79
Journal of economic dynamics & control
78
Journal of financial economics
77
The North American journal of economics and finance : a journal of financial economics studies
74
Journal of international money and finance
73
Mathematical finance : an international journal of mathematics, statistics and financial theory
72
Econometric reviews
68
Journal of forecasting
67
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
67
Quantitative finance
63
The European journal of finance
62
Applied economics letters
61
Journal of risk and financial management : JRFM
61
The review of financial studies
60
CREATES research paper
57
Journal of financial econometrics : official journal of the Society for Financial Econometrics
57
Computational economics
53
Research paper series / Swiss Finance Institute
49
Journal of international financial markets, institutions & money
47
Applied mathematical finance
46
International Journal of Energy Economics and Policy : IJEEP
45
The journal of futures markets
45
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ECONIS (ZBW)
12,092
EconStor
13
RePEc
10
ArchiDok
2
BASE
1
Other ZBW resources
1
Showing
1
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10
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12,119
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date (oldest first)
1
The recent effects of exchange rate on international trade
Choi, Myoung Shik
- In:
Prague economic papers : a bimonthly journal of …
26
(
2017
)
6
,
pp. 661-689
Persistent link: https://www.econbiz.de/10011780227
Saved in:
2
VEC-MSF models in Bayesian analysis of short- and long-run relationships
Pajor, Anna
;
Wróblewska, Justyna
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011708691
Saved in:
3
Capturing common components in high-frequency financial time series : a multivariate stochastic multiplicative error model
Hautsch, Nikolaus
(
contributor
)
-
2007
relations and cross-dependencies between the individual variables. This confirms economic
theory
and suggests more parsimonious …
Persistent link: https://www.econbiz.de/10003634717
Saved in:
4
On interest rate dynamics and change in persistence
Scheithauer, Jan
-
2008
Persistent link: https://www.econbiz.de/10003796790
Saved in:
5
Capturing common components in high-frequency financial time series : a multivariate stochastic multiplicative error model
Hautsch, Nikolaus
- In:
Journal of economic dynamics & control
32
(
2008
)
12
,
pp. 3978-4015
Persistent link: https://www.econbiz.de/10003804813
Saved in:
6
Long memory and tail dependence in trading volume and volatility
Rossi, Eduardo
;
Santucci de Magistris, Paolo
-
2009
Persistent link: https://www.econbiz.de/10003863172
Saved in:
7
A no arbitrage fractional
cointegration
analysis of the range based volatility
Rossi, Eduardo
;
Santucci de Magistris, Paolo
-
2009
Persistent link: https://www.econbiz.de/10003863181
Saved in:
8
Long memory and tail dependence in trading volume and volatility
Rossi, Eduardo
;
Santucci de Magistris, Paolo
; …
-
2008
. -- Realized Volatility ; Trading Volume ; Long memory ; Fractional
Cointegration
; Copula Modeling …
Persistent link: https://www.econbiz.de/10008665277
Saved in:
9
Capturing common components in high-frequency financial time series : a multivariate stochastic multiplicative error model
Hautsch, Nikolaus
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003562219
Saved in:
10
Exploring relationship between the stock price of Taiwan and the exchange rate : an autoregressive distributed lag model with a quantile regression
Hsu, Tzu-Kuang
- In:
International journal of economics and finance
8
(
2016
)
1
,
pp. 72-78
Persistent link: https://www.econbiz.de/10011427778
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