//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Volatility"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
A nonuniform grid method for s...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
Theorie
622,133
Theory
607,047
USA
41,677
United States
40,606
Schätzung
30,555
Estimation
29,829
Welt
24,999
World
24,388
Mathematische Optimierung
24,347
Mathematical programming
24,296
Deutschland
22,421
Geldpolitik
22,322
Monetary policy
21,603
Germany
21,036
Portfolio-Management
20,707
Portfolio selection
20,498
CAPM
18,890
Risiko
18,375
Risk
18,180
Prognoseverfahren
14,081
Forecasting model
13,815
Wirtschaftswachstum
13,167
Spieltheorie
13,008
Börsenkurs
12,871
Zeitreihenanalyse
12,846
Share price
12,666
Economic growth
12,561
Time series analysis
12,469
Game theory
12,277
Kapitaleinkommen
11,228
Experiment
11,217
Capital income
11,188
Volatilität
10,847
Asymmetrische Information
10,586
Asymmetric information
10,302
Schätztheorie
10,290
Stochastischer Prozess
10,289
Wettbewerb
10,211
Wohlfahrtsanalyse
10,116
more ...
less ...
Online availability
All
Free
4,077
Undetermined
2,378
Type of publication
All
Book / Working Paper
5,338
Article
5,254
Type of publication (narrower categories)
All
Article in journal
4,903
Aufsatz in Zeitschrift
4,903
Graue Literatur
2,498
Non-commercial literature
2,498
Working Paper
2,363
Arbeitspapier
2,353
Hochschulschrift
351
Aufsatz im Buch
330
Book section
330
Thesis
291
Collection of articles written by one author
92
Sammlung
92
Collection of articles of several authors
53
Sammelwerk
53
Bibliografie enthalten
42
Bibliography included
42
Conference paper
26
Konferenzbeitrag
26
Aufsatzsammlung
23
Forschungsbericht
21
Systematic review
21
Übersichtsarbeit
21
Konferenzschrift
16
Amtsdruckschrift
13
Government document
13
Conference proceedings
8
Lehrbuch
8
Rezension
8
Textbook
8
Reprint
6
Handbook
5
Handbuch
5
Accompanied by computer file
2
Bibliografie
2
Case study
2
Elektronischer Datenträger als Beilage
2
Fallstudie
2
Amtliche Publikation
1
Article
1
CD-ROM, DVD
1
more ...
less ...
Language
All
English
10,351
German
190
French
27
Spanish
16
Italian
5
Polish
2
Portuguese
2
Undetermined
2
Czech
1
Hungarian
1
Dutch
1
Norwegian
1
Chinese
1
more ...
less ...
Author
All
Bollerslev, Tim
78
Diebold, Francis X.
60
McAleer, Michael
55
Andersen, Torben
47
Koopman, Siem Jan
41
Härdle, Wolfgang
39
Lux, Thomas
39
Aizenman, Joshua
33
Bekaert, Geert
33
Caporin, Massimiliano
33
Chiarella, Carl
33
Gupta, Rangan
32
Christoffersen, Peter F.
31
Herwartz, Helmut
29
Todorov, Viktor
28
Ghysels, Eric
26
Hautsch, Nikolaus
26
Meddahi, Nour
26
Pierdzioch, Christian
26
Asai, Manabu
25
Bansal, Ravi
25
Fernández-Villaverde, Jesús
25
Hafner, Christian M.
25
Schlag, Christian
24
Yu, Jun
24
Aït-Sahalia, Yacine
22
Clark, Todd E.
22
Lucas, André
22
Andersen, Torben G.
21
Caballero, Ricardo J.
21
Westerhoff, Frank H.
21
Bauwens, Luc
20
Caporale, Guglielmo Maria
20
Engle, Robert F.
20
Giglio, Stefano
20
Mittnik, Stefan
20
Renault, Eric
20
Brandt, Michael W.
19
Campbell, John Y.
19
Chan, Joshua
19
more ...
less ...
Institution
All
National Bureau of Economic Research
190
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
12
Ekonomiska forskningsinstitutet <Stockholm>
8
European University Institute / Department of Economics
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
Institute of Finance and Accounting <London>
5
Svenska Handelshögskolan <Helsinki>
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
4
Federal Reserve Bank of St. Louis
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
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
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
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
Umeå Universitet / Institutionen för Nationalekonomi
2
University of British Columbia / Finance Division
2
more ...
less ...
Published in...
All
NBER working paper series
183
Working paper / National Bureau of Economic Research, Inc.
169
NBER Working Paper
165
Journal of econometrics
136
Journal of banking & finance
128
Finance research letters
101
Journal of empirical finance
99
Journal of financial economics
95
Economics letters
89
Economic modelling
88
International journal of theoretical and applied finance
85
Discussion paper / Centre for Economic Policy Research
84
Journal of economic dynamics & control
81
Discussion paper / Tinbergen Institute
79
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
77
International journal of forecasting
76
Working paper
76
Mathematical finance : an international journal of mathematics, statistics and financial theory
74
International review of economics & finance : IREF
70
International review of financial analysis
70
Journal of international money and finance
69
Applied economics
66
Energy economics
64
The European journal of finance
64
The review of financial studies
62
Journal of forecasting
56
Quantitative finance
54
Econometric reviews
53
The North American journal of economics and finance : a journal of financial economics studies
52
Applied mathematical finance
48
Computational economics
48
Research paper series / Swiss Finance Institute
48
The journal of finance : the journal of the American Finance Association
48
Applied economics letters
47
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
47
Finance and stochastics
45
Journal of financial econometrics : official journal of the Society for Financial Econometrics
45
Journal of risk and financial management : JRFM
44
CREATES research paper
42
The journal of futures markets
42
more ...
less ...
Source
All
ECONIS (ZBW)
10,578
EconStor
11
RePEc
2
ArchiDok
1
Showing
1
-
10
of
10,592
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Measuring liquidity with return volatility : an analytical approach based on heavy-tailed Censored-GARCH model
Zhao, Wandi
;
Gao, Yang
;
Wang, Mingjin
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013538992
Saved in:
2
Dynamische Portfolio-Selektion unter Berücksichtigung von Kurssprüngen
Nietert, Bernhard
-
1998
Persistent link: https://www.econbiz.de/10000998162
Saved in:
3
Pricing and hedging derivative securities in incomplete markets : an [epsilon]-arbitrage approach
Bertsimas, Dimitris
;
Kogan, Leonid
;
Lo, Andrew W.
-
1997
Persistent link: https://www.econbiz.de/10000646551
Saved in:
4
B-spline techniques for volatility modeling
Corlay, Sulvain
- In:
The journal of computational finance
19
(
2016
)
3
,
pp. 97-135
Persistent link: https://www.econbiz.de/10011563492
Saved in:
5
Portfolio optimization from a Copulas-GJR-GARCH-EVT-CVAR model : empirical evidence from ASEAN stock indexes
Sang Phu Nguyen
;
Toan Luu Duc Huynh
- In:
Quantitative finance and economics
3
(
2019
)
3
,
pp. 562-585
Persistent link: https://www.econbiz.de/10012176618
Saved in:
6
Stock market portfolio construction : a four-stage model based on Fractal analysis
Ghosh, Indranil
;
Chaudhuri, Tamal D.
- In:
South Asian journal of management : SAJM
25
(
2018
)
4
,
pp. 117-149
Persistent link: https://www.econbiz.de/10012011628
Saved in:
7
Portfolio optimization problem with delay under Cox-Ingersoll-Ross model
A, Chunxiang
;
Shao, Yi
- In:
Journal of mathematical finance
7
(
2017
)
3
,
pp. 699-717
Persistent link: https://www.econbiz.de/10011752489
Saved in:
8
Parallel optimization of sparse portfolios with AR-HMMs
Sipos, I. Róbert
;
Ceffer, Attila
;
Levendovszky, János
- In:
Computational economics
49
(
2017
)
4
,
pp. 563-578
Persistent link: https://www.econbiz.de/10011762135
Saved in:
9
Portfolio optimization and stochastic volatility asymptotics
Fouque, Jean-Pierre
;
Sircar, Kaushik Ronnie
; …
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 704-745
Persistent link: https://www.econbiz.de/10011764969
Saved in:
10
Essays in portfolio selection
Giuzio, Margherita
-
2017
Persistent link: https://www.econbiz.de/10011914236
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->