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
Stochastic methods for global...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
Theorie
621,884
Theory
606,798
USA
40,696
United States
39,642
Schätzung
28,734
Estimation
28,022
Welt
24,435
Mathematische Optimierung
24,340
Mathematical programming
24,290
World
23,826
Geldpolitik
22,213
Deutschland
22,179
Monetary policy
21,495
Germany
20,818
Portfolio-Management
18,931
Portfolio selection
18,729
Risiko
17,315
Risk
17,108
Prognoseverfahren
13,652
Forecasting model
13,390
Wirtschaftswachstum
13,127
Spieltheorie
12,982
Zeitreihenanalyse
12,655
Economic growth
12,521
Time series analysis
12,279
Game theory
12,252
Experiment
11,159
Börsenkurs
10,862
Share price
10,665
Asymmetrische Information
10,508
Asymmetric information
10,226
Wettbewerb
10,202
Wohlfahrtsanalyse
10,107
Stochastischer Prozess
10,012
Volatilität
9,957
Welfare analysis
9,935
Schätztheorie
9,880
Competition
9,846
Stochastic process
9,731
more ...
less ...
Online availability
All
Free
3,762
Undetermined
2,053
Type of publication
All
Book / Working Paper
5,000
Article
4,702
Type of publication (narrower categories)
All
Article in journal
4,364
Aufsatz in Zeitschrift
4,364
Graue Literatur
2,361
Non-commercial literature
2,361
Working Paper
2,229
Arbeitspapier
2,220
Hochschulschrift
338
Aufsatz im Buch
318
Book section
318
Thesis
282
Collection of articles written by one author
89
Sammlung
89
Collection of articles of several authors
51
Sammelwerk
51
Bibliografie enthalten
41
Bibliography included
41
Conference paper
26
Konferenzbeitrag
26
Systematic review
21
Übersichtsarbeit
21
Aufsatzsammlung
20
Forschungsbericht
19
Konferenzschrift
16
Amtsdruckschrift
12
Government document
12
Conference proceedings
8
Lehrbuch
8
Rezension
8
Textbook
8
Reprint
6
Handbook
5
Handbuch
5
Accompanied by computer file
2
Bibliografie
2
Elektronischer Datenträger als Beilage
2
Amtliche Publikation
1
CD-ROM, DVD
1
Case study
1
Diskette
1
Elektronischer Datenträger
1
more ...
less ...
Language
All
English
9,469
German
185
French
26
Spanish
16
Italian
5
Polish
2
Portuguese
2
Czech
1
Hungarian
1
Dutch
1
Norwegian
1
Chinese
1
more ...
less ...
Author
All
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
Caporin, Massimiliano
31
Gupta, Rangan
31
Bekaert, Geert
30
Herwartz, Helmut
27
Asai, Manabu
25
Pierdzioch, Christian
25
Fernández-Villaverde, Jesús
24
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
Brandt, Michael W.
18
Carriero, Andrea
18
more ...
less ...
Institution
All
National Bureau of Economic Research
180
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
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
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
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
more ...
less ...
Published in...
All
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
Economics letters
82
Finance research letters
81
Journal of empirical finance
81
Discussion paper / Tinbergen Institute
79
Economic modelling
77
Discussion paper / Centre for Economic Policy Research
76
International journal of forecasting
76
International journal of theoretical and applied finance
76
Mathematical finance : an international journal of mathematics, statistics and financial theory
73
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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
The European journal of finance
59
International review of economics & finance : IREF
58
Applied economics
57
Energy economics
57
The review of financial studies
57
Journal of forecasting
55
Econometric reviews
51
Quantitative finance
50
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
Research paper series / Swiss Finance Institute
44
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
44
Finance and stochastics
43
The journal of finance : the journal of the American Finance Association
43
The journal of futures markets
40
CREATES research paper
39
Journal of monetary economics
39
more ...
less ...
Source
All
ECONIS (ZBW)
9,692
EconStor
9
ArchiDok
1
Showing
1
-
10
of
9,702
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Dynamische Portfolio-Selektion unter Berücksichtigung von Kurssprüngen
Nietert, Bernhard
-
1998
Persistent link: https://www.econbiz.de/10000998162
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
Essays in portfolio selection
Giuzio, Margherita
-
2017
Persistent link: https://www.econbiz.de/10011914236
Saved in:
10
A Bayesian approach to excess volatility, short-term underreaction and long-term overreaction during financial crises
Guo, Xu
;
McAleer, Michael
;
Wong, Wing Keung
;
Zhu, Lixing
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 346-358
Persistent link: https://www.econbiz.de/10011938136
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...
