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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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United States
291,231
Schätzung
41,008
Estimation
39,635
Deutschland
33,033
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30,563
Germany
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Geldpolitik
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17,621
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16,694
Share price
16,686
Prognoseverfahren
16,251
Forecasting model
15,916
Zeitreihenanalyse
14,494
United Kingdom
14,383
Time series analysis
14,063
Volatilität
13,459
Konjunktur
13,424
Innovation
13,167
Spieltheorie
12,975
Konsumentenverhalten
12,966
Wirkungsanalyse
12,958
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McAleer, Michael
94
Bollerslev, Tim
91
Gupta, Rangan
80
Diebold, Francis X.
69
Andersen, Torben
58
Koopman, Siem Jan
45
Härdle, Wolfgang
41
Lux, Thomas
41
Pierdzioch, Christian
38
Bahmani-Oskooee, Mohsen
37
Bekaert, Geert
37
Caporale, Guglielmo Maria
36
Aizenman, Joshua
35
Asai, Manabu
35
Chiarella, Carl
35
Caporin, Massimiliano
34
Fernández-Villaverde, Jesús
32
Herwartz, Helmut
32
Ghysels, Eric
31
Hautsch, Nikolaus
31
Engle, Robert F.
29
Todorov, Viktor
28
Chang, Chia-Lin
27
Clark, Todd E.
26
Mumtaz, Haroon
26
Aït-Sahalia, Yacine
25
Campbell, John Y.
24
Christoffersen, Peter F.
24
Dijk, Dick van
24
Hafner, Christian M.
24
Andersen, Torben G.
23
Bali, Turan G.
23
Clements, Adam
23
Gallo, Giampiero M.
23
Lucas, André
23
Yu, Jun
23
Bansal, Ravi
22
Bauwens, Luc
22
Caballero, Ricardo J.
22
Chan, Joshua
22
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National Bureau of Economic Research
199
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
13
Federal Reserve Bank of St. Louis
11
Centre for Analytical Finance <Århus>
10
European University Institute / Department of Economics
10
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
9
Ekonomiska forskningsinstitutet <Stockholm>
8
Federal Reserve Bank of New York
7
Internationaler Währungsfonds / Research Department
7
Rodney L. White Center for Financial Research
7
Svenska Handelshögskolan <Helsinki>
7
Centre for Growth and Business Cycle Research <Manchester>
6
Birkbeck College / Department of Economics
5
Institute of Finance and Accounting <London>
5
University of Canterbury / Dept. of Economics and Finance
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
4
Federal Reserve Bank of San Francisco
4
Federal Reserve System / Division of Research and Statistics
4
Instituto Valenciano de Investigaciones Económicas
4
The Wharton Financial Institutions Center
4
Brown University / Department of Economics
3
Center for Economic Research <Tilburg>
3
Federal Reserve Bank of Cleveland
3
Federal Reserve System / Board of Governors
3
Institut für Weltwirtschaft
3
Massachusetts Institute of Technology / Department of Economics
3
New York Stock Exchange
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
Business Information Centre <Toronto>
2
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification <Paris>
2
Centre for Economic Policy Research
2
Christian-Albrechts-Universität zu Kiel
2
Columbia University / Department of Economics
2
Danmarks Nationalbank
2
Deutsche Börse AG
2
Erasmus Research Institute of Management
2
Financial Options Research Centre
2
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Working paper / National Bureau of Economic Research, Inc.
293
NBER working paper series
192
NBER Working Paper
167
The journal of futures markets
159
Journal of banking & finance
157
Journal of econometrics
138
Discussion paper / Centre for Economic Policy Research
127
Finance research letters
118
Journal of empirical finance
115
The review of financial studies
112
Economics letters
107
Energy economics
104
Working paper
103
Economic modelling
102
Journal of financial economics
97
Discussion paper / Tinbergen Institute
93
International review of financial analysis
91
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
91
Journal of international money and finance
89
Applied economics
88
The journal of finance : the journal of the American Finance Association
88
International review of economics & finance : IREF
87
The North American journal of economics and finance : a journal of financial economics studies
85
International journal of theoretical and applied finance
84
International journal of forecasting
82
Applied financial economics
77
Journal of economic dynamics & control
74
Mathematical finance : an international journal of mathematics, statistics and financial theory
73
The European journal of finance
66
Applied economics letters
65
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
65
Journal of financial and quantitative analysis : JFQA
63
Journal of international financial markets, institutions & money
62
Econometric reviews
60
Journal of forecasting
59
Research paper series / Swiss Finance Institute
57
Finance and economics discussion series
55
Quantitative finance
53
Journal of risk and financial management : JRFM
52
Journal of financial econometrics : official journal of the Society for Financial Econometrics
51
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ECONIS (ZBW)
13,097
EconStor
15
ArchiDok
1
RePEc
1
Other ZBW resources
1
Showing
1
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10
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13,115
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date (oldest first)
1
The intergenerational transmission of income volatility : is riskiness inherited?
Shore, Stephen H.
- In:
Journal of business & economic statistics : JBES ; a …
29
(
2011
)
3
,
pp. 372-381
Persistent link: https://www.econbiz.de/10009232546
Saved in:
2
Jumps and stochastic volatility : exchange rate processes implicit in PHLX Deutschemark options
Bates, David S.
-
1993
Persistent link: https://www.econbiz.de/10000884445
Saved in:
3
Dinámica no lineal en la bolsa de valores
Mayer-Foulkes, David
;
Feliz, Raúl Aníbal
-
1992
-
1. ed
Persistent link: https://www.econbiz.de/10000889335
Saved in:
4
Covered interest arbitrage and market turbulence : an empiric. analysis
Taylor, Mark P.
-
1988
Persistent link: https://www.econbiz.de/10000747918
Saved in:
5
The identification of destabilizing foreign exchange speculation
Kohlhagen, Steven W.
-
1977
Persistent link: https://www.econbiz.de/10000780360
Saved in:
6
Post-'87 crash fears in S&P 500 futures options
Bates, David S.
-
1997
Persistent link: https://www.econbiz.de/10000619727
Saved in:
7
Inflation and the distribution of price changes
Bryan, Michael F.
;
Cecchetti, Stephen G.
-
1996
Persistent link: https://www.econbiz.de/10000609279
Saved in:
8
Stock index volatility expectations implied by call options premia
Rindell, Krister
-
1989
Persistent link: https://www.econbiz.de/10000126342
Saved in:
9
Nonparametric autoregression with multiplicative volatility and additive mean
Yang, Lijian
;
Härdle, Wolfgang
;
Nielsen, Jens Perch
-
1998
Persistent link: https://www.econbiz.de/10000168636
Saved in:
10
Specification analysis of affine term structure models
Dai, Qiang
;
Singleton, Kenneth J.
-
1997
Persistent link: https://www.econbiz.de/10000637523
Saved in:
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