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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
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Schätzung
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Estimation
124,161
Deutschland
46,396
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19,069
Volatilität
18,883
Wirkungsanalyse
18,209
Kapitaleinkommen
17,729
Impact assessment
17,703
Capital income
17,660
Zeitreihenanalyse
17,455
United Kingdom
17,443
Mathematische Optimierung
17,139
Mathematical programming
17,035
Time series analysis
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McAleer, Michael
147
Gupta, Rangan
125
Bollerslev, Tim
113
Diebold, Francis X.
79
Caporale, Guglielmo Maria
73
Pierdzioch, Christian
68
Andersen, Torben
66
Koopman, Siem Jan
56
Bahmani-Oskooee, Mohsen
55
Todorov, Viktor
50
Chang, Chia-Lin
49
Härdle, Wolfgang
49
Lux, Thomas
47
Caporin, Massimiliano
44
Engle, Robert F.
43
Hautsch, Nikolaus
43
Bekaert, Geert
42
Asai, Manabu
41
Bouri, Elie
41
Herwartz, Helmut
41
Chiarella, Carl
40
Ma, Feng
40
Gil-Alaña, Luis A.
39
Wohar, Mark E.
38
Ghysels, Eric
37
Aizenman, Joshua
35
Fernández-Villaverde, Jesús
34
Hafner, Christian M.
33
Mumtaz, Haroon
33
Belke, Ansgar
32
Christoffersen, Peter F.
32
Andersen, Torben G.
30
Clements, Adam
30
Dijk, Dick van
30
Rodriguez, Gabriel
30
Tauchen, George Eugene
29
Hammoudeh, Shawkat
28
Bauwens, Luc
27
Buch, Claudia M.
27
Chan, Joshua
27
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National Bureau of Economic Research
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Federal Reserve Bank of St. Louis
11
Centre for Analytical Finance <Århus>
10
European University Institute / Department of Economics
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
9
Ekonomiska forskningsinstitutet <Stockholm>
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Institut für Weltwirtschaft
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Svenska Handelshögskolan <Helsinki>
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Federal Reserve Bank of New York
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Internationaler Währungsfonds / Research Department
7
Rodney L. White Center for Financial Research
7
University of Canterbury / Dept. of Economics and Finance
7
Centre for Growth and Business Cycle Research <Manchester>
6
Birkbeck College / Department of Economics
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
Federal Reserve System / Division of Research and Statistics
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Institute of Finance and Accounting <London>
5
Federal Reserve Bank of San Francisco
4
Gottfried Wilhelm Leibniz Universität Hannover
4
Instituto Valenciano de Investigaciones Económicas
4
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
4
The Wharton Financial Institutions Center
4
World Bank
4
Brown University / Department of Economics
3
Center for Economic Research <Tilburg>
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Chambre de commerce et d'industrie de Paris
3
Federal Reserve Bank of Cleveland
3
Federal Reserve System / Board of Governors
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Forschungsinstitut zur Zukunft der Arbeit
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International Monetary Fund
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Kansantaloustieteen Laitos <Tampere>
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
Australian National University / Faculty of Economics and Commerce
2
Business Information Centre <Toronto>
2
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification <Paris>
2
Centre for Economic Policy Research
2
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Working paper / National Bureau of Economic Research, Inc.
319
NBER working paper series
244
Energy economics
221
NBER Working Paper
215
Journal of banking & finance
208
Finance research letters
207
Journal of econometrics
200
The journal of futures markets
190
Applied economics
186
Economic modelling
180
International review of financial analysis
172
International review of economics & finance : IREF
168
Journal of empirical finance
161
The North American journal of economics and finance : a journal of financial economics studies
148
Discussion paper / Centre for Economic Policy Research
144
Economics letters
143
Working paper
137
Journal of international money and finance
127
Discussion paper / Tinbergen Institute
123
Applied financial economics
120
Journal of financial economics
119
Applied economics letters
117
Journal of international financial markets, institutions & money
115
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
114
The review of financial studies
111
International journal of forecasting
99
Research in international business and finance
94
The European journal of finance
93
The journal of finance : the journal of the American Finance Association
91
International journal of theoretical and applied finance
90
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
89
Journal of risk and financial management : JRFM
88
Journal of economic dynamics & control
87
CESifo working papers
85
Mathematical finance : an international journal of mathematics, statistics and financial theory
74
Journal of forecasting
73
International journal of finance & economics : IJFE
71
Quantitative finance
70
Research paper series / Swiss Finance Institute
70
Journal of financial econometrics : official journal of the Society for Financial Econometrics
69
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Source
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ECONIS (ZBW)
18,403
EconStor
25
RePEc
2
BASE
1
ArchiDok
1
Showing
1
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10
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18,432
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date (oldest first)
1
Stock index volatility expectations implied by call options premia
Rindell, Krister
-
1989
Persistent link: https://www.econbiz.de/10000126342
Saved in:
2
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:
3
The forward market in the foreign exchange markets : volatility, forecasting ability, deviations from the covered interest rate parity and market efficiency
Chung, Chang K.
-
1992
Persistent link: https://www.econbiz.de/10000909892
Saved in:
4
Forecasting volatility using historical data
Figlewski, Stephen
-
1994
Persistent link: https://www.econbiz.de/10000952027
Saved in:
5
Modeling the distribution of highly volatile exchange-rate time series
Čobanov, Georgi S.
(
contributor
)
-
1996
Persistent link: https://www.econbiz.de/10000955836
Saved in:
6
Financial market volatility and the world-wide fall in inflation
Gruen, David W. R.
-
1995
Persistent link: https://www.econbiz.de/10000956665
Saved in:
7
Pricing and hedging index options under stochastic volatility : an empirical examiniation
Nandi, Saikat
-
1996
Persistent link: https://www.econbiz.de/10000958009
Saved in:
8
Uncertainty and durable consumption in the great depression
Ejarque, João
-
1997
Persistent link: https://www.econbiz.de/10000960754
Saved in:
9
Structural simultaneous volatility systems : volatility transmission and spillover effects
Gannon, Gerard L.
-
1997
Persistent link: https://www.econbiz.de/10000964264
Saved in:
10
Gaussian
estimation
of long-range dependent volatility in asset prices
Zaffaroni, Paolo
-
1997
Persistent link: https://www.econbiz.de/10000964422
Saved in:
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