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~subject:"Volatility"
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Volatility
Theorie
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USA
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Share price
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Asymmetrische Information
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Wettbewerb
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Wohlfahrtsanalyse
10,170
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10,092
Volatilität
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Bollerslev, Tim
75
Diebold, Francis X.
60
McAleer, Michael
54
Andersen, Torben
45
Koopman, Siem Jan
41
Härdle, Wolfgang
39
Lux, Thomas
39
Aizenman, Joshua
33
Bekaert, Geert
33
Chiarella, Carl
32
Gupta, Rangan
32
Caporin, Massimiliano
31
Herwartz, Helmut
27
Pierdzioch, Christian
27
Asai, Manabu
25
Fernández-Villaverde, Jesús
25
Todorov, Viktor
25
Hafner, Christian M.
24
Hautsch, Nikolaus
23
Caballero, Ricardo J.
22
Clark, Todd E.
22
Ghysels, Eric
22
Lucas, André
22
Meddahi, Nour
22
Westerhoff, Frank H.
22
Yu, Jun
22
Andersen, Torben G.
21
Christoffersen, Peter F.
21
Schlag, Christian
21
Aït-Sahalia, Yacine
20
Bauwens, Luc
20
Chan, Joshua
20
Engle, Robert F.
20
Giglio, Stefano
19
Gonçalves, Sílvia
19
Li, Kai
19
Mittnik, Stefan
19
Mumtaz, Haroon
19
Renault, Eric
19
Brandt, Michael W.
18
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National Bureau of Economic Research
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Ekonomiska forskningsinstitutet <Stockholm>
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Centre for Analytical Finance <Århus>
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Rodney L. White Center for Financial Research
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Internationaler Währungsfonds / Research Department
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Birkbeck College / Department of Economics
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Institute of Finance and Accounting <London>
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Svenska Handelshögskolan <Helsinki>
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Instituto Valenciano de Investigaciones Económicas
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The Wharton Financial Institutions Center
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
3
Federal Reserve Bank of San Francisco
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Federal Reserve System / Division of Research and Statistics
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International Monetary Fund
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Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
3
Springer Fachmedien Wiesbaden
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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World Bank
3
Brown University / Department of Economics
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 Growth and Business Cycle Research <Manchester>
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Christian-Albrechts-Universität zu Kiel
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Danmarks Nationalbank
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Deutsche Börse AG
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Federal Reserve Bank of New York
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Forschungsinstitut zur Zukunft der Arbeit
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Goethe-Universität Frankfurt am Main
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Gottfried Wilhelm Leibniz Universität Hannover
2
Institut für Weltwirtschaft
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
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NBER working paper series
174
Working paper / National Bureau of Economic Research, Inc.
160
NBER Working Paper
156
Journal of econometrics
125
Journal of banking & finance
109
Finance research letters
97
Economics letters
83
Journal of empirical finance
83
Discussion paper / Tinbergen Institute
80
Economic modelling
77
Discussion paper / Centre for Economic Policy Research
76
International journal of forecasting
76
International journal of theoretical and applied finance
76
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
75
Journal of financial economics
72
Mathematical finance : an international journal of mathematics, statistics and financial theory
72
Journal of economic dynamics & control
71
Working paper
69
Journal of international money and finance
65
Energy economics
61
International review of financial analysis
60
The European journal of finance
59
International review of economics & finance : IREF
58
The review of financial studies
58
Applied economics
57
Journal of forecasting
57
Econometric reviews
52
Quantitative finance
50
Computational economics
47
Applied economics letters
46
The North American journal of economics and finance : a journal of financial economics studies
46
Journal of financial econometrics : official journal of the Society for Financial Econometrics
45
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
45
Applied mathematical finance
44
Research paper series / Swiss Finance Institute
44
The journal of finance : the journal of the American Finance Association
43
Finance and stochastics
42
Journal of monetary economics
41
The journal of futures markets
40
CREATES research paper
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ECONIS (ZBW)
9,799
EconStor
9
ArchiDok
1
Other ZBW resources
1
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1
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9,810
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1
Heterogeneous productivity shocks, elasticity of substitution and aggregate fluctuations
Moro, Alessio
;
Stucchi, Rodolfo
- In:
Journal of macroeconomics
45
(
2015
),
pp. 21-44
Persistent link: https://www.econbiz.de/10011577757
Saved in:
2
The volatility of the socially optimal level of investment
Guest, Ross
;
McDonald, Ian Martin
- In:
Journal of policy modeling : JPMOD ; a social science …
23
(
2001
)
8
,
pp. 901-928
Persistent link: https://www.econbiz.de/10001647244
Saved in:
3
The volatility of the socially optimal level of investment
Guest, Ross
;
McDonald, Ian Martin
-
1995
Persistent link: https://www.econbiz.de/10000921601
Saved in:
4
Temporal
aggregation
and risk-return relation
Jin, Xing
;
Wang, Leping
;
Yu, Jun
- In:
Finance research letters
4
(
2007
)
2
,
pp. 104-115
Persistent link: https://www.econbiz.de/10003477216
Saved in:
5
Aggregation
of nonparametric estimators for volatility matrix
Fan, Jianqing
;
Fan, Yingying
;
Lv, Jinchi
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
3
,
pp. 321-357
Persistent link: https://www.econbiz.de/10003518410
Saved in:
6
Flexible modeling of dependence in volatility processes
Kalli, Maria
;
Griffin, Jim
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
1
,
pp. 102-113
Persistent link: https://www.econbiz.de/10011389911
Saved in:
7
Aggregation
of exponential smoothing processes with an application to portfolio risk evaluation
Sbrana, Giacomo
;
Silvestrini, Andrea
- In:
Journal of banking & finance
37
(
2013
)
5
,
pp. 1437-1450
Persistent link: https://www.econbiz.de/10009729085
Saved in:
8
Money velocity with interest rate stochastic volatility and exact
aggregation
Barnett, William A.
;
Xu, Haiyang
-
2012
Persistent link: https://www.econbiz.de/10009732504
Saved in:
9
The network origins of aggregate fluctuations
Acemoglu, Daron
;
Carvalho, Vasco M.
;
Ozdaglar, Asuman E.
; …
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
5
,
pp. 1977-2016
Persistent link: https://www.econbiz.de/10009665479
Saved in:
10
The time-varying volatility of earnings and aggregate precautionary savings
Pozzi, Lorenzo
-
2011
Persistent link: https://www.econbiz.de/10009720736
Saved in:
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