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Volatility
Theorie
623,248
Theory
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Australien
51,275
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43,959
USA
43,070
United States
41,789
Schätzung
31,029
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Börsenkurs
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Experiment
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Share price
11,231
Asymmetrische Information
10,577
Wettbewerb
10,412
Volatilität
10,337
Asymmetric information
10,295
Wohlfahrtsanalyse
10,226
Schätztheorie
10,131
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10,054
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Bollerslev, Tim
75
Diebold, Francis X.
60
McAleer, Michael
58
Andersen, Torben
45
Koopman, Siem Jan
41
Härdle, Wolfgang
39
Lux, Thomas
39
Chiarella, Carl
34
Aizenman, Joshua
33
Gupta, Rangan
33
Caporin, Massimiliano
31
Bekaert, Geert
30
Herwartz, Helmut
27
Pierdzioch, Christian
26
Asai, Manabu
25
Fernández-Villaverde, Jesús
25
Hautsch, Nikolaus
25
Hafner, Christian M.
24
Todorov, Viktor
24
Yu, Jun
23
Caballero, Ricardo J.
22
Clark, Todd E.
22
Ghysels, Eric
22
Lucas, André
22
Meddahi, Nour
22
Westerhoff, Frank H.
22
Andersen, Torben G.
21
Christoffersen, Peter F.
21
Schlag, Christian
21
Aït-Sahalia, Yacine
20
Bauwens, Luc
20
Chan, Joshua
20
Clements, Adam
20
Engle, Robert F.
20
Giglio, Stefano
19
Gonçalves, Sílvia
19
Li, Kai
19
Mittnik, Stefan
19
Mumtaz, Haroon
19
Renault, Eric
19
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National Bureau of Economic Research
181
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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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
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
4
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
4
Instituto Valenciano de Investigaciones Económicas
4
The Wharton Financial Institutions Center
4
Federal Reserve Bank of San Francisco
3
Federal Reserve System / Division of Research and Statistics
3
Institut für Weltwirtschaft
3
School of Economics and Finance <Brisbane>
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
Australian National University / Faculty of Economics and Commerce
2
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>
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Centre for International Economic Studies
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
International Monetary Fund
2
Internationaler Währungsfonds / Western Hemisphere Department
2
Judge Institute of Management Studies
2
Kansantaloustieteen Laitos <Tampere>
2
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NBER working paper series
174
Working paper / National Bureau of Economic Research, Inc.
161
NBER Working Paper
157
Journal of econometrics
125
Journal of banking & finance
110
Finance research letters
92
Economics letters
83
Journal of empirical finance
83
Economic modelling
81
Discussion paper / Tinbergen Institute
80
Discussion paper / Centre for Economic Policy Research
78
International journal of forecasting
77
International journal of theoretical and applied finance
76
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
73
International review of financial analysis
72
Mathematical finance : an international journal of mathematics, statistics and financial theory
72
Energy economics
71
Journal of economic dynamics & control
71
Journal of financial economics
71
Working paper
71
Journal of international money and finance
66
International review of economics & finance : IREF
62
Applied economics
61
The European journal of finance
59
The review of financial studies
58
Journal of forecasting
56
Econometric reviews
52
Quantitative finance
50
Applied economics letters
46
Computational economics
46
Applied mathematical finance
45
Journal of financial econometrics : official journal of the Society for Financial Econometrics
45
Research paper series / Swiss Finance Institute
45
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
45
The North American journal of economics and finance : a journal of financial economics studies
45
The journal of futures markets
45
Journal of international financial markets, institutions & money
43
The journal of finance : the journal of the American Finance Association
43
Finance and stochastics
42
CREATES research paper
40
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Source
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ECONIS (ZBW)
10,069
EconStor
9
Other ZBW resources
4
RePEc
3
ArchiDok
1
Showing
1
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10
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10,086
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date (oldest first)
1
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:
2
The volatility of the socially optimal level of investment
Guest, Ross
;
McDonald, Ian Martin
-
1995
Persistent link: https://www.econbiz.de/10000921601
Saved in:
3
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:
4
Time-varying volatility estimates in option pricing : can superior estimates be obtained?
Brailsford, Timothy J.
;
Oliver, Barry R.
-
1993
-
1. draft
Persistent link: https://www.econbiz.de/10000889671
Saved in:
5
Financial volatility and real economic activity
Daly, Kevin James
-
1999
Persistent link: https://www.econbiz.de/10000669878
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
Bayesian inference for a periodic stochastic volatility model of intraday electricity prices
Smith, Michael Stanley
- In:
Statistical modelling and regression structures : …
,
(pp. 353-376)
.
2010
Persistent link: https://www.econbiz.de/10003964500
Saved in:
8
Estimation of asymmetric stochastic volatility models for stock-exchange index returns
Del Carmen García Centeno, María
;
Minguez Salido, Román
- In:
International advances in economic research : IAER ; an …
15
(
2009
)
1
,
pp. 71-87
Persistent link: https://www.econbiz.de/10003813391
Saved in:
9
Volatility modeling in equity and energy markets with applications to derivative pricing, hedging and risk management
Ignatieva, Ekaterina
-
2012
Persistent link: https://www.econbiz.de/10009548356
Saved in:
10
Political uncertainty and financial market uncertainty in an Australian context
Smales, Lee A.
- In:
Journal of international financial markets, …
32
(
2014
),
pp. 415-435
Persistent link: https://www.econbiz.de/10011299782
Saved in:
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