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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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29,072
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28,344
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Share price
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Wettbewerb
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Wohlfahrtsanalyse
10,186
Volatilität
10,090
Schätztheorie
10,068
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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
Chiarella, Carl
32
Gupta, Rangan
32
Caporin, Massimiliano
31
Bekaert, Geert
30
Herwartz, Helmut
27
Pierdzioch, Christian
27
Asai, Manabu
25
Fernández-Villaverde, Jesús
25
Hafner, Christian M.
25
Todorov, Viktor
25
Clark, Todd E.
23
Hautsch, Nikolaus
23
Caballero, Ricardo J.
22
Ghysels, Eric
22
Lucas, André
22
Meddahi, Nour
22
Schlag, Christian
22
Westerhoff, Frank H.
22
Yu, Jun
22
Andersen, Torben G.
21
Bauwens, Luc
21
Christoffersen, Peter F.
21
Aït-Sahalia, Yacine
20
Chan, Joshua
20
Engle, Robert F.
20
Carriero, Andrea
19
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
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Ekonomiska forskningsinstitutet <Stockholm>
8
European University Institute / Department of Economics
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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
5
Institute of Finance and Accounting <London>
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International Monetary Fund
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Svenska Handelshögskolan <Helsinki>
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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
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Goethe-Universität Frankfurt am Main
2
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
173
Working paper / National Bureau of Economic Research, Inc.
160
NBER Working Paper
156
Journal of econometrics
127
Journal of banking & finance
109
Finance research letters
97
Economics letters
85
Journal of empirical finance
81
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 financial economics
76
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
75
Mathematical finance : an international journal of mathematics, statistics and financial theory
72
Journal of economic dynamics & control
71
Working paper
70
Journal of international money and finance
65
Energy economics
62
International review of financial analysis
60
Applied economics
59
The European journal of finance
59
International review of economics & finance : IREF
58
The review of financial studies
58
Journal of forecasting
55
Econometric reviews
51
Quantitative finance
50
Applied economics letters
47
Computational economics
47
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
Applied mathematical finance
44
Research paper series / Swiss Finance Institute
44
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
44
The journal of finance : the journal of the American Finance Association
43
Finance and stochastics
42
Journal of monetary economics
41
IMF working papers
40
The journal of futures markets
40
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ECONIS (ZBW)
9,826
EconStor
9
ArchiDok
1
Other ZBW resources
1
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1
Statistical methods in finance
Maddala, Gangadharrao S.
(
contributor
); …
-
1996
Persistent link: https://www.econbiz.de/10000610528
Saved in:
2
Proceedings of the Hong Kong International Workshop on Statistics and Finance: an Interface : Centre of Financial Time Series, the University of Hong Kong 4-8 July 1999
Chan, Wai-Sum
(
contributor
);
Li, Wai Keung
(
contributor
); …
-
International Workshop on Statistics and Finance <1999, …
-
2000
Persistent link: https://www.econbiz.de/10001490756
Saved in:
3
Applied quantitative finance
Härdle, Wolfgang
(
ed.
);
Hautsch, Nikolaus
(
ed.
); …
-
2009
-
2. ed.
Persistent link: https://www.econbiz.de/10003719524
Saved in:
4
Modeling high dimensional time series for factors driving volatility strings
Mungo, Julius
-
2009
Persistent link: https://www.econbiz.de/10003835521
Saved in:
5
Conditional Gauss-Hermite filtering with application to volatility estimation
Singer, Hermann
-
2008
Persistent link: https://www.econbiz.de/10003795449
Saved in:
6
Nonlinear time series models in empirical finance
Franses, Philip Hans
;
Dijk, Dick van
-
2000
-
1. publ.
Persistent link: https://www.econbiz.de/10001484071
Saved in:
7
Value-at-risk-Modelle für Aktienportfolios auf der Basis der Varianz-Kovarianz-Methode : ein Vergleich vereinfachender Verfahren und Konzepte zur Einbeziehung impliziter Volatilitä...
Jockusch, Arne
-
2002
Persistent link: https://www.econbiz.de/10001629858
Saved in:
8
Stock market overreaction and fundamental valuation :
theory
and empirical evidence
Külpmann, Mathias
-
2002
Persistent link: https://www.econbiz.de/10001607573
Saved in:
9
Large fluctuations in financial models
Borkovec, Milan
-
1999
Persistent link: https://www.econbiz.de/10001377628
Saved in:
10
Applied quantitative finance :
theory
and computational tools
Härdle, Wolfgang
;
Stahl, Gerhard
-
2002
Persistent link: https://www.econbiz.de/10001676122
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