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Volatility
Theorie
627,567
Theory
612,664
USA
44,411
United States
43,087
Risikomanagement
35,314
Risk management
34,240
Schätzung
30,727
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28,110
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Prognoseverfahren
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Option pricing theory
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Forecasting model
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Volatilität
13,899
Wirtschaftswachstum
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Economic growth
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Zeitreihenanalyse
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Spieltheorie
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Time series analysis
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Stochastischer Prozess
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Stochastic process
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Game theory
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Bollerslev, Tim
80
McAleer, Michael
77
Diebold, Francis X.
63
Härdle, Wolfgang
54
Andersen, Torben
51
Chiarella, Carl
49
Cui, Zhenyu
46
Koopman, Siem Jan
41
Christoffersen, Peter F.
40
Lux, Thomas
39
Todorov, Viktor
39
Caporin, Massimiliano
34
Gupta, Rangan
34
Aizenman, Joshua
33
Bekaert, Geert
31
Carr, Peter
31
Engle, Robert F.
29
Fengler, Matthias R.
29
Herwartz, Helmut
29
Jacquier, Antoine (Jack)
29
Hafner, Christian M.
28
Pierdzioch, Christian
28
Jacobs, Kris
27
Schlag, Christian
27
Asai, Manabu
26
Escobar, Marcos
26
Fabozzi, Frank J.
26
Andersen, Torben G.
25
Fernández-Villaverde, Jesús
25
Ghysels, Eric
25
Meddahi, Nour
25
Aït-Sahalia, Yacine
24
Fouque, Jean-Pierre
24
Madan, Dilip B.
24
Platen, Eckhard
24
Yu, Jun
24
Benth, Fred Espen
23
Branger, Nicole
23
Clark, Todd E.
23
Hautsch, Nikolaus
23
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National Bureau of Economic Research
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Centre for Analytical Finance <Århus>
12
Ekonomiska forskningsinstitutet <Stockholm>
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European University Institute / Department of Economics
8
Rodney L. White Center for Financial Research
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Internationaler Währungsfonds / Research Department
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Svenska Handelshögskolan <Helsinki>
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Birkbeck College / Department of Economics
5
Institute of Finance and Accounting <London>
5
International Monetary Fund
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
4
Gottfried Wilhelm Leibniz Universität Hannover
4
Instituto Valenciano de Investigaciones Económicas
4
The Wharton Financial Institutions Center
4
Chambre de commerce et d'industrie de Paris
3
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
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Centre for Growth and Business Cycle Research <Manchester>
2
Centre of Financial Studies
2
Christian-Albrechts-Universität zu Kiel
2
Danmarks Nationalbank
2
Deutsche Börse AG
2
Econometrisch Instituut <Rotterdam>
2
Erasmus Research Institute of Management
2
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
2
Federal Reserve Bank of New York
2
Federal Reserve Bank of St. Louis
2
Forschungsinstitut zur Zukunft der Arbeit
2
Goethe-Universität Frankfurt am Main
2
Institut für Weltwirtschaft
2
International Center for Financial Asset Management and Engineering
2
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International journal of theoretical and applied finance
204
NBER working paper series
186
Journal of banking & finance
175
Working paper / National Bureau of Economic Research, Inc.
168
Journal of econometrics
165
NBER Working Paper
163
Finance research letters
156
Quantitative finance
156
The journal of futures markets
110
Applied mathematical finance
107
Journal of economic dynamics & control
106
Energy economics
104
Journal of empirical finance
99
Journal of financial economics
99
Discussion paper / Tinbergen Institute
98
Economic modelling
97
Economics letters
97
Mathematical finance : an international journal of mathematics, statistics and financial theory
97
The North American journal of economics and finance : a journal of financial economics studies
91
International review of financial analysis
88
Computational economics
86
Applied economics
85
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
85
International review of economics & finance : IREF
84
International journal of forecasting
81
Discussion paper / Centre for Economic Policy Research
80
The European journal of finance
79
Working paper
78
The journal of computational finance
75
Finance and stochastics
70
Journal of international money and finance
69
Risks : open access journal
69
Research paper series / Swiss Finance Institute
67
The review of financial studies
66
Review of derivatives research
63
Journal of forecasting
61
European journal of operational research : EJOR
60
Journal of risk and financial management : JRFM
60
Applied economics letters
56
International journal of financial engineering
55
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ECONIS (ZBW)
13,588
RePEc
16
EconStor
10
Other ZBW resources
2
ArchiDok
1
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1
The impact of financial risk on business risk
Li, George
;
Hsiao, Ping
;
Li, Donglin
- In:
International journal of business
20
(
2015
)
4
,
pp. 279-290
Persistent link: https://www.econbiz.de/10011408877
Saved in:
2
Relevance of volatility forecasting in financial risk management
Zumbach, Gilles O.
- In:
Risk management : a modern perspective
,
(pp. 583-603)
.
2006
Persistent link: https://www.econbiz.de/10003271741
Saved in:
3
How relevant is volatility forecasting for financial risk management?
Christoffersen, Peter F.
;
Diebold, Francis X.
-
1998
Persistent link: https://www.econbiz.de/10001350963
Saved in:
4
Measuring risk information
Smith, Kevin
;
So, Eric
- In:
Journal of accounting research
60
(
2022
)
2
,
pp. 375-426
Persistent link: https://www.econbiz.de/10013190954
Saved in:
5
Enterprise system implementation and cash flow volatility
Liu, Alfred Zhu
;
Pincus, Morton
;
Xu, Sean Xin
- In:
Contemporary accounting research : the journal of the …
40
(
2023
)
3
,
pp. 1937-1965
Persistent link: https://www.econbiz.de/10014380490
Saved in:
6
Volatilitätsschwankungen und DAX-Optionen : Auswirkungen auf Bewertung und
Risikomanagement
Bolek, Adam
-
1999
Persistent link: https://www.econbiz.de/10000682737
Saved in:
7
On the qualitative effect of volatility and duration on prices of Asian options
Carr, Peter
;
Ewald, Christian-Oliver
;
Xiao, Yajun
- In:
Finance research letters
5
(
2008
)
3
,
pp. 162-171
Persistent link: https://www.econbiz.de/10003769897
Saved in:
8
Essays on information, hedging, volatility in financial market
Xiao, Yajun
-
2009
Persistent link: https://www.econbiz.de/10003916641
Saved in:
9
On the qualitative effect of volatility and duration on prices of Asian options
Carr, Peter
;
Ewald, CXhristian-Oliver
;
Xiao, Yajun
-
2008
Persistent link: https://www.econbiz.de/10003680543
Saved in:
10
Managing currency options in financial institutions : Vanna-Volga method
Lam, Yat-fai
;
Lai, Kin Keung
-
2016
Persistent link: https://www.econbiz.de/10011378382
Saved in:
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