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Volatility
Risk
43,804
Risiko
43,758
Theorie
25,442
Theory
25,002
Produktqualität
10,685
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10,596
Statistische Verteilung
8,441
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8,228
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6,528
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5,183
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4,803
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4,682
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4,481
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4,300
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4,129
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3,795
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3,781
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3,773
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3,738
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3,390
Entscheidung unter Unsicherheit
3,219
Decision under uncertainty
3,217
Risikomaß
2,879
Risk measure
2,869
Konsumentenverhalten
2,733
Consumer behaviour
2,701
Börsenkurs
2,405
Share price
2,377
CAPM
2,297
Prognoseverfahren
2,183
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2,159
Deutschland
2,041
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1,958
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1,872
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1,856
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1,839
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1,777
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25
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Gupta, Rangan
78
Bloom, Nicholas
25
Bollerslev, Tim
21
Bekaert, Geert
20
Pierdzioch, Christian
19
McAleer, Michael
18
Bouri, Elie
16
Caporale, Guglielmo Maria
15
Demirer, Rıza
15
Balcilar, Mehmet
14
Hoerova, Marie
14
Mumtaz, Haroon
14
Salisu, Afees A.
14
Andersen, Torben
13
Christiansen, Charlotte
13
Todorov, Viktor
13
Wohar, Mark E.
13
Chiang, Thomas C.
12
Giglio, Stefano
12
Hammoudeh, Shawkat
12
Lucas, André
12
Ma, Feng
12
Shin, Minchul
12
Bartram, Söhnke M.
11
Caporin, Massimiliano
11
Davis, Steven J.
11
Dew-Becker, Ian
11
Fabozzi, Frank J.
11
Jacobs, Kris
11
Pesaran, M. Hashem
11
Schlag, Christian
11
Stulz, René M.
11
Brown, Gregory W.
10
Castelnuovo, Efrem
10
Diebold, Francis X.
10
Gozgor, Giray
10
Raunig, Burkhard
10
Shaliastovich, Ivan
10
Uddin, Mohammed Gazi Salah
10
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10
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Université Paris-Dauphine (Paris IX)
2
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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Cornell University / Cornell Food and Nutrition Policy Program
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Departament d'Economia Aplicada, Facultat de Ciències Econòmiques i Empresarials
1
Département d'économique, Faculté d'administration
1
European University Institute / Department of Economics
1
Federal Reserve Bank of Cleveland
1
Federal Reserve Bank of St. Louis
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Fondazione ENI Enrico Mattei (FEEM)
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Goethe-Universität Frankfurt am Main
1
Hong Kong Institute for Monetary and Financial Research
1
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1
International Monetary Fund
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1
Rodney L. White Center for Financial Research
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1
Svenska Handelshögskolan <Helsinki>
1
The Wharton Financial Institutions Center
1
University of Canterbury / Dept. of Economics and Finance
1
Universität Mannheim
1
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Finance research letters
97
Energy economics
74
International review of financial analysis
61
The North American journal of economics and finance : a journal of financial economics studies
53
Economic modelling
49
International review of economics & finance : IREF
44
Journal of econometrics
38
Working paper
38
Applied economics
36
Journal of banking & finance
36
NBER working paper series
36
Journal of empirical finance
33
Working paper / National Bureau of Economic Research, Inc.
33
Journal of financial economics
32
Economics letters
30
NBER Working Paper
28
Applied economics letters
27
Journal of risk and financial management : JRFM
26
Research in international business and finance
25
International journal of theoretical and applied finance
24
Journal of international financial markets, institutions & money
24
Pacific-Basin finance journal
24
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
24
CESifo working papers
22
Quantitative finance
21
Journal of international money and finance
20
The European journal of finance
20
Department of Economics working paper series
19
Discussion paper / Centre for Economic Policy Research
18
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
18
Journal of economic dynamics & control
18
Management science : journal of the Institute for Operations Research and the Management Sciences
18
Discussion papers / CEPR
17
International journal of finance & economics : IJFE
17
Computational economics
16
Discussion paper / Tinbergen Institute
16
International journal of forecasting
16
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
15
CAMA working paper series
14
Research paper series / Swiss Finance Institute
14
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ECONIS (ZBW)
3,348
RePEc
23
BASE
1
EconStor
1
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1
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10
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1
Endogenous second moments : a unified approach to fluctuations in
risk
, dispersion, and uncertainty
Straub, Ludwig
;
Ulbricht, Robert
-
2016
Persistent link: https://www.econbiz.de/10012216957
Saved in:
2
Estimating and forecasting conditional
risk
measures with extreme value theory : a review
Bee, Marco
;
Trapin, Luca
- In:
Risks : open access journal
6
(
2018
)
2
,
pp. 1-16
One of the key components of financial
risk
management is
risk
measurement. This typically requires modeling …
Persistent link: https://www.econbiz.de/10011866456
Saved in:
3
Is
risk
higher during non-trading periods? : the
risk
trade-off for intraday versus overnight market returns
Riedel, Christoph
;
Wagner, Niklas F.
- In:
Journal of international financial markets, …
39
(
2015
),
pp. 53-64
Persistent link: https://www.econbiz.de/10011475596
Saved in:
4
Endogenous second moments : a unified approach to fluctuations in
risk
, dispersion, and uncertainty
Straub, Ludwig
;
Ulbricht, Robert
- In:
Journal of economic theory
183
(
2019
),
pp. 625-660
Persistent link: https://www.econbiz.de/10012131380
Saved in:
5
Stocks with extreme past returns : lotteries or insurance?
Barinov, Alexander
- In:
Journal of financial economics
129
(
2018
)
3
,
pp. 458-478
Persistent link: https://www.econbiz.de/10011982283
Saved in:
6
Evaluating an EGARCH model with fat tails, skewness and leverage in forecasting VaR
Benito Muela, Sonia
- In:
Journal of contemporary management : JMC
4
(
2015
)
3
,
pp. 67-80
Persistent link: https://www.econbiz.de/10011392904
Saved in:
7
Systematic
risk
and volatility skew
Tzang, Shyh-Weir
;
Wang, Chou-Wen
;
Yu, Min-Teh
- In:
International review of economics & finance : IREF
43
(
2016
),
pp. 72-87
Persistent link: https://www.econbiz.de/10011625535
Saved in:
8
Too good to be true? : an analysis of the options market's reactions to earnings releases
Lu, Yan
;
Ray, Sugata
- In:
Journal of business finance & accounting : JBFA
43
(
2016
)
7/8
,
pp. 830-848
Persistent link: https://www.econbiz.de/10011627641
Saved in:
9
Option data, missing tails, and the intraday variation of implied moments
Ivanovas, Anselm
-
2015
The
risk
-neutral distribution of returns, implied by S&P 500 option prices, has been a popular topic of research for … many years. Because of its forward-looking nature, it gives valuable insights into the expectation and
risk
attitude of …
Persistent link: https://www.econbiz.de/10010510195
Saved in:
10
Abnormal returns,
risk
, and options in large data sets
Caserta, Silvia
;
Daníelsson, Jón
;
Vries, Casper G. de
-
1998
construction of reliablesemi-parametric estimates of the
risk
associated with extreme pricemovements. Our approach is based on semi …
Persistent link: https://www.econbiz.de/10011299966
Saved in:
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