//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Volatility"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Analysis of Smith's rule in st...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
Theorie
622,263
Theory
607,175
USA
40,923
United States
39,847
Schätzung
29,524
Estimation
28,795
Welt
24,549
World
23,938
Geldpolitik
22,287
Deutschland
22,254
Monetary policy
21,565
Germany
20,890
Portfolio-Management
19,104
Portfolio selection
18,903
Mathematische Optimierung
17,997
Mathematical programming
17,887
Risiko
17,526
Risk
17,324
Stochastischer Prozess
17,074
Stochastic process
16,632
Prognoseverfahren
13,926
Forecasting model
13,658
Zeitreihenanalyse
13,191
Wirtschaftswachstum
13,163
Spieltheorie
12,925
Time series analysis
12,800
Economic growth
12,568
Volatilität
12,262
Game theory
12,204
Scheduling-Verfahren
11,890
Scheduling problem
11,813
Experiment
11,411
Börsenkurs
11,142
Share price
10,939
Asymmetrische Information
10,522
Schätztheorie
10,435
Asymmetric information
10,241
Wettbewerb
10,211
Wohlfahrtsanalyse
10,120
more ...
less ...
Online availability
All
Free
4,665
Undetermined
2,829
Type of publication
All
Article
6,075
Book / Working Paper
5,923
Type of publication (narrower categories)
All
Article in journal
5,696
Aufsatz in Zeitschrift
5,696
Graue Literatur
2,675
Non-commercial literature
2,675
Working Paper
2,539
Arbeitspapier
2,530
Hochschulschrift
359
Aufsatz im Buch
358
Book section
358
Thesis
292
Collection of articles written by one author
90
Sammlung
90
Collection of articles of several authors
57
Sammelwerk
57
Bibliografie enthalten
41
Bibliography included
41
Conference paper
36
Konferenzbeitrag
36
Aufsatzsammlung
24
Forschungsbericht
21
Systematic review
21
Übersichtsarbeit
21
Konferenzschrift
16
Amtsdruckschrift
13
Government document
13
Lehrbuch
10
Rezension
9
Textbook
9
Conference proceedings
8
Handbook
7
Handbuch
7
Reprint
6
Accompanied by computer file
3
Elektronischer Datenträger als Beilage
3
Bibliografie
2
Glossar enthalten
2
Glossary included
2
CD-ROM, DVD
1
Case study
1
Diskette
1
more ...
less ...
Language
All
English
11,760
German
191
French
26
Spanish
16
Italian
5
Polish
2
Portuguese
2
Czech
1
Hungarian
1
Dutch
1
Norwegian
1
Chinese
1
more ...
less ...
Author
All
McAleer, Michael
94
Bollerslev, Tim
86
Diebold, Francis X.
64
Andersen, Torben
59
Koopman, Siem Jan
52
Chiarella, Carl
47
Todorov, Viktor
46
Asai, Manabu
43
Härdle, Wolfgang
43
Caporin, Massimiliano
39
Lux, Thomas
39
Gupta, Rangan
38
Cui, Zhenyu
34
Aizenman, Joshua
33
Chan, Joshua
33
Hafner, Christian M.
33
Christoffersen, Peter F.
32
Bekaert, Geert
30
Clark, Todd E.
29
Herwartz, Helmut
29
Tauchen, George Eugene
29
Fernández-Villaverde, Jesús
28
Mumtaz, Haroon
28
Platen, Eckhard
28
Aït-Sahalia, Yacine
27
Lucas, André
27
Andersen, Torben G.
26
Barndorff-Nielsen, Ole E.
26
Pierdzioch, Christian
26
Shephard, Neil G.
26
Yu, Jun
26
Carriero, Andrea
25
Fouque, Jean-Pierre
25
Hautsch, Nikolaus
25
Escobar, Marcos
24
Ghysels, Eric
24
Renault, Eric
24
Renò, Roberto
24
Schlag, Christian
23
Brandt, Michael W.
22
more ...
less ...
Institution
All
National Bureau of Economic Research
191
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
17
Centre for Analytical Finance <Århus>
10
Ekonomiska forskningsinstitutet <Stockholm>
8
European University Institute / Department of Economics
8
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
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
4
Instituto Valenciano de Investigaciones Económicas
4
Springer Fachmedien Wiesbaden
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
Nuffield College
3
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
3
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
3
University of Canterbury / Dept. of Economics and Finance
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
Econometrisch Instituut <Rotterdam>
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
Institut für Weltwirtschaft
2
International Center for Financial Asset Management and Engineering
2
International Monetary Fund
2
Internationaler Währungsfonds / Western Hemisphere Department
2
more ...
less ...
Published in...
All
Journal of econometrics
192
NBER working paper series
183
International journal of theoretical and applied finance
178
NBER Working Paper
162
Working paper / National Bureau of Economic Research, Inc.
162
Journal of banking & finance
132
Quantitative finance
119
Finance research letters
114
Discussion paper / Tinbergen Institute
101
Journal of economic dynamics & control
100
Economics letters
95
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
95
Journal of empirical finance
95
Mathematical finance : an international journal of mathematics, statistics and financial theory
90
Applied mathematical finance
88
Economic modelling
88
Working paper
85
Journal of financial economics
83
Computational economics
79
International journal of forecasting
78
Discussion paper / Centre for Economic Policy Research
76
Energy economics
76
Applied economics
71
The European journal of finance
71
International review of financial analysis
70
Econometric reviews
67
The North American journal of economics and finance : a journal of financial economics studies
67
International review of economics & finance : IREF
66
Journal of international money and finance
66
Finance and stochastics
64
The journal of futures markets
64
Journal of financial econometrics : official journal of the Society for Financial Econometrics
62
Research paper series / Swiss Finance Institute
62
The journal of computational finance
61
Journal of forecasting
58
The review of financial studies
58
Applied economics letters
54
European journal of operational research : EJOR
54
Journal of risk and financial management : JRFM
54
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
54
more ...
less ...
Source
All
ECONIS (ZBW)
11,988
EconStor
9
ArchiDok
1
Showing
1
-
10
of
11,998
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Option pricing in the variance-gamma model under the drift jump
Ivanov, Roman V.
- In:
International journal of theoretical and applied finance
21
(
2018
)
4
,
pp. 1-19
Persistent link: https://www.econbiz.de/10011892547
Saved in:
2
On the invertibility of EGARCH(p, q)
Martinet, Guillaume Gaetan
;
McAleer, Michael
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 824-849
Persistent link: https://www.econbiz.de/10012040413
Saved in:
3
Effect of volatility fluctuations on optimal execution schedules
Criscuolo, Adriana M.
;
Waelbroeck, Henri
- In:
The journal of trading
9
(
2014
)
4
,
pp. 82-90
Persistent link: https://www.econbiz.de/10011291061
Saved in:
4
Effect of Volatility Fluctuations on Optimal Execution Schedules
Criscuolo, Adriana
-
2019
fair pricing
theory
of market impact and the Heston model for volatility. We use computer optimization to solve common …
Persistent link: https://www.econbiz.de/10012904961
Saved in:
5
Stochastic volatility and time deformation : an application of trading volume and leverage effects
Ghysels, Eric
;
Jasiak, Joann
-
1994
Persistent link: https://www.econbiz.de/10000898668
Saved in:
6
Stochastic volatility and the distribution of exchange rate news
Mahieu, Ronald J.
;
Schotman, Peter C.
-
1994
Persistent link: https://www.econbiz.de/10000904013
Saved in:
7
The econometric modelling of financial time series
Mills, Terence C.
-
1994
-
Reprinted
Persistent link: https://www.econbiz.de/10000905318
Saved in:
8
Modeling long-memory stochastic volatility
DeLima, Pedro J. F.
;
Breidt, F. Jay
;
Crato, Nuno
-
1994
Persistent link: https://www.econbiz.de/10000908766
Saved in:
9
GMM estimation of a stochastic volatility model : a Monte Carlo study
Andersen, Torben
-
1995
Persistent link: https://www.econbiz.de/10000932332
Saved in:
10
Bayesian vector autoregressions with stochastic volatility
Uhlig, Harald
-
1996
Persistent link: https://www.econbiz.de/10000932649
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->