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Volatility
Theorie
625,621
Theory
610,719
Risk
44,867
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44,416
USA
43,465
United States
42,265
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31,604
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Share price
12,321
Volatilität
12,099
Entscheidung unter Unsicherheit
11,565
Decision under uncertainty
11,538
Risikomanagement
11,286
Schätztheorie
11,045
Risk management
10,944
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10,872
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10,678
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10,655
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Gupta, Rangan
100
Bollerslev, Tim
82
McAleer, Michael
62
Diebold, Francis X.
60
Andersen, Torben
51
Bekaert, Geert
43
Härdle, Wolfgang
41
Koopman, Siem Jan
41
Pierdzioch, Christian
41
Lux, Thomas
39
Aizenman, Joshua
33
Chiarella, Carl
32
Caporale, Guglielmo Maria
31
Caporin, Massimiliano
31
Todorov, Viktor
31
Herwartz, Helmut
29
Bloom, Nicholas
27
Clark, Todd E.
26
Asai, Manabu
25
Fernández-Villaverde, Jesús
25
Mumtaz, Haroon
25
Giglio, Stefano
24
Hafner, Christian M.
24
Andersen, Torben G.
23
Christiansen, Charlotte
23
Ghysels, Eric
23
Hautsch, Nikolaus
23
Schlag, Christian
23
Aït-Sahalia, Yacine
22
Brandt, Michael W.
22
Caballero, Ricardo J.
22
Carriero, Andrea
22
Christoffersen, Peter F.
22
Lucas, André
22
Meddahi, Nour
22
Westerhoff, Frank H.
22
Yu, Jun
22
Chan, Joshua
21
Bauwens, Luc
20
Bouri, Elie
20
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National Bureau of Economic Research
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
12
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
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Svenska Handelshögskolan <Helsinki>
6
Birkbeck College / Department of Economics
5
Institute of Finance and Accounting <London>
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
4
Federal Reserve Bank of New York
4
Gottfried Wilhelm Leibniz Universität Hannover
4
Instituto Valenciano de Investigaciones Económicas
4
International Monetary Fund
4
The Wharton Financial Institutions Center
4
Centre for Economic Policy Research
3
Centre for Growth and Business Cycle Research <Manchester>
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
Institut für Weltwirtschaft
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
Christian-Albrechts-Universität zu Kiel
2
Danmarks Nationalbank
2
Deutsche Börse AG
2
Erasmus Research Institute of Management
2
Forschungsinstitut zur Zukunft der Arbeit
2
Goethe-Universität Frankfurt am Main
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
197
Finance research letters
186
Working paper / National Bureau of Economic Research, Inc.
185
NBER Working Paper
175
Journal of econometrics
133
Energy economics
131
Journal of banking & finance
127
International review of financial analysis
106
Economics letters
105
Economic modelling
103
Journal of empirical finance
95
International review of economics & finance : IREF
91
Discussion paper / Centre for Economic Policy Research
90
Journal of financial economics
88
Applied economics
85
The North American journal of economics and finance : a journal of financial economics studies
85
Working paper
85
Discussion paper / Tinbergen Institute
84
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
81
International journal of theoretical and applied finance
80
International journal of forecasting
79
Journal of economic dynamics & control
78
Journal of international money and finance
77
Mathematical finance : an international journal of mathematics, statistics and financial theory
74
The review of financial studies
68
Applied economics letters
67
The European journal of finance
67
Quantitative finance
58
Journal of forecasting
57
Journal of international financial markets, institutions & money
52
Econometric reviews
51
Journal of risk and financial management : JRFM
50
Research paper series / Swiss Finance Institute
50
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
50
Applied mathematical finance
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Computational economics
49
Research in international business and finance
49
CESifo working papers
48
The journal of finance : the journal of the American Finance Association
48
Journal of financial econometrics : official journal of the Society for Financial Econometrics
46
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ECONIS (ZBW)
11,816
RePEc
30
EconStor
11
Other ZBW resources
7
BASE
1
ArchiDok
1
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1
Fragile beliefs and the price of
uncertainty
Hansen, Lars Peter
;
Sargent, Thomas J.
- In:
Quantitative economics : QE ; journal of the …
1
(
2010
)
1
,
pp. 129-162
history-dependent component to prices of
risk
. …
Persistent link: https://www.econbiz.de/10011719071
Saved in:
2
Doubts and variability : a robust perspective on exotic consumption series
Bidder, R. M.
;
Smith, M. E.
- In:
Journal of economic theory
175
(
2018
),
pp. 689-712
Persistent link: https://www.econbiz.de/10011980773
Saved in:
3
The robust Merton problem of an ambiguity averse investor
Biagini, Sara
;
Pınar, Mustafa Ç.
- In:
Mathematics and financial economics
11
(
2017
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10011900505
Saved in:
4
Robust control and CAPMs under a quadratic model with inflation-deflation
risk
Batbold, Bolorsuvd
;
Kikuchi, Kentaro
;
Kusuda, Koji
-
2024
Persistent link: https://www.econbiz.de/10014549675
Saved in:
5
Data-driven distributionally robust CVaR portfolio optimization under a regime-switching ambiguity set
Pun, Chi Seng
;
Wang, Tianyu
;
Yan, Zhenzhen
- In:
Manufacturing & service operations management : M & SOM
25
(
2023
)
5
,
pp. 1779-1795
Persistent link: https://www.econbiz.de/10014383458
Saved in:
6
Robust utility maximization in nondominated models with 2BSDE : the uncertain volatility model
Matoussi, Anis
;
Possamaï, Dylan
;
Zhou, Chao
- In:
Mathematical finance : an international journal of …
25
(
2015
)
2
,
pp. 258-287
Persistent link: https://www.econbiz.de/10011350647
Saved in:
7
Dynamic asset allocation with uncertain jump risks : a pathwise optimization approach
Jin, Xing
;
Luo, Dan
;
Zeng, Xudong
- In:
Mathematics of operations research
43
(
2018
)
2
,
pp. 347-376
Persistent link: https://www.econbiz.de/10011868609
Saved in:
8
Do market prices aggregate information about macroeconomic
uncertainty
(or
risk
)?
Cover, James Peery
;
Lee, Hye-Jin
- In:
Applied economics
47
(
2015
)
40/42
,
pp. 4511-4534
Persistent link: https://www.econbiz.de/10011295329
Saved in:
9
Leverage and
uncertainty
Turlakov, Mihail
- In:
The journal of investment strategies
6
(
2017
)
4
,
pp. 81-97
Persistent link: https://www.econbiz.de/10011771264
Saved in:
10
Measuring stock market
uncertainty
Dakey, Prasad Teja
- In:
Theoretical and applied economics : GAER review
30
(
2023
)
2/635
,
pp. 199-162
Persistent link: https://www.econbiz.de/10014485211
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