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Volatility
Theorie
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Risk
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Gupta, Rangan
102
McAleer, Michael
101
Bollerslev, Tim
91
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64
Diebold, Francis X.
64
Koopman, Siem Jan
52
Todorov, Viktor
52
Chiarella, Carl
47
Härdle, Wolfgang
46
Asai, Manabu
43
Bekaert, Geert
42
Pierdzioch, Christian
42
Caporin, Massimiliano
39
Lux, Thomas
39
Caporale, Guglielmo Maria
36
Chan, Joshua
35
Cui, Zhenyu
34
Hafner, Christian M.
34
Aizenman, Joshua
33
Christoffersen, Peter F.
33
Herwartz, Helmut
31
Aït-Sahalia, Yacine
30
Clark, Todd E.
30
Mumtaz, Haroon
29
Tauchen, George Eugene
29
Andersen, Torben G.
28
Fernández-Villaverde, Jesús
28
Platen, Eckhard
28
Bloom, Nicholas
27
Lucas, André
27
Barndorff-Nielsen, Ole E.
26
Brandt, Michael W.
26
Carriero, Andrea
26
Schlag, Christian
26
Shephard, Neil G.
26
Yu, Jun
26
Fouque, Jean-Pierre
25
Ghysels, Eric
25
Hautsch, Nikolaus
25
Prokopczuk, Marcel
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National Bureau of Economic Research
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European University Institute / Department of Economics
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Rodney L. White Center for Financial Research
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International Monetary Fund
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Svenska Handelshögskolan <Helsinki>
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Birkbeck College / Department of Economics
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Gottfried Wilhelm Leibniz Universität Hannover
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Instituto Valenciano de Investigaciones Económicas
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The Wharton Financial Institutions Center
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Centre for Economic Policy Research
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Centre for Growth and Business Cycle Research <Manchester>
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Chambre de commerce et d'industrie de Paris
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
3
Federal Reserve Bank of San Francisco
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Federal Reserve System / Division of Research and Statistics
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Institut für Weltwirtschaft
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Nuffield College
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Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
3
Springer Fachmedien Wiesbaden
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World Bank
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Christian-Albrechts-Universität zu Kiel
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Danmarks Nationalbank
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Forschungsinstitut zur Zukunft der Arbeit
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2
International Center for Financial Asset Management and Engineering
2
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Finance research letters
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NBER working paper series
206
Journal of econometrics
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Working paper / National Bureau of Economic Research, Inc.
187
NBER Working Paper
181
International journal of theoretical and applied finance
180
Energy economics
150
Journal of banking & finance
149
Quantitative finance
127
Economics letters
117
Economic modelling
114
International review of financial analysis
109
Journal of empirical finance
109
Journal of economic dynamics & control
107
The North American journal of economics and finance : a journal of financial economics studies
107
Discussion paper / Tinbergen Institute
106
Journal of financial economics
105
Working paper
102
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
100
Applied economics
99
International review of economics & finance : IREF
98
Applied mathematical finance
94
Discussion paper / Centre for Economic Policy Research
90
Mathematical finance : an international journal of mathematics, statistics and financial theory
90
Computational economics
85
International journal of forecasting
80
The European journal of finance
79
Journal of international money and finance
77
Applied economics letters
74
The review of financial studies
69
Research paper series / Swiss Finance Institute
68
Econometric reviews
67
The journal of futures markets
67
Finance and stochastics
66
Journal of risk and financial management : JRFM
64
The journal of computational finance
63
Journal of financial econometrics : official journal of the Society for Financial Econometrics
62
Journal of forecasting
59
Research in international business and finance
58
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
14,060
RePEc
21
EconStor
10
Other ZBW resources
5
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1
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1
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:
2
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:
3
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:
4
Robust portfolio choice with derivative trading under stochastic volatility
Escobar, Marcos
;
Ferrando, Sebastian
;
Rubtsov, Alexey
- In:
Journal of banking & finance
61
(
2015
),
pp. 142-157
Persistent link: https://www.econbiz.de/10011545164
Saved in:
5
Is stochastic volatility relevant for dynamic portfolio choice under ambiguity?
Faria, Gonçalo
;
Correira-da-Silva, João
- In:
The European journal of finance
22
(
2016
)
7/9
,
pp. 601-626
Persistent link: https://www.econbiz.de/10011619083
Saved in:
6
Robust portfolio choice under the 4/2 stochastic volatility model
Cheng, Yuyang
;
Escobar, Marcos
- In:
IMA journal of management mathematics
34
(
2023
)
1
,
pp. 221-256
Persistent link: https://www.econbiz.de/10013541857
Saved in:
7
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:
8
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:
9
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:
10
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
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