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Volatility
Theorie
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Theory
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USA
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Schätzung
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Welt
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Time series analysis
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Game theory
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Kapitaleinkommen
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Capital income
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Volatilität
11,462
Experiment
11,441
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Bollerslev, Tim
80
McAleer, Michael
72
Diebold, Francis X.
64
Andersen, Torben
47
Koopman, Siem Jan
41
Härdle, Wolfgang
40
Lux, Thomas
39
Christoffersen, Peter F.
35
Aizenman, Joshua
33
Bekaert, Geert
33
Caporin, Massimiliano
33
Chiarella, Carl
33
Gupta, Rangan
32
Todorov, Viktor
30
Herwartz, Helmut
29
Hafner, Christian M.
28
Asai, Manabu
27
Pierdzioch, Christian
27
Ghysels, Eric
26
Hautsch, Nikolaus
26
Meddahi, Nour
26
Bansal, Ravi
25
Chang, Chia-Lin
25
Fernández-Villaverde, Jesús
25
Schlag, Christian
25
Yu, Jun
24
Caporale, Guglielmo Maria
23
Clark, Todd E.
23
Mumtaz, Haroon
23
Aït-Sahalia, Yacine
22
Caballero, Ricardo J.
22
Engle, Robert F.
22
Lucas, André
22
Westerhoff, Frank H.
22
Andersen, Torben G.
21
Bauwens, Luc
21
Chan, Joshua
20
Christensen, Bent Jesper
20
Giglio, Stefano
20
Mittnik, Stefan
20
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National Bureau of Economic Research
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Ekonomiska forskningsinstitutet <Stockholm>
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European University Institute / Department of Economics
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Centre for Analytical Finance <Århus>
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Rodney L. White Center for Financial Research
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Internationaler Währungsfonds / Research Department
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Birkbeck College / Department of Economics
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Institute of Finance and Accounting <London>
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International Monetary Fund
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Svenska Handelshögskolan <Helsinki>
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Federal Reserve Bank of St. Louis
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Instituto Valenciano de Investigaciones Económicas
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The Wharton Financial Institutions Center
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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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Gottfried Wilhelm Leibniz Universität Hannover
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Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
3
Springer Fachmedien Wiesbaden
3
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
3
World Bank
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Brown University / Department of Economics
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Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification <Paris>
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Centre for Economic Policy Research
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Centre for Growth and Business Cycle Research <Manchester>
2
Centre for International Economic Studies
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Christian-Albrechts-Universität zu Kiel
2
Danmarks Nationalbank
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Deutsche Börse AG
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East Asian Bureau of Economic Research (EABER)
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Erasmus Research Institute of Management
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Federal Reserve Bank of New York
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Forschungsinstitut zur Zukunft der Arbeit
2
Goethe-Universität Frankfurt am Main
2
Institut für Weltwirtschaft
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Internationaler Währungsfonds / Western Hemisphere Department
2
Judge Institute of Management Studies
2
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NBER working paper series
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Working paper / National Bureau of Economic Research, Inc.
179
NBER Working Paper
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Journal of econometrics
140
Journal of banking & finance
130
Finance research letters
120
Journal of financial economics
103
Journal of empirical finance
102
Energy economics
97
Economics letters
94
Economic modelling
93
Working paper
88
Discussion paper / Centre for Economic Policy Research
87
Discussion paper / Tinbergen Institute
86
International journal of theoretical and applied finance
86
Journal of economic dynamics & control
86
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
82
International journal of forecasting
76
International review of financial analysis
75
Applied economics
74
Mathematical finance : an international journal of mathematics, statistics and financial theory
73
International review of economics & finance : IREF
72
Journal of international money and finance
69
The European journal of finance
66
The review of financial studies
64
Journal of forecasting
56
Quantitative finance
55
Econometric reviews
54
Applied economics letters
53
The North American journal of economics and finance : a journal of financial economics studies
52
Computational economics
49
Applied mathematical finance
48
Research paper series / Swiss Finance Institute
48
The journal of finance : the journal of the American Finance Association
48
Journal of risk and financial management : JRFM
47
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
47
The journal of futures markets
46
Journal of financial econometrics : official journal of the Society for Financial Econometrics
45
Finance and stochastics
44
Journal of international financial markets, institutions & money
44
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ECONIS (ZBW)
11,195
EconStor
11
RePEc
11
Other ZBW resources
3
ArchiDok
1
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1
Participation costs, trend chasing, and volatility of stock prices
Orosel, Gerhard O.
- In:
The review of financial studies
11
(
1998
)
3
,
pp. 521-557
Persistent link: https://www.econbiz.de/10001249771
Saved in:
2
New formulations of ambiguous volatility with an application to optimal
dynamic
contracting
Hansen, Peter G.
- In:
Journal of economic theory
199
(
2022
),
pp. 1-31
Persistent link: https://www.econbiz.de/10013193348
Saved in:
3
The leverage effect puzzle revisited : identification in discrete time
Han, Hyojin
;
Khrapov, Stanislav
;
Renault, Eric
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 230-258
Persistent link: https://www.econbiz.de/10012482760
Saved in:
4
Robust analysis for downside risk in portfolio management for a volatile stock market
Ayub, Usman
;
Ali Shah, Syed Zulfiqar
;
Abbas, Qaisar
- In:
Economic modelling
44
(
2015
),
pp. 86-96
Persistent link: https://www.econbiz.de/10011326281
Saved in:
5
Core earnings uncertainty, dividend change announcements and the reduction of covariance component risks
Dempsey, Stephen J.
;
Harrison, David M.
;
Sheng, Hainan
- In:
Journal of business finance & accounting : JBFA
42
(
2015
)
9/10
,
pp. 1075-1120
Persistent link: https://www.econbiz.de/10011535857
Saved in:
6
Risk management practices - empirical evidence from Indian corporates
Shveta Singh
;
Yadav, Surendra S.
;
Jain, P. K.
- In:
International journal of risk assessment and management …
18
(
2015
)
2
,
pp. 173-198
Persistent link: https://www.econbiz.de/10011487566
Saved in:
7
Risk management practices - empirical evidence from Indian corporates
Shveta Singh
;
Yadav, Surendra S.
;
Jain, P. K.
- In:
International journal of risk assessment and management …
18
(
2015
)
2
,
pp. 173-198
Persistent link: https://www.econbiz.de/10011487567
Saved in:
8
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:
9
Credit spreads, optimal capital structure, and implied volatility with endogenous default and jump risk
Chen, Nan
;
Kou, Steven
- In:
Mathematical finance : an international journal of …
19
(
2009
)
3
,
pp. 343-378
Persistent link: https://www.econbiz.de/10003882482
Saved in:
10
Leverage causes fat tails and clustered volatility
Thurner, Stefan
;
Farmer, J. Doyne
;
Geanakoplos, John
-
2010
Persistent link: https://www.econbiz.de/10003925360
Saved in:
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