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Volatility
Theorie
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Bollerslev, Tim
78
McAleer, Michael
78
Diebold, Francis X.
63
Andersen, Torben
45
Koopman, Siem Jan
41
Härdle, Wolfgang
40
Lux, Thomas
39
Caporin, Massimiliano
34
Gupta, Rangan
34
Aizenman, Joshua
33
Chiarella, Carl
32
Bekaert, Geert
30
Herwartz, Helmut
28
Pierdzioch, Christian
27
Asai, Manabu
25
Fernández-Villaverde, Jesús
25
Hafner, Christian M.
25
Todorov, Viktor
25
Aït-Sahalia, Yacine
24
Christoffersen, Peter F.
24
Andersen, Torben G.
23
Chang, Chia-Lin
23
Clark, Todd E.
23
Clements, Adam
23
Hautsch, Nikolaus
23
Lucas, André
23
Bauwens, Luc
22
Caballero, Ricardo J.
22
Ghysels, Eric
22
Meddahi, Nour
22
Schlag, Christian
22
Uppal, Raman
22
Westerhoff, Frank H.
22
Yu, Jun
22
Engle, Robert F.
21
Hammoudeh, Shawkat
21
Mele, Antonio
21
Platen, Eckhard
21
Chan, Joshua
20
Giglio, Stefano
20
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National Bureau of Economic Research
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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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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Instituto Valenciano de Investigaciones Económicas
4
The Wharton Financial Institutions Center
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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>
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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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Christian-Albrechts-Universität zu Kiel
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Danmarks Nationalbank
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Deutsche Börse AG
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Erasmus Research Institute of Management
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Federal Reserve Bank of New York
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Federal Reserve Bank of St. Louis
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Forschungsinstitut zur Zukunft der Arbeit
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Goethe-Universität Frankfurt am Main
2
Gottfried Wilhelm Leibniz Universität Hannover
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
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NBER working paper series
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168
NBER Working Paper
164
Journal of econometrics
142
Finance research letters
134
Journal of banking & finance
131
Journal of empirical finance
95
Economics letters
93
Journal of financial economics
91
Energy economics
90
Economic modelling
87
Discussion paper / Tinbergen Institute
85
International review of financial analysis
84
Journal of economic dynamics & control
83
International journal of forecasting
81
Working paper
80
Discussion paper / Centre for Economic Policy Research
79
International review of economics & finance : IREF
79
International journal of theoretical and applied finance
77
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
77
Applied economics
73
Mathematical finance : an international journal of mathematics, statistics and financial theory
73
Journal of international money and finance
70
The North American journal of economics and finance : a journal of financial economics studies
68
The European journal of finance
63
The review of financial studies
60
Quantitative finance
57
Journal of forecasting
56
Research paper series / Swiss Finance Institute
54
Econometric reviews
53
Applied economics letters
52
Computational economics
51
Journal of international financial markets, institutions & money
51
Journal of risk and financial management : JRFM
50
Applied mathematical finance
49
The journal of finance : the journal of the American Finance Association
47
Research in international business and finance
46
Journal of financial econometrics : official journal of the Society for Financial Econometrics
45
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
45
Finance and stochastics
44
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ECONIS (ZBW)
11,198
EconStor
9
RePEc
2
ArchiDok
1
Other ZBW resources
1
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1
Asset-liability management for pension funds in a time-varying volatility environment
Vrontos, Spyridon D.
;
Vrontos, Ioannis D.
; …
- In:
The journal of asset management
14
(
2013
)
5
,
pp. 306-333
Persistent link: https://www.econbiz.de/10010237937
Saved in:
2
Portfolio optimization and stochastic volatility asymptotics
Fouque, Jean-Pierre
;
Sircar, Kaushik Ronnie
; …
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 704-745
Persistent link: https://www.econbiz.de/10011764969
Saved in:
3
Risk Budgeting portfolios : existence and computation
Cetingoz, Adil Rengim
;
Fermanian, Jean-David
;
Guéant, …
- In:
Mathematical finance : an international journal of …
34
(
2024
)
3
,
pp. 896-924
Persistent link: https://www.econbiz.de/10014565279
Saved in:
4
Portfolio optimization from a Copulas-GJR-GARCH-EVT-CVAR model : empirical evidence from ASEAN stock indexes
Sang Phu Nguyen
;
Toan Luu Duc Huynh
- In:
Quantitative finance and economics
3
(
2019
)
3
,
pp. 562-585
Persistent link: https://www.econbiz.de/10012176618
Saved in:
5
Sampling methods for investment portfolio formulation procedure at increased market volatility
Dzicher, Mateusz
- In:
Journal of economics & management
43
(
2021
)
1
,
pp. 70-89
theory
. Research implications/limitations - The research emphasized that in order to get a more diversified investment …
Persistent link: https://www.econbiz.de/10013166371
Saved in:
6
Crude oil hedging strategies using dynamic multivariate GARCH
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008669351
Saved in:
7
Crude oil hedging strategies using dynamic multivariate GARCH
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10003987324
Saved in:
8
Optimal execution of multiasset block orders under stochastic liquidity
Makimoto, Naoki
;
Sugihara, Yoshihiko
-
2010
Persistent link: https://www.econbiz.de/10008748180
Saved in:
9
Crude oil hedging strategies using dynamic multivariate GARCH
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
- In:
Energy economics
33
(
2011
)
5
,
pp. 912-923
Persistent link: https://www.econbiz.de/10009382992
Saved in:
10
Portfolio optimization under partial information: stochastic volatility in a hidden Markov model
Sass, Jörn
;
Haussmann, Ulrich G.
- In:
Operations research proceedings 2003 : selected papers …
,
(pp. 387-394)
.
2004
Persistent link: https://www.econbiz.de/10002072557
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