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~subject:"Volatility"
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Volatility
Theorie
629,198
Theory
614,295
Portfolio-Management
44,358
Portfolio selection
44,013
USA
43,878
United States
42,659
Risikomanagement
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31,196
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30,427
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Risk
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17,459
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Forecasting model
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13,388
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Kapitaleinkommen
13,096
Capital income
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Börsenkurs
12,892
Spieltheorie
12,837
Economic growth
12,822
Time series analysis
12,761
Share price
12,680
Game theory
12,111
Volatilität
11,768
Experiment
11,609
CAPM
11,397
Finanzmarkt
10,910
Asymmetrische Information
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McAleer, Michael
93
Bollerslev, Tim
78
Diebold, Francis X.
64
Andersen, Torben
45
Koopman, Siem Jan
41
Härdle, Wolfgang
40
Lux, Thomas
39
Gupta, Rangan
35
Caporin, Massimiliano
34
Aizenman, Joshua
33
Chiarella, Carl
32
Bekaert, Geert
30
Chang, Chia-Lin
30
Hammoudeh, Shawkat
28
Herwartz, Helmut
28
Pierdzioch, Christian
28
Christoffersen, Peter F.
26
Asai, Manabu
25
Fernández-Villaverde, Jesús
25
Hafner, Christian M.
25
Todorov, Viktor
25
Aït-Sahalia, Yacine
24
Andersen, Torben G.
23
Clark, Todd E.
23
Clements, Adam
23
Engle, Robert F.
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
Mele, Antonio
21
Mensi, Walid
21
Platen, Eckhard
21
Chan, Joshua
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>
8
European University Institute / Department of Economics
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Centre for Analytical Finance <Århus>
7
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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Gottfried Wilhelm Leibniz Universität Hannover
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Instituto Valenciano de Investigaciones Económicas
4
The Wharton Financial Institutions Center
4
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
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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
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
Erasmus Research Institute of Management
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Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
2
Federal Reserve Bank of New York
2
Federal Reserve Bank of St. Louis
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
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NBER working paper series
183
Working paper / National Bureau of Economic Research, Inc.
170
NBER Working Paper
164
Finance research letters
143
Journal of econometrics
139
Journal of banking & finance
132
Energy economics
109
Journal of empirical finance
95
Economics letters
93
International review of financial analysis
92
Journal of financial economics
92
Economic modelling
90
Discussion paper / Tinbergen Institute
88
Journal of economic dynamics & control
83
Working paper
82
International journal of forecasting
81
International review of economics & finance : IREF
81
Discussion paper / Centre for Economic Policy Research
79
Applied economics
77
International journal of theoretical and applied finance
77
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
77
Mathematical finance : an international journal of mathematics, statistics and financial theory
72
Journal of international money and finance
71
The North American journal of economics and finance : a journal of financial economics studies
70
The European journal of finance
65
The review of financial studies
63
Journal of forecasting
57
Quantitative finance
57
Applied economics letters
55
Research paper series / Swiss Finance Institute
54
Econometric reviews
53
Journal of international financial markets, institutions & money
53
Journal of risk and financial management : JRFM
52
Computational economics
50
Applied mathematical finance
49
Research in international business and finance
48
Journal of financial econometrics : official journal of the Society for Financial Econometrics
47
The journal of finance : the journal of the American Finance Association
47
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
45
Risks : open access journal
44
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ECONIS (ZBW)
11,472
RePEc
17
EconStor
10
Other ZBW resources
3
ArchiDok
1
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1
Managing portfolio volatility
Stamos, Michael Zisis
;
Zimmerer, Thomas
- In:
The journal of portfolio management : JPM
47
(
2021
)
4
,
pp. 99-109
Persistent link: https://www.econbiz.de/10012486045
Saved in:
2
Uncertain risk parity
Shah, Anish R.
- In:
The journal of investment strategies
10
(
2021
)
1
,
pp. 29-41
Persistent link: https://www.econbiz.de/10012805357
Saved in:
3
Evaluating an EGARCH model with fat tails, skewness and leverage in forecasting VaR
Benito Muela, Sonia
- In:
Journal of contemporary management : JMC
4
(
2015
)
3
,
pp. 67-80
Persistent link: https://www.econbiz.de/10011392904
Saved in:
4
Asset allocation in the Athens stock exchange : a variance sensitivity analysis
Diamandis, Panayotis F.
;
Drakos, Anastassios A.
; …
- In:
International journal of finance & economics : IJFE
17
(
2012
)
2
,
pp. 167-181
Persistent link: https://www.econbiz.de/10009615696
Saved in:
5
The effectiveness of Value-at-Risk models in various volatility regimes
Schiffers, Aleksander
;
Chlebus, Marcin
-
2021
Persistent link: https://www.econbiz.de/10012816709
Saved in:
6
A stochastic oil price model for optimal hedging and risk management
Pennanen, Teemu
;
Bonatto, Luciane Sbaraini
- In:
International journal of theoretical and applied …
25
(
2022
)
2
,
pp. 1-27
Persistent link: https://www.econbiz.de/10013189999
Saved in:
7
The role of trading volume in forecasting market risk
Slim, Skander
- In:
Inventi impact: international trade
(
2016
)
3
,
pp. 169-181
Persistent link: https://www.econbiz.de/10011567980
Saved in:
8
The geometric-VaR backtesting method
Pelletier, Denis
;
Wei, Wei
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 725-745
Persistent link: https://www.econbiz.de/10011623861
Saved in:
9
Volatility vs. downside risk : optimally protecting against drawdowns and maintaining portfolio performance
Barro, Diana
;
Canestrelli, Elio
;
Lanza, Fabio
-
2014
Persistent link: https://www.econbiz.de/10011632160
Saved in:
10
Model risk in risk models : quantifying statistical uncertainty in active risk
Khang, Kevin
- In:
The journal of portfolio management : JPM
47
(
2021
)
3
,
pp. 51-65
Persistent link: https://www.econbiz.de/10012423057
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