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Volatility
Theorie
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9,926
Volatilität
9,909
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9,811
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Bollerslev, Tim
75
Diebold, Francis X.
60
McAleer, Michael
54
Andersen, Torben
45
Koopman, Siem Jan
41
Lux, Thomas
39
Härdle, Wolfgang
38
Aizenman, Joshua
33
Chiarella, Carl
32
Caporin, Massimiliano
31
Bekaert, Geert
30
Gupta, Rangan
30
Herwartz, Helmut
27
Asai, Manabu
25
Pierdzioch, Christian
25
Hafner, Christian M.
24
Todorov, Viktor
24
Fernández-Villaverde, Jesús
23
Hautsch, Nikolaus
23
Clark, Todd E.
22
Ghysels, Eric
22
Lucas, André
22
Meddahi, Nour
22
Yu, Jun
22
Andersen, Torben G.
21
Caballero, Ricardo J.
21
Christoffersen, Peter F.
21
Schlag, Christian
21
Westerhoff, Frank H.
21
Aït-Sahalia, Yacine
20
Bauwens, Luc
20
Engle, Robert F.
20
Chan, Joshua
19
Giglio, Stefano
19
Gonçalves, Sílvia
19
Li, Kai
19
Mittnik, Stefan
19
Mumtaz, Haroon
19
Brandt, Michael W.
18
Carriero, Andrea
18
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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>
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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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Svenska Handelshögskolan <Helsinki>
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
4
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
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
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Deutsche Börse AG
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Erasmus Research Institute of Management
2
Federal Reserve Bank of New York
2
Forschungsinstitut zur Zukunft der Arbeit
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Goethe-Universität Frankfurt am Main
2
Gottfried Wilhelm Leibniz Universität Hannover
2
Institut für Weltwirtschaft
2
International Monetary Fund
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
172
Working paper / National Bureau of Economic Research, Inc.
160
NBER Working Paper
155
Journal of econometrics
125
Journal of banking & finance
109
Economics letters
82
Journal of empirical finance
81
Discussion paper / Tinbergen Institute
79
Economic modelling
77
Finance research letters
77
Discussion paper / Centre for Economic Policy Research
76
International journal of forecasting
76
International journal of theoretical and applied finance
76
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
72
Mathematical finance : an international journal of mathematics, statistics and financial theory
72
Journal of financial economics
71
Journal of economic dynamics & control
70
Working paper
67
Journal of international money and finance
65
International review of financial analysis
61
The European journal of finance
59
International review of economics & finance : IREF
58
Applied economics
57
The review of financial studies
57
Energy economics
55
Journal of forecasting
55
Econometric reviews
51
Quantitative finance
48
Applied economics letters
45
Computational economics
45
Journal of financial econometrics : official journal of the Society for Financial Econometrics
45
The North American journal of economics and finance : a journal of financial economics studies
45
Applied mathematical finance
44
Research paper series / Swiss Finance Institute
44
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
44
The journal of finance : the journal of the American Finance Association
43
Finance and stochastics
42
The journal of futures markets
40
CREATES research paper
39
Journal of monetary economics
39
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Source
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ECONIS (ZBW)
9,645
EconStor
9
ArchiDok
1
Showing
61
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70
of
9,655
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61
Bayesian vector autoregressions with stochastic volatility
Uhlig, Harald
-
1996
Persistent link: https://www.econbiz.de/10000932649
Saved in:
62
On the pricing of options in incomplete markets
Melenberg, Bertrand
;
Werker, Bas J. M.
-
1996
Persistent link: https://www.econbiz.de/10000932780
Saved in:
63
Money velocity with interest rate stochastic volatility and exact aggregation
Barnett, William A.
;
Xu, Haiyang
-
1995
Persistent link: https://www.econbiz.de/10000933224
Saved in:
64
Der Schweizer Aktienmarkt : eine empirische Untersuchung im Lichte der neueren Effizienzmarkt-Diskussion
Theurillat, Michael
-
1996
Persistent link: https://www.econbiz.de/10000933885
Saved in:
65
Optionsbewertung bei stochastischer Volatilität :
Theorie
und Empirie
Campenhausen, Claus von
-
1996
Persistent link: https://www.econbiz.de/10000934033
Saved in:
66
Testing for a slowly changing level with special reference to stochastic volatility
Harvey, Andrew C.
;
Streibel, Mariane
-
1996
Persistent link: https://www.econbiz.de/10000934056
Saved in:
67
Investment in education : do economic volatility and credit constraints matter?
Flug, Karnit
-
1996
Persistent link: https://www.econbiz.de/10000934194
Saved in:
68
Capital markets integration, volatility and persistence
Aizenman, Joshua
-
1995
Persistent link: https://www.econbiz.de/10000935343
Saved in:
69
Optimal buffer stocks and precautionary savings with disappointment aversion
Aizenman, Joshua
-
1995
Persistent link: https://www.econbiz.de/10000935902
Saved in:
70
Asset price volatility and option hedging in imperfectly elastic markets
Frey, Rüdiger
-
1995
Persistent link: https://www.econbiz.de/10000936296
Saved in:
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