Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Welt"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
What good is a volatility mode...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Welt
Theorie
131
Theory
131
Time series analysis
80
Zeitreihenanalyse
80
Volatility
78
Volatilität
78
USA
68
United States
68
Forecasting model
66
Prognoseverfahren
66
ARCH model
60
ARCH-Modell
60
Estimation
59
Schätzung
59
Capital income
47
Estimation theory
47
Kapitaleinkommen
47
Schätztheorie
47
Börsenkurs
39
Share price
39
Portfolio selection
37
Portfolio-Management
37
Correlation
33
Korrelation
33
Risikomanagement
24
Risk management
24
World
24
Option pricing theory
20
Optionspreistheorie
20
Risiko
20
Risk
20
Systemic risk
20
Systemrisiko
20
Aktienmarkt
19
CAPM
19
Stock market
19
Financial market
18
Finanzmarkt
18
Bank risk
17
more ...
less ...
Online availability
All
Undetermined
8
Free
6
Type of publication
All
Article
12
Book / Working Paper
12
Type of publication (narrower categories)
All
Article in journal
12
Aufsatz in Zeitschrift
12
Arbeitspapier
9
Graue Literatur
9
Non-commercial literature
9
Working Paper
9
Language
All
English
24
Author
All
Engle, Robert F.
19
Patton, Andrew J.
5
Kelly, Bryan T.
4
De Nard, Gianluca
3
Jung, Hyeyoon
3
Ramadorai, Tarun
3
Acharya, Viral V.
2
Berner, Richard B.
2
Hylleberg, Svend
2
Rangel, Jose Gonzalo
2
Streatfield, Michael
2
Stroebel, Johannes
2
Zeng, Xuran
2
Alan, Nazli Sila
1
Brownlees, Christian
1
Campos-Martins, Susana
1
Ge, Shan
1
Giglio, Stefano
1
Karagozoglu, Ahmet K.
1
Lee, Heebum
1
Ramadoral, Tarun
1
Richardson, Matthew
1
Susmel, Raul
1
Zhao, Yihao
1
more ...
less ...
Published in...
All
Annual review of financial economics
2
Discussion paper / Centre for Economic Policy Research
2
Discussion paper / Department of Economics, University of California San Diego
2
Staff reports / Federal Reserve Bank of New York
2
The journal of finance : the journal of the American Finance Association
2
Working paper series / University of Zurich, Department of Economics
2
Discussion papers / CEPR
1
Financial analysts journal : FAJ
1
International economic review
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial economics
1
The American economic review
1
The journal of portfolio management : JPM
1
The journal of portfolio management : a publication of Institutional Investor
1
The review of financial studies
1
Working paper / Department of Economics, University of Aarhus
1
Working paper series
1
Working paper series / Czech National Bank
1
more ...
less ...
Source
All
ECONIS (ZBW)
24
Showing
1
-
10
of
24
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modelling asymmetric exchange rate dependence
Patton, Andrew J.
- In:
International economic review
47
(
2006
)
2
,
pp. 527-556
Persistent link: https://www.econbiz.de/10003321487
Saved in:
2
On the dynamics of hedge fund risk exposures
Patton, Andrew J.
;
Ramadorai, Tarun
-
2010
Persistent link: https://www.econbiz.de/10003969312
Saved in:
3
Change you can believe in? : hedge fund data revisions
Patton, Andrew J.
;
Ramadorai, Tarun
;
Streatfield, Michael
-
2012
Persistent link: https://www.econbiz.de/10009526526
Saved in:
4
Change you can believe in? : hedge fund data revisions
Patton, Andrew J.
;
Ramadoral, Tarun
;
Streatfield, Michael
- In:
The journal of finance : the journal of the American …
70
(
2015
)
3
,
pp. 963-999
Persistent link: https://www.econbiz.de/10011317973
Saved in:
5
On the high-frequency dynamics of hedge fund risk exposures
Patton, Andrew J.
;
Ramadorai, Tarun
- In:
The journal of finance : the journal of the American …
68
(
2013
)
2
,
pp. 597-635
Persistent link: https://www.econbiz.de/10009730850
Saved in:
6
Common volatility in international equity markets
Engle, Robert F.
;
Susmel, Raul
-
1992
Persistent link: https://www.econbiz.de/10000841634
Saved in:
7
Common seasonal features : global unemployment
Engle, Robert F.
;
Hylleberg, Svend
-
1996
Persistent link: https://www.econbiz.de/10000954382
Saved in:
8
The spline-GARCH model for low-frequency volatility and its global macroeconomic causes
Engle, Robert F.
;
Rangel, Jose Gonzalo
- In:
The review of financial studies
21
(
2008
)
3
,
pp. 1187-1222
Persistent link: https://www.econbiz.de/10003742225
Saved in:
9
The spline GARCH model for unconditional volatility and its global macroeconomic causes
Engle, Robert F.
;
Rangel, Jose Gonzalo
-
2005
Persistent link: https://www.econbiz.de/10003331373
Saved in:
10
Capital shortfall : a new approach to ranking and regulating systemic risks
Acharya, Viral V.
;
Engle, Robert F.
;
Richardson, Matthew
- In:
The American economic review
102
(
2012
)
3
,
pp. 59-64
Persistent link: https://www.econbiz.de/10009705301
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
