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
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
Conditional volatility and the...
Similar by subject
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Volatility
41,010
Volatilität
40,740
Optionspreistheorie
14,821
Option pricing theory
14,362
Theorie
14,280
Theory
13,890
ARCH-Modell
10,606
ARCH model
10,425
Börsenkurs
10,116
Share price
9,958
Schätzung
9,837
Estimation
9,608
Kapitaleinkommen
7,861
Capital income
7,827
Aktienmarkt
6,395
Stock market
6,326
Stochastischer Prozess
5,419
Stochastic process
5,321
USA
5,210
Welt
5,144
United States
5,047
World
5,042
Wechselkurs
4,852
Exchange rate
4,753
Prognoseverfahren
4,375
Forecasting model
4,310
Zeitreihenanalyse
4,060
Time series analysis
3,953
Portfolio-Management
3,453
Portfolio selection
3,427
Optionsgeschäft
3,337
Risk
3,322
Option trading
3,316
Derivat
3,307
Derivative
3,297
Risiko
3,281
volatility
2,657
Finanzmarkt
2,600
CAPM
2,593
Financial market
2,533
more ...
less ...
Online availability
All
Free
22,168
Undetermined
13,837
Type of publication
All
Article
32,139
Book / Working Paper
26,435
Other
51
Journal
21
Type of publication (narrower categories)
All
Article in journal
28,995
Aufsatz in Zeitschrift
28,995
Working Paper
10,134
Graue Literatur
9,419
Non-commercial literature
9,419
Arbeitspapier
9,041
Aufsatz im Buch
1,769
Book section
1,769
Hochschulschrift
1,196
Thesis
965
Collection of articles of several authors
273
Sammelwerk
273
Collection of articles written by one author
253
Sammlung
253
Lehrbuch
200
Article
188
Textbook
187
Conference paper
172
Konferenzbeitrag
172
Aufsatzsammlung
153
Dissertation u.a. Prüfungsschriften
132
Bibliografie enthalten
131
Bibliography included
131
research-article
85
Konferenzschrift
74
Systematic review
68
Übersichtsarbeit
68
Forschungsbericht
64
Amtsdruckschrift
63
Government document
63
Case study
37
Conference proceedings
37
Fallstudie
37
Handbook
36
Handbuch
36
Glossar enthalten
35
Glossary included
35
Rezension
26
Reprint
25
Bibliografie
20
more ...
less ...
Language
All
English
55,172
Undetermined
1,891
German
1,177
Spanish
146
French
140
Portuguese
48
Italian
32
Polish
19
Czech
15
Russian
9
Dutch
6
Romanian
6
Hungarian
3
Swedish
3
Croatian
2
Chinese
2
Bulgarian
1
Danish
1
Norwegian
1
Slovak
1
Serbian
1
Turkish
1
more ...
less ...
Author
All
McAleer, Michael
461
Gupta, Rangan
258
Caporale, Guglielmo Maria
220
Bollerslev, Tim
164
Chang, Chia-Lin
163
Härdle, Wolfgang
142
Diebold, Francis X.
126
Pierdzioch, Christian
121
Engle, Robert F.
119
Bouri, Elie
118
Madan, Dilip B.
108
Fabozzi, Frank J.
107
Spagnolo, Nicola
106
Andersen, Torben
105
Hafner, Christian M.
104
Caporin, Massimiliano
103
Aizenman, Joshua
102
Koopman, Siem Jan
95
Chiarella, Carl
94
Ma, Feng
94
Hautsch, Nikolaus
91
Asai, Manabu
87
Hammoudeh, Shawkat
87
Bekaert, Geert
81
Christoffersen, Peter F.
80
Bauwens, Luc
79
Todorov, Viktor
79
Bahmani-Oskooee, Mohsen
76
McMillan, David G.
76
Tiwari, Aviral Kumar
76
Cui, Zhenyu
75
Karanasos, Menelaos
75
Kočenda, Evžen
73
Lux, Thomas
72
Buch, Claudia M.
71
Carr, Peter
70
Prokopczuk, Marcel
70
Teräsvirta, Timo
70
Conrad, Christian
69
Herwartz, Helmut
68
more ...
less ...
Institution
All
National Bureau of Economic Research
558
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
175
C.E.P.R. Discussion Papers
57
Institut für Schweizerisches Bankwesen <Zürich>
57
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
49
Centre for Analytical Finance <Århus>
43
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
36
Ekonomiska forskningsinstitutet <Stockholm>
32
HAL
30
EconWPA
29
Université Paris-Dauphine (Paris IX)
26
Agricultural and Applied Economics Association - AAEA
22
World Bank
22
Svenska Handelshögskolan <Helsinki>
20
National Centre of Competence in Research North South <Bern>
18
Reserve Bank of Australia
17
CESifo
16
Chambre de commerce et d'industrie de Paris
16
International Monetary Fund
16
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
15
Federal Reserve Bank of St. Louis
15
Society for Computational Economics - SCE
15
University of Canterbury / Dept. of Economics and Finance
15
Center for Economic Research <Tilburg>
14
European University Institute / Department of Economics
14
European Association of Agricultural Economists - EAAE
13
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
12
Department of Economics and Finance, College of Business and Economics
12
Inter-American Development Bank
12
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
11
Cowles Foundation for Research in Economics, Yale University
11
Institut für Weltwirtschaft
11
Institute of Economic Research, Kyoto University
11
Internationaler Währungsfonds / Research Department
11
Tilburg University, Center for Economic Research
11
Centre for Growth and Business Cycle Research <Manchester>
10
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
10
Department of Economics, Oxford University
10
Econometrisch Instituut <Rotterdam>
10
Federal Reserve Bank of New York
10
more ...
less ...
Published in...
All
Finance research letters
731
Energy economics
729
The journal of futures markets
568
Journal of banking & finance
562
International journal of theoretical and applied finance
561
NBER working paper series
543
Working paper / National Bureau of Economic Research, Inc.
514
International review of financial analysis
479
Applied economics
462
NBER Working Paper
456
Journal of econometrics
445
Economic modelling
418
International review of economics & finance : IREF
418
The North American journal of economics and finance : a journal of financial economics studies
388
Applied financial economics
333
Research in international business and finance
331
Economics letters
330
Journal of empirical finance
326
Applied economics letters
316
Working paper
314
Quantitative finance
296
Mathematical finance : an international journal of mathematics, statistics and financial theory
294
Applied mathematical finance
289
Journal of international financial markets, institutions & money
281
The journal of computational finance
270
Discussion paper / Tinbergen Institute
267
Discussion paper / Centre for Economic Policy Research
264
Journal of international money and finance
262
Journal of economic dynamics & control
259
Finance and stochastics
253
The European journal of finance
252
Journal of risk and financial management : JRFM
248
The journal of derivatives : the official publication of the International Association of Financial Engineers
248
Journal of financial economics
246
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
214
Computational economics
206
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
199
CESifo working papers
196
Research paper series / Swiss Finance Institute
193
Pacific-Basin finance journal
191
more ...
less ...
Source
All
ECONIS (ZBW)
54,376
RePEc
2,230
EconStor
1,300
USB Cologne (EcoSocSci)
297
USB Cologne (business full texts)
204
BASE
118
Other ZBW resources
99
OLC EcoSci
19
ArchiDok
3
more ...
less ...
Showing
81
-
90
of
58,646
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
81
Modelle zur Schätzung der Volatilität : eine theoretische und empirische Analyse am Beispiel von Finanzmarktdaten
Specht, Katja
-
2000
Persistent link: https://www.econbiz.de/10001511096
Saved in:
82
The economic value of
volatility
timing
Fleming, Jeff
;
Kirby, Chris
;
Ostdiek, Barbara
- In:
The journal of finance : the journal of the American …
56
(
2001
)
1
,
pp. 329-352
Persistent link: https://www.econbiz.de/10001575075
Saved in:
83
Is implied correlation worth calculating? : Evidence from foreign exchange options and historical data
Walter, Christian
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001577552
Saved in:
84
A discrete-time two-factor model for pricing bonds and interest rate derivatives under Random
volatility
Heston, Steven L.
;
Nandi, Saikat
-
1999
Persistent link: https://www.econbiz.de/10001444589
Saved in:
85
Stochastic
volatility
in financial markets : crossing the bridge to continuous time
Fornari, Fabio
;
Mele, Antonio
-
2000
Persistent link: https://www.econbiz.de/10001464294
Saved in:
86
Ökonomische und ökonometrische Analyse der Bewertung von Optionen unter stochastischer Volatilität
Schmitt, Christian
-
1999
Persistent link: https://www.econbiz.de/10001531425
Saved in:
87
A note on hedging in ARCH and stochastic
volatility
option pricing models
Garcia, René
- In:
Mathematical finance : an international journal of …
8
(
1998
)
2
,
pp. 153-161
Persistent link: https://www.econbiz.de/10001242838
Saved in:
88
Analytic derivatives and the computation of GARCH estimates
Fiorentini, Gabriele
;
Calzolari, Giorgio
;
Panattoni, Lorenzo
-
1995
Persistent link: https://www.econbiz.de/10000924232
Saved in:
89
Option pricing under linear autoregressive dynamics, heteroskedasticity, and conditional leptokurtosis
Hafner, Christian M.
;
Herwartz, Helmut
-
1999
Persistent link: https://www.econbiz.de/10001413478
Saved in:
90
Long-term equity anticipation securities and stock market
volatility
dynamics
Bollerslev, Tim
;
Mikkelsen, Hans Ole Æ.
- In:
Journal of econometrics
92
(
1999
)
1
,
pp. 75-99
Persistent link: https://www.econbiz.de/10001400092
Saved in:
First
Prev
5
6
7
8
9
10
11
12
13
14
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
