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Listed volatility and variance...
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Volatility
41,070
Volatilität
40,801
Derivat
13,990
Derivative
13,953
Theorie
13,806
Theory
13,551
Börsenkurs
10,065
Share price
9,927
Schätzung
8,931
Estimation
8,746
Kapitaleinkommen
7,336
Capital income
7,309
ARCH-Modell
6,523
ARCH model
6,452
Aktienmarkt
6,004
Stock market
5,938
Optionspreistheorie
5,761
Welt
5,755
Option pricing theory
5,672
World
5,659
USA
5,630
United States
5,468
Wechselkurs
4,743
Exchange rate
4,647
Stochastischer Prozess
4,237
Stochastic process
4,171
Prognoseverfahren
3,999
Forecasting model
3,952
Zeitreihenanalyse
3,303
Portfolio-Management
3,281
Portfolio selection
3,267
Time series analysis
3,227
Risk
3,127
Risiko
3,086
Hedging
2,914
Finanzmarkt
2,741
Financial market
2,680
volatility
2,657
Ölpreis
2,444
Oil price
2,432
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Online availability
All
Free
21,036
Undetermined
13,043
Type of publication
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Article
30,447
Book / Working Paper
26,648
Journal
57
Other
52
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All
Article in journal
27,132
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27,132
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9,137
Graue Literatur
8,822
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8,822
Arbeitspapier
8,259
Aufsatz im Buch
1,925
Book section
1,925
Hochschulschrift
1,244
Thesis
997
Collection of articles of several authors
393
Sammelwerk
393
Lehrbuch
283
Textbook
258
Collection of articles written by one author
234
Sammlung
234
Article
192
Bibliografie enthalten
182
Bibliography included
182
Aufsatzsammlung
177
Conference paper
149
Konferenzbeitrag
149
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140
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127
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108
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108
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98
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98
research-article
86
Conference proceedings
83
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80
Handbuch
80
Systematic review
62
Übersichtsarbeit
62
Ratgeber
58
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42
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42
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41
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41
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31
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English
52,317
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2,128
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2,119
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220
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219
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64
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53
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39
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22
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16
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16
Swedish
15
Norwegian
9
Romanian
6
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5
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5
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3
Croatian
3
Chinese
3
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1
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1
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1
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1
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1
Ukrainian
1
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Author
All
McAleer, Michael
384
Gupta, Rangan
250
Caporale, Guglielmo Maria
191
Chang, Chia-Lin
152
Bollerslev, Tim
148
Diebold, Francis X.
128
Fabozzi, Frank J.
120
Bouri, Elie
117
Pierdzioch, Christian
115
Härdle, Wolfgang
108
Aizenman, Joshua
102
Spagnolo, Nicola
102
Andersen, Torben
98
Ma, Feng
94
Koopman, Siem Jan
88
Engle, Robert F.
84
Hammoudeh, Shawkat
84
Hautsch, Nikolaus
82
Bekaert, Geert
81
Chiarella, Carl
75
Bahmani-Oskooee, Mohsen
74
Caporin, Massimiliano
74
McMillan, David G.
73
Tiwari, Aviral Kumar
73
Lux, Thomas
72
Lien, Da-hsiang Donald
71
Kočenda, Evžen
70
Todorov, Viktor
70
Hull, John
69
Buch, Claudia M.
68
Asai, Manabu
67
Prokopczuk, Marcel
65
Corbet, Shaen
63
Lucey, Brian M.
63
Caballero, Ricardo J.
61
Allen, David E.
60
Clements, Adam
60
Ghysels, Eric
60
Wohar, Mark E.
60
Benth, Fred Espen
59
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Institution
All
National Bureau of Economic Research
563
International Monetary Fund (IMF)
237
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
179
International Monetary Fund
101
C.E.P.R. Discussion Papers
57
Institut für Schweizerisches Bankwesen <Zürich>
49
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
32
HAL
30
EconWPA
28
Université Paris-Dauphine (Paris IX)
26
Agricultural and Applied Economics Association - AAEA
22
Philippinen / National Census and Statistics Office
21
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
21
Bangladesch / Parisaṅkhyāna Byuro
20
Basel Committee on Banking Supervision
20
Centre for Analytical Finance <Århus>
20
World Bank
18
National Centre of Competence in Research North South <Bern>
17
Reserve Bank of Australia
17
CESifo
16
Federal Reserve Bank of St. Louis
16
Ekonomiska forskningsinstitutet <Stockholm>
15
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
15
Society for Computational Economics - SCE
15
Chambre de commerce et d'industrie de Paris
14
European Association of Agricultural Economists - EAAE
13
European University Institute / Department of Economics
13
Svenska Handelshögskolan <Helsinki>
13
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
12
Cowles Foundation for Research in Economics, Yale University
12
Department of Economics and Finance, College of Business and Economics
12
Institute of Finance and Accounting <London>
12
Inter-American Development Bank
12
International Organization of Securities Commissions
12
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
11
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
11
Department of Economics, Oxford University
11
Institute of Economic Research, Kyoto University
11
Internationaler Währungsfonds / Research Department
11
Tilburg University, Center for Economic Research
11
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Published in...
All
Energy economics
738
The journal of futures markets
707
Finance research letters
663
NBER working paper series
549
Working paper / National Bureau of Economic Research, Inc.
524
Journal of banking & finance
522
NBER Working Paper
467
International review of financial analysis
466
Applied economics
419
International review of economics & finance : IREF
408
International journal of theoretical and applied finance
377
Economic modelling
367
The North American journal of economics and finance : a journal of financial economics studies
356
Journal of econometrics
344
Applied financial economics
314
Research in international business and finance
313
Working paper
298
Economics letters
296
Applied economics letters
293
Journal of empirical finance
284
Discussion paper / Centre for Economic Policy Research
265
Journal of financial economics
261
Journal of international financial markets, institutions & money
258
Journal of international money and finance
249
Quantitative finance
237
Journal of risk and financial management : JRFM
226
Discussion paper / Tinbergen Institute
213
The European journal of finance
209
Pacific-Basin finance journal
197
The journal of finance : the journal of the American Finance Association
195
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
188
IMF working papers
185
Journal of economic dynamics & control
181
IMF Working Papers
176
International Journal of Energy Economics and Policy : IJEEP
176
MPRA Paper
176
CESifo working papers
175
Applied mathematical finance
174
Journal of financial and quantitative analysis : JFQA
164
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
161
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Source
All
ECONIS (ZBW)
52,655
RePEc
2,462
EconStor
1,088
USB Cologne (EcoSocSci)
609
USB Cologne (business full texts)
152
BASE
115
Other ZBW resources
101
OLC EcoSci
19
ArchiDok
3
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Showing
1
-
10
of
57,204
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Spot market and
derivative
segment of equity in India
Sharma, Dheeraj P.
;
Ahalawat, Shweta
;
Patro, Archana
; …
- In:
Applied economics
54
(
2022
)
3
,
pp. 326-339
Persistent link: https://www.econbiz.de/10012874036
Saved in:
2
Price discovery and
volatility
spillovers in commodity market : a review of empirical literature
Seth, Neha
;
Sidhu, Arpit
- In:
International Journal of Financial Markets and …
7
(
2020
)
3
,
pp. 291-314
Persistent link: https://www.econbiz.de/10012510294
Saved in:
3
Impact of individual stock derivatives introduction in India on its underlying spot market
volatility
Nandy, Suparna
;
Chattopadhyay, Arup Kumar
- In:
Asia-Pacific journal of management research and …
12
(
2016
)
2
,
pp. 109-133
Persistent link: https://www.econbiz.de/10011720262
Saved in:
4
Volatility
and the hedging effectiveness of China fuel oil futures
Chen, Wei
;
Ford, James L.
-
2010
Persistent link: https://www.econbiz.de/10009374212
Saved in:
5
Impacts of
derivative
markets on spot market
volatility
and their persistence
Fong, Lik
;
Han, Chulwoo
- In:
Applied economics
47
(
2015
)
22/24
,
pp. 2250-2258
Persistent link: https://www.econbiz.de/10010516655
Saved in:
6
The effect of futures trading on spot market
volatility
: evidence from Turkish
derivative
exchange
Günay, Samet
;
Haque, Mahfuzul
- In:
International journal of business and emerging markets …
7
(
2015
)
3
,
pp. 265-285
Persistent link: https://www.econbiz.de/10011416874
Saved in:
7
Structural change in forward contracting costs for Kansas wheat
Taylor, Mykel
;
Tonsor, Glynn
;
Dhuyvetter, Kevin
- In:
Journal of agricultural and resource economics : JARE ; …
39
(
2014
)
2
,
pp. 217-229
Persistent link: https://www.econbiz.de/10011417398
Saved in:
8
Volatility
forecasting using financial statement information
Sridharan, Suhas A.
- In:
The accounting review : a publication of the American …
90
(
2015
)
5
,
pp. 2079-2106
Persistent link: https://www.econbiz.de/10011375882
Saved in:
9
Measuring the
volatility
of wheat futures prices on the LIFFE
Dawson, Philip J.
- In:
Journal of agricultural economics
66
(
2015
)
1
,
pp. 20-35
Persistent link: https://www.econbiz.de/10011299657
Saved in:
10
Forecasting the daily dynamic hedge ratios by GARCH models : evidence from the agricultural futures markets
Zhang, Yuanyuan
;
Choudhry, Taufiq
- In:
The European journal of finance
21
(
2015
)
4/6
,
pp. 376-399
Persistent link: https://www.econbiz.de/10010528976
Saved in:
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