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~institution:"Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung"
~institution:"Center for Economic Research <Tilburg>"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"Chambre de commerce et d'industrie de Paris"
~institution:"Instituto Valenciano de Investigaciones Económicas"
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Search: subject:"Volatilität"
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Volatility
43
Volatilität
43
Theorie
13
Theory
13
Option pricing theory
9
Optionspreistheorie
9
Stochastic process
9
Stochastischer Prozess
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ARCH model
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Crouhy, Michel
5
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4
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3
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3
León Valle, Ángel Manuel
3
Rockinger, Michael
3
Christensen, Bent Jesper
2
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2
Lunde, Asger
2
Myhre Lildholt, Peter
2
Renault, Eric
2
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2
Werker, Bas J. M.
2
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1
Baele, Lieven
1
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1
Benito, Francisca
1
Bibby, Bo Martin
1
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1
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1
Boucrelle, Cyril
1
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1
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1
Dumas, Bernard
1
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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
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1
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1
Levy, Aviram
1
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1
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1
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1
Meddahi, Nour
1
Nave Pineda, Juan M.
1
Nicolato, Elisa
1
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1
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Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
Center for Economic Research <Tilburg>
Centre for Analytical Finance <Århus>
Chambre de commerce et d'industrie de Paris
Instituto Valenciano de Investigaciones Económicas
National Bureau of Economic Research
496
Institut für Schweizerisches Bankwesen <Zürich>
49
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
28
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
21
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18
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17
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17
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13
Svenska Handelshögskolan <Helsinki>
12
European University Institute / Department of Economics
11
Internationaler Währungsfonds / Research Department
11
University of Canterbury / Dept. of Economics and Finance
11
Centre for Growth and Business Cycle Research <Manchester>
10
Ekonomiska forskningsinstitutet <Stockholm>
10
Institut für Weltwirtschaft
10
Swiss National Centre of Competence in Research North South <Bern>
10
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
9
Federal Reserve Bank of New York
8
Rodney L. White Center for Financial Research
8
Federal Reserve Bank of San Francisco
6
Gottfried Wilhelm Leibniz Universität Hannover
6
Institute of Finance and Accounting <London>
6
Universität <Münster, Westfalen> / Lehrstuhl für Betriebswirtschaftslehre, insbesondere Finanzierung
6
Birkbeck College / Department of Economics
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
Federal Reserve System / Division of Research and Statistics
5
Massachusetts Institute of Technology / Department of Economics
5
National Centre of Competence in Research - Financial Valuation and Risk Management
5
The Wharton Financial Institutions Center
5
Econometrisch Instituut <Rotterdam>
4
Europäische Kommission / Generaldirektion Wissenschaft, Forschung und Entwicklung
4
Federal Reserve System / Board of Governors
4
Inter-American Development Bank / Office of the Chief Economist
4
Nuffield College
4
School of Accounting, Economics and Finance <Geelong>
4
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
19
Les cahiers de recherche / HEC Paris
9
Discussion paper / Center for Economic Research, Tilburg University
4
Working papers / EC / Instituto Valenciano de Investigaciones Económicas
4
Working papers / Serie AD / Instituto Valenciano de Investigaciones Económicas
3
BIS papers / Bank for International Settlements, Monetary and Economic Department
2
BIS quarterly review : international banking and financial market developments
2
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ECONIS (ZBW)
43
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1
Volatility stirs, markets unshaken
In:
BIS quarterly review : international banking and …
(
2014
),
pp. 1-11
Persistent link: https://www.econbiz.de/10010426184
Saved in:
2
Policy measures and reduced short-term risks buoyed markets
In:
BIS quarterly review : international banking and …
(
2012
),
pp. 1-10
Persistent link: https://www.econbiz.de/10009685873
Saved in:
3
Understanding asset prices : an overview ; 2006 Autumn Meeting of Central Banks Economists
Hördahl, Peter
;
Packer, Frank
-
2007
Persistent link: https://www.econbiz.de/10003462349
Saved in:
4
The recent behaviour of financial market volatility
Penetta, Fabio
;
Angelini, Paolo
;
Grande, Giuseppe
; …
-
2006
Persistent link: https://www.econbiz.de/10003373298
Saved in:
5
Stochastic volatility models with transaction time risk
Renault, Eric
(
contributor
);
Werker, Bas J. M.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001989255
Saved in:
6
Garch and irregularly spaced data
Meddahi, Nour
(
contributor
);
Renault, Eric
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001774184
Saved in:
7
Volatility spillover effects in European equity markets
Baele, Lieven
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001870724
Saved in:
8
Modelización de la volatilidad del tipo de interés a corto plazo
Benito, Francisca
(
contributor
); …
-
2002
-
[Elektronische Ressource], 1. ed
Persistent link: https://www.econbiz.de/10001713842
Saved in:
9
The information content of earnings announcements in Denmark
Sponholtz, Carina
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002069215
Saved in:
10
Autoregressive conditional volatility, skewness and kurtosis
León Valle, Ángel Manuel
(
contributor
); …
-
2004
-
[Elektronische Ressource], 1. ed.
Persistent link: https://www.econbiz.de/10002201270
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