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~institution:"Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung"
~institution:"Chambre de commerce et d'industrie de Paris"
~institution:"Econometrisch Instituut <Rotterdam>"
~subject:"Volatility"
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Search: subject:"Volatilität"
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Volatility
Volatilität
17
Option pricing theory
4
Optionspreistheorie
4
Stochastic process
4
Stochastischer Prozess
4
Aktienmarkt
3
Capital income
3
Capital structure
3
Kapitaleinkommen
3
Kapitalstruktur
3
Stock market
3
Time series analysis
3
Welt
3
World
3
Zeitreihenanalyse
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ARCH-Modell
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Business cycle
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France
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Share price
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Theorie
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Theory
2
1959-1996
1
1982-1995
1
2009-2012
1
Aktienindex
1
Anlageverhalten
1
Behavioural finance
1
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1
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8
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15
Article
2
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13
Working Paper
13
Graue Literatur
6
Non-commercial literature
6
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2
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2
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1
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English
17
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Crouhy, Michel
5
Bensoussan, Alain
3
Galai, Dan
3
Rockinger, Michael
3
Dijk, Dick van
2
Hafner, Christian M.
2
Solnik, Bruno
2
Angelini, Paolo
1
Boucrelle, Cyril
1
Dumas, Bernard
1
Fleming, Jeff
1
Grande, Giuseppe
1
Herwartz, Helmut
1
Hördahl, Peter
1
Le Fur, Yann
1
Levy, Aviram
1
Longin, François M.
1
Osborn, Denise R.
1
Packer, Frank
1
Penetta, Fabio
1
Perli, Roberto
1
Pooter, Michiel de
1
Sensier, Marianne
1
Urga, Giovanni
1
Whaley, Robert E.
1
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Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
Chambre de commerce et d'industrie de Paris
Econometrisch Instituut <Rotterdam>
National Bureau of Economic Research
494
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
28
Centre for Analytical Finance <Århus>
19
World Bank
18
International Monetary Fund
17
Federal Reserve Bank of St. Louis
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
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
Instituto Valenciano de Investigaciones Económicas
7
Federal Reserve Bank of San Francisco
6
Gottfried Wilhelm Leibniz Universität Hannover
6
Institute of Finance and Accounting <London>
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
The Wharton Financial Institutions Center
5
Center for Economic Research <Tilburg>
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
Springer Fachmedien Wiesbaden
4
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
4
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
4
William Davidson Institute <Ann Arbor, Mich.>
4
Australian National University / Faculty of Economics and Commerce
3
Banco Central do Brasil
3
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Les cahiers de recherche / HEC Paris
9
Econometric Institute research papers
4
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)
17
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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
Testing for changes in volatility in heteroskedastic time series - a further examination
Pooter, Michiel de
(
contributor
);
Dijk, Dick van
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002239756
Saved in:
6
Simple approximations for option pricing under mean reversion and stochastic volatility
Hafner, Christian M.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001784022
Saved in:
7
Analytical quasi maximum likelihood inference in multivariate volatility models
Hafner, Christian M.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001784026
Saved in:
8
Changes in variability of the business cycle in the G7 countries
Dijk, Dick van
(
contributor
);
Osborn, Denise R.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001702113
Saved in:
9
Correlation structure of international equity markets during extremely volatile periods
Longin, François M.
;
Solnik, Bruno
-
1998
Persistent link: https://www.econbiz.de/10000996169
Saved in:
10
Information content of Russian stock indices
Rockinger, Michael
;
Urga, Giovanni
-
1997
Persistent link: https://www.econbiz.de/10000981414
Saved in:
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