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Search: subject:"Volatilität"
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Volatilität
21,895
Volatility
21,836
Börsenkurs
5,482
Share price
5,472
Estimation
4,977
Schätzung
4,974
Theorie
4,656
Theory
4,647
ARCH-Modell
4,483
ARCH model
4,477
Kapitaleinkommen
4,412
Capital income
4,411
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3,861
Aktienmarkt
3,860
Welt
2,651
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2,648
Wechselkurs
2,610
Exchange rate
2,607
USA
2,547
United States
2,543
Prognoseverfahren
2,262
Forecasting model
2,258
Optionspreistheorie
2,179
Option pricing theory
2,178
Stochastic process
2,092
Stochastischer Prozess
2,092
Zeitreihenanalyse
1,842
Time series analysis
1,839
Ölpreis
1,639
Oil price
1,637
Spillover-Effekt
1,620
Spillover effect
1,618
Risk
1,524
Risiko
1,496
Portfolio selection
1,314
Portfolio-Management
1,314
Finanzmarkt
1,151
Financial market
1,146
Finanzkrise
1,090
Financial crisis
1,089
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9,149
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2,018
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18,059
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2
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20,613
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1,179
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119
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Article
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Rezension
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Sammelwerk
8
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English
21,539
German
231
French
65
Spanish
51
Portuguese
15
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6
Polish
6
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4
Dutch
4
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2
Croatian
1
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1
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Author
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Gupta, Rangan
154
Bouri, Elie
87
Ma, Feng
87
McAleer, Michael
75
Bahmani-Oskooee, Mohsen
74
Hammoudeh, Shawkat
64
Tiwari, Aviral Kumar
58
Bollerslev, Tim
57
Kang, Sang Hoon
53
McMillan, David G.
48
Mensi, Walid
48
Pierdzioch, Christian
48
Wohar, Mark E.
48
Andersen, Torben
46
Xuan Vinh Vo
45
Kumar, Dilip
44
Wang, Yudong
44
Caporale, Guglielmo Maria
41
Zhang, Yaojie
40
Demirer, Rıza
38
Corbet, Shaen
37
Wei, Yu
37
Balcilar, Mehmet
36
Hegerty, Scott W.
36
Salisu, Afees A.
36
Yoon, Seong-min
36
Chevallier, Julien
35
Lucey, Brian M.
34
Roubaud, David
34
Todorov, Viktor
34
Ji, Qiang
33
Liang, Chao
33
Apergēs, Nikolaos
32
Brooks, Robert
32
Asai, Manabu
31
Gil-Alaña, Luis A.
31
Hamori, Shigeyuki
31
Serletis, Apostolos
31
Zhang, Jin E.
31
Fabozzi, Frank J.
30
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Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
2
Federal Reserve Bank <New York, NY>
2
Technische Universität <München> / Lehrstuhl für Fördertechnik Materialfluß Logistik
2
Bank of England <London>
1
European Economic Association
1
Hongkong / Monetary Authority
1
International Seminar on Macroeconomics <26, 2003, Barcelona>
1
Internationaler Controller Verein
1
Lehrstuhl für ABWL, Finanzierung und Bankbetriebslehre <Eichstätt-Ingolstadt>
1
London School of Economics and Political Science
1
National Bureau of Economic Research
1
Workshop on Developments in Exchange Rate Modelling <1997, Maastricht>>
1
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Energy economics
598
Finance research letters
514
International review of financial analysis
398
Applied economics
376
Journal of banking & finance
374
The journal of futures markets
354
Economic modelling
337
International review of economics & finance : IREF
337
The North American journal of economics and finance : a journal of financial economics studies
324
Journal of econometrics
319
Applied financial economics
265
Journal of empirical finance
259
Applied economics letters
257
Research in international business and finance
253
Economics letters
247
International journal of theoretical and applied finance
245
Journal of international financial markets, institutions & money
235
Journal of international money and finance
221
Journal of risk and financial management : JRFM
197
Journal of financial economics
184
Quantitative finance
183
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
169
Pacific-Basin finance journal
165
International Journal of Energy Economics and Policy : IJEEP
157
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
150
The European journal of finance
148
Journal of economic dynamics & control
146
International journal of forecasting
140
International journal of finance & economics : IJFE
137
Journal of forecasting
130
The review of financial studies
125
The journal of finance : the journal of the American Finance Association
116
Applied mathematical finance
115
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
111
Journal of financial econometrics : official journal of the Society for Financial Econometrics
109
Computational economics
105
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
104
Global finance journal
103
Journal of financial and quantitative analysis : JFQA
103
Review of quantitative finance and accounting
103
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Source
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ECONIS (ZBW)
21,873
EconStor
29
OLC EcoSci
11
USB Cologne (business full texts)
9
RePEc
2
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11
Calibration in the "real world" of a partially specified stochastic volatility model
Fatone, Lorella
;
Mariani, Francesca
;
Zirilli, Francesco
- In:
The journal of futures markets
44
(
2024
)
1
,
pp. 75-102
Persistent link: https://www.econbiz.de/10014475426
Saved in:
12
Hedging pressure and oil volatility : insurance versus liquidity demands
Nikitopoulos, Christina Sklibosios
;
Thomas, Alice Carole
; …
- In:
The journal of futures markets
44
(
2024
)
2
,
pp. 252-280
Persistent link: https://www.econbiz.de/10014475470
Saved in:
13
Uncertainty and investment : evidence from domestic oil rigs
Dossani, Asad
;
Elder, John
- In:
The journal of futures markets
44
(
2024
)
2
,
pp. 323-340
Persistent link: https://www.econbiz.de/10014475481
Saved in:
14
Assessing the asymmetric volatility linkages of energy and agricultural commodity futures during low and high volatility regimes
Rezitis, Anthony N.
;
Andrikopoulos, Panagiotis
;
Daglis, …
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 451-483
Persistent link: https://www.econbiz.de/10014475504
Saved in:
15
The risks of trading on cryptocurrencies : a regime-switching approach based on volatility jumps and co-jumping behaviours
Li, Leon
- In:
Applied economics
56
(
2024
)
7
,
pp. 779-795
Persistent link: https://www.econbiz.de/10014440127
Saved in:
16
Forecast combination puzzle in the HAR model
Clements, Adam
;
Vasnev, Andrey L
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 118-137
Persistent link: https://www.econbiz.de/10014443188
Saved in:
17
Improving volatility forecasts : evidence from range-based models
Fałdziński, Marcin
;
Fiszeder, Piotr
;
Molnár, Peter
- In:
The North American journal of economics and finance : a …
69
(
2024
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014445632
Saved in:
18
A new bivariate approach for modeling the interaction between stock volatility and interest rate : an application to S&P500 returns and options
Ballestra, Luca Vincenzo
;
D'Innocenzo, Enzo
;
Guizzardi, …
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1185-1194
Persistent link: https://www.econbiz.de/10014456945
Saved in:
19
Approximate option pricing under a two-factor Heston-Kou stochastic volatility model
El-Khatib, Youssef
;
Makumbe, Zororo S.
;
Vives, Josep
- In:
Computational management science
21
(
2024
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014393433
Saved in:
20
Bitcoin attention and economic policy uncertainty
Gill de Albornoz Noguer, Belén
;
Lafuente, Juan Angel
; …
- In:
Finance research letters
60
(
2024
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014490191
Saved in:
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