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~type_genre:"Arbeitspapier"
~type_genre:"Conference paper"
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Search: subject:"Volatilität"
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Volatilität
7,061
Volatility
7,045
Theorie
2,276
Theory
2,276
Estimation
1,684
Schätzung
1,684
Börsenkurs
1,344
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1,342
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1,113
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1,112
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955
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955
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888
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885
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843
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843
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828
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828
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706
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706
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703
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703
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615
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611
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611
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611
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585
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584
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464
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464
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434
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434
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430
Risiko
427
Option pricing theory
411
Optionspreistheorie
411
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401
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395
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308
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308
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4,985
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637
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121
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21,301
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21,301
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7,624
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7,235
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7,235
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1,207
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1,207
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666
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524
Collection of articles written by one author
178
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178
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48
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43
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42
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29
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21
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51
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15
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11
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6
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2
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McAleer, Michael
179
Caporale, Guglielmo Maria
93
Chang, Chia-Lin
72
Gupta, Rangan
67
Diebold, Francis X.
51
Spagnolo, Nicola
50
Andersen, Torben
48
Bollerslev, Tim
47
Härdle, Wolfgang
44
Koopman, Siem Jan
43
Pierdzioch, Christian
37
Aizenman, Joshua
32
Fernández-Villaverde, Jesús
31
Asai, Manabu
30
Dijk, Dick van
30
Lux, Thomas
29
Chiarella, Carl
28
Clark, Todd E.
28
Kočenda, Evžen
28
Mumtaz, Haroon
28
Clements, Adam
27
Hafner, Christian M.
27
Hautsch, Nikolaus
27
Marcellino, Massimiliano
27
Rodriguez, Gabriel
25
Allen, David E.
24
Caballero, Ricardo J.
24
Gil-Alaña, Luis A.
24
Lucas, André
24
Pesaran, M. Hashem
24
Bekaert, Geert
23
Caporin, Massimiliano
23
Carriero, Andrea
23
Spagnolo, Fabio
23
Christiansen, Charlotte
22
Christoffersen, Peter F.
22
Bauwens, Luc
21
Belke, Ansgar
21
Engle, Robert F.
21
Rubio-Ramírez, Juan Francisco
21
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
28
National Bureau of Economic Research
18
Centre for Analytical Finance <Århus>
16
Federal Reserve Bank of St. Louis
13
Svenska Handelshögskolan <Helsinki>
12
University of Canterbury / Dept. of Economics and Finance
11
Centre for Growth and Business Cycle Research <Manchester>
10
Institut für Weltwirtschaft
10
Internationaler Währungsfonds / Research Department
10
Chambre de commerce et d'industrie de Paris
9
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
9
European University Institute / Department of Economics
9
Federal Reserve Bank of New York
8
International Monetary Fund
8
Rodney L. White Center for Financial Research
8
Ekonomiska forskningsinstitutet <Stockholm>
7
Instituto Valenciano de Investigaciones Económicas
7
Institute of Finance and Accounting <London>
6
Birkbeck College / Department of Economics
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
Federal Reserve Bank of San Francisco
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
Econometrisch Instituut <Rotterdam>
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
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
4
William Davidson Institute <Ann Arbor, Mich.>
4
Australian National University / Faculty of Economics and Commerce
3
Banco Central do Brasil
3
Brown University / Department of Economics
3
Centre for International Economic Studies
3
Erasmus Research Institute of Management
3
Federal Reserve Bank of Cleveland
3
Forschungsinstitut zur Zukunft der Arbeit
3
Internationaler Währungsfonds / Western Hemisphere Department
3
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Working paper / National Bureau of Economic Research, Inc.
468
Working paper
246
Discussion paper / Centre for Economic Policy Research
244
Discussion paper / Tinbergen Institute
199
CESifo working papers
173
IMF working papers
158
Research paper series / Swiss Finance Institute
118
CREATES research paper
101
Finance and economics discussion series
89
Econometric Institute research papers
87
IMF working paper
81
Swiss Finance Institute Research Paper
78
Working papers
77
Discussion papers / CEPR
75
Working paper series / European Central Bank
75
SFB 649 discussion paper
64
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
59
Discussion paper
58
Policy research working paper : WPS
58
International finance discussion papers
57
Department of Economics working paper series
56
CFS working paper series
51
Discussion paper series / IZA
50
Working paper series
47
Economics and finance working paper series
46
Staff reports / Federal Reserve Bank of New York
46
Kiel working paper
41
Discussion papers / Deutsches Institut für Wirtschaftsforschung
40
CAMA working paper series
34
Discussion paper series
34
Staff working paper / Bank of Canada
34
Working papers / Bank of England
34
IES working paper
32
Working paper / Department of Econometrics and Business Statistics, Monash University
32
Working papers on finance
32
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
30
Working papers / Rodney L. White Center for Financial Research
30
Discussion papers of interdisciplinary research project 373
28
NCER working paper series
28
CORE discussion papers : DP
26
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ECONIS (ZBW)
7,107
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1
Technological synergies, heterogeneous firms, and idiosyncratic volatility
Fernández-Villaverde, Jesús
;
Yu, Yang
;
Zanetti, Francesco
-
2024
Persistent link: https://www.econbiz.de/10014565108
Saved in:
2
Approximate factor models with a common multiplicative factor for stochastic volatility
Leon-Gonzalez, Roberto
;
Majoni, Blessings
-
2024
Persistent link: https://www.econbiz.de/10014566344
Saved in:
3
Exact likelihood for inverse gamma Stochastic Volatility models
Leon-Gonzalez, Roberto
;
Majoni, Blessings
-
2024
-
This version: April 2024
Persistent link: https://www.econbiz.de/10014574199
Saved in:
4
Geopolitical risks and oil returns volatility : a GARCH-MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014576026
Saved in:
5
Energy market uncertainties and gold return volatility : a GARCH-MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014576041
Saved in:
6
Forecasting realized US stock market volatility : is there a role for economic policy uncertainty?
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014505046
Saved in:
7
Energy market uncertainties and US state-level stock market volatility : a GARCH-MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014505054
Saved in:
8
Presidential approval ratings and stock market performance in Latin America
Jaichand, Yuvana
;
Van Eyden, Reneé
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014505056
Saved in:
9
Political geography and stock market volatility : the role of political alignment across sentiment regimes
Cepni, Oguzhan
;
Demirer, Rıza
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014505058
Saved in:
10
Approximate factor models with a common multiplicative factor for stochastic volatility
Leon-Gonzalez, Roberto
;
Majoni, Blessings
-
2024
Persistent link: https://www.econbiz.de/10014512444
Saved in:
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