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  • Search: subject:"Volatilität"
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Year of publication
Subject
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Volatilität 32,290 Volatility 31,271 Theorie 12,098 Theory 11,864 USA 10,030 United States 9,910 Börsenkurs 8,542 Share price 8,406 Schätzung 7,114 Estimation 6,932 Kapitaleinkommen 5,302 Capital income 5,275 ARCH-Modell 5,155 ARCH model 5,085 Aktienmarkt 4,638 Stock market 4,574 Wechselkurs 3,736 Exchange rate 3,628 Welt 3,580 World 3,498 Optionspreistheorie 2,927 Option pricing theory 2,868 Stochastischer Prozess 2,770 Stochastic process 2,709 Prognoseverfahren 2,565 Forecasting model 2,519 Zeitreihenanalyse 2,341 Time series analysis 2,266 Ölpreis 1,671 Oil price 1,659 Finanzmarkt 1,608 Portfolio-Management 1,554 Financial market 1,551 Portfolio selection 1,543 Aktienindex 1,486 Stock index 1,460 Risiko 1,441 Risk 1,435 Spillover-Effekt 1,421 Finanzkrise 1,414
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Online availability
All
Free 12,060 Undetermined 6,905
Type of publication
All
Article 18,114 Book / Working Paper 14,274 Journal 3 Other 2
Type of publication (narrower categories)
All
Article in journal 17,000 Aufsatz in Zeitschrift 17,000 Working Paper 7,005 Graue Literatur 6,613 Non-commercial literature 6,613 Arbeitspapier 6,363 Aufsatz im Buch 1,054 Book section 1,054 Hochschulschrift 633 Thesis 521 Collection of articles written by one author 178 Sammlung 178 Collection of articles of several authors 150 Sammelwerk 150 Conference paper 117 Konferenzbeitrag 117 Amtsdruckschrift 61 Government document 61 Aufsatzsammlung 60 Bibliografie enthalten 53 Bibliography included 53 Dissertation u.a. Prüfungsschriften 50 Systematic review 42 Übersichtsarbeit 42 Konferenzschrift 40 Commentary 32 Kommentar 32 Article 28 Forschungsbericht 23 Case study 21 Fallstudie 21 Conference proceedings 20 Lehrbuch 15 Handbook 10 Handbuch 10 Reprint 9 Rezension 9 Bibliografie 7 Guidebook 5 Ratgeber 5
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Language
All
English 31,616 German 550 French 83 Spanish 78 Portuguese 23 Undetermined 18 Polish 10 Italian 9 Czech 5 Dutch 5 Russian 4 Romanian 3 Danish 1 Croatian 1 Hungarian 1 Norwegian 1 Romany 1 Serbian 1 Swedish 1 Chinese 1
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Author
All
McAleer, Michael 282 Caporale, Guglielmo Maria 166 Gupta, Rangan 143 Bollerslev, Tim 112 Chang, Chia-Lin 104 Diebold, Francis X. 94 Andersen, Torben 89 Aizenman, Joshua 83 Spagnolo, Nicola 83 Härdle, Wolfgang 78 Pierdzioch, Christian 77 Koopman, Siem Jan 69 Lux, Thomas 69 Bahmani-Oskooee, Mohsen 67 Engle, Robert F. 67 Asai, Manabu 66 Hautsch, Nikolaus 65 Bouri, Elie 61 Buch, Claudia M. 61 Chiarella, Carl 59 Christiansen, Charlotte 58 Hammoudeh, Shawkat 58 Bekaert, Geert 54 Christoffersen, Peter F. 54 McMillan, David G. 54 Allen, David E. 52 Belke, Ansgar 51 Kočenda, Evžen 50 Herwartz, Helmut 48 Kang, Sang Hoon 48 Clements, Adam 47 Gil-Alaña, Luis A. 47 Mumtaz, Haroon 47 Tiwari, Aviral Kumar 47 Ghysels, Eric 46 Hafner, Christian M. 46 Caporin, Massimiliano 45 Wohar, Mark E. 45 Lucey, Brian M. 44 Ma, Feng 44
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Institution
All
National Bureau of Economic Research 344 Institut für Schweizerisches Bankwesen <Zürich> 49 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 25 Sonderforschungsbereich Ökonomisches Risiko <Berlin> 21 Centre for Analytical Finance <Århus> 17 National Centre of Competence in Research North South <Bern> 17 World Bank 14 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 Ekonomiska forskningsinstitutet <Stockholm> 10 European University Institute / Department of Economics 10 Institut für Weltwirtschaft 10 Internationaler Währungsfonds / Research Department 10 Swiss National Centre of Competence in Research North South <Bern> 10 Chambre de commerce et d'industrie de Paris 9 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 Institute of Finance and Accounting <London> 6 Universität <Münster, Westfalen> / Lehrstuhl für Betriebswirtschaftslehre, insbesondere Finanzierung 6 Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung 5 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 Gottfried Wilhelm Leibniz Universität Hannover 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 Center for Economic Research <Tilburg> 4 Centre for Economic Policy Research 4 Econometrisch Instituut <Rotterdam> 4 Erasmus Research Institute of Management 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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Published in...
All
Working paper / National Bureau of Economic Research, Inc. 488 Energy economics 439 Journal of banking & finance 346 NBER working paper series 335 Applied economics 304 The journal of futures markets 304 Economic modelling 289 Finance research letters 283 International review of financial analysis 278 Applied financial economics 266 Journal of econometrics 251 International review of economics & finance : IREF 242 Discussion paper / Centre for Economic Policy Research 240 The North American journal of economics and finance : a journal of financial economics studies 238 International journal of theoretical and applied finance 237 Journal of empirical finance 227 Economics letters 211 Applied economics letters 209 Journal of international financial markets, institutions & money 200 Journal of international money and finance 194 Discussion paper / Tinbergen Institute 188 Research in international business and finance 176 CESifo working papers 157 Journal of financial economics 153 Working paper 150 Journal of risk and financial management : JRFM 149 The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association 137 The European journal of finance 132 Working Paper 129 Quantitative finance 125 Journal of economic dynamics & control 122 The review of financial studies 121 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 119 The journal of finance : the journal of the American Finance Association 115 Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets 114 IMF working paper 110 International journal of forecasting 110 Pacific-Basin finance journal 110 Journal of financial econometrics : official journal of the Society for Financial Econometrics 109 Research paper series / Swiss Finance Institute 103
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Source
All
ECONIS (ZBW) 31,400 EconStor 678 USB Cologne (business full texts) 152 USB Cologne (EcoSocSci) 129 BASE 15 OLC EcoSci 11 RePEc 5 ArchiDok 3
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Showing 1 - 10 of 32,393
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The non-linear trade-off between return and risk and its determinants
Cotter, John; Salvador, Enrique - 2022
Persistent link: https://www.econbiz.de/10013184750
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Addressing COVID-19 outliers in BVARs with stochastic volatility
Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano - 2022
The COVID-19 pandemic has led to enormous data movements that strongly affect parameters and forecasts from standard VARs. To address these issues, we propose VAR models with outlier-augmented stochastic volatility (SV) that combine transitory and persistent changes in volatility. The resulting...
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Persistent link: https://www.econbiz.de/10013184356
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A comparative analysis of the nature of stock return volatility in BRICS and G7 markets
Muguto, Lorraine; Muzindutsi, Paul-Francois - In: Journal of risk and financial management : JRFM 15 (2022) 2, pp. 1-27
Through globalization and financial market liberalization, the opening up of markets has increased cross-border investments as investors search for higher risk-adjusted returns. This ability to invest internationally has raised the attention given to emerging markets that offer higher...
Persistent link: https://www.econbiz.de/10012872753
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Classification of flash crashes using the Hawkes(p,q) framework
Wehrli, Alexander; Sornette, Didier - In: Quantitative finance 22 (2022) 2, pp. 213-240
Persistent link: https://www.econbiz.de/10013167733
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Short-dated smile under rough volatility : asymptotics and numerics
Friz, Peter K.; Gassiat, Paul; Pigato, Paolo - In: Quantitative finance 22 (2022) 3, pp. 463-480
Persistent link: https://www.econbiz.de/10013167770
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State-dependent Hawkes processes and their application to limit order book modelling
Morariu-Patrichi, Maxime; Pakkanen, Mikko S. - In: Quantitative finance 22 (2022) 3, pp. 563-583
Persistent link: https://www.econbiz.de/10013167781
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Term structure modeling under volatility uncertainty
Hölzermann, Julian - In: Mathematics and financial economics 16 (2022) 2, pp. 317-343
Persistent link: https://www.econbiz.de/10013167938
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The effect of index option trading on stock market volatility in China : an empirical investigation
Wu, Kai; Liu, Yi; Feng, Weiyang - In: Journal of risk and financial management : JRFM 15 (2022) 4, pp. 1-19
In this study, we examine the effect of introducing SSE 50ETF index options trading on stock market volatility using a panel data evaluation approach. Based on the cross-sectional dependence among international stock indices and macroeconomic indicators, we estimate the counterfactual volatility...
Persistent link: https://www.econbiz.de/10013168752
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The impact of ESG ratings on the systemic risk of European blue-chip firms
Eratalay, Mustafa Hakan; Cortés Ángel, Ariana Paola - In: Journal of risk and financial management : JRFM 15 (2022) 4, pp. 1-41
There are diverging results in the literature on whether engaging in ESG related activities increases or decreases the financial and systemic risks of firms. In this study, we explore whether maintaining higher ESG ratings reduces the systemic risks of firms in a stock market context. For this...
Persistent link: https://www.econbiz.de/10013168839
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Are there bubbles in the vanilla price?
Khan, Khalid; Su, Chi-Wei; Khurshid, Adnan; Umar, Muhammad - In: Agricultural and Food Economics : AFE 10 (2022), pp. 1-16
This paper investigates the presence of the bubbles that are experienced in the global vanilla (VNL) price, using the GSADF approach. The results show that there are five bubbles in the VNL price that are driven by specific reasons. Also, in this regard, the opening and ending points of each...
Persistent link: https://www.econbiz.de/10013169020
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