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Search: subject_exact:"Volatility"
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Volatility
40,877
Volatilität
39,782
Theorie
9,805
Theory
9,790
Börsenkurs
9,279
Share price
9,257
Schätzung
8,365
Estimation
8,337
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7,046
Kapitaleinkommen
7,046
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6,367
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6,357
Aktienmarkt
5,801
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5,787
Welt
4,766
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4,747
Exchange rate
4,540
Wechselkurs
4,535
USA
4,105
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4,084
Optionspreistheorie
3,835
Option pricing theory
3,823
Stochastischer Prozess
3,803
Stochastic process
3,796
Prognoseverfahren
3,752
Forecasting model
3,742
Zeitreihenanalyse
3,142
Time series analysis
3,127
volatility
2,643
Risk
2,574
Risiko
2,507
Oil price
2,345
Ölpreis
2,343
Spillover-Effekt
2,309
Spillover effect
2,306
Portfolio-Management
2,159
Finanzmarkt
2,158
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2,158
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2,156
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51
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1
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1,204
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655
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526
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8
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5
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McAleer, Michael
361
Gupta, Rangan
243
Caporale, Guglielmo Maria
179
Bollerslev, Tim
146
Chang, Chia-Lin
141
Diebold, Francis X.
115
Bouri, Elie
113
Pierdzioch, Christian
101
Andersen, Torben
98
Aizenman, Joshua
95
Ma, Feng
94
Spagnolo, Nicola
94
Hammoudeh, Shawkat
82
Koopman, Siem Jan
81
Bekaert, Geert
79
Engle, Robert F.
76
Bahmani-Oskooee, Mohsen
74
Härdle, Wolfgang
73
Caporin, Massimiliano
71
Kočenda, Evžen
70
Tiwari, Aviral Kumar
70
McMillan, David G.
69
Todorov, Viktor
69
Chiarella, Carl
65
Hautsch, Nikolaus
65
Asai, Manabu
64
Corbet, Shaen
63
Lux, Thomas
62
Lucey, Brian M.
61
Clements, Adam
58
Christoffersen, Peter F.
57
Ghysels, Eric
57
Gil-Alaña, Luis A.
57
Kang, Sang Hoon
56
Wohar, Mark E.
56
Hafner, Christian M.
55
Buch, Claudia M.
54
Caballero, Ricardo J.
54
Mensi, Walid
54
Fernández-Villaverde, Jesús
53
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National Bureau of Economic Research
497
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171
C.E.P.R. Discussion Papers
57
HAL
30
EconWPA
28
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
28
Université Paris-Dauphine (Paris IX)
26
Agricultural and Applied Economics Association - AAEA
22
Centre for Analytical Finance <Århus>
19
World Bank
18
Reserve Bank of Australia
17
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16
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16
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
15
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15
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14
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13
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13
Department of Economics and Finance, College of Business and Economics
12
Inter-American Development Bank
12
Svenska Handelshögskolan <Helsinki>
12
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
11
Cowles Foundation for Research in Economics, Yale University
11
European University Institute / Department of Economics
11
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11
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11
Tilburg University, Center for Economic Research
11
University of Canterbury / Dept. of Economics and Finance
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10
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10
Ekonomiska forskningsinstitutet <Stockholm>
10
Institut für Weltwirtschaft
10
International Monetary Fund (IMF)
10
London School of Economics (LSE)
10
Oxford Centre for the Analysis of Resource-Rich Economies (OxCarre), Department of Economics
10
School of Economics and Management, University of Aarhus
10
Tinbergen Instituut
10
Chambre de commerce et d'industrie de Paris
9
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
9
Erasmus University Rotterdam, Econometric Institute
9
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Energy economics
642
Finance research letters
612
NBER working paper series
485
Working paper / National Bureau of Economic Research, Inc.
467
International review of financial analysis
419
NBER Working Paper
416
Applied economics
381
Journal of banking & finance
375
International review of economics & finance : IREF
368
The journal of futures markets
361
Economic modelling
341
The North American journal of economics and finance : a journal of financial economics studies
324
Journal of econometrics
321
Research in international business and finance
285
Applied financial economics
266
Journal of empirical finance
265
Applied economics letters
262
Working paper
255
Economics letters
246
International journal of theoretical and applied finance
245
Discussion paper / Centre for Economic Policy Research
240
Journal of international financial markets, institutions & money
240
Journal of international money and finance
230
Discussion paper / Tinbergen Institute
198
Journal of risk and financial management : JRFM
197
Quantitative finance
194
Journal of financial economics
184
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
172
CESifo working papers
171
MPRA Paper
171
Pacific-Basin finance journal
171
International Journal of Energy Economics and Policy : IJEEP
169
The European journal of finance
160
IMF working papers
159
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
155
International journal of finance & economics : IJFE
151
Journal of economic dynamics & control
151
International journal of forecasting
145
Journal of forecasting
131
The review of financial studies
126
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ECONIS (ZBW)
39,752
RePEc
2,203
EconStor
438
BASE
108
Other ZBW resources
99
USB Cologne (EcoSocSci)
91
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27,201
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27201
A note on a new weighted idiosyncratic risk measure
Jan, Yin-Ching
- In:
International journal of financial research
5
(
2014
)
3
,
pp. 194-198
Persistent link: https://www.econbiz.de/10010458525
Saved in:
27202
The growth of microfinance and the role of DSS in reducing its volatility
Singh, Ritika
;
Bhar, Chandan
- In:
The IUP journal of management research : IJMR
13
(
2014
)
4
,
pp. 54-79
Persistent link: https://www.econbiz.de/10010458612
Saved in:
27203
Impact of the volatility of macroeconomic variables on the volatility of stock market returns : Nigeria's experience
Nkoro, Emeka
;
Uko, Aham Kelvin
- In:
Global strategies in banking and finance
,
(pp. 218-230)
.
2014
Persistent link: https://www.econbiz.de/10010459149
Saved in:
27204
The role of "other information" in analysts' forecasts in understanding stock return volatility
Shan, Yaowen
;
Taylor, Stephen L.
;
Walter, Terry S.
- In:
Review of accounting studies
19
(
2014
)
4
,
pp. 1346-1392
Persistent link: https://www.econbiz.de/10010459687
Saved in:
27205
Exchange rate volatility and Spanish-American commodity trade flows
Bahmani-Oskooee, Mohsen
;
Harvey, Hanafiah
;
Hegerty, Scott W.
- In:
Economic systems
38
(
2014
)
2
,
pp. 243-260
Persistent link: https://www.econbiz.de/10010459721
Saved in:
27206
An analysis of firm and market volatility
Sharma, Susan Sunila
;
Narayan, Paresh Kumar
;
Zheng, Xinwei
- In:
Economic systems
38
(
2014
)
2
,
pp. 205-220
Persistent link: https://www.econbiz.de/10010459726
Saved in:
27207
Volatility spillover between the RBI's intervention and exchange rate
Mondal, Linkon
- In:
International economics and economic policy : IEEP
11
(
2014
)
4
,
pp. 549-560
Persistent link: https://www.econbiz.de/10010459842
Saved in:
27208
The linkage between aggregate stock market investor sentiment and commodity futures returns
Zheng, Yao
- In:
Applied financial economics
24
(
2014
)
22/24
,
pp. 1491-1513
Persistent link: https://www.econbiz.de/10010460087
Saved in:
27209
Dynamic interactions between Egyptian equity and currency markets prior to and during political unrest
Ahmed, Walid M. A.
- In:
Applied financial economics
24
(
2014
)
19/21
,
pp. 1347-1359
Persistent link: https://www.econbiz.de/10010460154
Saved in:
27210
Investor overreaction and unobservable portfolios : evidence from an emerging market
Farag, Hisham
- In:
Applied financial economics
24
(
2014
)
19/21
,
pp. 1313-1322
Persistent link: https://www.econbiz.de/10010460168
Saved in:
27211
The Black-Litterman model : the definition of views based on volatility forecasts
Duqi, Andi
;
Franci, Leonardo
;
Torluccio, Giuseppe
- In:
Applied financial economics
24
(
2014
)
19/21
,
pp. 1285-1296
Persistent link: https://www.econbiz.de/10010460181
Saved in:
27212
Volatility transmission across currencies and stock markets : GIIPS in crisis
Andrikopulos, Andreas A.
;
Samitas, Aristeidis
; …
- In:
Applied financial economics
24
(
2014
)
19/21
,
pp. 1261-1283
Persistent link: https://www.econbiz.de/10010460183
Saved in:
27213
Improve volatility forecasting with realized semivariance-evidences from intra-day large data sets in Chinese
Yin, Lianqian
;
Liu, Bo
;
Du, Zhen
- In:
International journal of economics and finance
6
(
2014
)
12
,
pp. 64-70
Persistent link: https://www.econbiz.de/10010460882
Saved in:
27214
A study on the prediction of realized volatility of KOSPI 200 index option : pre & post the global financial crisis
Choi, Won Cheol
;
Park, Sang Beom
- In:
International journal of economics and finance
6
(
2014
)
12
,
pp. 15-26
Persistent link: https://www.econbiz.de/10010460917
Saved in:
27215
Excess volatility and the cross-section of stock returns
Wang, Yuming
;
Ma, Jinpeng
- In:
The North American journal of economics and finance : a …
27
(
2014
),
pp. 1-16
Persistent link: https://www.econbiz.de/10010460922
Saved in:
27216
Exchange-traded funds, liquidity and volatility
Krause, Timothy
;
Ehsani, Sina
;
Lien, Da-hsiang Donald
- In:
Applied financial economics
24
(
2014
)
22/24
,
pp. 1617-1630
Persistent link: https://www.econbiz.de/10010460931
Saved in:
27217
Pension funds and stock market volatility : an empirical analysis of OECD countries
Thomas, Ashok
;
Spataro, Luca
;
Mathew, Nanditha
- In:
Journal of financial stability
11
(
2014
),
pp. 92-103
Persistent link: https://www.econbiz.de/10010460952
Saved in:
27218
The reverse volatility asymmetry in Chinese financial market
Wan, Die
;
Cheng, Ke
;
Yang, Xiaoguang
- In:
Applied financial economics
24
(
2014
)
22/24
,
pp. 1555-1575
Persistent link: https://www.econbiz.de/10010460962
Saved in:
27219
The role of institutional investors in market volatility during the subprime mortgage crisis
Tseng, Tseng-Chan
;
Lai, Hung-Cheng
- In:
Applied financial economics
24
(
2014
)
22/24
,
pp. 1529-1536
Persistent link: https://www.econbiz.de/10010460977
Saved in:
27220
Real vs. nominal cycles : a multistate Markov-switching bi-factor approach
Leiva-Leon, Danilo
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
18
(
2014
)
5
,
pp. 557-580
Persistent link: https://www.econbiz.de/10010461144
Saved in:
27221
Impact of leveraged ETF trading on the market quality of component stocks
Li, Mingsheng
;
Zhao, Xin
- In:
The North American journal of economics and finance : a …
28
(
2014
),
pp. 90-108
Persistent link: https://www.econbiz.de/10010461174
Saved in:
27222
Variance-constrained canonical least-squares Monte Carlo : an accurate method for pricing American options
Liu, Qiang
;
Guo, Shuxin
- In:
The North American journal of economics and finance : a …
28
(
2014
),
pp. 77-89
Persistent link: https://www.econbiz.de/10010461176
Saved in:
27223
Disentangling systematic and idiosyncratic dynamics in panels of volatility measures
Barigozzi, Matteo
;
Brownlees, Christian
;
Gallo, Giampiero M.
- In:
Journal of econometrics
182
(
2014
)
2
,
pp. 364-384
Persistent link: https://www.econbiz.de/10010497747
Saved in:
27224
Natural resource exports, fiscal policy volatility and growth
Bleaney, Michael F.
;
Halland, Håvard
- In:
Scottish journal of political economy : the journal of …
61
(
2014
)
5
,
pp. 502-522
Persistent link: https://www.econbiz.de/10010497764
Saved in:
27225
Negotiating the trilemma and reserve management in an era of volatile capital flows in India
Gupta, Abhijit Sen
;
Sengupta, Rajeswari
- In:
Managing capital flows : issues in selected emerging …
,
(pp. 134-183)
.
2014
Persistent link: https://www.econbiz.de/10010498427
Saved in:
27226
Capital flow volatility and contagion : a focus on Asia
Forbes, Kristin
- In:
Managing capital flows : issues in selected emerging …
,
(pp. 3-31)
.
2014
Persistent link: https://www.econbiz.de/10010498432
Saved in:
27227
Volatility, the macroeconomy, and asset prices
Bansal, Ravi
;
Kiku, Dana
;
Shaliastovich, Ivan
;
Yaron, Amir
- In:
The journal of finance : the journal of the American …
69
(
2014
)
6
,
pp. 2471-2511
Persistent link: https://www.econbiz.de/10010498716
Saved in:
27228
Asymmetric information and volatility forecasting in commodity futures markets
Liu, Qingfu
;
Wong, Ieokhou
;
An, Yunbi
;
Zhang, Jinqing
- In:
Pacific-Basin finance journal
26
(
2014
),
pp. 79-97
Persistent link: https://www.econbiz.de/10010498758
Saved in:
27229
Reduced-order models for the implied variance under local volatility
Sachs, Ekkehard
;
Schneider, Marina
- In:
International journal of theoretical and applied finance
17
(
2014
)
8
,
pp. 1-23
Persistent link: https://www.econbiz.de/10010498793
Saved in:
27230
Macroeconomic volatility : the role of the informal economy
Restrepo-Echavarria, Paulina
- In:
European economic review : EER
70
(
2014
),
pp. 454-469
Persistent link: https://www.econbiz.de/10010498823
Saved in:
27231
The Heston stochastic-local volatility model : efficient Monte Carlo simulation
Stoep, Anthonie W. van der
;
Grzelak, Lech A.
; …
- In:
International journal of theoretical and applied finance
17
(
2014
)
7
,
pp. 1-30
Persistent link: https://www.econbiz.de/10010498851
Saved in:
27232
Multiscale stochastic volatility model for derivatives on futures
Fouque, Jean-Pierre
;
Saporito, Yuri F.
;
Zubelli, Jorge P.
- In:
International journal of theoretical and applied finance
17
(
2014
)
7
,
pp. 1-31
Persistent link: https://www.econbiz.de/10010498865
Saved in:
27233
Closed-form pricing of two-asset barrier options with stochastic covariance
Götz, Barbara
;
Escobar, Marcos
;
Zagst, Rudi
- In:
Applied mathematical finance
21
(
2014
)
3/4
,
pp. 363-397
Persistent link: https://www.econbiz.de/10010499671
Saved in:
27234
Pricing Nikkei 225 options using realized volatility
Ubukata, Masato
;
Watanabe, Toshiaki
- In:
The Japanese economic review : the journal of the …
65
(
2014
)
4
,
pp. 431-467
Persistent link: https://www.econbiz.de/10010499672
Saved in:
27235
Optimal trade execution under stochastic volatility and liquidity
Cheridito, Patrick
;
Sepin, Tardu
- In:
Applied mathematical finance
21
(
2014
)
3/4
,
pp. 342-362
Persistent link: https://www.econbiz.de/10010499674
Saved in:
27236
Approximate hedging in a local volatility model with proportional transaction costs
Lépinette, Emmanuel
;
Tran, Tuan
- In:
Applied mathematical finance
21
(
2014
)
3/4
,
pp. 313-341
Persistent link: https://www.econbiz.de/10010499677
Saved in:
27237
Deep financial integration and volatility
Kalemli-Ozcan, Sebnem
;
Sørensen, Bent E.
;
Volosovych, Vadym
- In:
Journal of the European Economic Association
12
(
2014
)
6
,
pp. 1558-1585
Persistent link: https://www.econbiz.de/10010499683
Saved in:
27238
Consistent modelling of VIX and equity derivatives using a 3/2 plus jumps model
Baldeaux, Jan
;
Badran, Alexander
- In:
Applied mathematical finance
21
(
2014
)
3/4
,
pp. 299-312
Persistent link: https://www.econbiz.de/10010499689
Saved in:
27239
Predicting future price volatility : empirical evidence from an emerging limit order market
Jain, Pawan
;
Jiang, Christine X.
- In:
Pacific-Basin finance journal
27
(
2014
),
pp. 72-93
Persistent link: https://www.econbiz.de/10010499715
Saved in:
27240
O pričinach i vozmožnych posledstvijach sniženija mirovych cen na neftʹ
Bykov, A. A.
- In:
Belorusskij ėkonomičeskij žurnal : ežekvartalʹnyj …
(
2014
)
4
,
pp. 4-16
Persistent link: https://www.econbiz.de/10010499864
Saved in:
27241
Asymptotic solutions for Australian options with low volatility
Ting, Sai Hung Marten
;
Ewald, Christian-Oliver
- In:
Applied mathematical finance
21
(
2014
)
5/6
,
pp. 595-613
Persistent link: https://www.econbiz.de/10010500870
Saved in:
27242
Stochastic correlation and volatility mean-reversion : empirical motivation and derivatives pricing via perturbation theory
Escobar, Marcos
;
Götz, Barbara
;
Neykova, Daniela
; …
- In:
Applied mathematical finance
21
(
2014
)
5/6
,
pp. 555-594
Persistent link: https://www.econbiz.de/10010500871
Saved in:
27243
Implied filtering densities on the hidden state of stochastic volatility
Fuertes, Carlos
;
Papanicolaou, Andrew
- In:
Applied mathematical finance
21
(
2014
)
5/6
,
pp. 483-522
Persistent link: https://www.econbiz.de/10010500874
Saved in:
27244
On the approximation of the SABR with mean reversion model : a probabilistic approach
Kennedy, Joanne E.
;
Pham, Duy
- In:
Applied mathematical finance
21
(
2014
)
5/6
,
pp. 451-481
Persistent link: https://www.econbiz.de/10010500879
Saved in:
27245
Variational solutions of the pricing PIDEs for European options in Lévy models
Eberlein, Ernst
;
Glau, Kathrin
- In:
Applied mathematical finance
21
(
2014
)
5/6
,
pp. 417-450
Persistent link: https://www.econbiz.de/10010500880
Saved in:
27246
Realized volatility when sampling times are possibly endogenous
Li, Yingying
;
Mykland, Per A.
;
Renault, Eric
;
Zhang, Lan
; …
- In:
Econometric theory
30
(
2014
)
3
,
pp. 580-605
Persistent link: https://www.econbiz.de/10010500887
Saved in:
27247
Spillovers in exchange rates and the effects of global shocks on emerging market currencies
Kavli, Haakon
;
Kotzé, Kevin
- In:
The South African journal of economics
82
(
2014
)
2
,
pp. 209-238
Persistent link: https://www.econbiz.de/10010501387
Saved in:
27248
Inflation targeting in ASEAN-10
Poon, Wai Ching
;
Lee, Yong Shen
- In:
The South African journal of economics
82
(
2014
)
1
,
pp. 141-157
Persistent link: https://www.econbiz.de/10010501414
Saved in:
27249
Inflation and market uncertainty in South Africa
Burger, Philippe
- In:
The South African journal of economics
82
(
2014
)
4
,
pp. 583-602
Persistent link: https://www.econbiz.de/10010502123
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27250
Global financial crises and time-varying volatility comovement in world equity markets
Duncan, Andrew S.
;
Kabundi, Alain
- In:
The South African journal of economics
82
(
2014
)
4
,
pp. 531-550
Persistent link: https://www.econbiz.de/10010502128
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