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~institution:"Chambre de commerce et d'industrie de Paris"
~institution:"Gottfried Wilhelm Leibniz Universität Hannover"
~subject:"Volatilität"
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Volatilität
Volatility
15
Capital income
6
Kapitaleinkommen
6
Estimation
5
Forecasting model
5
Prognoseverfahren
5
Schätzung
5
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Long Memory
2
Risiko
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Tail Risk
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1959-1996
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English
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Crouhy, Michel
5
Bensoussan, Alain
3
Galai, Dan
3
Prokopczuk, Marcel
3
Rockinger, Michael
3
Dierkes, Maik
2
Sibbertsen, Philipp
2
Solnik, Bruno
2
Becker, Janis
1
Boucrelle, Cyril
1
Dumas, Bernard
1
Fleming, Jeff
1
Hassler, Uwe
1
Le Fur, Yann
1
Leschinski, Christian Hendrik
1
Longin, François M.
1
Nguyen, Duc Binh Benno
1
Rohde, Johannes
1
Urga, Giovanni
1
Vicedom, Sebastian
1
Whaley, Robert E.
1
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Chambre de commerce et d'industrie de Paris
Gottfried Wilhelm Leibniz Universität Hannover
National Bureau of Economic Research
494
Institut für Schweizerisches Bankwesen <Zürich>
49
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
28
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
21
Centre for Analytical Finance <Århus>
19
World Bank
18
International Monetary Fund
17
National Centre of Competence in Research North South <Bern>
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
Swiss National Centre of Competence in Research North South <Bern>
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
Institute of Finance and Accounting <London>
6
Universität <Münster, Westfalen> / Lehrstuhl für Betriebswirtschaftslehre, insbesondere Finanzierung
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
National Centre of Competence in Research - Financial Valuation and Risk Management
5
The Wharton Financial Institutions Center
5
Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
4
Center for Economic Research <Tilburg>
4
Econometrisch Instituut <Rotterdam>
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
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Les cahiers de recherche / HEC Paris
9
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ECONIS (ZBW)
15
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1
Tail risk and long memory in financial markets
Nguyen, Duc Binh Benno
-
2018
Persistent link: https://www.econbiz.de/10012173996
Saved in:
2
Essays on model risk : the role of volatility for the accuracy of financial risk models
Rohde, Johannes
-
2015
Credit risk, market risk, backtesting, volatility break. - Kreditrisiko,
Marktrisiko
, Backtesting, Volatilitätsbruch …
Persistent link: https://www.econbiz.de/10011453199
Saved in:
3
Volatility clustering, asymmetry and hysteresis in stock returns : international evidence
Crouhy, Michel
;
Rockinger, Michael
-
1994
Persistent link: https://www.econbiz.de/10000907916
Saved in:
4
Stochastic equity volatility and the capital structure of the firm
Bensoussan, Alain
;
Crouhy, Michel
;
Galai, Dan
-
1994
Persistent link: https://www.econbiz.de/10000907918
Saved in:
5
Stochastic equity volatility related to the leverage effect
Bensoussan, Alain
;
Crouhy, Michel
;
Galai, Dan
-
1994
Persistent link: https://www.econbiz.de/10000909451
Saved in:
6
Stochastic equity volatility and the capital structure of the firm
Bensoussan, Alain
;
Crouhy, Michel
;
Galai, Dan
-
1994
Persistent link: https://www.econbiz.de/10000909452
Saved in:
7
Volatility indices for the French financial market
Crouhy, Michel
;
Rockinger, Michael
-
1996
Persistent link: https://www.econbiz.de/10000936195
Saved in:
8
Implied volatility functions : empirical tests
Dumas, Bernard
;
Fleming, Jeff
;
Whaley, Robert E.
-
1996
Persistent link: https://www.econbiz.de/10000936200
Saved in:
9
International market correlation and volatility
Solnik, Bruno
;
Boucrelle, Cyril
;
Le Fur, Yann
-
1996
Persistent link: https://www.econbiz.de/10000938038
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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