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~subject:"Volatilität"
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Volatilität
Theorie
728,769
Theory
713,858
Risk
60,696
Risiko
60,325
Schätzung
37,728
Welt
37,481
Estimation
36,927
World
36,837
USA
34,786
United States
33,316
Mathematische Optimierung
28,365
Mathematical programming
28,315
Portfolio-Management
26,444
Portfolio selection
26,221
Deutschland
25,067
Geldpolitik
24,993
Monetary policy
24,197
Germany
23,455
Prognoseverfahren
18,523
Risikomanagement
18,400
Forecasting model
18,247
Risk management
18,023
Wirtschaftswachstum
17,146
Economic growth
16,459
Börsenkurs
16,201
Share price
15,976
Zeitreihenanalyse
14,963
Volatility
14,726
Time series analysis
14,572
Spieltheorie
14,192
Konsumentenverhalten
14,108
Consumer behaviour
13,978
Game theory
13,442
Experiment
13,324
Kapitaleinkommen
13,082
Capital income
13,044
Finanzmarkt
12,678
Stochastischer Prozess
12,608
Financial market
12,470
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Free
6,028
Undetermined
3,970
CC license
297
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Article
7,805
Book / Working Paper
7,177
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Article in journal
7,304
Aufsatz in Zeitschrift
7,304
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3,153
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3,058
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3,058
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2,912
Aufsatz im Buch
422
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422
Hochschulschrift
389
Thesis
309
Collection of articles written by one author
98
Sammlung
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Collection of articles of several authors
68
Sammelwerk
68
Bibliografie enthalten
43
Bibliography included
43
Aufsatzsammlung
37
Conference paper
33
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26
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26
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26
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23
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15
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12
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12
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10
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8
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8
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8
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7
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5
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5
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4
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3
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2
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2
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English
14,711
German
219
French
29
Spanish
18
Italian
5
Polish
2
Portuguese
2
Czech
1
Hungarian
1
Dutch
1
Norwegian
1
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1
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Author
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Gupta, Rangan
129
McAleer, Michael
104
Bollerslev, Tim
90
Diebold, Francis X.
73
Andersen, Torben
68
Caporin, Massimiliano
57
Pierdzioch, Christian
54
Lux, Thomas
50
Bekaert, Geert
49
Härdle, Wolfgang
49
Koopman, Siem Jan
48
Chiarella, Carl
40
Asai, Manabu
37
Ma, Feng
37
Hautsch, Nikolaus
34
Todorov, Viktor
34
Aizenman, Joshua
32
Hammoudeh, Shawkat
32
Caporale, Guglielmo Maria
31
Chang, Chia-Lin
31
Lucas, André
31
Aït-Sahalia, Yacine
30
Bouri, Elie
30
Christoffersen, Peter F.
30
Schlag, Christian
29
Westerhoff, Frank H.
29
Bloom, Nicholas
28
Campbell, John Y.
28
Gallo, Giampiero M.
27
Herwartz, Helmut
27
Lustig, Hanno
27
Bauwens, Luc
26
Chan, Joshua
26
Ghysels, Eric
26
Bali, Turan G.
25
Christiansen, Charlotte
25
Karanasos, Menelaos
25
Rose, Andrew
25
Yu, Jun
25
Clark, Todd E.
24
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National Bureau of Economic Research
220
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
12
Ekonomiska forskningsinstitutet <Stockholm>
9
Centre for Analytical Finance <Århus>
8
European University Institute / Department of Economics
7
International Monetary Fund
7
Rodney L. White Center for Financial Research
7
Internationaler Währungsfonds / Research Department
6
Svenska Handelshögskolan <Helsinki>
6
Birkbeck College / Department of Economics
5
Institute of Finance and Accounting <London>
5
Centre for Economic Policy Research
4
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
4
European Central Bank
4
Federal Reserve Bank of New York
4
Gottfried Wilhelm Leibniz Universität Hannover
4
Instituto Valenciano de Investigaciones Económicas
4
The Wharton Financial Institutions Center
4
Chambre de commerce et d'industrie de Paris
3
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
3
Christian-Albrechts-Universität zu Kiel / Institut für Weltwirtschaft
3
Federal Reserve Bank of San Francisco
3
Federal Reserve System / Division of Research and Statistics
3
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
3
Springer Fachmedien Wiesbaden
3
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
3
University of Canterbury / Dept. of Economics and Finance
3
Brown University / Department of Economics
2
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification <Paris>
2
Centre for Growth and Business Cycle Research <Manchester>
2
Christian-Albrechts-Universität zu Kiel
2
Danmarks Nationalbank
2
Deutsche Börse AG
2
Erasmus Research Institute of Management
2
Forschungsinstitut zur Zukunft der Arbeit
2
Goethe-Universität Frankfurt am Main
2
HFDF <2, 1998, Zürich>
2
Internationaler Währungsfonds / Western Hemisphere Department
2
Kansantaloustieteen Laitos <Tampere>
2
Umeå Universitet / Institutionen för Nationalekonomi
2
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Published in...
All
Finance research letters
245
Energy economics
220
NBER working paper series
214
Working paper / National Bureau of Economic Research, Inc.
192
NBER Working Paper
187
Journal of econometrics
157
Economic modelling
143
Journal of banking & finance
135
International review of economics & finance : IREF
134
The North American journal of economics and finance : a journal of financial economics studies
133
International review of financial analysis
127
Applied economics
124
Economics letters
115
Journal of empirical finance
106
Journal of financial economics
106
Working paper
106
Discussion paper / Tinbergen Institute
94
International journal of theoretical and applied finance
94
Discussion paper / Centre for Economic Policy Research
93
Journal of economic dynamics & control
91
International journal of forecasting
90
Journal of international money and finance
87
Applied economics letters
81
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
81
Quantitative finance
80
Mathematical finance : an international journal of mathematics, statistics and financial theory
76
The journal of futures markets
74
Journal of forecasting
73
The European journal of finance
73
Computational economics
69
Journal of international financial markets, institutions & money
69
Research in international business and finance
68
The review of financial studies
68
Journal of risk and financial management : JRFM
64
Finance and stochastics
57
Research paper series / Swiss Finance Institute
57
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
56
Journal of financial econometrics : official journal of the Society for Financial Econometrics
54
Risks : open access journal
54
CREATES research paper
52
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Source
All
ECONIS (ZBW)
14,717
EconStor
250
USB Cologne (EcoSocSci)
8
OLC EcoSci
3
USB Cologne (business full texts)
1
BASE
1
ArchiDok
1
RePEc
1
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date (oldest first)
1
Risk
Budgeting portfolios : existence and computation
Cetingoz, Adil Rengim
;
Fermanian, Jean-David
;
Guéant, …
- In:
Mathematical finance : an international journal of …
34
(
2024
)
3
,
pp. 896-924
Persistent link: https://www.econbiz.de/10014565279
Saved in:
2
Monitoring multicountry macroeconomic
risk
Korobilis, Dimitris
;
Schröder, Maximilian
-
2023
Persistent link: https://www.econbiz.de/10014431618
Saved in:
3
Market
risk
and market-implied inflation expectations
Orłowski, Lucjan T.
;
Soper, Carolyne
- In:
International review of financial analysis
66
(
2019
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012208965
Saved in:
4
Jointly forecasting the value-at-
risk
and expected shortfall of Bitcoin with a regime-switching CAViaR model
Gao, Lingbo
;
Ye, Wuyi
;
Guo, Ranran
- In:
Finance research letters
48
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013459321
Saved in:
5
A Bayesian realized threshold measurement GARCH framework for financial tail
risk
forecasting
Wang, Chao
;
Gerlach, Richard
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 40-57
Persistent link: https://www.econbiz.de/10014443184
Saved in:
6
Monitoring multicountry macroeconomic
risk
Korobilis, Dimitris
;
Schröder, Maximilian
-
2023
measures, resulting from the new model, can be used to implemennt joint
risk
scenario analysis. …
Persistent link: https://www.econbiz.de/10014314068
Saved in:
7
Monitoring multicountry macroeconomic
risk
Korobilis, Dimitris
;
Schröder, Maximilian
-
2023
Persistent link: https://www.econbiz.de/10014285859
Saved in:
8
Monitoring multicountry macroeconomic
risk
Korobilis, Dimitris
;
Schröder, Maximilian
-
2023
Persistent link: https://www.econbiz.de/10014316029
Saved in:
9
Volatility vs. downside
risk
: optimally protecting against drawdowns and maintaining portfolio performance
Barro, Diana
;
Canestrelli, Elio
;
Lanza, Fabio
-
2014
Persistent link: https://www.econbiz.de/10011632160
Saved in:
10
Optimal portfolio using volatility anomaly concept and Sharpe optimisation technique
Mitra, Pradip Kumar
;
Mascarenhas, Edward
- In:
International journal of business excellence : IJBEX
25
(
2021
)
4
,
pp. 474-490
Persistent link: https://www.econbiz.de/10012798425
Saved in:
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