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~subject:"Volatilität"
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Volatilität
Theorie
727,089
Theory
712,177
Risk
60,422
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60,056
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37,560
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37,462
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17,067
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16,381
Börsenkurs
16,322
Share price
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Zeitreihenanalyse
15,102
Volatility
14,821
Time series analysis
14,711
Konsumentenverhalten
13,980
Consumer behaviour
13,850
Experiment
13,362
Spieltheorie
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Kapitaleinkommen
13,355
Capital income
13,316
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13,020
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Gupta, Rangan
130
McAleer, Michael
124
Bollerslev, Tim
95
Diebold, Francis X.
73
Andersen, Torben
70
Pierdzioch, Christian
60
Caporin, Massimiliano
57
Lux, Thomas
54
Härdle, Wolfgang
50
Koopman, Siem Jan
50
Bekaert, Geert
49
Asai, Manabu
43
Todorov, Viktor
38
Chang, Chia-Lin
36
Lucas, André
36
Christoffersen, Peter F.
35
Bouri, Elie
34
Chiarella, Carl
34
Hautsch, Nikolaus
34
Hammoudeh, Shawkat
33
Aizenman, Joshua
32
Ma, Feng
32
Herwartz, Helmut
31
Aït-Sahalia, Yacine
30
Westerhoff, Frank H.
30
Bloom, Nicholas
28
Campbell, John Y.
28
Ghysels, Eric
28
Tiwari, Aviral Kumar
28
Caporale, Guglielmo Maria
27
Meddahi, Nour
27
Yu, Jun
27
Bali, Turan G.
26
Hafner, Christian M.
26
Karanasos, Menelaos
26
Lustig, Hanno
26
Schlag, Christian
26
Bauwens, Luc
25
Christiansen, Charlotte
25
Dijk, Dick van
25
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Ekonomiska forskningsinstitutet <Stockholm>
10
Centre for Analytical Finance <Århus>
9
European University Institute / Department of Economics
7
International Monetary Fund
7
Rodney L. White Center for Financial Research
7
Internationaler Währungsfonds / Research Department
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Svenska Handelshögskolan <Helsinki>
6
Birkbeck College / Department of Economics
5
Institute of Finance and Accounting <London>
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Centre for Economic Policy Research
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
4
European Central Bank
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Federal Reserve Bank of New York
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Gottfried Wilhelm Leibniz Universität Hannover
4
Instituto Valenciano de Investigaciones Económicas
4
The Wharton Financial Institutions Center
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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
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Federal Reserve Bank of San Francisco
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Federal Reserve System / Division of Research and Statistics
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Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
3
Springer Fachmedien Wiesbaden
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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University of Canterbury / Dept. of Economics and Finance
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Brown University / Department of Economics
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Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification <Paris>
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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
Federal Reserve Bank of St. Louis
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
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Finance research letters
234
NBER working paper series
215
Energy economics
211
Working paper / National Bureau of Economic Research, Inc.
192
NBER Working Paper
187
Journal of econometrics
170
Economic modelling
145
International review of economics & finance : IREF
137
Journal of banking & finance
137
International review of financial analysis
132
The North American journal of economics and finance : a journal of financial economics studies
129
Applied economics
124
Economics letters
112
Journal of financial economics
109
Discussion paper / Tinbergen Institute
107
Working paper
107
Journal of empirical finance
99
International journal of theoretical and applied finance
97
Discussion paper / Centre for Economic Policy Research
92
International journal of forecasting
91
Journal of international money and finance
89
Journal of economic dynamics & control
85
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
83
Quantitative finance
82
Mathematical finance : an international journal of mathematics, statistics and financial theory
78
The European journal of finance
77
Applied economics letters
73
Journal of forecasting
73
Research in international business and finance
72
The journal of futures markets
72
Computational economics
70
Journal of risk and financial management : JRFM
68
The review of financial studies
68
Journal of international financial markets, institutions & money
66
Econometric reviews
58
Research paper series / Swiss Finance Institute
58
CREATES research paper
57
Journal of financial econometrics : official journal of the Society for Financial Econometrics
56
Risks : open access journal
56
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
55
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ECONIS (ZBW)
14,810
EconStor
256
USB Cologne (EcoSocSci)
9
OLC EcoSci
3
USB Cologne (business full texts)
1
BASE
1
ArchiDok
1
RePEc
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10
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1
Comparison of Value at
Risk
(VaR) multivariate forecast models
Müller, Fernanda Maria
;
Righi, Marcelo Brutti
- In:
Computational economics
63
(
2024
)
1
,
pp. 75-110
Persistent link: https://www.econbiz.de/10014471980
Saved in:
2
Forecasting robust value-at-
risk
estimates : evidence from UK banks
Sampid, Marius Galabe
;
Hasim, Haslifah Mohamad
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1955-1975
Persistent link: https://www.econbiz.de/10012696799
Saved in:
3
Real-time macroeconomic forecasting with a heteroscedastic inversion copula
Loiza-Maya, Ruben
;
Smith, Michael S.
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
2
,
pp. 470-486
Persistent link: https://www.econbiz.de/10012262488
Saved in:
4
Multivariate crash
risk
Chabi-Yo, Fousseni
;
Huggenberger, Markus
;
Weigert, Florian
- In:
Journal of financial economics
145
(
2022
)
1
,
pp. 129-153
Persistent link: https://www.econbiz.de/10013473731
Saved in:
5
Cryptocurrency portfolio optimization with multivariate normal tempered stable processes and Foster-Hart
risk
Kurosaki, Tetsuo
;
Kim, Young Shin
- In:
Finance research letters
45
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014576824
Saved in:
6
Nonparametric tail
risk
, stock returns and the macroeconomy
Almeida, Caio
;
Ardison, Kym
;
Garcia, René
;
Vicente, …
-
2016
Persistent link: https://www.econbiz.de/10011458735
Saved in:
7
Measuring contagion
risk
in high volatility state among Taiwanese major banks
Su, Ender
- In:
Risk management : a journal of risk, crisis and disaster
20
(
2018
)
3
,
pp. 185-241
Persistent link: https://www.econbiz.de/10011885900
Saved in:
8
Predicting the portfolio
risk
of high-dimensional international stock indices with dynamic spatial dependence
Mo, Guoli
;
Zhang, Weiguo
;
Tan, Chunzhi
;
Liu, Xing
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013413442
Saved in:
9
Dynamic probabilistic forecasting with uncertainty
Benth, Fred Espen
;
Kutrolli, Gleda
;
Stefani, Silvana
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012807773
Saved in:
10
Measuring systemic
risk
with high-frequency data : a realized GARCH approach
Chen, Qihao
;
Huang, Zhuo
;
Liang, Fang
- In:
Finance research letters
54
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014472723
Saved in:
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