Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Volatilität"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Skew and heavy-tail effects on...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatilität
Theorie
728,426
Theory
713,514
Unternehmenserfolg
55,892
Firm performance
55,147
Schätzung
36,508
Estimation
35,734
Welt
35,214
World
34,581
USA
34,437
United States
32,992
Risiko
26,041
Deutschland
26,007
Risk
25,861
Germany
24,361
Geldpolitik
24,159
Monetary policy
23,363
Portfolio-Management
22,889
Portfolio selection
22,687
Mathematische Optimierung
19,541
Mathematical programming
19,432
Prognoseverfahren
17,617
Forecasting model
17,348
Wirtschaftswachstum
17,187
Economic growth
16,511
Innovation
16,317
Börsenkurs
14,814
Share price
14,603
Zeitreihenanalyse
14,425
Time series analysis
14,042
Konsumentenverhalten
12,881
Consumer behaviour
12,733
Spieltheorie
12,538
Einkommensverteilung
12,406
Experiment
12,340
Volatility
12,168
Income distribution
12,027
Produktivität
11,913
Prinzipal-Agent-Theorie
11,843
Game theory
11,813
more ...
less ...
Online availability
All
Free
5,134
Undetermined
2,789
CC license
199
Type of publication
All
Book / Working Paper
6,376
Article
6,051
Type of publication (narrower categories)
All
Article in journal
5,605
Aufsatz in Zeitschrift
5,605
Working Paper
2,771
Graue Literatur
2,677
Non-commercial literature
2,677
Arbeitspapier
2,546
Aufsatz im Buch
374
Book section
374
Hochschulschrift
367
Thesis
297
Collection of articles written by one author
90
Sammlung
90
Collection of articles of several authors
59
Sammelwerk
59
Bibliografie enthalten
43
Bibliography included
43
Aufsatzsammlung
31
Conference paper
27
Konferenzbeitrag
27
Systematic review
22
Übersichtsarbeit
22
Forschungsbericht
21
Konferenzschrift
18
Rezension
15
Amtsdruckschrift
11
Government document
11
Conference proceedings
8
Lehrbuch
8
Textbook
8
Article
7
Handbook
7
Handbuch
7
Reprint
6
Bibliografie
3
Accompanied by computer file
2
Elektronischer Datenträger als Beilage
2
Glossar enthalten
2
Glossary included
2
CD-ROM, DVD
1
Case study
1
more ...
less ...
Language
All
English
12,174
German
205
French
26
Spanish
16
Italian
5
Polish
2
Portuguese
2
Czech
1
Hungarian
1
Dutch
1
Norwegian
1
Chinese
1
more ...
less ...
Author
All
Bollerslev, Tim
88
Diebold, Francis X.
73
McAleer, Michael
68
Andersen, Torben
65
Caporin, Massimiliano
50
Härdle, Wolfgang
48
Koopman, Siem Jan
48
Lux, Thomas
48
Gupta, Rangan
46
Bekaert, Geert
41
Pierdzioch, Christian
41
Chiarella, Carl
34
Hautsch, Nikolaus
34
Christoffersen, Peter F.
33
Aizenman, Joshua
32
Asai, Manabu
32
Lucas, André
32
Todorov, Viktor
32
Westerhoff, Frank H.
30
Aït-Sahalia, Yacine
29
Ghysels, Eric
26
Herwartz, Helmut
26
Meddahi, Nour
26
Dijk, Dick van
25
Rose, Andrew
25
Schlag, Christian
25
Yu, Jun
25
Chan, Joshua
23
Hafner, Christian M.
23
Lustig, Hanno
23
Campbell, John Y.
22
Engel, Charles
22
He, Xue-zhong
22
Li, Kai
22
Lunde, Asger
22
Platen, Eckhard
22
Brandt, Michael W.
21
Engle, Robert F.
21
Gonçalves, Sílvia
21
Guerrón-Quintana, Pablo A.
21
more ...
less ...
Institution
All
National Bureau of Economic Research
201
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
12
Centre for Analytical Finance <Århus>
9
Ekonomiska forskningsinstitutet <Stockholm>
9
European University Institute / Department of Economics
7
Rodney L. White Center for Financial Research
7
Internationaler Währungsfonds / Research Department
6
Birkbeck College / Department of Economics
5
Institute of Finance and Accounting <London>
5
International Monetary Fund
5
Svenska Handelshögskolan <Helsinki>
5
Centre for Economic Policy Research
4
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
4
European Central Bank
4
Gottfried Wilhelm Leibniz Universität Hannover
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
Federal Reserve Bank of San Francisco
3
Federal Reserve System / Division of Research and Statistics
3
Instituto Valenciano de Investigaciones Económicas
3
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
3
Springer Fachmedien Wiesbaden
3
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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
Christian-Albrechts-Universität zu Kiel / Institut für Weltwirtschaft
2
Danmarks Nationalbank
2
Deutsche Börse AG
2
Erasmus Research Institute of Management
2
Federal Reserve Bank of New York
2
Federal Reserve Bank of St. Louis
2
Forschungsinstitut zur Zukunft der Arbeit
2
Goethe-Universität Frankfurt am Main
2
Internationaler Währungsfonds / Western Hemisphere Department
2
Kansantaloustieteen Laitos <Tampere>
2
Umeå Universitet / Institutionen för Nationalekonomi
2
University of British Columbia / Finance Division
2
more ...
less ...
Published in...
All
NBER working paper series
196
Working paper / National Bureau of Economic Research, Inc.
176
NBER Working Paper
171
Journal of econometrics
151
Finance research letters
134
Journal of banking & finance
118
Economic modelling
106
Energy economics
100
Economics letters
93
Journal of financial economics
93
Discussion paper / Tinbergen Institute
91
International review of economics & finance : IREF
91
International journal of theoretical and applied finance
89
Discussion paper / Centre for Economic Policy Research
85
Journal of empirical finance
84
Applied economics
83
Working paper
80
International journal of forecasting
77
International review of financial analysis
77
Journal of economic dynamics & control
77
Journal of international money and finance
76
Mathematical finance : an international journal of mathematics, statistics and financial theory
75
Quantitative finance
74
The North American journal of economics and finance : a journal of financial economics studies
74
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
73
Journal of forecasting
68
The European journal of finance
67
Computational economics
59
The review of financial studies
58
The journal of futures markets
54
Applied economics letters
53
Research paper series / Swiss Finance Institute
52
Journal of financial econometrics : official journal of the Society for Financial Econometrics
50
Journal of international financial markets, institutions & money
50
Journal of monetary economics
49
CREATES research paper
48
Econometric reviews
48
Finance and stochastics
48
Journal of risk and financial management : JRFM
47
The journal of finance : the journal of the American Finance Association
45
more ...
less ...
Source
All
ECONIS (ZBW)
12,187
EconStor
233
USB Cologne (EcoSocSci)
4
ArchiDok
1
OLC EcoSci
1
RePEc
1
Showing
1
-
10
of
12,427
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Holding the economy by the tail: analysis of short- and long-run macroeconomic risks
Franta, Michal
;
Libich, Jan
-
2021
Persistent link: https://www.econbiz.de/10012618211
Saved in:
2
The distribution of stock return volatility
Andersen, Torben
(
contributor
)
-
2000
Persistent link: https://www.econbiz.de/10001519326
Saved in:
3
Value at risk calculations, extreme events, and tail estimation
Neftci, Salih N.
- In:
The journal of derivatives : the official publication …
7
(
2000
)
3
,
pp. 23-37
Persistent link: https://www.econbiz.de/10001497755
Saved in:
4
Herd behavior and aggregate fluctuations in financial markets
Cont, Rama
;
Bouchaud, Jean-Philippe
- In:
Macroeconomic dynamics
4
(
2000
)
2
,
pp. 170-196
Persistent link: https://www.econbiz.de/10001500432
Saved in:
5
Forecasting multifractal volatility
Calvet, Laurent E.
;
Fisher, Adlai
-
2000
Persistent link: https://www.econbiz.de/10001505085
Saved in:
6
Option-based tests of interest rate diffusion functions
Rosenberg, Joshua V.
-
1999
Persistent link: https://www.econbiz.de/10001447927
Saved in:
7
Using daily range data to calibrate volatility diffusions and extract the forward integrated variance
Gallant, A. Ronald
;
Hsu, Chiente
;
Tauchen, George Eugene
- In:
The review of economics and statistics
81
(
1999
)
4
,
pp. 617-631
Persistent link: https://www.econbiz.de/10001437376
Saved in:
8
Exchange rate returns standardized by realized volatility are (nearly) Gaussian
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2000
Persistent link: https://www.econbiz.de/10001440693
Saved in:
9
Modelling option-implied return distributions: a generalized log-logistic approximation
Hallerbach, Winfried G.
- In:
Current topics in quantitative finance : with 23 tables
,
(pp. 80-92)
.
1999
Persistent link: https://www.econbiz.de/10001442926
Saved in:
10
A quantile regression approach to estimating the distribution of multiperiod returns
Taylor, James W.
- In:
The journal of derivatives : the official publication …
7
(
1999
)
1
,
pp. 64-78
Persistent link: https://www.econbiz.de/10001432473
Saved in:
1
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
