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Volatility
Theorie
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USA
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44,832
Welt
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Einkommensverteilung
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Time series analysis
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Volatilität
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Gupta, Rangan
103
Bollerslev, Tim
99
McAleer, Michael
95
Diebold, Francis X.
79
Andersen, Torben
78
Härdle, Wolfgang
49
Bekaert, Geert
48
Caporin, Massimiliano
48
Koopman, Siem Jan
46
Bahmani-Oskooee, Mohsen
44
Pierdzioch, Christian
44
Lux, Thomas
43
Caporale, Guglielmo Maria
39
Chiarella, Carl
37
Asai, Manabu
35
Aizenman, Joshua
34
Aït-Sahalia, Yacine
34
Hautsch, Nikolaus
34
Ghysels, Eric
33
Dijk, Dick van
31
Todorov, Viktor
31
Campbell, John Y.
30
Engle, Robert F.
30
Gil-Alaña, Luis A.
30
Chang, Chia-Lin
29
Christoffersen, Peter F.
29
Westerhoff, Frank H.
29
Guerrón-Quintana, Pablo A.
28
Herwartz, Helmut
28
Bali, Turan G.
26
Gallo, Giampiero M.
26
Lucas, André
26
Lustig, Hanno
26
Rubio-Ramírez, Juan Francisco
26
Chan, Joshua
25
Fernández-Villaverde, Jesús
25
Hammoudeh, Shawkat
25
Rose, Andrew
25
Wohar, Mark E.
25
Yu, Jun
25
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National Bureau of Economic Research
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Centre for Analytical Finance <Århus>
11
Federal Reserve Bank of St. Louis
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
9
Ekonomiska forskningsinstitutet <Stockholm>
9
European University Institute / Department of Economics
9
Federal Reserve Bank of New York
7
Internationaler Währungsfonds / Research Department
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Rodney L. White Center for Financial Research
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Svenska Handelshögskolan <Helsinki>
7
Centre for Growth and Business Cycle Research <Manchester>
6
Birkbeck College / Department of Economics
5
Institute of Finance and Accounting <London>
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International Monetary Fund
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University of Canterbury / Dept. of Economics and Finance
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Centre for Economic Policy Research
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Chambre de commerce et d'industrie de Paris
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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European Central Bank
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Federal Reserve Bank of San Francisco
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The Wharton Financial Institutions Center
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Brown University / Department of Economics
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Center for Economic Research <Tilburg>
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Christian-Albrechts-Universität zu Kiel / Institut für Weltwirtschaft
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Federal Reserve Bank of Cleveland
3
Federal Reserve System / Board of Governors
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Federal Reserve System / Division of Research and Statistics
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Gottfried Wilhelm Leibniz Universität Hannover
3
Instituto Valenciano de Investigaciones Económicas
3
Massachusetts Institute of Technology / Department of Economics
3
New York Stock Exchange
3
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
3
Springer Fachmedien Wiesbaden
3
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
3
Business Information Centre <Toronto>
2
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification <Paris>
2
Christian-Albrechts-Universität zu Kiel
2
Columbia University / Department of Economics
2
Danmarks Nationalbank
2
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Working paper / National Bureau of Economic Research, Inc.
302
NBER working paper series
210
NBER Working Paper
176
The journal of futures markets
170
Energy economics
156
Finance research letters
156
Journal of banking & finance
151
Journal of econometrics
147
Discussion paper / Centre for Economic Policy Research
127
Economic modelling
122
Economics letters
118
Journal of financial economics
116
Journal of empirical finance
115
International review of economics & finance : IREF
114
The review of financial studies
112
Applied economics
109
Working paper
108
The North American journal of economics and finance : a journal of financial economics studies
105
Journal of international money and finance
101
International review of financial analysis
98
Discussion paper / Tinbergen Institute
96
The journal of finance : the journal of the American Finance Association
91
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
86
Applied financial economics
82
International journal of theoretical and applied finance
82
International journal of forecasting
78
Journal of economic dynamics & control
77
Applied economics letters
74
Mathematical finance : an international journal of mathematics, statistics and financial theory
74
The European journal of finance
71
Journal of international financial markets, institutions & money
70
Journal of forecasting
66
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
66
Journal of financial and quantitative analysis : JFQA
65
Research paper series / Swiss Finance Institute
65
Quantitative finance
64
Finance and economics discussion series
63
Journal of risk and financial management : JRFM
59
Journal of monetary economics
57
Research in international business and finance
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ECONIS (ZBW)
14,984
EconStor
15
ArchiDok
1
RePEc
1
Other ZBW resources
1
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1
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10
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15,002
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1
Testing the empirical performance of stochastic volatility models of the short-term interest rate
Bali, Turan G.
- In:
Journal of financial and quantitative analysis : JFQA
35
(
2000
)
2
,
pp. 191-215
Persistent link: https://www.econbiz.de/10001510057
Saved in:
2
Realized stock volatility
Ebens, Heiko
(
contributor
)
-
1999
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001513129
Saved in:
3
Implied volatility functions : a reprise
Rosenberg, Joshua V.
- In:
The journal of derivatives : the official publication …
7
(
2000
)
3
,
pp. 51-64
Persistent link: https://www.econbiz.de/10001497758
Saved in:
4
Stock market risk and return : an equilibrium approach
Whitelaw, Robert F.
- In:
The review of financial studies
13
(
2000
)
3
,
pp. 521-547
Persistent link: https://www.econbiz.de/10001499742
Saved in:
5
Forecasting financial market volatility : sample frequency vis-à-vis forecast horizon
Andersen, Torben
;
Bollerslev, Tim
;
Lange, Steve
- In:
Journal of empirical finance
6
(
1999
)
5
,
pp. 457-477
Persistent link: https://www.econbiz.de/10001505784
Saved in:
6
Monetary policy and asset price volatility
Bernanke, Ben
;
Gertler, Mark
- In:
New challenges for monetary policy : a symposium …
,
(pp. 77-128)
.
1999
Persistent link: https://www.econbiz.de/10001506107
Saved in:
7
Interbank payments and the daily federal funds rate
Furfine, Craig H.
- In:
Journal of monetary economics
46
(
2000
)
2
,
pp. 535-553
Persistent link: https://www.econbiz.de/10001506992
Saved in:
8
Inflation. monetary transparency, and G3 exchange rate volatility
Kuttner, Kenneth N.
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001507262
Saved in:
9
Forward rate volatilities, swap rate volatilities, and implementation of the LIBOR market model
Hull, John
;
White, Alan
- In:
The journal of fixed income
10
(
2000
)
2
,
pp. 46-62
Persistent link: https://www.econbiz.de/10001530342
Saved in:
10
Locally weighted autoregression
Feng, Yuanhua
;
Heiler, Siegfried
- In:
Institutional arrangements for global economic integration
,
(pp. 371-388)
.
2000
Persistent link: https://www.econbiz.de/10001533889
Saved in:
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