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Volatility
Theorie
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Theory
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Portfolio-Management
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McAleer, Michael
119
Bollerslev, Tim
99
Diebold, Francis X.
82
Andersen, Torben
76
Koopman, Siem Jan
59
Härdle, Wolfgang
57
Todorov, Viktor
54
Caporin, Massimiliano
53
Bekaert, Geert
52
Chiarella, Carl
51
Asai, Manabu
46
Gupta, Rangan
46
Chan, Joshua
43
Tauchen, George Eugene
43
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42
Lux, Thomas
41
Christoffersen, Peter F.
40
Cui, Zhenyu
36
Hafner, Christian M.
33
Aizenman, Joshua
32
Chang, Chia-Lin
32
Lucas, André
32
Pierdzioch, Christian
31
Westerhoff, Frank H.
30
Yu, Jun
29
Engle, Robert F.
28
Herwartz, Helmut
28
Shephard, Neil G.
28
Clark, Todd E.
27
Hammoudeh, Shawkat
27
Hautsch, Nikolaus
27
Kang, Sang Hoon
27
Mumtaz, Haroon
27
Platen, Eckhard
27
Barndorff-Nielsen, Ole E.
26
Clements, Adam
26
Fouque, Jean-Pierre
26
Meddahi, Nour
26
Mensi, Walid
26
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26
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National Bureau of Economic Research
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Rodney L. White Center for Financial Research
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International Monetary Fund
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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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>
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Christian-Albrechts-Universität zu Kiel
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Danmarks Nationalbank
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Deutsche Börse AG
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Federal Reserve Bank of New York
2
Federal Reserve Bank of St. Louis
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2
International Center for Financial Asset Management and Engineering
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Journal of econometrics
227
NBER working paper series
213
Finance research letters
212
Working paper / National Bureau of Economic Research, Inc.
184
International journal of theoretical and applied finance
183
NBER Working Paper
182
Journal of banking & finance
163
Quantitative finance
153
Energy economics
149
Economic modelling
130
Journal of empirical finance
128
The North American journal of economics and finance : a journal of financial economics studies
127
International review of economics & finance : IREF
125
Economics letters
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Applied economics
120
International review of financial analysis
119
Journal of financial economics
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Discussion paper / Tinbergen Institute
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Journal of economic dynamics & control
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
106
Working paper
105
Mathematical finance : an international journal of mathematics, statistics and financial theory
93
Applied mathematical finance
92
Computational economics
92
Journal of international money and finance
88
Research paper series / Swiss Finance Institute
86
The European journal of finance
86
International journal of forecasting
83
Discussion paper / Centre for Economic Policy Research
82
Finance and stochastics
77
The journal of futures markets
75
Journal of forecasting
74
Applied economics letters
73
Risks : open access journal
71
Journal of financial econometrics : official journal of the Society for Financial Econometrics
67
Journal of risk and financial management : JRFM
67
The journal of computational finance
67
Econometric reviews
66
European journal of operational research : EJOR
66
Research in international business and finance
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ECONIS (ZBW)
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EconStor
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RePEc
5
ArchiDok
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Other ZBW resources
1
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1
Ambiguity aversion and optimal derivative-based pension investment with stochastic income and volatility
Zeng, Yan
;
Li, Danping
;
Chen, Zheng
;
Yang, Zhou
- In:
Journal of economic dynamics & control
88
(
2018
),
pp. 70-103
Persistent link: https://www.econbiz.de/10011973926
Saved in:
2
Variance stochastic orders
Gollier, Christian
-
2017
Persistent link: https://www.econbiz.de/10012266355
Saved in:
3
Open-loop equilibrium reinsurance-investment strategy under mean-variance criterion with stochastic volatility
Yan, Tingjin
;
Wong, Hoi Ying
- In:
Insurance / Mathematics & economics
90
(
2020
),
pp. 105-119
Persistent link: https://www.econbiz.de/10012169507
Saved in:
4
Variance stochastic orders
Gollier, Christian
- In:
Journal of mathematical economics
80
(
2019
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012105651
Saved in:
5
A dynamic mean-variance analysis for log returns
Dai, Min
;
Jin, Hanqing
;
Kou, Steven
;
Xu, Yuhong
- In:
Management science : journal of the Institute for …
67
(
2021
)
2
,
pp. 1093-1108
Persistent link: https://www.econbiz.de/10012505370
Saved in:
6
Robust portfolio choice under the 4/2 stochastic volatility model
Cheng, Yuyang
;
Escobar, Marcos
- In:
IMA journal of management mathematics
34
(
2023
)
1
,
pp. 221-256
Persistent link: https://www.econbiz.de/10013541857
Saved in:
7
Term structure modeling for pension funds : what to do in practice?
Vlaar, Peter J. G.
-
2006
Persistent link: https://www.econbiz.de/10003401861
Saved in:
8
Dynamic asset allocation with uncertain jump risks : a pathwise optimization approach
Jin, Xing
;
Luo, Dan
;
Zeng, Xudong
- In:
Mathematics of operations research
43
(
2018
)
2
,
pp. 347-376
Persistent link: https://www.econbiz.de/10011868609
Saved in:
9
A class of portfolio optimization solvable problems
Cheng, Yuyang
;
Escobar, Marcos
- In:
Finance research letters
52
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014472208
Saved in:
10
Asset prices and alternative characterizations of the pricing kernel
Lüders, Erik
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10001701661
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