//--> //--> //--> //-->
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:"Volatility"
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
The dynamic relationship betwe...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
Theorie
732,187
Theory
717,277
Welt
36,406
World
35,758
Schätzung
34,796
Estimation
34,082
USA
33,565
United States
32,103
Risiko
26,055
Risk
25,838
Deutschland
25,106
Geldpolitik
24,860
Monetary policy
24,027
Germany
23,474
Portfolio-Management
23,319
Portfolio selection
23,117
Mathematische Optimierung
19,727
Mathematical programming
19,620
Prognoseverfahren
17,337
Forecasting model
17,077
Wirtschaftswachstum
16,776
Economic growth
16,106
Derivat
15,007
Derivative
14,969
Börsenkurs
14,577
Share price
14,369
Zeitreihenanalyse
14,228
Time series analysis
13,854
Volatilität
13,510
Konsumentenverhalten
12,978
Consumer behaviour
12,828
Spieltheorie
12,588
Einkommensverteilung
12,332
Experiment
12,237
Finanzmarkt
12,100
Innovation
12,097
Income distribution
11,954
Financial market
11,893
Game theory
11,849
more ...
less ...
Online availability
All
Free
5,229
Undetermined
3,169
CC license
271
Type of publication
All
Article
6,836
Book / Working Paper
6,418
Other
1
Type of publication (narrower categories)
All
Article in journal
6,357
Aufsatz in Zeitschrift
6,357
Graue Literatur
2,703
Non-commercial literature
2,703
Working Paper
2,575
Arbeitspapier
2,564
Aufsatz im Buch
398
Book section
398
Hochschulschrift
365
Thesis
298
Collection of articles written by one author
93
Sammlung
93
Collection of articles of several authors
59
Sammelwerk
59
Bibliografie enthalten
41
Bibliography included
41
Conference paper
35
Konferenzbeitrag
35
Aufsatzsammlung
32
Forschungsbericht
22
Systematic review
22
Übersichtsarbeit
22
Konferenzschrift
17
Rezension
15
Amtsdruckschrift
12
Government document
12
Lehrbuch
11
Textbook
10
Conference proceedings
8
Reprint
6
Handbook
5
Handbuch
5
Accompanied by computer file
3
Article
3
Elektronischer Datenträger als Beilage
3
Glossar enthalten
3
Glossary included
3
Bibliografie
2
Case study
2
Fallstudie
2
more ...
less ...
Language
All
English
12,990
German
198
French
35
Spanish
19
Italian
5
Undetermined
5
Portuguese
3
Dutch
2
Polish
2
Czech
1
Hungarian
1
Norwegian
1
Chinese
1
more ...
less ...
Author
All
Bollerslev, Tim
83
Diebold, Francis X.
70
Andersen, Torben
69
McAleer, Michael
67
Gupta, Rangan
52
Härdle, Wolfgang
48
Caporin, Massimiliano
44
Koopman, Siem Jan
42
Bekaert, Geert
41
Lux, Thomas
41
Chiarella, Carl
40
Pierdzioch, Christian
38
Aizenman, Joshua
32
Todorov, Viktor
31
Aït-Sahalia, Yacine
30
Westerhoff, Frank H.
29
Christoffersen, Peter F.
27
Hafner, Christian M.
27
Asai, Manabu
26
Hautsch, Nikolaus
26
Bauwens, Luc
25
Herwartz, Helmut
25
Rose, Andrew
25
Ghysels, Eric
24
Lucas, André
24
Meddahi, Nour
24
Yu, Jun
24
Chan, Joshua
23
Lustig, Hanno
23
Campbell, John Y.
22
Chang, Chia-Lin
22
Dijk, Dick van
22
Engle, Robert F.
22
He, Xue-zhong
22
Li, Kai
22
Benth, Fred Espen
21
Brandt, Michael W.
21
Engel, Charles
21
Guerrón-Quintana, Pablo A.
21
Renault, Eric
21
more ...
less ...
Institution
All
National Bureau of Economic Research
197
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
12
Ekonomiska forskningsinstitutet <Stockholm>
9
Centre for Analytical Finance <Århus>
8
European University Institute / Department of Economics
7
Internationaler Währungsfonds / Research Department
7
Rodney L. White Center for Financial Research
7
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
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
4
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
4
European Central Bank
4
Gottfried Wilhelm Leibniz Universität Hannover
4
Instituto Valenciano de Investigaciones Económicas
4
School of Accounting, Economics and Finance <Geelong>
4
The Wharton Financial Institutions Center
4
Chambre de commerce et d'industrie de Paris
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
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
more ...
less ...
Published in...
All
NBER working paper series
192
Finance research letters
175
Working paper / National Bureau of Economic Research, Inc.
172
NBER Working Paper
167
Journal of econometrics
141
Journal of banking & finance
137
Energy economics
129
International journal of theoretical and applied finance
115
Economic modelling
112
International review of economics & finance : IREF
107
The journal of futures markets
99
Journal of financial economics
97
Applied economics
96
International review of financial analysis
95
Journal of empirical finance
92
Economics letters
90
Quantitative finance
87
The North American journal of economics and finance : a journal of financial economics studies
87
Discussion paper / Tinbergen Institute
84
Working paper
80
Mathematical finance : an international journal of mathematics, statistics and financial theory
79
Journal of economic dynamics & control
78
Discussion paper / Centre for Economic Policy Research
77
International journal of forecasting
77
Journal of international money and finance
77
The European journal of finance
74
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
71
Applied economics letters
70
Applied mathematical finance
62
Computational economics
62
Journal of forecasting
62
Journal of risk and financial management : JRFM
58
The review of financial studies
58
Research paper series / Swiss Finance Institute
55
Finance and stochastics
53
Applied financial economics
51
Research in international business and finance
51
Journal of international financial markets, institutions & money
50
Journal of financial econometrics : official journal of the Society for Financial Econometrics
49
The journal of finance : the journal of the American Finance Association
49
more ...
less ...
Source
All
ECONIS (ZBW)
13,229
EconStor
14
RePEc
8
Other ZBW resources
2
BASE
1
ArchiDok
1
Showing
1
-
10
of
13,255
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Demand for
gold
: goods and investment markets interdependence as a factor of
gold
market
stabilization
Sazonov, Victor
;
Nikolaev, Dmitry
- In:
Investment management and financial innovations
11
(
2014
)
4
,
pp. 60-65
Persistent link: https://www.econbiz.de/10010514107
Saved in:
2
Price discovery in strategically-linked markets : the case of the
gold-silver
spread
Adrangi, Bahram
;
Chatrath, Arjun
;
Christie-David, Rohan
- In:
Applied financial economics
10
(
2000
)
3
,
pp. 227-234
Persistent link: https://www.econbiz.de/10001526274
Saved in:
3
Conditional quantiles and tail dependence in the volatilities of
gold
and
silver
Bouri, Elie
;
Jalkh, Naji
- In:
International economics : a journal published by CEPII …
157
(
2019
),
pp. 117-133
Persistent link: https://www.econbiz.de/10012318694
Saved in:
4
Can CBOE
gold
and
silver
implied volatility help to forecast
gold
futures volatility in China? : evidence based on HAR and Ridge regression models
Wei, Yu
;
Liang, Chao
;
Li, Yan
;
Zhang, Xunhui
;
Wei, Guiwu
- In:
Finance research letters
35
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012438364
Saved in:
5
Measuring the Alpha and Beta of High Volatility Commodity Futures Contracts of Hedge Funds. The Futures Contracts Are
Gold
,
Silver
, Zinc, Palladium and Platinum
Guirguis, Michel
-
2021
futures contracts under study are
gold
,
silver
, zinc, palladium and platinum. Combining managed futures with shares and bonds …
Persistent link: https://www.econbiz.de/10013232471
Saved in:
6
Volatility in the
gold
futures
market
Batten, Jonathan Andrew
;
Lucey, Brian M.
- In:
Applied economics letters
17
(
2010
)
1/3
,
pp. 187-190
Persistent link: https://www.econbiz.de/10003946265
Saved in:
7
Volatility transmission in crude oil,
gold
, Standard and Poor's 500 and US Dollar Index futures using vector autoregressive-multivariate generalized autoregressive conditional hete...
Tanattrin Bunnag
- In:
International Journal of Energy Economics and Policy : IJEEP
6
(
2016
)
1
,
pp. 39-52
Persistent link: https://www.econbiz.de/10011448160
Saved in:
8
Time disparity and price discovery : the effect of the U.S. futures on Korean
gold
market
Baek, Jae-Seung
;
Kim, Jihun
;
Yeom, Myeonghoon
- In:
Global business and finance review
23
(
2018
)
2
,
pp. 82
Persistent link: https://www.econbiz.de/10011896976
Saved in:
9
The effect of USD/EURO exchange rate volatility on futures
market
for
gold
Bhatt, Suyash
- In:
International journal of applied business and economic …
10
(
2012
)
2
,
pp. 269-282
Persistent link: https://www.econbiz.de/10009731700
Saved in:
10
Causality and volatility patterns between
gold
prices and exchange rates
Beckmann, Joscha
;
Czudaj, Robert
;
Pilbeam, Keith
- In:
The North American journal of economics and finance : a …
34
(
2015
),
pp. 292-300
Persistent link: https://www.econbiz.de/10011540003
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...
//-->