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~subject:"Volatility"
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Computational methods for risk...
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Volatility
Theorie
728,768
Theory
713,857
Risk
60,691
Risiko
60,320
Schätzung
37,728
Welt
37,481
Estimation
36,927
World
36,837
USA
34,785
United States
33,315
Mathematische Optimierung
28,365
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28,315
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25,066
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24,993
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24,197
Germany
23,454
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18,522
Risikomanagement
18,400
Forecasting model
18,246
Risk management
18,023
Wirtschaftswachstum
17,146
Economic growth
16,459
Börsenkurs
16,199
Share price
15,974
Volatilität
14,981
Zeitreihenanalyse
14,963
Time series analysis
14,572
Spieltheorie
14,192
Konsumentenverhalten
14,108
Consumer behaviour
13,978
Game theory
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Experiment
13,324
Kapitaleinkommen
13,082
Capital income
13,044
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12,678
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Gupta, Rangan
129
McAleer, Michael
102
Bollerslev, Tim
89
Diebold, Francis X.
70
Andersen, Torben
68
Caporin, Massimiliano
56
Bekaert, Geert
49
Härdle, Wolfgang
49
Pierdzioch, Christian
49
Koopman, Siem Jan
43
Lux, Thomas
43
Chiarella, Carl
40
Ma, Feng
37
Asai, Manabu
34
Todorov, Viktor
34
Aizenman, Joshua
32
Hammoudeh, Shawkat
32
Chang, Chia-Lin
31
Aït-Sahalia, Yacine
30
Bouri, Elie
30
Caporale, Guglielmo Maria
30
Lucas, André
30
Westerhoff, Frank H.
29
Bloom, Nicholas
28
Campbell, John Y.
28
Christoffersen, Peter F.
28
Gallo, Giampiero M.
27
Ghysels, Eric
27
Herwartz, Helmut
27
Lustig, Hanno
27
Bauwens, Luc
26
Chan, Joshua
26
Hautsch, Nikolaus
26
Bali, Turan G.
25
Christiansen, Charlotte
25
Rose, Andrew
25
Schlag, Christian
25
Yu, Jun
25
Clark, Todd E.
24
He, Xue-zhong
24
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National Bureau of Economic Research
220
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
12
Ekonomiska forskningsinstitutet <Stockholm>
9
Centre for Analytical Finance <Århus>
8
European University Institute / Department of Economics
7
International Monetary Fund
7
Rodney L. White Center for Financial Research
7
Internationaler Währungsfonds / Research Department
6
Svenska Handelshögskolan <Helsinki>
6
Birkbeck College / Department of Economics
5
Institute of Finance and Accounting <London>
5
Centre for Economic Policy Research
4
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
4
European Central Bank
4
Federal Reserve Bank of New York
4
Gottfried Wilhelm Leibniz Universität Hannover
4
Instituto Valenciano de Investigaciones Económicas
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
Christian-Albrechts-Universität zu Kiel / Institut für Weltwirtschaft
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
University of Canterbury / Dept. of Economics and Finance
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
Danmarks Nationalbank
2
Deutsche Börse AG
2
Erasmus Research Institute of Management
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
Umeå Universitet / Institutionen för Nationalekonomi
2
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Finance research letters
245
Energy economics
220
NBER working paper series
214
Working paper / National Bureau of Economic Research, Inc.
191
NBER Working Paper
187
Journal of econometrics
157
Economic modelling
143
Journal of banking & finance
135
International review of economics & finance : IREF
134
The North American journal of economics and finance : a journal of financial economics studies
133
International review of financial analysis
127
Applied economics
124
Economics letters
115
Working paper
107
Journal of empirical finance
106
Journal of financial economics
106
Discussion paper / Tinbergen Institute
95
International journal of theoretical and applied finance
94
Discussion paper / Centre for Economic Policy Research
91
Journal of economic dynamics & control
91
International journal of forecasting
90
Journal of international money and finance
87
Applied economics letters
81
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
81
Quantitative finance
80
Mathematical finance : an international journal of mathematics, statistics and financial theory
76
The journal of futures markets
74
Journal of forecasting
73
The European journal of finance
73
Computational economics
69
Journal of international financial markets, institutions & money
69
Research in international business and finance
68
The review of financial studies
68
Journal of risk and financial management : JRFM
64
Finance and stochastics
57
Research paper series / Swiss Finance Institute
57
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
56
Journal of financial econometrics : official journal of the Society for Financial Econometrics
54
Risks : open access journal
54
CREATES research paper
52
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Source
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ECONIS (ZBW)
14,686
RePEc
22
EconStor
10
Other ZBW resources
5
BASE
1
ArchiDok
1
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1
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1
Risk
Budgeting portfolios : existence and computation
Cetingoz, Adil Rengim
;
Fermanian, Jean-David
;
Guéant, …
- In:
Mathematical finance : an international journal of …
34
(
2024
)
3
,
pp. 896-924
Persistent link: https://www.econbiz.de/10014565279
Saved in:
2
Monitoring multicountry macroeconomic
risk
Korobilis, Dimitris
;
Schröder, Maximilian
-
2023
Persistent link: https://www.econbiz.de/10014431618
Saved in:
3
Market
risk
and market-implied inflation expectations
Orłowski, Lucjan T.
;
Soper, Carolyne
- In:
International review of financial analysis
66
(
2019
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012208965
Saved in:
4
Jointly forecasting the value-at-
risk
and expected shortfall of Bitcoin with a regime-switching CAViaR model
Gao, Lingbo
;
Ye, Wuyi
;
Guo, Ranran
- In:
Finance research letters
48
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013459321
Saved in:
5
A Bayesian realized threshold measurement GARCH framework for financial tail
risk
forecasting
Wang, Chao
;
Gerlach, Richard
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 40-57
Persistent link: https://www.econbiz.de/10014443184
Saved in:
6
Monitoring multicountry macroeconomic
risk
Korobilis, Dimitris
;
Schröder, Maximilian
-
2023
measures, resulting from the new model, can be used to implemennt joint
risk
scenario analysis. …
Persistent link: https://www.econbiz.de/10014314068
Saved in:
7
Monitoring multicountry macroeconomic
risk
Korobilis, Dimitris
;
Schröder, Maximilian
-
2023
Persistent link: https://www.econbiz.de/10014285859
Saved in:
8
Monitoring multicountry macroeconomic
risk
Korobilis, Dimitris
;
Schröder, Maximilian
-
2023
Persistent link: https://www.econbiz.de/10014316029
Saved in:
9
Volatility vs. downside
risk
: optimally protecting against drawdowns and maintaining portfolio performance
Barro, Diana
;
Canestrelli, Elio
;
Lanza, Fabio
-
2014
Persistent link: https://www.econbiz.de/10011632160
Saved in:
10
Optimal portfolio using volatility anomaly concept and Sharpe optimisation technique
Mitra, Pradip Kumar
;
Mascarenhas, Edward
- In:
International journal of business excellence : IJBEX
25
(
2021
)
4
,
pp. 474-490
Persistent link: https://www.econbiz.de/10012798425
Saved in:
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