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~subject:"Volatility"
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Volatility
Theorie
731,861
Theory
716,951
Risk
61,091
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60,702
Welt
38,239
World
37,569
Schätzung
37,047
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17,844
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Börsenkurs
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Share price
15,740
Zeitreihenanalyse
14,602
Konsumentenverhalten
14,357
Consumer behaviour
14,224
Time series analysis
14,209
Volatilität
14,161
Experiment
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Tax policy
13,845
Spieltheorie
13,770
Game theory
13,017
Einkommensverteilung
13,002
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Gupta, Rangan
123
Bollerslev, Tim
89
McAleer, Michael
79
Andersen, Torben
72
Diebold, Francis X.
70
Caporin, Massimiliano
52
Bekaert, Geert
49
Härdle, Wolfgang
49
Pierdzioch, Christian
49
Koopman, Siem Jan
42
Lux, Thomas
41
Todorov, Viktor
37
Chiarella, Carl
34
Aizenman, Joshua
32
Aït-Sahalia, Yacine
31
Bouri, Elie
29
Ma, Feng
29
Westerhoff, Frank H.
29
Asai, Manabu
28
Bloom, Nicholas
28
Campbell, John Y.
28
Christoffersen, Peter F.
28
Chan, Joshua
27
Ghysels, Eric
27
Lustig, Hanno
27
Caporale, Guglielmo Maria
26
Hautsch, Nikolaus
26
Herwartz, Helmut
26
Lucas, André
25
Rose, Andrew
25
Chang, Chia-Lin
24
Christiansen, Charlotte
24
Gallo, Giampiero M.
24
Li, Kai
24
Meddahi, Nour
24
Wohar, Mark E.
24
Yu, Jun
24
Bali, Turan G.
23
Brandt, Michael W.
23
Clark, Todd E.
23
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National Bureau of Economic Research
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Ekonomiska forskningsinstitutet <Stockholm>
9
Centre for Analytical Finance <Århus>
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European University Institute / Department of Economics
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Rodney L. White Center for Financial Research
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International Monetary Fund
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Centre for Economic Policy Research
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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
The Wharton Financial Institutions Center
4
Centre for Growth and Business Cycle Research <Manchester>
3
Chambre de commerce et d'industrie de Paris
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
3
Christian-Albrechts-Universität zu Kiel / Institut für Weltwirtschaft
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Federal Reserve Bank of San Francisco
3
Federal Reserve System / Division of Research and Statistics
3
Instituto Valenciano de Investigaciones Económicas
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Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
3
Springer Fachmedien Wiesbaden
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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Brown University / Department of Economics
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Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification <Paris>
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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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Erasmus Research Institute of Management
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Goethe-Universität Frankfurt am Main
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Internationaler Währungsfonds / Western Hemisphere Department
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Kansantaloustieteen Laitos <Tampere>
2
Umeå Universitet / Institutionen för Nationalekonomi
2
University of British Columbia / Finance Division
2
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Finance research letters
237
NBER working paper series
217
Working paper / National Bureau of Economic Research, Inc.
193
NBER Working Paper
188
Energy economics
177
Journal of econometrics
145
Journal of banking & finance
127
Economic modelling
126
International review of economics & finance : IREF
123
International review of financial analysis
113
The North American journal of economics and finance : a journal of financial economics studies
110
Applied economics
109
Economics letters
109
Journal of financial economics
106
Working paper
98
Journal of empirical finance
94
Discussion paper / Centre for Economic Policy Research
90
Journal of international money and finance
87
Discussion paper / Tinbergen Institute
86
Journal of economic dynamics & control
80
International journal of theoretical and applied finance
79
International journal of forecasting
78
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
76
Mathematical finance : an international journal of mathematics, statistics and financial theory
76
Applied economics letters
73
Quantitative finance
70
The European journal of finance
70
The review of financial studies
68
Journal of international financial markets, institutions & money
65
Journal of forecasting
64
The journal of futures markets
64
Computational economics
62
Research in international business and finance
61
CREATES research paper
59
Research paper series / Swiss Finance Institute
56
Journal of risk and financial management : JRFM
55
The journal of finance : the journal of the American Finance Association
52
Econometric reviews
51
Journal of monetary economics
51
Journal of financial econometrics : official journal of the Society for Financial Econometrics
50
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Source
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ECONIS (ZBW)
13,875
RePEc
24
EconStor
10
Other ZBW resources
5
BASE
1
ArchiDok
1
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13,916
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1
Temperature targets, deep uncertainty and extreme events in the design of optimal climate policy
Agliardi, Elettra
;
Xepapadeas, Anastasios
- In:
Journal of economic dynamics & control
139
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013464797
Saved in:
2
Forecasting stock market volatility under parameter and model uncertainty
Li, Zhao-Chen
;
Chi, Xie
;
Wang, Gang-Jin
;
Zhu, You
; …
- In:
Research in international business and finance
66
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014463139
Saved in:
3
Optimal consumption and portfolio choice with ambiguous interest rates and volatility
Lin, Qian
;
Riedel, Frank
- In:
Economic theory
71
(
2021
)
3
,
pp. 1189-1202
Persistent link: https://www.econbiz.de/10012584420
Saved in:
4
Tax smoothing and optimal inflation persistence in RBC monetary models revisited
Kiarsi, Mehrab
- In:
Scottish journal of political economy : the journal of …
69
(
2022
)
5
,
pp. 465-486
Persistent link: https://www.econbiz.de/10013396115
Saved in:
5
Fluctuations in global macro volatility
Leiva-Leon, Danilo
;
Ductor, Lorenzo
-
2019
Persistent link: https://www.econbiz.de/10012116822
Saved in:
6
Dynamic probabilistic forecasting with uncertainty
Benth, Fred Espen
;
Kutrolli, Gleda
;
Stefani, Silvana
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012807773
Saved in:
7
Term structure modeling under volatility uncertainty
Hölzermann, Julian
- In:
Mathematics and financial economics
16
(
2022
)
2
,
pp. 317-343
Persistent link: https://www.econbiz.de/10013167938
Saved in:
8
Modellrisiko bei der Bewertung von Optionen in einem Vergleich von Modellen mit stochastischer Volatilität
Ender, Manuela
-
2008
-
1. Aufl.
Persistent link: https://www.econbiz.de/10003652604
Saved in:
9
Doubts and variability : a robust perspective on exotic consumption series
Bidder, R. M.
;
Smith, M. E.
- In:
Journal of economic theory
175
(
2018
),
pp. 689-712
Persistent link: https://www.econbiz.de/10011980773
Saved in:
10
News-Driven Uncertainty Fluctuations
Song, Dongho
-
2019
historical periods in which uncertainty and
risk
premia were elevated because of news shocks …
Persistent link: https://www.econbiz.de/10012898555
Saved in:
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