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~subject:"Volatility"
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Volatility
Theorie
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Theory
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Schätzung
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Estimation
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53,607
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Volatilität
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McAleer, Michael
120
Gupta, Rangan
110
Bollerslev, Tim
100
Diebold, Francis X.
81
Andersen, Torben
79
Caporale, Guglielmo Maria
62
Härdle, Wolfgang
62
Koopman, Siem Jan
60
Pierdzioch, Christian
55
Caporin, Massimiliano
52
Lux, Thomas
52
Todorov, Viktor
49
Bekaert, Geert
47
Hautsch, Nikolaus
46
Asai, Manabu
43
Chiarella, Carl
41
Gil-Alaña, Luis A.
41
Herwartz, Helmut
41
Ma, Feng
41
Lucas, André
37
Chan, Joshua
36
Chang, Chia-Lin
35
Christoffersen, Peter F.
35
Tauchen, George Eugene
35
Engle, Robert F.
34
Hafner, Christian M.
34
Aizenman, Joshua
33
Aït-Sahalia, Yacine
33
Ghysels, Eric
33
Wohar, Mark E.
33
Belke, Ansgar
32
Rodriguez, Gabriel
31
Westerhoff, Frank H.
31
Bahmani-Oskooee, Mohsen
30
Campbell, John Y.
30
Dijk, Dick van
30
Gallo, Giampiero M.
29
Lustig, Hanno
28
Meddahi, Nour
28
Rose, Andrew
27
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National Bureau of Economic Research
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Ekonomiska forskningsinstitutet <Stockholm>
9
Centre for Analytical Finance <Århus>
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Christian-Albrechts-Universität zu Kiel / Institut für Weltwirtschaft
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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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Internationaler Währungsfonds / Research Department
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Svenska Handelshögskolan <Helsinki>
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University of Canterbury / Dept. of Economics and Finance
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Birkbeck College / Department of Economics
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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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International Monetary Fund
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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European Central Bank
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Federal Reserve System / Division of Research and Statistics
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Gottfried Wilhelm Leibniz Universität Hannover
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Instituto Valenciano de Investigaciones Económicas
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The Wharton Financial Institutions Center
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Federal Reserve Bank of New York
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Forschungsinstitut zur Zukunft der Arbeit
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Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
3
Springer Fachmedien Wiesbaden
3
Australian National University / Faculty of Economics and Commerce
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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>
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
Federal Reserve Bank of Cleveland
2
Financial Options Research Centre
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NBER working paper series
236
Working paper / National Bureau of Economic Research, Inc.
221
Journal of econometrics
209
NBER Working Paper
208
Finance research letters
204
Energy economics
191
Economic modelling
177
Applied economics
162
International review of economics & finance : IREF
154
Journal of banking & finance
149
Economics letters
142
Journal of empirical finance
135
The North American journal of economics and finance : a journal of financial economics studies
127
Working paper
126
International review of financial analysis
125
Discussion paper / Tinbergen Institute
124
Journal of international money and finance
117
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
111
Journal of financial economics
108
Applied economics letters
107
Discussion paper / Centre for Economic Policy Research
107
The journal of futures markets
96
International journal of forecasting
93
Applied financial economics
92
Journal of economic dynamics & control
92
The European journal of finance
87
Journal of international financial markets, institutions & money
86
International journal of theoretical and applied finance
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Journal of forecasting
80
Quantitative finance
77
Journal of risk and financial management : JRFM
76
CESifo working papers
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Research in international business and finance
68
Research paper series / Swiss Finance Institute
68
International journal of finance & economics : IJFE
64
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
63
Computational economics
62
Econometric reviews
61
The review of financial studies
61
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ECONIS (ZBW)
17,076
EconStor
20
Other ZBW resources
2
BASE
1
ArchiDok
1
RePEc
1
Showing
1
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10
of
17,101
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date (oldest first)
1
Does GINI respond to income volatility in an asymmetric manner? : evidence from 41 countries
Bahmani-Oskooee, Mohsen
;
Motavallizadeh-Ardakani, Amid
- In:
Economic systems
44
(
2020
)
2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012593400
Saved in:
2
Investigation of stock return volatility using Shannon
entropy
: evidence from ASEAN stock markets
Vo Xuan Vinh
;
Tran Thi Tuan Anh
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
12
(
2022
)
4
,
pp. 479-490
Persistent link: https://www.econbiz.de/10013350691
Saved in:
3
Analyzing volatility transmission using group transfer
entropy
Dimpfl, Thomas
;
Peter, Franziska Julia
- In:
Energy economics
75
(
2018
),
pp. 368-376
Persistent link: https://www.econbiz.de/10011974349
Saved in:
4
Disagreement about inflation and the yield curve
Ehling, Paul
;
Gallmeyer, Michael F.
;
Heyerdahl-Larsen, …
-
2015
Persistent link: https://www.econbiz.de/10011795825
Saved in:
5
Stock market uncertainty and economic fundamentals : an
entropy
-based approach
Ahn, Kwangwon
;
Lee, Daeyong
;
Sohn, Sungbin
;
Yang, B.
- In:
Quantitative finance
19
(
2019
)
7
,
pp. 1151-1163
Persistent link: https://www.econbiz.de/10012194751
Saved in:
6
How does the
entropy
function explain the distribution of high-frequency data?
Moriya, Hiroyuki
- In:
Digital Designs for Money, Markets, and Social Dilemmas
,
(pp. 363-383)
.
2022
Persistent link: https://www.econbiz.de/10013363391
Saved in:
7
Multifrequency-based non-linear approach to analyzing implied volatility transmission across global financial markets
Boateng, Ebenezer
;
Asafo-Adjei, Emmanuel
;
Gatsi, John …
- In:
Oeconomia Copernicana
13
(
2022
)
3
,
pp. 699-743
Persistent link: https://www.econbiz.de/10013449327
Saved in:
8
Capturing information in extreme events
Ardakani, Omid M.
- In:
Economics letters
231
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014461218
Saved in:
9
Reviewing demand regimes in open economies with Penn World Table data
Marques, André de Mattos
- In:
The Manchester School
90
(
2022
)
6
,
pp. 730-751
Persistent link: https://www.econbiz.de/10013414312
Saved in:
10
Testing the equality of Nifty 50 stocks' volatility risk using correlated F-ratio
Jayakumar, G. S. David Sam
;
Samuel, W.
;
Sulthan, A.
- In:
International Journal of Financial Markets and …
8
(
2022
)
4
,
pp. 384-409
Persistent link: https://www.econbiz.de/10014311645
Saved in:
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