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~subject:"Volatility"
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Volatility
Theorie
727,578
Theory
712,666
Unternehmenserfolg
55,797
Firm performance
55,052
Schätzung
36,479
Estimation
35,705
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Share price
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Zeitreihenanalyse
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Time series analysis
14,032
Konsumentenverhalten
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Consumer behaviour
12,716
Spieltheorie
12,531
Volatilität
12,421
Einkommensverteilung
12,400
Experiment
12,325
Income distribution
12,021
Produktivität
11,898
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11,834
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Bollerslev, Tim
87
Diebold, Francis X.
70
Andersen, Torben
65
McAleer, Michael
64
Caporin, Massimiliano
49
Härdle, Wolfgang
48
Gupta, Rangan
46
Koopman, Siem Jan
43
Bekaert, Geert
41
Lux, Thomas
41
Pierdzioch, Christian
37
Chiarella, Carl
34
Aizenman, Joshua
32
Todorov, Viktor
32
Christoffersen, Peter F.
31
Lucas, André
30
Westerhoff, Frank H.
30
Asai, Manabu
29
Aït-Sahalia, Yacine
29
Ghysels, Eric
26
Hautsch, Nikolaus
26
Herwartz, Helmut
26
Meddahi, Nour
26
Dijk, Dick van
25
Rose, Andrew
25
Yu, Jun
25
Chan, Joshua
23
Hafner, Christian M.
23
Lustig, Hanno
23
Campbell, John Y.
22
He, Xue-zhong
22
Li, Kai
22
Platen, Eckhard
22
Brandt, Michael W.
21
Engel, Charles
21
Engle, Robert F.
21
Guerrón-Quintana, Pablo A.
21
Schlag, Christian
21
Bauwens, Luc
20
Caballero, Ricardo J.
20
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National Bureau of Economic Research
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
12
Centre for Analytical Finance <Århus>
9
Ekonomiska forskningsinstitutet <Stockholm>
9
European University Institute / Department of Economics
7
Rodney L. White Center for Financial Research
7
Internationaler Währungsfonds / Research Department
6
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
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
4
European Central Bank
4
Gottfried Wilhelm Leibniz Universität Hannover
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
Federal Reserve Bank of San Francisco
3
Federal Reserve System / Division of Research and Statistics
3
Instituto Valenciano de Investigaciones Económicas
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
University of British Columbia / Finance Division
2
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NBER working paper series
196
Working paper / National Bureau of Economic Research, Inc.
175
NBER Working Paper
171
Journal of econometrics
151
Finance research letters
133
Journal of banking & finance
118
Economic modelling
106
Energy economics
100
Economics letters
93
Journal of financial economics
93
International review of economics & finance : IREF
91
Discussion paper / Tinbergen Institute
90
International journal of theoretical and applied finance
89
Journal of empirical finance
84
Applied economics
83
Discussion paper / Centre for Economic Policy Research
83
Working paper
81
International journal of forecasting
77
International review of financial analysis
77
Journal of economic dynamics & control
77
Journal of international money and finance
76
Mathematical finance : an international journal of mathematics, statistics and financial theory
75
Quantitative finance
74
The North American journal of economics and finance : a journal of financial economics studies
74
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
73
Journal of forecasting
68
The European journal of finance
67
Computational economics
59
The review of financial studies
58
The journal of futures markets
54
Applied economics letters
53
Research paper series / Swiss Finance Institute
52
Journal of financial econometrics : official journal of the Society for Financial Econometrics
50
Journal of international financial markets, institutions & money
50
CREATES research paper
48
Econometric reviews
48
Finance and stochastics
48
Journal of monetary economics
48
Journal of risk and financial management : JRFM
47
The journal of finance : the journal of the American Finance Association
45
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ECONIS (ZBW)
12,147
EconStor
9
Other ZBW resources
3
RePEc
2
ArchiDok
1
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1
Holding the economy by the tail: analysis of short- and long-run macroeconomic risks
Franta, Michal
;
Libich, Jan
-
2021
Persistent link: https://www.econbiz.de/10012618211
Saved in:
2
The distribution of stock return volatility
Andersen, Torben
(
contributor
)
-
2000
Persistent link: https://www.econbiz.de/10001519326
Saved in:
3
Value at risk calculations, extreme events, and tail estimation
Neftci, Salih N.
- In:
The journal of derivatives : the official publication …
7
(
2000
)
3
,
pp. 23-37
Persistent link: https://www.econbiz.de/10001497755
Saved in:
4
Herd behavior and aggregate fluctuations in financial markets
Cont, Rama
;
Bouchaud, Jean-Philippe
- In:
Macroeconomic dynamics
4
(
2000
)
2
,
pp. 170-196
Persistent link: https://www.econbiz.de/10001500432
Saved in:
5
Forecasting multifractal volatility
Calvet, Laurent E.
;
Fisher, Adlai
-
2000
Persistent link: https://www.econbiz.de/10001505085
Saved in:
6
Option-based tests of interest rate diffusion functions
Rosenberg, Joshua V.
-
1999
Persistent link: https://www.econbiz.de/10001447927
Saved in:
7
Using daily range data to calibrate volatility diffusions and extract the forward integrated variance
Gallant, A. Ronald
;
Hsu, Chiente
;
Tauchen, George Eugene
- In:
The review of economics and statistics
81
(
1999
)
4
,
pp. 617-631
Persistent link: https://www.econbiz.de/10001437376
Saved in:
8
Exchange rate returns standardized by realized volatility are (nearly) Gaussian
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2000
Persistent link: https://www.econbiz.de/10001440693
Saved in:
9
Modelling option-implied return distributions: a generalized log-logistic approximation
Hallerbach, Winfried G.
- In:
Current topics in quantitative finance : with 23 tables
,
(pp. 80-92)
.
1999
Persistent link: https://www.econbiz.de/10001442926
Saved in:
10
A quantile regression approach to estimating the distribution of multiperiod returns
Taylor, James W.
- In:
The journal of derivatives : the official publication …
7
(
1999
)
1
,
pp. 64-78
Persistent link: https://www.econbiz.de/10001432473
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