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~subject:"Volatility"
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Subject
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Volatility
Theorie
732,017
Theory
717,107
Schätzung
40,781
Schätztheorie
40,706
Estimation theory
40,077
Estimation
40,072
Welt
33,969
World
33,357
USA
32,183
United States
30,811
Risiko
26,092
Risk
25,889
Geldpolitik
24,470
Deutschland
24,012
Monetary policy
23,661
Portfolio-Management
23,186
Portfolio selection
22,982
Germany
22,564
Mathematische Optimierung
20,229
Mathematical programming
20,120
Zeitreihenanalyse
19,597
Time series analysis
19,202
Prognoseverfahren
19,072
Forecasting model
18,802
Wirtschaftswachstum
17,013
Economic growth
16,342
Börsenkurs
14,440
Share price
14,233
Volatilität
13,547
Konsumentenverhalten
12,972
Consumer behaviour
12,826
Einkommensverteilung
12,642
Spieltheorie
12,589
Experiment
12,418
Stochastischer Prozess
12,300
Income distribution
12,264
Stochastic process
12,023
Innovation
12,014
Game theory
11,858
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Online availability
All
Free
5,443
Undetermined
3,149
CC license
244
Type of publication
All
Article
6,706
Book / Working Paper
6,580
Type of publication (narrower categories)
All
Article in journal
6,237
Aufsatz in Zeitschrift
6,237
Graue Literatur
2,836
Non-commercial literature
2,836
Working Paper
2,730
Arbeitspapier
2,721
Aufsatz im Buch
393
Book section
393
Hochschulschrift
353
Thesis
285
Collection of articles written by one author
88
Sammlung
88
Collection of articles of several authors
55
Sammelwerk
55
Bibliografie enthalten
41
Bibliography included
41
Aufsatzsammlung
30
Conference paper
28
Konferenzbeitrag
28
Forschungsbericht
23
Systematic review
21
Übersichtsarbeit
21
Konferenzschrift
18
Rezension
15
Amtsdruckschrift
11
Government document
11
Conference proceedings
8
Lehrbuch
8
Textbook
8
Reprint
6
Handbook
5
Handbuch
5
Accompanied by computer file
2
Bibliografie
2
Elektronischer Datenträger als Beilage
2
CD-ROM, DVD
1
Case study
1
Diskette
1
Fallstudie
1
Festschrift
1
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English
13,051
German
187
French
26
Spanish
16
Italian
5
Polish
2
Portuguese
2
Czech
1
Hungarian
1
Dutch
1
Norwegian
1
Chinese
1
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Author
All
Bollerslev, Tim
91
Andersen, Torben
78
Diebold, Francis X.
76
McAleer, Michael
67
Koopman, Siem Jan
66
Härdle, Wolfgang
51
Todorov, Viktor
49
Caporin, Massimiliano
46
Gupta, Rangan
45
Lux, Thomas
43
Bekaert, Geert
41
Aït-Sahalia, Yacine
38
Lucas, André
37
Tauchen, George Eugene
35
Chiarella, Carl
34
Asai, Manabu
33
Chan, Joshua
33
Ghysels, Eric
33
Aizenman, Joshua
32
Hautsch, Nikolaus
32
Herwartz, Helmut
31
Meddahi, Nour
31
Pierdzioch, Christian
31
Hafner, Christian M.
30
Westerhoff, Frank H.
30
Engle, Robert F.
29
Linton, Oliver
29
Yu, Jun
29
Mykland, Per A.
28
Brandt, Michael W.
27
Rodriguez, Gabriel
27
Christoffersen, Peter F.
26
Dijk, Dick van
26
Renault, Eric
26
Rubio-Ramírez, Juan Francisco
26
Li, Jia
25
Li, Yingying
25
Lunde, Asger
25
Lütkepohl, Helmut
25
Rose, Andrew
25
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Institution
All
National Bureau of Economic Research
205
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
20
Ekonomiska forskningsinstitutet <Stockholm>
9
Centre for Analytical Finance <Århus>
8
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
Chambre de commerce et d'industrie de Paris
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
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
University of Chicago / Graduate School of Business
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 System / Board of Governors
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
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Published in...
All
Journal of econometrics
260
NBER working paper series
195
NBER Working Paper
175
Working paper / National Bureau of Economic Research, Inc.
170
Finance research letters
147
Discussion paper / Tinbergen Institute
122
Economics letters
122
Journal of banking & finance
122
Economic modelling
120
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
118
Journal of empirical finance
115
Energy economics
101
International journal of forecasting
92
Journal of financial economics
92
International review of economics & finance : IREF
90
Applied economics
87
International journal of theoretical and applied finance
87
Working paper
85
Quantitative finance
82
Journal of forecasting
80
Journal of economic dynamics & control
79
Discussion paper / Centre for Economic Policy Research
77
Journal of international money and finance
77
The North American journal of economics and finance : a journal of financial economics studies
77
Mathematical finance : an international journal of mathematics, statistics and financial theory
76
International review of financial analysis
75
The European journal of finance
70
Journal of financial econometrics : official journal of the Society for Financial Econometrics
68
Computational economics
66
Econometric reviews
65
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
63
The review of financial studies
59
Journal of risk and financial management : JRFM
58
Applied economics letters
57
CREATES research paper
57
Research paper series / Swiss Finance Institute
57
Finance and stochastics
54
The journal of futures markets
53
Journal of international financial markets, institutions & money
50
The journal of finance : the journal of the American Finance Association
48
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Source
All
ECONIS (ZBW)
13,275
EconStor
9
ArchiDok
1
Other ZBW resources
1
Showing
1
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of
13,286
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1
Drift-independent volatility estimation based on high, low, open, and close prices
Yang, Dennis
;
Zhang, Qiang
- In:
The journal of business : B
73
(
2000
)
3
,
pp. 477-491
Persistent link: https://www.econbiz.de/10001501942
Saved in:
2
Log-periodogram estimation of long memory volatility dependencies with conditionally heavy tailed returns
Wright, Jonathan H.
-
2000
Persistent link: https://www.econbiz.de/10001531381
Saved in:
3
Locally weighted autoregression
Feng, Yuanhua
;
Heiler, Siegfried
- In:
Institutional arrangements for global economic integration
,
(pp. 371-388)
.
2000
Persistent link: https://www.econbiz.de/10001533889
Saved in:
4
High frequency data, frequency domain inference and volatility forecasting
Wright, Jonathan H.
;
Bollerslev, Tim
-
1999
Persistent link: https://www.econbiz.de/10001433207
Saved in:
5
Estimating stochastic volatility models through indirect inference
Monfardini, Chiara
- In:
The econometrics journal
1
(
1998
)
1
,
pp. 113-128
Persistent link: https://www.econbiz.de/10001443684
Saved in:
6
Nonlinear long memory models with applications in finance
Zaffaroni, Paolo
-
1997
Persistent link: https://www.econbiz.de/10001397476
Saved in:
7
Volatility and GMM : Monte Carlo studies and empirical estimations
Nagel, Hartmut
;
Schöbel, Rainer
- In:
Statistical papers
40
(
1999
)
3
,
pp. 297-321
Persistent link: https://www.econbiz.de/10001401125
Saved in:
8
Adaptive estimation for a time inhomogeneous stochastic-volatility model
Härdle, Wolfgang
;
Spokojnyj, Vladimir G.
;
Teyssière, …
-
2000
Persistent link: https://www.econbiz.de/10001470372
Saved in:
9
Range-based estimation of stochastic volatility models or exchange rate dynamics are more interesting than you think
Alizadeh, Sassan
;
Brandt, Michael W.
;
Diebold, Francis X.
-
2000
Persistent link: https://www.econbiz.de/10001477772
Saved in:
10
Discrete time option pricing with flexible volatility estimation
Härdle, Wolfgang
;
Hafner, Christian M.
- In:
Finance and stochastics
4
(
2000
)
2
,
pp. 189-207
Persistent link: https://www.econbiz.de/10001486714
Saved in:
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