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A Multi-perspective Assessment...
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Volatilität
39,777
Volatility
38,746
Theorie
14,278
Theory
14,020
Derivat
13,747
Derivative
13,742
Börsenkurs
10,785
Share price
10,616
Schätzung
9,273
Estimation
9,066
Kapitaleinkommen
7,743
Capital income
7,714
Aktienmarkt
6,592
Stock market
6,490
ARCH-Modell
6,448
ARCH model
6,371
USA
6,170
United States
5,991
Welt
5,761
Optionspreistheorie
5,693
World
5,670
Option pricing theory
5,607
Aktienindex
4,916
Stock index
4,769
Wechselkurs
4,712
Exchange rate
4,593
Stochastischer Prozess
4,187
Stochastic process
4,120
Prognoseverfahren
4,092
Forecasting model
4,036
Portfolio-Management
3,568
Portfolio selection
3,556
Zeitreihenanalyse
3,416
Time series analysis
3,335
Risiko
3,044
Risk
3,029
Hedging
2,879
Finanzmarkt
2,772
Financial market
2,712
Ölpreis
2,347
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Free
19,543
Undetermined
12,116
Type of publication
All
Article
30,316
Book / Working Paper
26,062
Journal
61
Other
1
Type of publication (narrower categories)
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Article in journal
28,050
Aufsatz in Zeitschrift
28,050
Working Paper
9,174
Graue Literatur
9,069
Non-commercial literature
9,069
Arbeitspapier
8,468
Aufsatz im Buch
2,029
Book section
2,029
Hochschulschrift
1,349
Thesis
1,051
Collection of articles of several authors
408
Sammelwerk
408
Lehrbuch
295
Textbook
272
Collection of articles written by one author
246
Sammlung
246
Bibliografie enthalten
196
Bibliography included
196
Aufsatzsammlung
179
Dissertation u.a. Prüfungsschriften
159
Conference paper
152
Konferenzbeitrag
152
Konferenzschrift
143
Amtsdruckschrift
126
Government document
126
Glossar enthalten
111
Glossary included
111
Handbook
86
Handbuch
86
Conference proceedings
85
Ratgeber
66
Systematic review
65
Übersichtsarbeit
65
Guidebook
49
Case study
43
Fallstudie
43
Forschungsbericht
43
Bibliografie
35
Mehrbändiges Werk
33
Multi-volume publication
33
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English
53,256
German
2,402
French
240
Spanish
208
Undetermined
155
Italian
62
Portuguese
41
Polish
40
Dutch
23
Russian
17
Swedish
15
Norwegian
10
Czech
8
Danish
7
Hungarian
5
Finnish
4
Croatian
4
Romanian
4
Chinese
2
Afrikaans
1
Arabic
1
Bulgarian
1
Modern Greek (1453-)
1
Serbian
1
Ukrainian
1
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Author
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McAleer, Michael
321
Gupta, Rangan
228
Caporale, Guglielmo Maria
197
Bollerslev, Tim
145
Chang, Chia-Lin
126
Fabozzi, Frank J.
123
Diebold, Francis X.
118
Härdle, Wolfgang
109
Pierdzioch, Christian
108
Bouri, Elie
106
Spagnolo, Nicola
101
Andersen, Torben
100
Aizenman, Joshua
97
Ma, Feng
91
Engle, Robert F.
83
Koopman, Siem Jan
83
Hammoudeh, Shawkat
81
Bekaert, Geert
80
McMillan, David G.
77
Hautsch, Nikolaus
76
Bahmani-Oskooee, Mohsen
75
Gil-Alaña, Luis A.
75
Lien, Da-hsiang Donald
74
Chiarella, Carl
73
Todorov, Viktor
71
Tiwari, Aviral Kumar
70
Hull, John
69
Buch, Claudia M.
68
Caporin, Massimiliano
68
Kočenda, Evžen
68
Lux, Thomas
67
Asai, Manabu
65
Platen, Eckhard
64
Wohar, Mark E.
64
Prokopczuk, Marcel
63
Allen, David E.
62
Lucey, Brian M.
62
Benth, Fred Espen
59
Caballero, Ricardo J.
58
Kang, Sang Hoon
57
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Institution
All
National Bureau of Economic Research
579
Institut für Schweizerisches Bankwesen <Zürich>
49
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
32
Philippinen / National Census and Statistics Office
21
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
21
Bangladesch / Parisaṅkhyāna Byuro
20
Basel Committee on Banking Supervision
20
Centre for Analytical Finance <Århus>
20
Ekonomiska forskningsinstitutet <Stockholm>
19
International Monetary Fund
19
World Bank
18
National Centre of Competence in Research North South <Bern>
17
Chambre de commerce et d'industrie de Paris
15
Federal Reserve Bank of St. Louis
15
Rodney L. White Center for Financial Research
14
European University Institute / Department of Economics
13
Internationaler Währungsfonds / Research Department
13
Svenska Handelshögskolan <Helsinki>
13
Institute of Finance and Accounting <London>
12
International Organization of Securities Commissions
12
Springer Fachmedien Wiesbaden
12
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
11
University of Canterbury / Dept. of Economics and Finance
11
Centre for Growth and Business Cycle Research <Manchester>
10
Institut für Weltwirtschaft
10
School of Finance and Business Economics <Perth, Western Australia>
10
Swiss National Centre of Competence in Research North South <Bern>
10
Devlet İstatistik Enstitüsü
9
Instituto Valenciano de Investigaciones Económicas
9
The Wharton Financial Institutions Center
9
Federal Reserve Bank of New York
8
Bank für Internationalen Zahlungsausgleich
7
Bank für Internationalen Zahlungsausgleich / Committee on Payments and Market Infrastructures
7
Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
7
Federal Reserve System / Board of Governors
7
Federal Reserve System / Division of Research and Statistics
7
International Accounting Standards Board
7
OECD
7
Verlag Dr. Kovač
7
Center for Economic Research <Tilburg>
6
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Published in...
All
The journal of futures markets
723
Energy economics
688
NBER working paper series
565
Finance research letters
552
Journal of banking & finance
547
Working paper / National Bureau of Economic Research, Inc.
538
International review of financial analysis
478
NBER Working Paper
475
Applied economics
432
International review of economics & finance : IREF
406
International journal of theoretical and applied finance
391
Applied financial economics
383
Economic modelling
379
The North American journal of economics and finance : a journal of financial economics studies
373
Journal of econometrics
338
Applied economics letters
312
Journal of empirical finance
301
Economics letters
292
Research in international business and finance
291
Working paper
290
Journal of international financial markets, institutions & money
274
Discussion paper / Centre for Economic Policy Research
268
Journal of financial economics
258
Journal of international money and finance
245
Journal of risk and financial management : JRFM
245
Quantitative finance
227
The European journal of finance
220
The journal of finance : the journal of the American Finance Association
217
Discussion paper / Tinbergen Institute
215
Pacific-Basin finance journal
205
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
205
CESifo working papers
184
IMF working papers
179
Journal of economic dynamics & control
176
International Journal of Energy Economics and Policy : IJEEP
173
Journal of financial and quantitative analysis : JFQA
173
The review of financial studies
173
Applied mathematical finance
172
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
167
International journal of finance & economics : IJFE
154
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Source
All
ECONIS (ZBW)
54,772
EconStor
747
USB Cologne (EcoSocSci)
704
USB Cologne (business full texts)
180
OLC EcoSci
14
BASE
10
RePEc
8
ArchiDok
5
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1
Transmisión de información y volatilidad entre el mercado de futuros sobre el índice Ibex 35 y el mercado al contado
Blanco, Roberto
-
1998
Persistent link: https://www.econbiz.de/10000995673
Saved in:
2
Stock index volatility expectations implied by call options premia
Rindell, Krister
-
1989
Persistent link: https://www.econbiz.de/10000767421
Saved in:
3
A new methodology for studying intraday dynamics of Nikkei index futures using Markov chains
Shiyun, Wang
;
Lim, Kian-Guan
;
Chang, Carolyn
- In:
Journal of international financial markets, …
9
(
1999
)
3
,
pp. 247-265
Persistent link: https://www.econbiz.de/10001402185
Saved in:
4
Does futures trading increase stock market volatility? : The US, Japan, the UK, and Hong Kong
Yi, Sang-bin
- In:
Review of futures markets
11
(
1994
)
3
,
pp. 253-288
Persistent link: https://www.econbiz.de/10001185970
Saved in:
5
Impact of introducing derivatives trading on volatilities of sectoral stock indices in India
Pal, Suparna Nandy
;
Chattopadhyay, Arup Kr.
- In:
Research bulletin / The Institute of Cost Accountants …
38
(
2013
),
pp. 168-184
Persistent link: https://www.econbiz.de/10011419780
Saved in:
6
Investors' "fear" and "greed" index : a case India volatility index (IVIX)
Shaikh, Imlak
;
Padhi, Puja
- In:
Research bulletin / The Institute of Cost Accountants …
39
(
2014
),
pp. 216-228
Persistent link: https://www.econbiz.de/10011420288
Saved in:
7
A study of expiratorion-day effects of index derivatives trading in India
Mahalwala, Rachna
- In:
Metamorphosis : a journal of management research
15
(
2016
)
1
,
pp. 10-19
Persistent link: https://www.econbiz.de/10011625675
Saved in:
8
Cross hedging effectiveness of S&P500 and NIKKEI225 futures to the Philippine Stock Exchange Composite Index
Maghirang, Paul Kenneth
- In:
Journal of international trade & commerce
12
(
2016
)
4
,
pp. 223-236
Persistent link: https://www.econbiz.de/10011796320
Saved in:
9
The 3/2 model as a stochastic volatility approximation for a large-basket price-weighted index
Hambly, Ben
;
Vaicenavicius, Juozas
- In:
International journal of theoretical and applied finance
18
(
2015
)
6
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011403929
Saved in:
10
Derivative Instrumente auf Volatilitäten an Aktien- und Optionsmärkten : eine theoretische und empirische Untersuchung
Henn, Eric Tobias
-
2001
Persistent link: https://www.econbiz.de/10001768552
Saved in:
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