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Schätzung
Volatility
39,972
Volatilität
38,978
Theorie
11,630
Theory
11,619
Börsenkurs
9,491
Share price
9,465
Estimation
8,925
Kapitaleinkommen
7,194
Capital income
7,193
ARCH-Modell
6,272
ARCH model
6,264
Aktienmarkt
5,883
Stock market
5,868
Welt
5,666
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5,637
Public finance
5,572
Öffentliche Finanzen
5,567
Finance
5,173
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5,168
United States
5,147
Ägypten
5,100
Egypt
5,081
Exchange rate
4,551
Wechselkurs
4,550
Rohstoffderivat
4,221
Commodity derivative
4,219
Prognoseverfahren
4,003
Forecasting model
3,987
Optionspreistheorie
3,957
Option pricing theory
3,942
Stochastischer Prozess
3,852
Stochastic process
3,844
Zeitreihenanalyse
3,287
Time series analysis
3,264
Risk
2,751
Oil price
2,677
Ölpreis
2,672
Risiko
2,656
volatility
2,592
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Free
3,218
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2,888
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Article
5,393
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3,563
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Article in journal
5,180
Aufsatz in Zeitschrift
5,180
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1,909
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1,909
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1,879
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1,836
Aufsatz im Buch
209
Book section
209
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194
Thesis
151
Collection of articles written by one author
51
Sammlung
51
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28
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16
Sammelwerk
16
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12
Bibliography included
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10
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8
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6
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6
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5
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5
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3
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2
Case study
2
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1
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1
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1
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1
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English
8,824
German
117
French
7
Spanish
5
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3
Undetermined
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McAleer, Michael
85
Gupta, Rangan
82
Caporale, Guglielmo Maria
61
Pierdzioch, Christian
53
Bollerslev, Tim
44
Hautsch, Nikolaus
36
Todorov, Viktor
34
Bahmani-Oskooee, Mohsen
33
Belke, Ansgar
31
Asai, Manabu
28
Bouri, Elie
28
Härdle, Wolfgang
28
Gil-Alaña, Luis A.
27
Mumtaz, Haroon
26
Wohar, Mark E.
26
Chang, Chia-Lin
25
Ma, Feng
25
Buch, Claudia M.
24
Döpke, Jörg
24
Engle, Robert F.
24
Herwartz, Helmut
24
Caporin, Massimiliano
23
Koopman, Siem Jan
23
Andersen, Torben
22
Kumar, Dilip
21
Xuan Vinh Vo
21
Balcilar, Mehmet
20
Prokopczuk, Marcel
19
Chan, Joshua
18
Cheung, Yin-Wong
18
Diebold, Francis X.
18
Hafner, Christian M.
18
Kang, Sang Hoon
18
Lettau, Martin
18
Mensi, Walid
18
Pesaran, M. Hashem
18
Spagnolo, Nicola
18
Wang, Yudong
18
Aghion, Philippe
17
Chiarella, Carl
17
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National Bureau of Economic Research
85
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
14
Institut für Weltwirtschaft
6
University of Canterbury / Dept. of Economics and Finance
6
Forschungsinstitut zur Zukunft der Arbeit
4
Gottfried Wilhelm Leibniz Universität Hannover
3
Kansantaloustieteen Laitos <Tampere>
3
Australian National University / Faculty of Economics and Commerce
2
Centre for Analytical Finance <Århus>
2
Centre for Quantitative Economics & Computing
2
Chambre de commerce et d'industrie de Paris
2
Economic Research Forum for the Arab Countries, Iran and Turkey
2
Ekonomiska forskningsinstitutet <Stockholm>
2
European University Institute / Department of Economics
2
Federal Reserve Bank of Cleveland
2
Federal Reserve Bank of St. Louis
2
Institute of European Finance <Bangor, Gwynedd>
2
International Monetary Fund
2
Internationaler Währungsfonds / Research Department
2
Rodney L. White Center for Financial Research
2
Springer Fachmedien Wiesbaden
2
Suntory-Toyota International Centre for Economics and Related Disciplines
2
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
2
Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
2
American Enterprise Institute for Public Policy Research
1
Berliner Handels- und Frankfurter Bank
1
Birkbeck College / Department of Economics
1
Bonn Graduate School of Economics
1
Boston College / Department of Economics
1
Bundesanstalt für Geowissenschaften und Rohstoffe
1
Business Information Centre <Toronto>
1
Centre for Economic Policy Research
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
1
Deutsches Institut für Wirtschaftsforschung
1
Eric Cuvillier <Firma>
1
Federal Reserve Bank of New York
1
Federal Reserve System / Division of Research and Statistics
1
Financial Options Research Centre
1
Georgetown University / Economics Department
1
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Energy economics
156
Applied economics
139
Economic modelling
127
Finance research letters
119
International review of economics & finance : IREF
113
International review of financial analysis
107
The North American journal of economics and finance : a journal of financial economics studies
105
Journal of econometrics
103
Journal of banking & finance
92
Working paper / National Bureau of Economic Research, Inc.
87
Applied financial economics
85
Applied economics letters
84
Journal of empirical finance
84
The journal of futures markets
83
NBER working paper series
82
Working paper
82
NBER Working Paper
75
Journal of international money and finance
73
Research in international business and finance
72
Journal of international financial markets, institutions & money
68
CESifo working papers
67
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
63
Discussion paper / Tinbergen Institute
61
Economics letters
61
Discussion paper / Centre for Economic Policy Research
56
Journal of risk and financial management : JRFM
53
International journal of forecasting
48
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
47
The European journal of finance
47
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
45
International journal of finance & economics : IJFE
44
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
42
International Journal of Energy Economics and Policy : IJEEP
41
Journal of financial economics
39
Journal of financial econometrics : official journal of the Society for Financial Econometrics
35
Pacific-Basin finance journal
34
Discussion paper
33
Journal of economic dynamics & control
33
Quantitative finance
33
International journal of economics and finance
32
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Source
All
ECONIS (ZBW)
8,906
EconStor
45
USB Cologne (EcoSocSci)
4
USB Cologne (business full texts)
1
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1
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10
of
8,956
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Date (oldest first)
1
Determinants of the crude oil futures curve : inventory, consumption and
volatility
Nikitopoulos, Christina Sklibosios
;
Squires, Matthew
; …
- In:
Journal of banking & finance
84
(
2017
),
pp. 53-67
Persistent link: https://www.econbiz.de/10011816836
Saved in:
2
Asymmetric
volatility
spillovers between crude oil and international financial markets
Wang, Xunxiao
;
Wu, Chongfeng
- In:
Energy economics
74
(
2018
),
pp. 592-604
Persistent link: https://www.econbiz.de/10011972941
Saved in:
3
Intraday
volatility
interaction between the crude oil and equity markets
Dinh Hoang Bach Phan
;
Sharma, Susan Sunila
;
Narayan, …
- In:
Journal of international financial markets, …
40
(
2016
),
pp. 1-13
Persistent link: https://www.econbiz.de/10011475821
Saved in:
4
The dark side of trading
Dichev, Ilia D.
;
Huang, Kelly
;
Zhou, Dexin
- In:
Journal of accounting, auditing & finance
29
(
2014
)
4
,
pp. 492-518
Persistent link: https://www.econbiz.de/10010425512
Saved in:
5
New empirical evidence on the bid-ask spread
Narayan, Paresh Kumar
;
Mishra, Sagarika
;
Narayan, Seema
- In:
Applied economics
47
(
2015
)
40/42
,
pp. 4484-4500
Persistent link: https://www.econbiz.de/10011295331
Saved in:
6
Stock market visualization
Kakushadze, Zura
;
Yu, Willie
- In:
Journal of risk & control
5
(
2018
)
1
,
pp. 35-140
Persistent link: https://www.econbiz.de/10012229145
Saved in:
7
Forecasting
volatility
and
volume
in the Tokyo stock market: Long memory, fractality and regime switching
Lux, Thomas
;
Kaizoji, Taisei
-
2006
We investigate the predictability of both
volatility
and
volume
for a large sample of Japanese stocks. The particular … practically always improves upon the na?ve forecast provided by historical
volatility
. As a somewhat surprising result, we also …
Persistent link: https://www.econbiz.de/10010294979
Saved in:
8
Forecasting
volatility
and
volume
in the Tokyo stock market: The advantage of long memory models
Lux, Thomas
;
Kaizoji, Taisei
-
2004
We investigate the predictability of both
volatility
and
volume
for a large sample of Japanese stocks. The particular … practically always improves upon the na?ve forecast provided by historical
volatility
. As a somewhat surprising result, we also …
Persistent link: https://www.econbiz.de/10010295136
Saved in:
9
Does VIX or
volume
improve GARCH
volatility
forecasts?
Kambouroudis, Dimos S.
;
McMillan, David G.
- In:
Applied economics
48
(
2016
)
13/15
,
pp. 1210-1228
Persistent link: https://www.econbiz.de/10011433080
Saved in:
10
Dynamic spillover effects in futures markets : UK and US evidence
Antonakakis, Nikolaos
;
Floros, Christos
;
Kizys, Renatas
- In:
International review of financial analysis
48
(
2016
),
pp. 406-418
Persistent link: https://www.econbiz.de/10011624538
Saved in:
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