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isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Applied financial economics"
~isPartOf:"Econometric reviews"
~isPartOf:"Research in international business and finance"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Trendmodell"
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Volatility
Time series analysis
340
Zeitreihenanalyse
340
Theorie
167
Theory
167
Estimation theory
97
Schätztheorie
97
Estimation
85
Schätzung
85
Volatilität
68
Forecasting model
51
Prognoseverfahren
51
ARCH model
41
ARCH-Modell
41
Cointegration
36
Capital income
35
Kapitaleinkommen
35
Kointegration
35
Stochastic process
35
Stochastischer Prozess
35
Einheitswurzeltest
34
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34
Börsenkurs
32
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32
USA
32
United States
32
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27
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27
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23
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23
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23
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23
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22
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22
Autocorrelation
21
Autokorrelation
21
Nichtparametrisches Verfahren
21
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21
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20
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1
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67
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Aufsatz in Zeitschrift
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68
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68
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Cavaliere, Giuseppe
3
McAleer, Michael
3
Taylor, Robert
3
Teräsvirta, Timo
3
Vortelinos, Dimitrios I.
3
Aloui, Chaker
2
Degiannakis, Stavros
2
Jawadi, Fredj
2
Maasoumi, Esfandiar
2
Phillips, Peter C. B.
2
Ajmi, Ahdi Noomen
1
Akgül, Işıl
1
Alles, Lakshman
1
Alqahtani, Faisal
1
Amado, Cristina
1
Anatolyev, Stanislav
1
Asai, Manabu
1
Audrino, Francesco
1
Ben Omrane, Walid
1
Bennedsen, Mikkel
1
Bermudez, P. de Zea
1
Boswijk, Herman Peter
1
Bouri, Elie
1
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1
Bu, Ruijun
1
Cai, Yuzhi
1
Cai, Zongwu
1
Catani, Paul
1
Cellini, Roberto
1
Chaker, Selma
1
Chan, Joshua
1
Chenavaz, Régis
1
Clements, Adam
1
Collet, Jérôme
1
Corsi, Fulvio
1
Cuccia, Tiziana
1
De Angelis, Luca
1
Dimitrakopoulos, Stefanos
1
Ding, Qian
1
Dufays, Arnaud
1
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Cowles Foundation discussion paper
Applied financial economics
Econometric reviews
Research in international business and finance
Journal of econometrics
100
Energy economics
67
International journal of forecasting
60
Economic modelling
57
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
55
Journal of empirical finance
48
Finance research letters
44
Economics letters
34
Journal of forecasting
34
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
34
Applied economics
33
The North American journal of economics and finance : a journal of financial economics studies
31
International review of financial analysis
29
International review of economics & finance : IREF
28
Journal of financial econometrics
27
Quantitative finance
26
Journal of banking & finance
24
Journal of financial econometrics : official journal of the Society for Financial Econometrics
24
Journal of risk and financial management : JRFM
23
Computational economics
22
Journal of economic dynamics & control
17
Applied economics letters
15
Econometrics : open access journal
15
Journal of financial economics
13
Journal of international financial markets, institutions & money
13
The econometrics journal
13
Econometric theory
12
International Journal of Energy Economics and Policy : IJEEP
12
International journal of finance & economics : IJFE
12
Journal of economics and finance
12
Journal of risk
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
Journal of applied econometrics
11
CBN journal of applied statistics
10
International journal of economics and financial issues : IJEFI
10
Risks : open access journal
10
The European journal of finance
10
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ECONIS (ZBW)
68
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1
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
De Angelis, Luca
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 725-757
Persistent link: https://www.econbiz.de/10014420355
Saved in:
2
Return and volatility properties : stylized facts from the universe of cryptocurrencies and NFTs
Ghosh, Bikramaditya
;
Bouri, Elie
;
Wee, Jung Bum
; …
- In:
Research in international business and finance
65
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014432708
Saved in:
3
Long memory and volatility persistence across BRICS stock markets
Tripathy, Nalini Prava
- In:
Research in international business and finance
63
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014248974
Saved in:
4
Large dimensional portfolio allocation based on a mixed frequency dynamic factor model
Peng, Siyang
;
Shaojun, Guo
;
Long, Yonghong
- In:
Econometric reviews
41
(
2022
)
5
,
pp. 539-563
Persistent link: https://www.econbiz.de/10013364893
Saved in:
5
Nonlinear dynamic correlation between geopolitical risk and oil prices : a study based on high-frequency data
Huang, Jianbai
;
Ding, Qian
;
Zhang, Hongwei
;
Guo, Yaoqi
; …
- In:
Research in international business and finance
56
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013266166
Saved in:
6
Existence of long memory in crude oil and petroleum products : generalised Hurst exponent approach
Tiwari, Aviral Kumar
;
Umar, Zaghum
;
Alqahtani, Faisal
- In:
Research in international business and finance
57
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013332984
Saved in:
7
Bayesian analysis of moving average stochastic volatility models : modeling in-mean effects and leverage for financial time series
Dimitrakopoulos, Stefanos
;
Kolossiatis, Michalis
- In:
Econometric reviews
39
(
2020
)
4
,
pp. 319-343
Persistent link: https://www.econbiz.de/10012181420
Saved in:
8
A multifactor transformed diffusion model with applications to VIX and VIX futures
Bu, Ruijun
;
Jawadi, Fredj
;
Li, Yuyi
- In:
Econometric reviews
39
(
2020
)
1
,
pp. 27-53
Persistent link: https://www.econbiz.de/10012181537
Saved in:
9
Forecasting energy futures volatility with threshold augmented heterogeneous autoregressive jump models
Jawadi, Fredj
;
Ftiti, Zied
;
Louhichi, Waël
- In:
Econometric reviews
39
(
2020
)
1
,
pp. 54-70
Persistent link: https://www.econbiz.de/10012181540
Saved in:
10
Data cloning estimation for asymmetric stochastic volatility models
Bermudez, P. de Zea
;
Marín, J. Miguel
;
Veiga, Helena
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 1057-1074
Persistent link: https://www.econbiz.de/10012406209
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