//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
isPartOf:"Journal of econometrics"
~accessRights:"restricted"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~subject:"Portfolio selection"
~subject:"Share price"
~subject:"Zeitreihenanalyse"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Volatility"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
Share price
Zeitreihenanalyse
Volatility
306
Volatilität
306
Estimation
104
Schätzung
104
Theorie
91
Theory
91
Börsenkurs
85
Time series analysis
80
Estimation theory
76
Schätztheorie
76
Stochastic process
67
Stochastischer Prozess
67
USA
66
United States
66
Capital income
60
Kapitaleinkommen
60
ARCH model
39
ARCH-Modell
39
Forecasting model
34
Prognoseverfahren
34
Stochastic volatility
31
Market microstructure
30
Marktmikrostruktur
30
CAPM
29
Business cycle
27
Nichtparametrisches Verfahren
27
Nonparametric statistics
27
Konjunktur
26
High-frequency data
24
Option pricing theory
24
Optionspreistheorie
24
Noise Trading
23
Noise trading
23
Welt
23
World
23
Financial market
22
Finanzmarkt
22
more ...
less ...
Online availability
All
Undetermined
Free
63
Type of publication
All
Article
110
Book / Working Paper
44
Type of publication (narrower categories)
All
Article in journal
110
Aufsatz in Zeitschrift
110
Arbeitspapier
44
Graue Literatur
44
Non-commercial literature
44
Working Paper
44
Systematic review
2
Übersichtsarbeit
2
more ...
less ...
Language
All
English
154
Author
All
Li, Jia
6
Todorov, Viktor
6
Bollerslev, Tim
5
Kim, Donggyu
5
Li, Yingying
5
Tauchen, George Eugene
5
Andersen, Torben
4
Aït-Sahalia, Yacine
4
Hallin, Marc
4
McAleer, Michael
4
Patton, Andrew J.
4
Barigozzi, Matteo
3
Bloom, Nicholas
3
Carlin, Bruce Ian
3
Christensen, Kim
3
Kong, Xin-Bing
3
Taylor, Robert
3
Wang, Yazhen
3
Asai, Manabu
2
Baker, Scott
2
Boswijk, Herman Peter
2
Cavaliere, Giuseppe
2
Chan, Joshua
2
Chang, Chia-Lin
2
Clinet, Simon
2
Daniel, Kent
2
Ergemen, Yunus Emre
2
Fan, Jianqing
2
Farmer, Roger E. A.
2
Francq, Christian
2
Giglio, Stefano
2
Hounyo, Ulrich
2
Kelly, Bryan T.
2
Laeven, Roger J. A.
2
Li, Guodong
2
Li, Wai Keung
2
Liu, Zhi
2
Mykland, Per A.
2
Nieuwerburgh, Stijn van
2
Novy-Marx, Robert
2
more ...
less ...
Published in...
All
Journal of econometrics
Working paper / National Bureau of Economic Research, Inc.
Finance research letters
274
Energy economics
165
International review of financial analysis
141
The North American journal of economics and finance : a journal of financial economics studies
138
International review of economics & finance : IREF
123
Applied economics
107
Economic modelling
98
Research in international business and finance
89
Journal of banking & finance
86
Journal of empirical finance
80
Journal of international financial markets, institutions & money
66
International journal of forecasting
64
Pacific-Basin finance journal
63
Applied economics letters
60
Quantitative finance
54
Journal of financial economics
52
Discussion paper / Centre for Economic Policy Research
50
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
49
Economics letters
46
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
45
Journal of financial econometrics
43
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
42
The European journal of finance
42
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
39
International journal of finance & economics : IJFE
35
Computational economics
33
Journal of economic dynamics & control
32
Journal of financial markets
31
The journal of futures markets
31
Journal of forecasting
30
Econometric reviews
28
Discussion papers / CEPR
27
Global finance journal
26
Review of quantitative finance and accounting
24
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
23
Management science : journal of the Institute for Operations Research and the Management Sciences
23
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
21
Journal of international money and finance
21
more ...
less ...
Source
All
ECONIS (ZBW)
154
Showing
1
-
10
of
154
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Identifying latent factors based on high-frequency data
Sun, Yucheng
;
Xu, Wen
;
Zhang, Chuanhai
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 251-270
Persistent link: https://www.econbiz.de/10014341048
Saved in:
2
Large stochastic volatility in mean VARs
Cross, Jamie
;
Hou, Chenghan
;
Koop, Gary
;
Poon, Aubrey
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014332245
Saved in:
3
High-dimensional conditionally Gaussian state space models with missing data
Chan, Joshua
;
Poon, Aubrey
;
Zhu, Dan
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332310
Saved in:
4
Moments, shocks and spillovers in Markov-switching VAR models
Kole, Erik
;
Dijk, Dick van
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365495
Saved in:
5
Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process
Wang, Xiaohu
;
Xiao, Weilin
;
Yu, Jun
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 389-415
Persistent link: https://www.econbiz.de/10014339985
Saved in:
6
A discrete-time hedging framework with multiple factors and fat tails : on what matters
Augustyniak, Maciej
;
Badescu, Alexandru
;
Bégin, …
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 416-444
Persistent link: https://www.econbiz.de/10014339997
Saved in:
7
Scalable inference for a full multivariate stochastic volatility model
Dellaportas, Petros
;
Titsias, Michalis K.
;
Petrova, Katerina
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 501-520
Persistent link: https://www.econbiz.de/10014340078
Saved in:
8
A simple joint model for returns, volatility and volatility of volatility
Ding, Yashuang
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 521-543
Persistent link: https://www.econbiz.de/10014340096
Saved in:
9
Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel F.
;
Sun, Yixiao
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1281-1309
Persistent link: https://www.econbiz.de/10014471377
Saved in:
10
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->