//--> //--> //-->
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"
~person:"Bollerslev, Tim"
~subject:"Statistische Verteilung"
~subject:"Volatility"
~type_genre:"Article in journal"
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
Statistische Verteilung
Volatility
Volatilität
6
Estimation
5
Schätzung
5
High-frequency data
4
Time series analysis
4
Zeitreihenanalyse
4
Capital income
3
Estimation theory
3
Forecasting model
3
Kapitaleinkommen
3
Market microstructure
3
Marktmikrostruktur
3
Prognoseverfahren
3
Schätztheorie
3
ARCH model
2
ARCH-Modell
2
Börsenkurs
2
Microstructure noise
2
Noise Trading
2
Noise trading
2
Realized volatility
2
Share price
2
"Structural" factor GARCH
1
Analysis of variance
1
Asymmetric dependence
1
Cash Flow
1
Cash flow
1
Correlation
1
Dividend
1
Dividende
1
Equilibrium pricing
1
Forecasting
1
HAR
1
HARQ
1
High-dimensional estimation
1
Informed trading
1
Korrelation
1
Measurement
1
Measurement errors
1
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
6
Language
All
English
6
Author
All
Bollerslev, Tim
Todorov, Viktor
10
Aït-Sahalia, Yacine
8
Andersen, Torben
7
Kim, Donggyu
6
Li, Jia
6
McAleer, Michael
6
Tauchen, George Eugene
6
Xiu, Dacheng
6
Li, Yingying
5
Patton, Andrew J.
5
Asai, Manabu
4
Cavaliere, Giuseppe
4
Hallin, Marc
4
Mykland, Per A.
4
Barigozzi, Matteo
3
Boswijk, Herman Peter
3
Carriero, Andrea
3
Chang, Chia-Lin
3
Christensen, Kim
3
Clark, Todd E.
3
Kong, Xin-Bing
3
Marcellino, Massimiliano
3
Quaedvlieg, Rogier
3
Rahbek, Anders
3
Taylor, Robert
3
Varneskov, Rasmus Tangsgaard
3
Wang, Yazhen
3
Yang, Xiye
3
Zhang, Lan
3
Zhu, Ke
3
Amengual, Dante
2
Andreou, Elena
2
Caporin, Massimiliano
2
Chan, Joshua
2
Clinet, Simon
2
Dalderop, Jeroen
2
Ergemen, Yunus Emre
2
Fan, Jianqing
2
Francq, Christian
2
more ...
less ...
Published in...
All
Journal of econometrics
Journal of financial economics
4
Economics letters
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial econometrics
1
NBER reporter online
1
The review of economic studies
1
The review of financial studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
From zero to hero : realized partial (co)variances
Bollerslev, Tim
;
Medeiros, Marcelo C.
;
Patton, Andrew J.
; …
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 348-360
Persistent link: https://www.econbiz.de/10013464800
Saved in:
2
Occupation density estimation for noisy high-frequency data
Zhang, Congshan
;
Li, Jia
;
Bollerslev, Tim
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 189-211
Persistent link: https://www.econbiz.de/10013441646
Saved in:
3
Multivariate leverage effects and realized semicovariance GARCH models
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 411-430
Persistent link: https://www.econbiz.de/10012482780
Saved in:
4
High-dimensional multivariate realized volatility estimation
Bollerslev, Tim
;
Meddahi, Nour
;
Nyawa, Serge
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 116-136
Persistent link: https://www.econbiz.de/10012303903
Saved in:
5
Exploiting the errors : a simple approach for improved volatility forecasting
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011610646
Saved in:
6
Stock return and cash flow predictability : the role of volatility risk
Bollerslev, Tim
;
Xu, Lai
;
Zhou, Hao
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 458-471
Persistent link: https://www.econbiz.de/10011499728
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->