//--> //--> //--> //-->
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"
~isPartOf:"Applied economics"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~subject:"Estimation"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Estimation
Volatilität
1,166
Volatility
1,165
Theorie
343
Theory
343
Schätzung
308
Börsenkurs
281
Share price
281
USA
230
United States
230
Capital income
210
Kapitaleinkommen
210
ARCH model
179
ARCH-Modell
179
Time series analysis
142
Zeitreihenanalyse
142
Aktienmarkt
137
Stock market
137
Stochastic process
134
Stochastischer Prozess
134
Estimation theory
128
Schätztheorie
128
Welt
125
World
125
Exchange rate
116
Wechselkurs
116
Forecasting model
115
Prognoseverfahren
115
Business cycle
80
Konjunktur
79
Financial market
78
Finanzmarkt
78
Option pricing theory
69
Optionspreistheorie
69
Risiko
66
Risk
66
CAPM
62
Schock
58
Shock
58
Risikoprämie
54
more ...
less ...
Online availability
All
Undetermined
185
Free
34
Type of publication
All
Article
227
Book / Working Paper
81
Type of publication (narrower categories)
All
Article in journal
227
Aufsatz in Zeitschrift
227
Arbeitspapier
81
Working Paper
81
Graue Literatur
70
Non-commercial literature
70
Language
All
English
308
Author
All
Todorov, Viktor
13
Bollerslev, Tim
10
Andersen, Torben
8
Tauchen, George Eugene
7
Aït-Sahalia, Yacine
6
Engle, Robert F.
5
Kim, Donggyu
5
Li, Jia
5
Kelly, Bryan T.
4
Ma, Feng
4
McAleer, Michael
4
Zhu, Huiming
4
Aghion, Philippe
3
Bates, David S.
3
Creal, Drew
3
Francq, Christian
3
Gallo, Giampiero M.
3
Ghysels, Eric
3
Goutte, Stéphane
3
Gubareva, Mariya
3
Lettau, Martin
3
Moffitt, Robert A.
3
Patton, Andrew J.
3
Umar, Zaghum
3
Wang, Yazhen
3
Wu, Jing Cynthia
3
Xiu, Dacheng
3
Yoon, Seong-min
3
Zakoïan, Jean-Michel
3
Zhang, Yaojie
3
Asai, Manabu
2
Bacchetta, Philippe
2
Bahmani-Oskooee, Mohsen
2
Balcilar, Mehmet
2
Barigozzi, Matteo
2
Bartram, Söhnke M.
2
Bekaert, Geert
2
Ben-David, Itzhak
2
Bianchi, Francesco
2
Bibinger, Markus
2
more ...
less ...
Published in...
All
Journal of econometrics
Applied economics
Working paper / National Bureau of Economic Research, Inc.
Energy economics
144
Finance research letters
127
Economic modelling
116
International review of economics & finance : IREF
114
International review of financial analysis
105
The North American journal of economics and finance : a journal of financial economics studies
96
Journal of banking & finance
83
Journal of empirical finance
81
Applied economics letters
77
NBER working paper series
77
Applied financial economics
75
Working paper
74
NBER Working Paper
71
Journal of international money and finance
70
Journal of international financial markets, institutions & money
68
Research in international business and finance
68
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
61
The journal of futures markets
61
Discussion paper / Tinbergen Institute
57
Economics letters
57
CESifo working papers
54
Journal of risk and financial management : JRFM
52
Discussion paper / Centre for Economic Policy Research
49
International journal of finance & economics : IJFE
47
International journal of forecasting
47
The European journal of finance
46
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
43
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
42
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
39
International Journal of Energy Economics and Policy : IJEEP
37
Journal of financial economics
37
Quantitative finance
35
Journal of financial econometrics : official journal of the Society for Financial Econometrics
34
Pacific-Basin finance journal
34
International journal of economics and finance
32
Journal of financial econometrics
31
International journal of economics and financial issues : IJEFI
30
more ...
less ...
Source
All
ECONIS (ZBW)
308
Showing
1
-
10
of
308
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Spillovers from stock markets to currency markets : evidence from Copula-CoVar with time-varying higher moments
Usman, Muhammad
;
Umar, Zaghum
;
Gubareva, Mariya
;
Dang …
- In:
Applied economics
55
(
2023
)
52
,
pp. 6091-6114
Persistent link: https://www.econbiz.de/10014381519
Saved in:
2
Linear time-varying regression with copula-DCC-asymmetric-GARCH models for volatility : the co-movement between industrial electricity demand and financial factors
Kim, Yunsun
;
Hwang, Sun Young
;
Kim, Jong-Min
;
Kim, Sahm
- In:
Applied economics
55
(
2023
)
3
,
pp. 255-272
Persistent link: https://www.econbiz.de/10013494421
Saved in:
3
Is Bitcoin really a currency? : a viewpoint of a stochastic volatility model
Kunimoto, Noriyuki
;
Kakamu, Kazuhiko
- In:
Applied economics
54
(
2022
)
57
,
pp. 6536-6550
Persistent link: https://www.econbiz.de/10013494160
Saved in:
4
Forecasting exchange rate volatility : is economic policy uncertainty better?
Ruan, Qingsong
;
Zhang, Jiarui
;
Lv, Dayong
- In:
Applied economics
56
(
2024
)
13
,
pp. 1526-1544
Persistent link: https://www.econbiz.de/10014473121
Saved in:
5
Flexible markov-switching models with evolving regime-specific parameters : an application to Brazilian business cycles
Gomes, Fábio A.
;
Melo, Lívia C. M.
;
Soave, Gian Paulo
- In:
Applied economics
56
(
2024
)
14
,
pp. 1705-1722
Persistent link: https://www.econbiz.de/10014473203
Saved in:
6
Realized volatility, jump and beta : evidence from Canadian stock market
Gajurel, Dinesh
;
Chowdhury, Biplob
- In:
Applied economics
53
(
2021
)
55
,
pp. 6376-6397
Persistent link: https://www.econbiz.de/10012697913
Saved in:
7
Income inequality and the volatility of stock prices
Blau, Benjamin
;
Griffith, Todd
;
Whitby, Ryan J.
- In:
Applied economics
53
(
2021
)
38
,
pp. 4404-4416
Persistent link: https://www.econbiz.de/10012609815
Saved in:
8
Time-varying unobserved heterogeneity in earnings shocks
Botosaru, Irene
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1378-1393
Persistent link: https://www.econbiz.de/10014471381
Saved in:
9
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:
10
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
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...
//-->