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isPartOf:"Journal of econometrics"
~isPartOf:"Applied financial economics"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~subject:"Prognoseverfahren"
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Prognoseverfahren
Volatilität
1,053
Volatility
1,052
Theorie
318
Theory
318
Estimation
258
Schätzung
258
USA
247
United States
247
Börsenkurs
246
Share price
246
Capital income
212
Kapitaleinkommen
212
ARCH model
134
ARCH-Modell
134
Stochastic process
130
Stochastischer Prozess
130
Estimation theory
126
Schätztheorie
126
Time series analysis
123
Zeitreihenanalyse
123
Aktienmarkt
114
Stock market
114
Forecasting model
92
Exchange rate
91
Wechselkurs
91
Business cycle
74
Konjunktur
73
Welt
69
World
69
Financial market
64
Finanzmarkt
64
Option pricing theory
60
Optionspreistheorie
60
CAPM
58
Risikoprämie
53
Risk premium
53
Schock
46
Shock
46
Market microstructure
45
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7
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77
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15
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15
Graue Literatur
12
Non-commercial literature
12
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English
92
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Bollerslev, Tim
8
Andersen, Torben
6
Diebold, Francis X.
5
Patton, Andrew J.
5
Ghysels, Eric
4
Christoffersen, Peter F.
3
Engle, Robert F.
3
Hallin, Marc
3
Kim, Donggyu
3
McMillan, David G.
3
Zhou, Hao
3
Asai, Manabu
2
Barigozzi, Matteo
2
Bekaert, Geert
2
Degiannakis, Stavros
2
Fan, Jianqing
2
Gallo, Giampiero M.
2
Hoerova, Marie
2
Quaedvlieg, Rogier
2
Reeves, Jonathan J.
2
Santa-Clara, Pedro
2
Valkanov, Rossen I.
2
Xie, Xuan
2
Akgül, Işıl
1
Andreou, Elena
1
Antonakakis, Nikolaos
1
Ap Gwilym, Owain
1
Aït-Sahalia, Yacine
1
Bansal, Ravi
1
Bauer, Gregory H.
1
Bianchi, Francesco
1
Blair, Bevan J.
1
Brugal, Iván
1
Busch, Thomas
1
Bühlmann, Peter
1
Calvet, Laurent E.
1
Campa, José Manuel
1
Carriero, Andrea
1
Chan, Joshua C. C.
1
Chang, P. H. Kevin
1
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Journal of econometrics
Applied financial economics
Working paper / National Bureau of Economic Research, Inc.
International journal of forecasting
123
Journal of forecasting
114
Energy economics
111
Finance research letters
99
International review of financial analysis
73
Economic modelling
58
International review of economics & finance : IREF
58
The North American journal of economics and finance : a journal of financial economics studies
54
Journal of empirical finance
53
Applied economics
51
Journal of banking & finance
48
Department of Economics working paper series
36
The journal of futures markets
34
Applied economics letters
33
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
32
Quantitative finance
31
The European journal of finance
30
Working paper
30
Discussion paper / Tinbergen Institute
29
International journal of finance & economics : IJFE
27
Journal of international financial markets, institutions & money
25
Journal of financial econometrics
24
Pacific-Basin finance journal
24
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
Journal of risk and financial management : JRFM
23
Economics letters
22
Journal of financial economics
21
Computational economics
19
Journal of applied econometrics
19
Research in international business and finance
19
CREATES research paper
17
Risks : open access journal
17
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Emerging markets, finance and trade : EMFT
16
Finance and economics discussion series
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Financial innovation : FIN
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NBER working paper series
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ECONIS (ZBW)
92
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51
A multiple indicators model for volatility using intra-daily data
Engle, Robert F.
;
Gallo, Giampiero M.
-
2003
Persistent link: https://www.econbiz.de/10001852358
Saved in:
52
Financial asset returns, direction-of-change forecasting, and volatility dynamics
Christoffersen, Peter F.
;
Diebold, Francis X.
-
2003
Persistent link: https://www.econbiz.de/10001806479
Saved in:
53
Interpretable asset markets?
Bansal, Ravi
;
Khatchatrian, Varoujan
;
Yaron, Amir
-
2002
Persistent link: https://www.econbiz.de/10001721369
Saved in:
54
Threshold bipower variation and the impact of jumps on volatility forecasting
Corsi, Fulvio
;
Pirino, Davide
;
Renò, Roberto
- In:
Journal of econometrics
159
(
2010
)
2
,
pp. 276-288
Persistent link: https://www.econbiz.de/10008840480
Saved in:
55
Forecasting accuracy of stochastic volatility, GARCH and EWMA models under different volatility scenarios
Ding, Jie
;
Meade, Nigel
- In:
Applied financial economics
20
(
2010
)
10/12
,
pp. 771-783
Persistent link: https://www.econbiz.de/10009009838
Saved in:
56
Volatility forecasting and microstructure noise
Ghysels, Eric
;
Sinko, Arthur
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 257-271
Persistent link: https://www.econbiz.de/10009242520
Saved in:
57
Volatillity forecast comparison using imperfect volatility proxies
Patton, Andrew J.
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 246-256
Persistent link: https://www.econbiz.de/10009242521
Saved in:
58
Realized volatility forecasting and market microstructure noise
Andersen, Torben
;
Bollerslev, Tim
;
Meddahi, Nour
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 220-234
Persistent link: https://www.econbiz.de/10009242523
Saved in:
59
Realized jumps on financial markets and predicting credit spreads
Tauchen, George Eugene
;
Zhou, Hao
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 102-118
Persistent link: https://www.econbiz.de/10009242533
Saved in:
60
Forecasting multivariate realized stock market volatility
Bauer, Gregory H.
;
Vorkink, Keith
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 93-101
Persistent link: https://www.econbiz.de/10009242535
Saved in:
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