//--> //--> //--> //-->
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:"CREATES research paper"
~isPartOf:"Documentos de Trabajo del ICAE"
~subject:"Stochastischer Prozess"
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
Stochastischer Prozess
Volatility
429
Volatilität
422
Theorie
164
Theory
164
Estimation theory
131
Schätztheorie
131
Stochastic process
126
Time series analysis
125
Zeitreihenanalyse
125
Estimation
120
Schätzung
120
Capital income
95
Kapitaleinkommen
95
Börsenkurs
86
Share price
86
ARCH model
84
ARCH-Modell
84
Forecasting model
66
Prognoseverfahren
66
Option pricing theory
50
Optionspreistheorie
50
Nichtparametrisches Verfahren
46
Nonparametric statistics
46
Market microstructure
42
Marktmikrostruktur
42
Statistical distribution
39
Statistische Verteilung
39
Stochastic volatility
35
USA
31
United States
31
CAPM
29
Noise Trading
27
Noise trading
27
Bayes-Statistik
26
Bayesian inference
26
High-frequency data
25
Correlation
24
Korrelation
24
Risikoprämie
22
more ...
less ...
Online availability
All
Undetermined
62
Free
22
Type of publication
All
Article
104
Book / Working Paper
22
Type of publication (narrower categories)
All
Article in journal
104
Aufsatz in Zeitschrift
104
Arbeitspapier
22
Graue Literatur
22
Non-commercial literature
22
Working Paper
22
Language
All
English
126
Author
All
Todorov, Viktor
12
Tauchen, George Eugene
8
Andersen, Torben
5
McAleer, Michael
5
Asai, Manabu
4
Barndorff-Nielsen, Ole E.
4
Bollerslev, Tim
4
Podolskij, Mark
4
Aït-Sahalia, Yacine
3
Carriero, Andrea
3
Clark, Todd E.
3
Li, Jia
3
Marcellino, Massimiliano
3
Shephard, Neil G.
3
Veraart, Almut E. D.
3
Xiu, Dacheng
3
Yu, Jun
3
Amengual, Dante
2
Bondarenko, Oleg
2
Boswijk, Herman Peter
2
Chan, Joshua
2
Chang, Chia-Lin
2
Chib, Siddhartha
2
Christensen, Kim
2
Creal, Drew
2
Dufour, Jean-Marie
2
Francq, Christian
2
Fusari, Nicola
2
Gallant, A. Ronald
2
Grassi, Stefano
2
Grynkiv, Iaryna
2
Jensen, Mark J.
2
Kim, Donggyu
2
Kristensen, Dennis
2
Lunde, Asger
2
Maheu, John M.
2
Pakkanen, Mikko S.
2
Park, Joon Y.
2
Poon, Aubrey
2
Renault, Eric
2
more ...
less ...
Published in...
All
Journal of econometrics
CREATES research paper
Documentos de Trabajo del ICAE
International journal of theoretical and applied finance
135
Quantitative finance
89
Applied mathematical finance
63
Discussion paper / Tinbergen Institute
56
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
54
The journal of computational finance
50
Mathematical finance : an international journal of mathematics, statistics and financial theory
49
Computational economics
48
Finance and stochastics
47
Journal of economic dynamics & control
47
Econometric reviews
44
European journal of operational research : EJOR
39
Journal of mathematical finance
38
Finance research letters
36
Working paper
36
Insurance / Mathematics & economics
35
International journal of financial engineering
35
Journal of banking & finance
35
Journal of financial econometrics : official journal of the Society for Financial Econometrics
32
Annals of finance
31
The journal of futures markets
31
Energy economics
30
Journal of empirical finance
30
Risks : open access journal
30
Research paper series / Swiss Finance Institute
29
Economics letters
27
The North American journal of economics and finance : a journal of financial economics studies
26
CAMA working paper series
24
Review of derivatives research
24
Journal of risk and financial management : JRFM
23
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
23
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
22
Applied economics
20
Economic modelling
20
Econometrics : open access journal
18
Journal of financial economics
18
NBER working paper series
18
The European journal of finance
18
more ...
less ...
Source
All
ECONIS (ZBW)
126
Showing
1
-
10
of
126
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
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:
5
Comparing stochastic volatility specifications for large Bayesian VARs
Chan, Joshua
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1419-1446
Persistent link: https://www.econbiz.de/10014471398
Saved in:
6
Roughness in spot variance? : a GMM approach for estimation of fractional log-normal stochastic volatility models using realized measures
Bolko, Anine E.
;
Christensen, Kim
;
Pakkanen, Mikko S.
; …
-
2020
Persistent link: https://www.econbiz.de/10012318238
Saved in:
7
ß in the tails
Bandi, Federico M.
;
Renò, Roberto
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 134-150
Persistent link: https://www.econbiz.de/10013441641
Saved in:
8
Hybrid quantile estimation for asymmetric power GARCH models
Wang, Guochang
;
Zhu, Ke
;
Li, Guodong
;
Li, Wai Keung
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 264-284
Persistent link: https://www.econbiz.de/10013441656
Saved in:
9
Comment on "Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors"
Bognanni, Mark
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 498-505
Persistent link: https://www.econbiz.de/10013442175
Saved in:
10
Nonparametric jump variation measures from options
Todorov, Viktor
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 255-280
Persistent link: https://www.econbiz.de/10013463804
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...
//-->