//--> //--> //-->
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:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Econometric Reviews"
~person:"Engle, Robert F."
~person:"Ghysels, Eric"
~subject:"Financial market"
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
Financial market
Volatility
11
Volatilität
10
USA
5
United States
5
Estimation
4
Forecasting model
4
Prognoseverfahren
4
Schätzung
4
Theorie
4
Theory
4
Börsenkurs
3
Share price
3
ARCH model
2
ARCH-Modell
2
CAPM
2
Estimation theory
2
Finanzmarkt
2
Risikoprämie
2
Risk
2
Risk premium
2
Schätztheorie
2
1999-2010
1
ARCH filters
1
Aktienindex
1
Aktienmarkt
1
Analysis of variance
1
Correlation
1
Factor analysis
1
Factor asset pricing models
1
Faktorenanalyse
1
Government securities
1
Hauptkomponentenanalyse
1
Index futures
1
Index-Futures
1
Korrelation
1
Liquidity
1
Liquidity-at-risk
1
Liquidität
1
Log-ACD models
1
more ...
less ...
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Engle, Robert F.
Ghysels, Eric
Bekaert, Geert
3
Boswijk, Herman Peter
2
Kim, Donggyu
2
Sentana, Enrique
2
Tauchen, George Eugene
2
Yang, Xiye
2
Aghion, Philippe
1
Andersen, Torben
1
Aït-Sahalia, Yacine
1
Bacchetta, Philippe
1
Barigozzi, Matteo
1
Baumeister, Christiane
1
Boeri, Tito
1
Bollerslev, Tim
1
Brunetti, Celso
1
Chen, Fei
1
Christensen, Kim
1
Cui, Xiangyu
1
Deo, Rohit S.
1
Diebold, Francis X.
1
Dobrev, Dobrislav
1
Dungey, Mardi H.
1
Engstrom, Eric
1
Erdemlioglu, Deniz
1
Fan, Jianqing
1
Gallo, Giampiero M.
1
Garibaldi, Pietro
1
Gouriéroux, Christian
1
Guérin, Pierre
1
Hallin, Marc
1
Hodrick, Robert J.
1
Hoerova, Marie
1
Hurvich, Clifford M.
1
Jasiak, Joann
1
Kalemli-Ozcan, Sebnem
1
Kilian, Lutz
1
Kollmann, Robert
1
Laeven, Roger J. A.
1
more ...
less ...
Published in...
All
Journal of econometrics
Discussion paper / Centre for Economic Policy Research
Econometric Reviews
Working paper / National Bureau of Economic Research, Inc.
2
Advanced texts in econometrics
1
NBER Working Paper
1
NBER working paper series
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Série des documents de travail / Centre de Recherche en Économie et Statistique
1
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
1
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A multiple indicators model for volatility using intra-daily data
Engle, Robert F.
;
Gallo, Giampiero M.
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 3-27
Persistent link: https://www.econbiz.de/10003298558
Saved in:
2
Stochastic volatility duration models
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of econometrics
119
(
2004
)
2
,
pp. 413-433
Persistent link: https://www.econbiz.de/10001956379
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->