//--> //--> //--> //-->
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:"Journal of forecasting"
~person:"Bollerslev, Tim"
~person:"Lettau, Martin"
~person:"Rose, Andrew"
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
Volatility
32
Volatilität
32
Estimation
13
Schätzung
13
Theorie
11
Theory
11
Börsenkurs
9
Capital income
9
Kapitaleinkommen
9
Share price
9
USA
9
United States
9
Forecasting model
8
Prognoseverfahren
8
Exchange rate
6
Wechselkurs
6
ARCH model
4
ARCH-Modell
4
Aktienmarkt
4
High-frequency data
4
Market microstructure
4
Marktmikrostruktur
4
Stochastic process
4
Stochastischer Prozess
4
Stock market
4
Time series analysis
4
Welt
4
World
4
Zeitreihenanalyse
4
Estimation theory
3
Noise Trading
3
Noise trading
3
Risiko
3
Risk
3
Schätztheorie
3
Statistical distribution
3
Statistische Verteilung
3
1952-2013
2
Aktienindex
2
CAPM
2
more ...
less ...
Online availability
All
Undetermined
15
Type of publication
All
Article
19
Book / Working Paper
13
Type of publication (narrower categories)
All
Article in journal
19
Aufsatz in Zeitschrift
19
Arbeitspapier
13
Working Paper
13
Graue Literatur
10
Non-commercial literature
10
Bibliografie
1
more ...
less ...
Language
All
English
32
Author
All
Bollerslev, Tim
Lettau, Martin
Rose, Andrew
Todorov, Viktor
17
Tauchen, George Eugene
15
Andersen, Torben
12
Aït-Sahalia, Yacine
11
McAleer, Michael
9
Ghysels, Eric
8
Meddahi, Nour
8
Xiu, Dacheng
8
Li, Jia
7
Marcellino, Massimiliano
7
Mykland, Per A.
7
Patton, Andrew J.
7
Asai, Manabu
6
Cavaliere, Giuseppe
6
Fernández-Villaverde, Jesús
6
Kim, Donggyu
6
Rubio-Ramírez, Juan Francisco
6
Shephard, Neil G.
6
So, Mike Ka-pui
6
Bekaert, Geert
5
Carriero, Andrea
5
Clark, Todd E.
5
Gallant, A. Ronald
5
Gouriéroux, Christian
5
Guerrón-Quintana, Pablo A.
5
Hale, Galina
5
Hallin, Marc
5
Kilian, Lutz
5
Li, Yingying
5
Ludvigson, Sydney C.
5
Maheu, John M.
5
Ploeg, Frederick van der
5
Razin, Asaf
5
Sarno, Lucio
5
Taylor, Robert
5
Tong, Hui
5
Wang, Yudong
5
more ...
less ...
Published in...
All
Journal of econometrics
Discussion paper / Centre for Economic Policy Research
Journal of forecasting
NBER working paper series
19
Working paper / National Bureau of Economic Research, Inc.
19
NBER Working Paper
14
CREATES research paper
7
ERID working paper
6
Journal of financial economics
6
Economic Research Initiatives at Duke (ERID) Working Paper
5
Working papers / Financial Institutions Center
5
CFS working paper series
4
Finance and economics discussion series
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
The journal of finance : the journal of the American Finance Association
3
The review of economics and statistics
3
CEPR Discussion Papers
2
Discussion paper / Center for Economic Research, Tilburg University
2
Financial Institutions Center
2
Foreign exchange markets
2
International economic review
2
Journal of applied econometrics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of empirical finance
2
Tools and techniques
2
Working papers / Rodney L. White Center for Financial Research
2
Advanced texts in econometrics
1
American Economic Review papers and proceedings
1
CREATES Research Paper
1
CREATES Research Papers
1
Cahier / Départment de Sciences Économiques, Université de Montréal
1
Discussion paper / Tinbergen Institute
1
Discussion paper / Tinbergen Institute / Tinbergen Institute
1
Discussion paper series / School of Economics and Finance, the University of Hong Kong
1
Economic policy : a European forum
1
Economics letters
1
Edward Elgar E-Book Archive
1
Edward Elgar books
1
Elgaronline
1
European financial management : the journal of the European Financial Management Association
1
Financial markets and asset pricing
1
more ...
less ...
Source
All
ECONIS (ZBW)
32
Showing
1
-
10
of
32
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
Risk everywhere : modeling and managing volatility
Bollerslev, Tim
;
Hood, Benjamin
;
Huss, John
;
Pedersen, …
-
2018
Persistent link: https://www.econbiz.de/10011884274
Saved in:
6
Monetary policy and asset valuation
Bianchi, Francesco
;
Lettau, Martin
;
Ludvigson, Sydney C.
-
2018
Persistent link: https://www.econbiz.de/10011862029
Saved in:
7
Monetary policy and asset valuation : evidence from a Markov-switching cay
Bianchi, Francesco
;
Lettau, Martin
;
Ludvigson, Sydney C.
-
2017
Persistent link: https://www.econbiz.de/10011739466
Saved in:
8
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:
9
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:
10
The origins of stock market fluctuations
Greenwald, Daniel L.
;
Lettau, Martin
;
Ludvigson, Sydney C.
-
2015
Persistent link: https://www.econbiz.de/10010482972
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->