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isPartOf:"Journal of econometrics"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~subject:"Bootstrap approach"
~subject:"Theory"
~subject:"United States"
~type_genre:"Arbeitspapier"
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Search: subject_exact:"Volatility"
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Bootstrap approach
Theory
United States
Volatility
30
Volatilität
30
Theorie
25
Estimation
17
Schätzung
17
Deutschland
15
Germany
15
Stochastic process
14
Stochastischer Prozess
14
Börsenkurs
13
Share price
13
Time series analysis
8
Zeitreihenanalyse
8
Exchange rate
7
USA
7
Wechselkurs
7
ARCH model
6
ARCH-Modell
6
Estimation theory
5
Schätztheorie
5
Interest rate
4
Option pricing theory
4
Optionspreistheorie
4
Zins
4
Capital income
3
Financial economics
3
Großbritannien
3
Kapitaleinkommen
3
Kapitalmarkttheorie
3
Market microstructure
3
Marktmikrostruktur
3
United Kingdom
3
1975-1998
2
Aktienmarkt
2
Anlageverhalten
2
Behavioural finance
2
Hedging
2
Index futures
2
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Book / Working Paper
26
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Arbeitspapier
Article in journal
151
Aufsatz in Zeitschrift
151
Graue Literatur
26
Non-commercial literature
26
Working Paper
26
Collection of articles of several authors
1
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1
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English
26
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Härdle, Wolfgang
7
Herwartz, Helmut
5
Spokojnyj, Vladimir G.
3
Fengler, Matthias R.
2
Grammig, Joachim
2
Hafner, Christian M.
2
Horst, Ulrich
2
Platen, Eckhard
2
Schmidt, Peter
2
Teyssière, Gilles
2
Butucea, Cristina
1
Cybakov, Aleksandr B.
1
Dankenbring, Henning
1
Feldmann, David
1
Fengler, Matthias
1
Föllmer, Hans
1
Hoffmann, M.
1
Jaschke, Stefan R.
1
Kim, Woocheol
1
Krutchenko, R. N.
1
Lanne, Markku
1
Lepskii, Oleg V.
1
Leukert, Peter
1
Linton, Oliver
1
Lütkepohl, Helmut
1
Melnikov, A. V.
1
Mercurio, Danilo
1
Nussbaum, Michael
1
Reimers, Hans-Eggert
1
Saikkonen, Pentti
1
Villa, Christophe
1
Wellner, Marc
1
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Journal of econometrics
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Working paper / National Bureau of Economic Research, Inc.
294
Discussion paper / Centre for Economic Policy Research
130
Working paper
96
Discussion paper / Tinbergen Institute
95
Research paper series / Swiss Finance Institute
58
Finance and economics discussion series
54
CESifo working papers
45
Swiss Finance Institute Research Paper
44
CREATES research paper
43
International finance discussion papers
36
SFB 649 discussion paper
36
Working papers
35
Staff reports / Federal Reserve Bank of New York
33
CFS working paper series
32
IMF working papers
32
Discussion papers / CEPR
31
Econometric Institute research papers
30
IMF working paper
27
Discussion paper
25
Kiel working paper
25
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
25
Discussion paper series / IZA
23
Working paper series / European Central Bank
23
Discussion paper series
20
Fisher College of Business working paper series
19
Working papers / Rodney L. White Center for Financial Research
17
Discussion paper / Center for Economic Research, Tilburg University
16
Economics working paper
16
Working papers / Federal Reserve Bank of Philadelphia, Research Department
16
CORE discussion paper : DP
15
Cardiff economics working papers
15
Discussion papers / Deutsches Institut für Wirtschaftsforschung
15
EUI working paper / ECO
15
Staff working paper / Bank of Canada
15
Working paper / Department of Econometrics and Business Statistics, Monash University
15
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
15
Working papers / Federal Reserve Bank of Atlanta
15
Federal Reserve Bank of Cleveland working paper series
14
Working papers on finance
14
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ECONIS (ZBW)
26
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1
Nonlinear GARCH models for highly persistent volatility
Lanne, Markku
;
Saikkonen, Pentti
-
2002
Persistent link: https://www.econbiz.de/10001668610
Saved in:
2
Statistical inference for time-inhomogeneous volatility models
Mercurio, Danilo
;
Spokojnyj, Vladimir G.
-
2002
Persistent link: https://www.econbiz.de/10001697768
Saved in:
3
Multivariate volatility models
Fengler, Matthias R.
;
Herwartz, Helmut
-
2001
Persistent link: https://www.econbiz.de/10001659915
Saved in:
4
The dynamics of implied volatilities : a common principle components approach
Fengler, Matthias
;
Härdle, Wolfgang
;
Villa, Christophe
-
2001
Persistent link: https://www.econbiz.de/10001609556
Saved in:
5
Financial price fluctuations in a stock market model with many interacting agents
Horst, Ulrich
-
2001
Persistent link: https://www.econbiz.de/10001609562
Saved in:
6
Empirical modeling of the DEM/USD and DEM/JPY foreign exchange rate : structural shifts in GARCH models and their implications
Herwartz, Helmut
;
Reimers, Hans-Eggert
-
2001
Persistent link: https://www.econbiz.de/10001631316
Saved in:
7
The analysis of implied volatilites
Fengler, Matthias R.
;
Härdle, Wolfgang
;
Schmidt, Peter
-
2001
Persistent link: https://www.econbiz.de/10001631320
Saved in:
8
Time inhomogeneous multiple volatility modelling
Härdle, Wolfgang
;
Herwartz, Helmut
;
Spokojnyj, Vladimir G.
-
2001
Persistent link: https://www.econbiz.de/10001580374
Saved in:
9
Semiparametric diffusion estimation and application to a stock market index
Härdle, Wolfgang
(
contributor
)
-
2001
Persistent link: https://www.econbiz.de/10001595495
Saved in:
10
Adaptive estimation for a time inhomogeneous stochastic-volatility model
Härdle, Wolfgang
;
Spokojnyj, Vladimir G.
;
Teyssière, …
-
2000
Persistent link: https://www.econbiz.de/10001470372
Saved in:
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