//--> //--> //-->
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:"Econometric Institute research papers"
~person:"Chang, Chia-Lin"
~person:"Ghysels, Eric"
~person:"Mykland, Per A."
~subject:"Theorie"
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
Theorie
Volatility
50
Volatilität
50
ARCH model
22
ARCH-Modell
22
Spillover effect
16
Spillover-Effekt
16
USA
13
United States
13
Capital income
12
Kapitaleinkommen
12
Estimation
10
Oil price
10
Schätzung
10
Spot market
10
Spotmarkt
10
Ölpreis
10
Capital market returns
9
Commodity derivative
9
Kapitalmarktrendite
9
Rohstoffderivat
9
Börsenkurs
7
Futures
7
Index derivative
7
Indexderivat
7
Share price
7
Welt
7
World
7
Theory
6
Estimation theory
5
Forecasting model
5
Hedging
5
Market microstructure
5
Marktmikrostruktur
5
Prognoseverfahren
5
Schätztheorie
5
Time series analysis
5
Zeitreihenanalyse
5
Aktienindex
4
Microstructure
4
more ...
less ...
Online availability
All
Free
2
Undetermined
1
Type of publication
All
Article
4
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Language
All
English
6
Author
All
Chang, Chia-Lin
Ghysels, Eric
Mykland, Per A.
McAleer, Michael
10
Aït-Sahalia, Yacine
6
Bollerslev, Tim
5
Andersen, Torben
4
Asai, Manabu
4
Hallin, Marc
4
Renault, Eric
4
Tauchen, George Eugene
4
Todorov, Viktor
4
Barigozzi, Matteo
3
Cavaliere, Giuseppe
3
Nielsen, Morten Ørregaard
3
Yu, Jun
3
Banerjee, Anindya
2
Boswijk, Herman Peter
2
Chan, Joshua
2
Christensen, Bent Jesper
2
Christensen, Kim
2
Diebold, Francis X.
2
Gallant, A. Ronald
2
Gonçalves, Sílvia
2
Gouriéroux, Christian
2
Hafner, Christian M.
2
Harvey, Andrew C.
2
Herwartz, Helmut
2
Jasiak, Joann
2
Jensen, Mark J.
2
Liesenfeld, Roman
2
Liu, Ming
2
Maheu, John M.
2
Mancini, Loriano
2
Meddahi, Nour
2
Paolella, Marc S.
2
Patton, Andrew J.
2
Poon, Aubrey
2
Rahbek, Anders
2
Schorfheide, Frank
2
Shephard, Neil G.
2
more ...
less ...
Published in...
All
Journal of econometrics
Econometric Institute research papers
Série des documents de travail / Centre de Recherche en Économie et Statistique
3
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
3
Discussion paper / Tinbergen Institute
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Research paper series / Swiss Finance Institute
2
Working paper
2
Cahier / Département de Sciences Économiques, Université de Montréal
1
Discussion paper / Centre for Economic Policy Research
1
Econometric reviews
1
Econometric theory
1
Economics letters
1
Energy economics
1
Finance research letters
1
Handbook of financial time series
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial economics
1
Journal of the American Statistical Association : JASA
1
Journal of time series econometrics
1
NBER Working Paper
1
NBER working paper series
1
Statistical methods in finance
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Swiss Finance Institute Research Paper
1
Tools and techniques
1
Working paper / National Bureau of Economic Research, Inc.
1
more ...
less ...
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 285-304
Persistent link: https://www.econbiz.de/10013441658
Saved in:
2
Crude oil hedging strategies using dynamic multivariate GARCH
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10003987324
Saved in:
3
Conditional correlations and volatility spillovers between crude oil and stock index returns
Tansuchat, Roengchai
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10003987330
Saved in:
4
Jumps in equilibrium prices and market microstructure noise
Lee, Suzanne S.
;
Mykland, Per A.
- In:
Journal of econometrics
168
(
2012
)
2
,
pp. 396-406
Persistent link: https://www.econbiz.de/10009612713
Saved in:
5
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:
6
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...
//-->