//--> //--> //-->
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 Reviews"
~person:"Ghysels, Eric"
~person:"Shephard, Neil G."
~person:"Todorov, Viktor"
~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
30
Volatilität
29
Estimation
15
Schätzung
15
Stochastic process
15
Stochastischer Prozess
15
Estimation theory
12
Schätztheorie
12
Börsenkurs
11
Capital income
11
Kapitaleinkommen
11
Share price
11
Time series analysis
9
Zeitreihenanalyse
9
Theory
8
High-frequency data
7
Option pricing theory
6
Optionspreistheorie
6
Stochastic volatility
6
Nichtparametrisches Verfahren
5
Nonparametric statistics
5
CAPM
4
Forecasting model
4
Options
4
Prognoseverfahren
4
ARCH model
3
ARCH-Modell
3
Aktienindex
3
Beta risk
3
Betafaktor
3
Induktive Statistik
3
Jumps
3
Martingal
3
Martingale
3
Option trading
3
Optionsgeschäft
3
Statistical distribution
3
Statistical inference
3
Statistische Verteilung
3
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
8
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Language
All
English
8
Author
All
Ghysels, Eric
Shephard, Neil G.
Todorov, Viktor
Aït-Sahalia, Yacine
6
Bollerslev, Tim
5
Andersen, Torben
4
Hallin, Marc
4
McAleer, Michael
4
Renault, Eric
4
Tauchen, George Eugene
4
Asai, Manabu
3
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
Harvey, Andrew C.
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
Taylor, Robert
2
Thyrsgaard, Martin
2
Urga, Giovanni
2
more ...
less ...
Published in...
All
Journal of econometrics
Econometric Reviews
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
CREATES research paper
3
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
ERID working paper
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Research paper series / Swiss Finance Institute
2
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
2
Advances in economics and econometrics ; Vol. 3
1
CREATES Research Paper
1
Cahier / Département de Sciences Économiques, Université de Montréal
1
Discussion paper / Centre for Economic Policy Research
1
Discussion paper / Tinbergen Institute
1
Discussion paper series / LSE Financial Markets Group
1
Econometric reviews
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economic Research Initiatives at Duke (ERID) Working Paper
1
Economics discussion papers
1
Global COE Hi-Stat discussion paper series
1
Journal of applied econometrics
1
Journal of financial economics
1
Journal of time series econometrics
1
NBER Working Paper
1
NBER working paper series
1
Oxford Financial Research Centre economics series
1
Quantitative economics : QE ; journal of the Econometric Society
1
SFB 649 discussion paper
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)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
2
Jump tails, extreme dependencies, and the distribution of stock returns
Bollerslev, Tim
;
Todorov, Viktor
;
Li, Sophia Zhengzi
- In:
Journal of econometrics
172
(
2013
)
2
,
pp. 307-324
Persistent link: https://www.econbiz.de/10009706199
Saved in:
3
Jumps and betas : a new framework for disentangling and estimating systematic risks
Todorov, Viktor
;
Bollerslev, Tim
- In:
Journal of econometrics
157
(
2010
)
2
,
pp. 220-235
Persistent link: https://www.econbiz.de/10008663039
Saved in:
4
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:
5
Econometric analysis of jump-driven stochastic volatility models
Todorov, Viktor
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 12-21
Persistent link: https://www.econbiz.de/10009242565
Saved in:
6
Impact of jumps on returns and realised variances: econometric analysis of time-deformed Lévy processes
Barndorff-Nielsen, Ole E.
;
Shephard, Neil G.
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 217-252
Persistent link: https://www.econbiz.de/10003298574
Saved in:
7
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:
8
Markov chain Monte Carlo methods for stochastic volatility models
Chib, Siddhartha
;
Nardari, Federico
;
Shephard, Neil G.
- In:
Journal of econometrics
108
(
2002
)
2
,
pp. 281-316
Persistent link: https://www.econbiz.de/10001657610
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->