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isPartOf:"Journal of econometrics"
~isPartOf:"Econometric Reviews"
~person:"Ghysels, Eric"
~person:"Shephard, Neil G."
~person:"Todorov, Viktor"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Volatility"
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Zeitreihenanalyse
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
Theorie
8
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
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English
9
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Ghysels, Eric
Shephard, Neil G.
Todorov, Viktor
Li, Jia
6
Andersen, Torben
5
Kim, Donggyu
5
Li, Yingying
5
Tauchen, George Eugene
5
Bollerslev, Tim
4
Hallin, Marc
4
McAleer, Michael
4
Patton, Andrew J.
4
Barigozzi, Matteo
3
Fan, Jianqing
3
Kong, Xin-Bing
3
Taylor, Robert
3
Wang, Yazhen
3
Asai, Manabu
2
Boswijk, Herman Peter
2
Cavaliere, Giuseppe
2
Chan, Joshua
2
Christensen, Kim
2
Clinet, Simon
2
Ergemen, Yunus Emre
2
Francq, Christian
2
Hounyo, Ulrich
2
Li, Guodong
2
Li, Wai Keung
2
Liu, Zhi
2
Meddahi, Nour
2
Medeiros, Marcelo C.
2
Mykland, Per A.
2
Petrova, Katerina
2
Podolskij, Mark
2
Poon, Aubrey
2
Potiron, Yoann
2
Quaedvlieg, Rogier
2
Sheppard, Kevin
2
Thyrsgaard, Martin
2
Tong, Howell
2
Varneskov, Rasmus Tangsgaard
2
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Journal of econometrics
Econometric Reviews
Economic Research Initiatives at Duke (ERID) Working Paper
3
ERID working paper
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Oxford Financial Research Centre economics series
2
Advanced texts in econometrics
1
Advances in economics and econometrics ; Vol. 3
1
CREATES Research Paper
1
CREATES research paper
1
Discussion paper / Tinbergen Institute
1
Econometric theory
1
Economics discussion papers
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Mathematical finance
1
Quantitative economics : QE ; journal of the Econometric Society
1
Research paper series / Swiss Finance Institute
1
SFB 649 discussion paper
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
The economic journal : the journal of the Royal Economic Society
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ECONIS (ZBW)
9
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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
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
3
Variation and efficiency of high-frequency betas
Zhang, Congshan
;
Li, Jia
;
Todorov, Viktor
;
Tauchen, …
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 156-175
Persistent link: https://www.econbiz.de/10013441735
Saved in:
4
Adaptive estimation of continuous-time regression models using high-frequency data
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Journal of econometrics
200
(
2017
)
1
,
pp. 36-47
Persistent link: https://www.econbiz.de/10011897689
Saved in:
5
Mixed-scale jump regressions with bootstrap inference
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
;
Chen, Rui
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 417-432
Persistent link: https://www.econbiz.de/10011920538
Saved in:
6
Inference theory for volatility functional dependencies
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Journal of econometrics
193
(
2016
)
1
,
pp. 17-34
Persistent link: https://www.econbiz.de/10011704756
Saved in:
7
Multivariate rotated ARCH models
Noureldin, Diaa
;
Shephard, Neil G.
;
Sheppard, Kevin
- In:
Journal of econometrics
179
(
2014
)
1
,
pp. 16-30
Persistent link: https://www.econbiz.de/10010258286
Saved in:
8
Realized Laplace transforms for estimation of jump diffusive volatility models
Todorov, Viktor
;
Tauchen, George Eugene
;
Grynkiv, Iaryna
- In:
Journal of econometrics
164
(
2011
)
2
,
pp. 367-381
Persistent link: https://www.econbiz.de/10009301899
Saved in:
9
Realized volatility
Meddahi, Nour
;
Mykland, Per A.
;
Shephard, Neil G.
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 1
Persistent link: https://www.econbiz.de/10009242567
Saved in:
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