//--> //--> //--> //-->
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"
~isPartOf:"Finance research letters"
~isPartOf:"Review of derivatives research"
~source:"econis"
~subject:"Stochastischer Prozess"
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
Stochastischer Prozess
Volatility
1,053
Volatilität
1,051
Börsenkurs
295
Share price
295
Theorie
287
Theory
287
Estimation
268
Schätzung
268
Capital income
251
Kapitaleinkommen
251
ARCH model
243
ARCH-Modell
243
Stochastic process
207
Time series analysis
179
Zeitreihenanalyse
179
Forecasting model
175
Prognoseverfahren
175
Stock market
175
Aktienmarkt
174
Estimation theory
151
Schätztheorie
151
Option pricing theory
137
Optionspreistheorie
137
Welt
121
World
121
Risk
103
Risiko
100
USA
74
United States
74
Portfolio selection
69
Portfolio-Management
69
Coronavirus
66
China
65
Spillover effect
63
Spillover-Effekt
63
Virtual currency
61
Virtuelle Währung
61
Stochastic volatility
59
CAPM
57
more ...
less ...
Online availability
All
Undetermined
119
Free
1
Type of publication
All
Article
206
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
207
Aufsatz in Zeitschrift
207
Bibliografie enthalten
1
Bibliography included
1
Systematic review
1
Übersichtsarbeit
1
Language
All
English
207
Author
All
McAleer, Michael
13
Todorov, Viktor
11
Asai, Manabu
9
Tauchen, George Eugene
8
Yu, Jun
5
Bollerslev, Tim
4
Chan, Joshua
4
Escobar, Marcos
4
Andersen, Torben
3
Aït-Sahalia, Yacine
3
Carriero, Andrea
3
Chang, Chia-Lin
3
Clark, Todd E.
3
Gouriéroux, Christian
3
Li, Jia
3
Marcellino, Massimiliano
3
Poon, Aubrey
3
Renault, Eric
3
Shephard, Neil G.
3
Xiu, Dacheng
3
Amengual, Dante
2
Bondarenko, Oleg
2
Boswijk, Herman Peter
2
Cao, Jiling
2
Cavaliere, Giuseppe
2
Chen, Jun-Home
2
Chen, Rui
2
Chib, Siddhartha
2
Creal, Drew
2
Dufour, Jean-Marie
2
Forbes, Catherine Scipione
2
Francq, Christian
2
Gallant, A. Ronald
2
Grynkiv, Iaryna
2
Jasiak, Joann
2
Jensen, Mark J.
2
Jones, Christopher S.
2
Kim, Donggyu
2
Kim, Jeong-Hoon
2
Kim, Young Shin
2
more ...
less ...
Published in...
All
Journal of econometrics
Econometric reviews
Finance research letters
Review of derivatives research
International journal of theoretical and applied finance
135
Quantitative finance
88
Applied mathematical finance
61
Discussion paper / Tinbergen Institute
56
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
54
The journal of computational finance
50
Mathematical finance : an international journal of mathematics, statistics and financial theory
49
Computational economics
48
Finance and stochastics
47
Journal of economic dynamics & control
46
European journal of operational research : EJOR
39
Journal of mathematical finance
38
Working paper
36
Insurance / Mathematics & economics
35
International journal of financial engineering
35
Journal of banking & finance
35
Journal of financial econometrics : official journal of the Society for Financial Econometrics
32
Annals of finance
31
The journal of futures markets
31
Journal of empirical finance
30
Research paper series / Swiss Finance Institute
29
Energy economics
28
Risks : open access journal
28
Economics letters
27
The North American journal of economics and finance : a journal of financial economics studies
26
CAMA working paper series
24
Journal of risk and financial management : JRFM
23
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
23
CREATES research paper
22
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
22
Applied economics
20
Economic modelling
20
Journal of financial economics
18
NBER working paper series
18
The European journal of finance
18
Econometrics : open access journal
17
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
207
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A new Bayesian model for contagion and interdependence
Poon, Aubrey
;
Zhu, Dan
- In:
Econometric reviews
41
(
2022
)
7
,
pp. 806-826
Persistent link: https://www.econbiz.de/10013364908
Saved in:
2
Decoding financial performance of US-listed entities : a sectoral exploration of input efficiency amid stochastic volatility
Andrews, Antony
;
Kumar, Nikeel Nishkar
- In:
Finance research letters
64
(
2024
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014531748
Saved in:
3
Comparing stochastic volatility specifications for large Bayesian VARs
Chan, Joshua
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1419-1446
Persistent link: https://www.econbiz.de/10014471398
Saved in:
4
A class of portfolio optimization solvable problems
Cheng, Yuyang
;
Escobar, Marcos
- In:
Finance research letters
52
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014472208
Saved in:
5
Exchange rate volatility and intraday jump probability with periodicity filters using a local robust variance
Yi, Chae-Deug
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014472978
Saved in:
6
Large stochastic volatility in mean VARs
Cross, Jamie
;
Hou, Chenghan
;
Koop, Gary
;
Poon, Aubrey
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014332245
Saved in:
7
High-dimensional conditionally Gaussian state space models with missing data
Chan, Joshua
;
Poon, Aubrey
;
Zhu, Dan
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332310
Saved in:
8
Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process
Wang, Xiaohu
;
Xiao, Weilin
;
Yu, Jun
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 389-415
Persistent link: https://www.econbiz.de/10014339985
Saved in:
9
Scalable inference for a full multivariate stochastic volatility model
Dellaportas, Petros
;
Titsias, Michalis K.
;
Petrova, Katerina
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 501-520
Persistent link: https://www.econbiz.de/10014340078
Saved in:
10
Dynamic factor, leverage and realized covariances in multivariate stochastic volatility
Yamauchi, Yuta
;
Omori, Yasuhiro
- In:
Econometric reviews
42
(
2023
)
6
,
pp. 513-539
Persistent link: https://www.econbiz.de/10014305574
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->