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isPartOf:"Journal of econometrics"
~isPartOf:"Econometric reviews"
~isPartOf:"Review of derivatives research"
~source:"econis"
~subject:"Stochastischer Prozess"
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Search: subject_exact:"Volatility"
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Stochastischer Prozess
Volatility
480
Volatilität
480
Theorie
200
Theory
200
Stochastic process
172
Estimation theory
139
Schätztheorie
139
Estimation
138
Schätzung
138
Time series analysis
135
Zeitreihenanalyse
135
ARCH model
94
ARCH-Modell
94
Capital income
94
Kapitaleinkommen
94
Option pricing theory
92
Optionspreistheorie
92
Börsenkurs
83
Share price
83
Forecasting model
67
Prognoseverfahren
67
Nichtparametrisches Verfahren
51
Nonparametric statistics
51
Market microstructure
46
Marktmikrostruktur
46
Stochastic volatility
46
USA
45
United States
45
Statistical distribution
41
Statistische Verteilung
41
Bayes-Statistik
36
Bayesian inference
36
Multivariate Analyse
36
Multivariate analysis
36
Option trading
35
Optionsgeschäft
35
Derivat
33
Derivative
33
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32
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171
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English
172
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McAleer, Michael
12
Todorov, Viktor
11
Asai, Manabu
9
Tauchen, George Eugene
8
Yu, Jun
5
Bollerslev, Tim
4
Chan, Joshua
4
Andersen, Torben
3
Aït-Sahalia, Yacine
3
Carriero, Andrea
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
Cavaliere, Giuseppe
2
Chang, Chia-Lin
2
Chib, Siddhartha
2
Creal, Drew
2
Dufour, Jean-Marie
2
Escobar, Marcos
2
Forbes, Catherine Scipione
2
Francq, Christian
2
Gallant, A. Ronald
2
Grynkiv, Iaryna
2
Jasiak, Joann
2
Jensen, Mark J.
2
Kim, Donggyu
2
Kim, Young Shin
2
Kohn, Robert
2
Koopman, Siem Jan
2
Maasoumi, Esfandiar
2
Maheu, John M.
2
Martin, Gael M.
2
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Journal of econometrics
Econometric reviews
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
Finance research letters
35
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
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ECONIS (ZBW)
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51
A fractionally integrated Wishart stochastic volatility model
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
36
(
2017
)
1/3
,
pp. 42-59
Persistent link: https://www.econbiz.de/10011794625
Saved in:
52
Bayesian analysis of multivariate stochastic volatility with skew return distribution
Nakajima, Jouchi
- In:
Econometric reviews
36
(
2017
)
5
,
pp. 546-562
Persistent link: https://www.econbiz.de/10011795262
Saved in:
53
R-estimation in semiparametric dynamic location-scale models
Hallin, Marc
;
La Vecchia, Davide
- In:
Journal of econometrics
196
(
2017
)
2
,
pp. 222-247
Persistent link: https://www.econbiz.de/10011818285
Saved in:
54
Inference from high-frequency data : a subsampling approach
Christensen, Kimberly
;
Podolskij, Mark
;
Thamrongrat, Nopporn
- In:
Journal of econometrics
197
(
2017
)
2
,
pp. 245-272
Persistent link: https://www.econbiz.de/10011818358
Saved in:
55
Testing for non-correlation between price and volatility jumps
Jacod, Jean
;
Klüppelberg, Claudia
;
Müller, Gernot
- In:
Journal of econometrics
197
(
2017
)
2
,
pp. 284-297
Persistent link: https://www.econbiz.de/10011818360
Saved in:
56
Realized stochastic volatility with general asymmetry and long memory
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
199
(
2017
)
2
,
pp. 202-213
Persistent link: https://www.econbiz.de/10011897674
Saved in:
57
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:
58
On high frequency estimation of the frictionless price : the use of observed liquidity variables
Chaker, Selma
- In:
Journal of econometrics
201
(
2017
)
1
,
pp. 127-143
Persistent link: https://www.econbiz.de/10011917437
Saved in:
59
Real-time forecast evaluation of DSGE models with stochastic volatility
Diebold, Francis X.
;
Schorfheide, Frank
;
Shin, Minchul
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 322-332
Persistent link: https://www.econbiz.de/10011920505
Saved in:
60
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:
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