//--> //--> //--> //-->
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 theory"
~person:"Bollerslev, Tim"
~person:"Ghysels, Eric"
~person:"Hallin, Marc"
~person:"Mykland, Per A."
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
Volatility
39
Volatilität
39
Capital income
13
Kapitaleinkommen
13
Theorie
13
Theory
13
Estimation
12
Schätzung
12
Forecasting model
11
Prognoseverfahren
11
Time series analysis
11
Zeitreihenanalyse
11
ARCH model
9
ARCH-Modell
9
Estimation theory
9
Market microstructure
9
Marktmikrostruktur
9
Schätztheorie
9
Börsenkurs
7
Share price
7
Noise Trading
6
Noise trading
6
Stochastic process
6
Stochastischer Prozess
6
CAPM
5
Realized volatility
5
USA
5
United States
5
High-frequency data
4
Microstructure
4
Aktienmarkt
3
Consistency
3
Discrete observation
3
Factor analysis
3
Faktorenanalyse
3
Financial market
3
Finanzmarkt
3
Leverage effect
3
Liquidity
3
Liquidität
3
more ...
less ...
Online availability
All
Undetermined
16
Type of publication
All
Article
38
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
39
Aufsatz in Zeitschrift
39
Collection of articles of several authors
1
Conference proceedings
1
Konferenzschrift
1
Sammelwerk
1
Language
All
English
39
Author
All
Bollerslev, Tim
Ghysels, Eric
Hallin, Marc
Mykland, Per A.
Todorov, Viktor
18
Tauchen, George Eugene
16
Andersen, Torben
13
Aït-Sahalia, Yacine
11
McAleer, Michael
10
Li, Jia
9
Meddahi, Nour
9
Cavaliere, Giuseppe
8
Taylor, Robert
8
Xiu, Dacheng
8
Patton, Andrew J.
7
Kim, Donggyu
6
Li, Yingying
6
Linton, Oliver
6
Renault, Eric
6
Renò, Roberto
6
Shephard, Neil G.
6
Asai, Manabu
5
Francq, Christian
5
Gallant, A. Ronald
5
Gouriéroux, Christian
5
Park, Joon Y.
5
Zhou, Hao
5
Bandi, Federico M.
4
Barigozzi, Matteo
4
Boswijk, Herman Peter
4
Gonçalves, Sílvia
4
Hounyo, Ulrich
4
Jasiak, Joann
4
Maheu, John M.
4
Rahbek, Anders
4
Wang, Yazhen
4
Yu, Jun
4
Zakoïan, Jean-Michel
4
Zhang, Lan
4
Calvet, Laurent E.
3
more ...
less ...
Institution
All
Conference on Realized Volatility <2006, Montréal>
1
Published in...
All
Journal of econometrics
Econometric theory
NBER working paper series
15
NBER Working Paper
12
Working paper / National Bureau of Economic Research, Inc.
12
ECARES working paper
8
CREATES research paper
7
ERID working paper
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Journal of financial economics
6
Economic Research Initiatives at Duke (ERID) Working Paper
5
Working papers / Financial Institutions Center
5
CFS working paper series
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Finance and economics discussion series
4
Discussion paper / Centre for Economic Policy Research
3
Journal of applied econometrics
3
Journal of empirical finance
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
The journal of finance : the journal of the American Finance Association
3
The review of economics and statistics
3
CIRANO Working Papers
2
Financial Institutions Center
2
Foreign exchange markets
2
International economic review
2
Journal of financial econometrics
2
Research paper series / Swiss Finance Institute
2
Studies in Nonlinear Dynamics & Econometrics
2
The review of financial studies
2
Tools and techniques
2
Working papers / Rodney L. White Center for Financial Research
2
Advanced texts in econometrics
1
American Economic Review papers and proceedings
1
CORE discussion paper : DP
1
CREATES Research Paper
1
CREATES Research Papers
1
Cahier / Département de Sciences Économiques, Université de Montréal
1
Cahier / Départment de Sciences Économiques, Université de Montréal
1
more ...
less ...
Source
All
ECONIS (ZBW)
39
Showing
1
-
10
of
39
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
From zero to hero : realized partial (co)variances
Bollerslev, Tim
;
Medeiros, Marcelo C.
;
Patton, Andrew J.
; …
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 348-360
Persistent link: https://www.econbiz.de/10013464800
Saved in:
2
Occupation density estimation for noisy high-frequency data
Zhang, Congshan
;
Li, Jia
;
Bollerslev, Tim
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 189-211
Persistent link: https://www.econbiz.de/10013441646
Saved in:
3
Predicting the VIX and the volatility risk premium : the role of short-run funding spreads Volatility Factors
Andreou, Elena
;
Ghysels, Eric
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 366-398
Persistent link: https://www.econbiz.de/10012618520
Saved in:
4
Time-varying general dynamic factor models and the measurement of financial connectedness
Barigozzi, Matteo
;
Hallin, Marc
;
Soccorsi, Stefano
; …
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 324-343
Persistent link: https://www.econbiz.de/10012619427
Saved in:
5
The observed asymptotic variance : hard edges, and a regression approach
Mykland, Per A.
;
Zhang, Lan
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 411-428
Persistent link: https://www.econbiz.de/10012619653
Saved in:
6
Liquidity and volatility in the US treasury market
Nguyen, Giang H.
;
Engle, Robert F.
;
Fleming, Michael J.
; …
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 207-229
Persistent link: https://www.econbiz.de/10012482750
Saved in:
7
Multivariate leverage effects and realized semicovariance GARCH models
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 411-430
Persistent link: https://www.econbiz.de/10012482780
Saved in:
8
Generalized dynamic factor models and volatilities : consistency, rates, and prediction intervals
Barigozzi, Matteo
;
Hallin, Marc
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 4-34
Persistent link: https://www.econbiz.de/10012439634
Saved in:
9
The algebra of two scales estimation, and the S-TSRV: High frequency estimation that is robust to sampling times
Mykland, Per A.
;
Zhang, Lan
;
Chen, Dachuan
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 101-119
Persistent link: https://www.econbiz.de/10012139798
Saved in:
10
High-dimensional multivariate realized volatility estimation
Bollerslev, Tim
;
Meddahi, Nour
;
Nyawa, Serge
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 116-136
Persistent link: https://www.econbiz.de/10012303903
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->