//--> //--> //-->
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:"Economics letters"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Calvet, Laurent E."
~subject:"Prognoseverfahren"
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Prognoseverfahren
Volatility
6
Volatilität
6
Capital income
3
Kapitaleinkommen
3
Theorie
3
Theory
3
Markov chain
2
Markov-Kette
2
Regime-switching
2
Stochastic process
2
Stochastischer Prozess
2
Autocorrelation
1
Autokorrelation
1
Börsenkurs
1
CAPM
1
Decomposition method
1
Dekompositionsverfahren
1
Economic model
1
Estimation
1
Exchange rate
1
Financial market
1
Finanzmarkt
1
Forecasting model
1
Jump-risk premium
1
Markov-switching multifractal
1
Multifraktal
1
Option pricing
1
Option pricing theory
1
Optionspreistheorie
1
Particle filter
1
Schock
1
Schätzung
1
Share price
1
Shock
1
Statistical distribution
1
Statistische Verteilung
1
Stochastic volatility
1
Time series analysis
1
Wechselkurs
1
more ...
less ...
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Calvet, Laurent E.
Bollerslev, Tim
8
Andersen, Torben
6
Diebold, Francis X.
5
Patton, Andrew J.
5
Ghysels, Eric
4
Christoffersen, Peter F.
3
Engle, Robert F.
3
Hallin, Marc
3
Kim, Donggyu
3
Zhou, Hao
3
Ardia, David
2
Balaban, Ercan
2
Barigozzi, Matteo
2
Bekaert, Geert
2
Fan, Jianqing
2
Gallo, Giampiero M.
2
Hoerova, Marie
2
Hoogerheide, Lennart F.
2
Koop, Gary
2
Poon, Aubrey
2
Qiu, Yue
2
Quaedvlieg, Rogier
2
Renò, Roberto
2
Santa-Clara, Pedro
2
Valkanov, Rossen I.
2
Andreou, Elena
1
Asai, Manabu
1
Atak, Alev
1
Aït-Sahalia, Yacine
1
Bansal, Ravi
1
Barucci, Emilio
1
Bauer, Gregory H.
1
Bekiros, Stelios
1
Bianchi, Francesco
1
Blair, Bevan J.
1
Busch, Thomas
1
C. Alper, Emre
1
Campa, José Manuel
1
Carriero, Andrea
1
more ...
less ...
Published in...
All
Journal of econometrics
Economics letters
Working paper / National Bureau of Economic Research, Inc.
Academic Press advanced finance series
1
Discussion paper series / Harvard Institute of Economic Research
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting multifractal volatility
Calvet, Laurent E.
;
Fisher, Adlai
- In:
Journal of econometrics
105
(
2001
)
1
,
pp. 27-58
Persistent link: https://www.econbiz.de/10001617142
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->