//--> //--> //--> //-->
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."
~subject:"Prognoseverfahren"
~subject:"USA"
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
USA
Volatilität
1,034
Volatility
1,033
Theorie
368
Theory
368
Estimation
240
Schätzung
240
Börsenkurs
225
Share price
225
United States
225
Capital income
171
Kapitaleinkommen
171
Estimation theory
146
Schätztheorie
146
Time series analysis
144
Zeitreihenanalyse
144
Stochastic process
141
Stochastischer Prozess
141
ARCH model
126
ARCH-Modell
126
Business cycle
95
Konjunktur
94
Welt
89
World
89
Forecasting model
86
Exchange rate
84
Wechselkurs
84
Aktienmarkt
83
Stock market
83
Schock
68
Shock
68
Financial market
65
Finanzmarkt
65
CAPM
62
Risiko
60
Risk
60
Option pricing theory
59
Optionspreistheorie
59
Risikoprämie
51
more ...
less ...
Online availability
All
Undetermined
118
Free
86
Type of publication
All
Book / Working Paper
185
Article
116
Type of publication (narrower categories)
All
Arbeitspapier
185
Working Paper
185
Graue Literatur
177
Non-commercial literature
177
Article in journal
116
Aufsatz in Zeitschrift
116
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
301
Author
All
Andersen, Torben
12
Bollerslev, Tim
12
Diebold, Francis X.
7
Davis, Steven J.
6
Aït-Sahalia, Yacine
5
Bekaert, Geert
5
Engle, Robert F.
5
Ghysels, Eric
5
Patton, Andrew J.
5
Zhou, Hao
5
Bates, David S.
4
Glaeser, Edward L.
4
Kelly, Bryan T.
4
Lettau, Martin
4
Moffitt, Robert A.
4
Nieuwerburgh, Stijn van
4
Schwert, George William
4
Stulz, René M.
4
Ang, Andrew
3
Bansal, Ravi
3
Campbell, John Y.
3
Christoffersen, Peter F.
3
Comin, Diego
3
Fernández-Villaverde, Jesús
3
Giglio, Stefano
3
Guerrón-Quintana, Pablo A.
3
Gupta, Rangan
3
Hallin, Marc
3
Haltiwanger, John C.
3
Hoerova, Marie
3
Jaimovich, Nir
3
Kim, Donggyu
3
Ludvigson, Sydney C.
3
Lustig, Hanno
3
Morck, Randall
3
Nakamura, Emi
3
Rubio-Ramírez, Juan Francisco
3
Santa-Clara, Pedro
3
Vavra, Joseph S.
3
Ardia, David
2
more ...
less ...
Published in...
All
Journal of econometrics
Economics letters
Working paper / National Bureau of Economic Research, Inc.
The journal of futures markets
155
Energy economics
149
International journal of forecasting
125
Finance research letters
124
Journal of forecasting
115
International review of financial analysis
106
Journal of banking & finance
105
Journal of empirical finance
91
The North American journal of economics and finance : a journal of financial economics studies
91
International review of economics & finance : IREF
86
The review of financial studies
85
Economic modelling
82
Applied economics
81
Applied financial economics
72
Discussion paper / Centre for Economic Policy Research
69
Working paper
63
The journal of finance : the journal of the American Finance Association
61
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
56
Journal of financial economics
56
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
54
Applied economics letters
53
Journal of international financial markets, institutions & money
51
Journal of financial and quantitative analysis : JFQA
50
Discussion paper / Tinbergen Institute
45
Finance and economics discussion series
44
Journal of international money and finance
42
The European journal of finance
39
Department of Economics working paper series
38
Journal of risk and financial management : JRFM
38
NBER working paper series
37
International journal of finance & economics : IJFE
35
Quantitative finance
35
Pacific-Basin finance journal
34
Research in international business and finance
34
Journal of applied econometrics
32
The review of economics and statistics
32
Econometric Institute research papers
31
more ...
less ...
Source
All
ECONIS (ZBW)
301
Showing
1
-
10
of
301
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
Beyond rocket science : a factor model for convertible bond returns
Li, Zhiyong
;
Wang, Haixu
;
Yu, Mei
- In:
Economics letters
233
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014505094
Saved in:
4
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:
5
A simple joint model for returns, volatility and volatility of volatility
Ding, Yashuang
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 521-543
Persistent link: https://www.econbiz.de/10014340096
Saved in:
6
Reconciling trends in U.S. male earnings volatility : results from a four data set project
Moffitt, Robert A.
-
2020
Persistent link: https://www.econbiz.de/10012289667
Saved in:
7
Reconciling trends in volatility : evidence from the SIPP survey and administrative data
Carr, Michael D.
;
Moffitt, Robert A.
;
Wiemers, Emily E.
-
2020
Persistent link: https://www.econbiz.de/10012289804
Saved in:
8
Estimating trends in male earnings volatility with the panel study of income dynamics
Moffitt, Robert A.
;
Zhang, Sisi
-
2020
Persistent link: https://www.econbiz.de/10012289816
Saved in:
9
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:
10
Testing for parameter instability and structural change in persistent predictive regressions
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 361-386
Persistent link: https://www.econbiz.de/10013464808
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...
//-->