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isPartOf:"Journal of econometrics"
~isPartOf:"Economics letters"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~subject:"Prognoseverfahren"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Volatility"
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Prognoseverfahren
Volatility
565
Volatilität
565
Theorie
205
Theory
205
Estimation
159
Schätzung
159
Estimation theory
140
Schätztheorie
140
Time series analysis
134
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71
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Option pricing theory
50
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Nonparametric statistics
47
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47
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45
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Bollerslev, Tim
5
Patton, Andrew J.
5
Andersen, Torben
3
Ghysels, Eric
3
Hallin, Marc
3
Kim, Donggyu
3
Zhou, Hao
3
Ardia, David
2
Balaban, Ercan
2
Barigozzi, Matteo
2
Fan, Jianqing
2
Hoogerheide, Lennart F.
2
Koop, Gary
2
Poon, Aubrey
2
Qiu, Yue
2
Quaedvlieg, Rogier
2
Renò, Roberto
2
Valkanov, Rossen I.
2
Andreou, Elena
1
Asai, Manabu
1
Atak, Alev
1
Aït-Sahalia, Yacine
1
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1
Bauer, Gregory H.
1
Bekaert, Geert
1
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1
Blair, Bevan J.
1
Busch, Thomas
1
C. Alper, Emre
1
Calvet, Laurent E.
1
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1
Chan, Joshua C. C.
1
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1
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1
Christensen, Bent Jesper
1
Clark, Todd E.
1
Corré, Nienke
1
Corsi, Fulvio
1
Cross, Jamie
1
Cui, Xiangyu
1
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Journal of econometrics
Economics letters
Working paper / National Bureau of Economic Research, Inc.
International journal of forecasting
123
Journal of forecasting
114
Energy economics
111
Finance research letters
99
International review of financial analysis
73
Economic modelling
58
International review of economics & finance : IREF
58
The North American journal of economics and finance : a journal of financial economics studies
54
Journal of empirical finance
53
Applied economics
51
Journal of banking & finance
48
The journal of futures markets
34
Applied economics letters
33
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
32
Quantitative finance
31
Applied financial economics
28
The European journal of finance
28
International journal of finance & economics : IJFE
27
Journal of international financial markets, institutions & money
25
Journal of financial econometrics
24
Pacific-Basin finance journal
24
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
Journal of risk and financial management : JRFM
23
Journal of financial economics
21
Computational economics
19
Journal of applied econometrics
19
Research in international business and finance
19
Risks : open access journal
17
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Emerging markets, finance and trade : EMFT
16
Financial innovation : FIN
16
Econometric reviews
15
Journal of economic dynamics & control
15
Journal of international money and finance
15
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
14
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
14
Journal of risk
13
Econometrics : open access journal
12
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ECONIS (ZBW)
71
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71
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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
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:
7
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:
8
Complete subset least squares support vector regression
Qiu, Yue
- In:
Economics letters
200
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012606827
Saved in:
9
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:
10
Volatility analysis with realized GARCH-Itô models
Song, Xinyu
;
Kim, Donggyu
;
Yuan, Huiling
;
Cui, Xiangyu
; …
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 393-410
Persistent link: https://www.econbiz.de/10012619433
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