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isPartOf:"Journal of econometrics"
~isPartOf:"Finance research letters"
~person:"Caporale, Guglielmo Maria"
~person:"Todorov, Viktor"
~subject:"Capital income"
~subject:"Statistische Verteilung"
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Search: subject_exact:"Volatility"
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Capital income
Statistische Verteilung
Volatility
20
Volatilität
20
Estimation
14
Schätzung
14
Stochastic process
11
Stochastischer Prozess
11
Estimation theory
10
Kapitaleinkommen
10
Schätztheorie
10
Time series analysis
9
Zeitreihenanalyse
9
Börsenkurs
8
Share price
8
High-frequency data
7
Stochastic volatility
6
Nichtparametrisches Verfahren
5
Nonparametric statistics
5
Option pricing theory
5
Optionspreistheorie
5
Theorie
5
Theory
5
Options
4
ARCH model
3
ARCH-Modell
3
Aktienindex
3
Beta risk
3
Betafaktor
3
CAPM
3
Induktive Statistik
3
Jumps
3
Martingal
3
Martingale
3
Option trading
3
Optionsgeschäft
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Statistical distribution
3
Statistical inference
3
Stock index
3
Adaptive estimation
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English
11
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Caporale, Guglielmo Maria
Todorov, Viktor
Bollerslev, Tim
9
Gupta, Rangan
6
Meddahi, Nour
6
Andersen, Torben
5
Mykland, Per A.
5
Bouri, Elie
4
Molnár, Peter
4
Renault, Eric
4
Tauchen, George Eugene
4
Wu, Xinyu
4
Xiu, Dacheng
4
Zaremba, Adam
4
Aït-Sahalia, Yacine
3
Gil-Alaña, Luis A.
3
Li, Jia
3
McAleer, Michael
3
Pierdzioch, Christian
3
Roubaud, David
3
Shahzad, Syed Jawad Hussain
3
Shen, Dehua
3
Shephard, Neil G.
3
Swanson, Norman R.
3
Tiwari, Aviral Kumar
3
Abakah, Emmanuel Joel Aikins
2
Asai, Manabu
2
Bandi, Federico M.
2
Bekaert, Geert
2
Brzeszczyński, Janusz
2
Będowska-Sójka, Barbara
2
Chang, Chia-Lin
2
Chiang, Thomas C.
2
Corbet, Shaen
2
Corradi, Valentina
2
Gillas, Konstantinos Gkillas
2
Jiang, Yuexiang
2
Klein, Tony
2
Lau, Chi Keung
2
Li, Yingying
2
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Journal of econometrics
Finance research letters
CESifo working papers
11
Economics and finance working paper series
10
Discussion papers / Deutsches Institut für Wirtschaftsforschung
6
CREATES research paper
4
DIW Berlin Discussion Paper
4
Journal of financial economics
4
CESifo Working Paper Series
3
ERID working paper
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Economic Research Initiatives at Duke (ERID) Working Paper
2
Journal of applied economics
2
Applied financial economics letters
1
Brunel Economics and Finance Working Paper
1
CESifo Working Paper
1
CREATES Research Paper
1
China economic review : an international journal
1
Discussion paper / Centre for Economic Forecasting
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Financial markets and portfolio management
1
International journal of finance & economics : IJFE
1
International review of financial analysis
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economics and finance : JEF
1
Journal of international money and finance
1
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
1
Quantitative economics : QE ; journal of the Econometric Society
1
The European journal of finance
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ECONIS (ZBW)
11
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11
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date (oldest first)
1
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
2
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:
3
Nonparametric jump variation measures from options
Todorov, Viktor
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 255-280
Persistent link: https://www.econbiz.de/10013463804
Saved in:
4
Volatility persistence in the Russian stock market
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Finance research letters
32
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012430826
Saved in:
5
Is market fear persistent? : a long-memory analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Finance research letters
27
(
2018
),
pp. 140-147
Persistent link: https://www.econbiz.de/10012006763
Saved in:
6
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:
7
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:
8
Time-varying jump tails
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of econometrics
183
(
2014
)
2
,
pp. 168-180
Persistent link: https://www.econbiz.de/10010506069
Saved in:
9
Volatility activity : specification and estimation
Todorov, Viktor
;
Tauchen, George Eugene
;
Grynkiv, Iaryna
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 180-193
Persistent link: https://www.econbiz.de/10010255447
Saved in:
10
Jump tails, extreme dependencies, and the distribution of stock returns
Bollerslev, Tim
;
Todorov, Viktor
;
Li, Sophia Zhengzi
- In:
Journal of econometrics
172
(
2013
)
2
,
pp. 307-324
Persistent link: https://www.econbiz.de/10009706199
Saved in:
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