//--> //--> //-->
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:"IMF working papers"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~person:"Ghysels, Eric"
~subject:"Schätzung"
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
Schätzung
Volatility
7
Volatilität
7
Forecasting model
3
Prognoseverfahren
3
Theorie
3
Theory
3
ARCH model
2
ARCH-Modell
2
Börsenkurs
2
Estimation
2
Financial market
2
Finanzmarkt
2
Share price
2
USA
2
United States
2
ARCH filters
1
Aktienmarkt
1
CAPM
1
Estimation theory
1
Factor asset pricing models
1
Government securities
1
Liquidity
1
Liquidity-at-risk
1
Liquidität
1
Log-ACD models
1
Market microstructure
1
Marktmikrostruktur
1
Method of moments
1
Momentenmethode
1
Noise Trading
1
Noise trading
1
Option pricing theory
1
Optionspreistheorie
1
Public bond
1
Regression analysis
1
Regressionsanalyse
1
Risikoprämie
1
Risk premium
1
Schätztheorie
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Ghysels, Eric
Todorov, Viktor
13
Bollerslev, Tim
8
Tauchen, George Eugene
7
Kim, Donggyu
5
Li, Jia
5
Andersen, Torben
4
Aït-Sahalia, Yacine
4
Ma, Feng
4
Asai, Manabu
3
Francq, Christian
3
McAleer, Michael
3
Patton, Andrew J.
3
Wang, Yazhen
3
Xiu, Dacheng
3
Zakoïan, Jean-Michel
3
Barigozzi, Matteo
2
Bibinger, Markus
2
Cheung, Yin-Wong
2
Chevallier, Julien
2
Christensen, Kim
2
Creal, Drew
2
Ergemen, Yunus Emre
2
Fabozzi, Frank J.
2
Fan, Jianqing
2
Gallo, Giampiero M.
2
Gribisch, Bastian
2
Grynkiv, Iaryna
2
Gupta, Rangan
2
Hadri, Kaddour
2
Hallin, Marc
2
Harvey, Andrew C.
2
Kong, Xin-Bing
2
Li, Yingying
2
Neely, Christopher J.
2
Paolella, Marc S.
2
Park, Joon Y.
2
Polak, Pawel
2
Quaedvlieg, Rogier
2
Račev, Svetlozar T.
2
more ...
less ...
Published in...
All
Journal of econometrics
IMF working papers
International journal of finance & economics : IJFE
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
CORE discussion paper : DP
1
Discussion paper / Centre for Economic Policy Research
1
NBER Working Paper
1
NBER working paper series
1
Research paper series / Swiss Finance Institute
1
Working paper / Department of Economics, University of Cyprus
1
Working paper / National Bureau of Economic Research, Inc.
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Predicting volatility: getting the most out of return data sampled at different frequencies
Ghysels, Eric
;
Santa-Clara, Pedro
;
Valkanov, Rossen I.
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 59-95
Persistent link: https://www.econbiz.de/10003298564
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->