//--> //--> //--> //-->
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"
~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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Schätzung
Volatility
719
Volatilität
718
Theorie
228
Theory
228
Estimation
205
ARCH model
158
ARCH-Modell
158
Time series analysis
147
Zeitreihenanalyse
147
Börsenkurs
138
Share price
138
Estimation theory
137
Schätztheorie
137
Stochastic process
136
Stochastischer Prozess
136
Capital income
132
Kapitaleinkommen
132
Forecasting model
93
Prognoseverfahren
93
Exchange rate
90
Wechselkurs
90
Aktienmarkt
70
Stock market
70
Welt
62
World
62
Option pricing theory
52
Optionspreistheorie
52
Nichtparametrisches Verfahren
49
Nonparametric statistics
49
Market microstructure
48
Marktmikrostruktur
48
USA
47
United States
47
Statistical distribution
46
Statistische Verteilung
46
Financial market
39
Finanzmarkt
39
Markov chain
39
Markov-Kette
39
more ...
less ...
Online availability
All
Undetermined
143
Free
15
Type of publication
All
Article
191
Book / Working Paper
14
Type of publication (narrower categories)
All
Article in journal
191
Aufsatz in Zeitschrift
191
Arbeitspapier
14
Working Paper
14
Graue Literatur
5
Non-commercial literature
5
Language
All
English
205
Author
All
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
Ghysels, Eric
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 ...
Institution
All
International Monetary Fund
2
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
Energy economics
144
Finance research letters
130
Applied economics
125
Economic modelling
116
International review of economics & finance : IREF
115
International review of financial analysis
105
The North American journal of economics and finance : a journal of financial economics studies
96
Journal of banking & finance
82
Journal of empirical finance
81
Working paper / National Bureau of Economic Research, Inc.
81
Applied economics letters
77
NBER working paper series
77
Applied financial economics
75
Working paper
74
NBER Working Paper
71
Journal of international money and finance
70
Journal of international financial markets, institutions & money
68
Research in international business and finance
68
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
61
The journal of futures markets
61
Discussion paper / Tinbergen Institute
57
Economics letters
57
CESifo working papers
54
Journal of risk and financial management : JRFM
52
Discussion paper / Centre for Economic Policy Research
49
International journal of forecasting
47
The European journal of finance
46
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
43
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
39
International Journal of Energy Economics and Policy : IJEEP
37
Journal of financial economics
37
Journal of financial econometrics : official journal of the Society for Financial Econometrics
34
Pacific-Basin finance journal
34
Quantitative finance
34
International journal of economics and finance
32
International journal of economics and financial issues : IJEFI
31
Journal of financial econometrics
31
more ...
less ...
Source
All
ECONIS (ZBW)
205
Showing
201
-
205
of
205
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
201
The detection and estimation of long memory in stochastic volatility
Breidt, F. Jay
- In:
Journal of econometrics
83
(
1998
)
1
,
pp. 325-348
Persistent link: https://www.econbiz.de/10001336943
Saved in:
202
Testing for a slowly changing level with special reference to stochastic volatility
Harvey, Andrew C.
- In:
Journal of econometrics
87
(
1998
)
1
,
pp. 167-189
Persistent link: https://www.econbiz.de/10001248302
Saved in:
203
Estimating continuous-time stochastic volatility models of the short-term interest rate
Andersen, Torben
- In:
Journal of econometrics
77
(
1997
)
2
,
pp. 343-377
Persistent link: https://www.econbiz.de/10001212838
Saved in:
204
Stock market volatility and fractional integration
Cheung, Yin-Wong
- In:
International journal of finance & economics : IJFE
1
(
1996
)
4
,
pp. 263-273
Persistent link: https://www.econbiz.de/10001211528
Saved in:
205
A causality-in-variance test and its application to financial market prices
Cheung, Yin-Wong
- In:
Journal of econometrics
72
(
1996
)
1
,
pp. 33-48
Persistent link: https://www.econbiz.de/10001198033
Saved in:
First
Prev
12
13
14
15
16
17
18
19
20
21
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->