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isPartOf:"Journal of econometrics"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~subject:"ARCH-Modell"
~subject:"Estimation theory"
~subject:"Statistische Verteilung"
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Search: subject_exact:"Volatility"
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ARCH-Modell
Estimation theory
Statistische Verteilung
Volatility
738
Volatilität
735
Stochastic process
248
Stochastischer Prozess
248
Theorie
224
Theory
224
Option pricing theory
204
Optionspreistheorie
204
Estimation
154
Schätzung
154
Börsenkurs
139
Share price
139
Capital income
134
Kapitaleinkommen
134
Schätztheorie
131
Time series analysis
114
Zeitreihenanalyse
114
ARCH model
109
USA
78
United States
78
Aktienmarkt
74
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74
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68
Prognoseverfahren
68
Derivat
55
Derivative
55
Statistical distribution
54
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53
Option trading
50
Optionsgeschäft
50
Market microstructure
46
Marktmikrostruktur
46
CAPM
44
Nichtparametrisches Verfahren
44
Nonparametric statistics
44
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43
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249
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Todorov, Viktor
12
Bollerslev, Tim
9
Andersen, Torben
7
Tauchen, George Eugene
7
Li, Jia
6
Kim, Donggyu
5
Li, Yingying
5
Meddahi, Nour
5
Xiu, Dacheng
5
Aït-Sahalia, Yacine
4
Francq, Christian
4
Mykland, Per A.
4
Patton, Andrew J.
4
Zakoïan, Jean-Michel
4
Barigozzi, Matteo
3
Gonçalves, Sílvia
3
Gouriéroux, Christian
3
Hallin, Marc
3
Jasiak, Joann
3
Linton, Oliver
3
McAleer, Michael
3
Paolella, Marc S.
3
Park, Joon Y.
3
Swanson, Norman R.
3
Varneskov, Rasmus Tangsgaard
3
Wang, Yazhen
3
Zhang, Lan
3
Zhu, Ke
3
Amengual, Dante
2
Andreou, Elena
2
Bandi, Federico M.
2
Benth, Fred Espen
2
Boughrara, Adel
2
Bouri, Elie
2
Caporin, Massimiliano
2
Chang, Chia-Lin
2
Clinet, Simon
2
Corradi, Valentina
2
Dalderop, Jeroen
2
Fan, Jianqing
2
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Journal of econometrics
International journal of theoretical and applied finance
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Energy economics
217
Finance research letters
138
Economic modelling
122
International review of financial analysis
114
The North American journal of economics and finance : a journal of financial economics studies
110
Applied economics
109
Journal of empirical finance
109
Research in international business and finance
94
International review of economics & finance : IREF
92
Journal of risk and financial management : JRFM
79
Journal of international financial markets, institutions & money
78
Discussion paper / Tinbergen Institute
76
Economics letters
73
International journal of forecasting
73
Journal of banking & finance
72
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
70
Journal of forecasting
65
Applied financial economics
64
Journal of financial econometrics : official journal of the Society for Financial Econometrics
56
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
56
Working paper
54
Applied economics letters
52
International Journal of Energy Economics and Policy : IJEEP
49
The journal of futures markets
48
Quantitative finance
45
Econometric Institute research papers
44
The European journal of finance
43
International journal of finance & economics : IJFE
41
Econometric reviews
40
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
39
Journal of financial econometrics
35
International journal of economics and financial issues : IJEFI
34
Review of quantitative finance and accounting
34
CREATES research paper
33
Cogent economics & finance
32
International journal of economics and finance
32
Computational economics
31
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ECONIS (ZBW)
249
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1
Dynamic probabilistic forecasting with uncertainty
Benth, Fred Espen
;
Kutrolli, Gleda
;
Stefani, Silvana
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012807773
Saved in:
2
Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel F.
;
Sun, Yixiao
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1281-1309
Persistent link: https://www.econbiz.de/10014471377
Saved in:
3
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
Saved in:
4
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
Saved in:
5
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:
6
Semiparametric estimation of latent variable asset pricing models
Dalderop, Jeroen
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014332225
Saved in:
7
On the predictive ability of conditional market skewness
Serna, Gregorio
- In:
The quarterly review of economics and finance : journal …
91
(
2023
),
pp. 186-191
Persistent link: https://www.econbiz.de/10014461560
Saved in:
8
Testing the forecasting power of global economic conditions for the volatility of international REITs using a GARCH-MIDAS approach
Salisu, Afees A.
;
Gupta, Rangan
;
Bouri, Elie
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 303-314
Persistent link: https://www.econbiz.de/10014428077
Saved in:
9
Bias reduction in spot volatility estimation from options
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 53-81
Persistent link: https://www.econbiz.de/10014364661
Saved in:
10
A discrete-time hedging framework with multiple factors and fat tails : on what matters
Augustyniak, Maciej
;
Badescu, Alexandru
;
Bégin, …
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 416-444
Persistent link: https://www.econbiz.de/10014339997
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