//--> //--> //--> //-->
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:"Journal of banking & 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"
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
ARCH-Modell
Estimation theory
Statistische Verteilung
Volatility
868
Volatilität
864
Theorie
257
Theory
257
Capital income
234
Kapitaleinkommen
234
Börsenkurs
229
Share price
229
Estimation
224
Schätzung
223
ARCH model
159
Stochastic process
148
Stochastischer Prozess
148
Time series analysis
132
Zeitreihenanalyse
132
Schätztheorie
131
USA
128
United States
128
Option pricing theory
122
Optionspreistheorie
122
Aktienmarkt
118
Stock market
118
Forecasting model
111
Prognoseverfahren
111
Risikoprämie
69
Risk premium
69
Portfolio selection
65
Portfolio-Management
65
CAPM
60
Welt
59
World
59
Option trading
58
Optionsgeschäft
58
Market microstructure
57
Marktmikrostruktur
57
Exchange rate
55
Wechselkurs
55
Risk
52
more ...
less ...
Online availability
All
Undetermined
166
Type of publication
All
Article
288
Type of publication (narrower categories)
All
Article in journal
288
Aufsatz in Zeitschrift
288
Conference paper
1
Konferenzbeitrag
1
Language
All
English
288
Author
All
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
Paolella, Marc S.
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
Park, Joon Y.
3
Polak, Pawel
3
Santucci de Magistris, Paolo
3
Swanson, Norman R.
3
Taylor, Stephen
3
Varneskov, Rasmus Tangsgaard
3
Violante, Francesco
3
Wang, Yazhen
3
Zhang, Lan
3
Zhu, Ke
3
Amengual, Dante
2
Andreou, Elena
2
Bandi, Federico M.
2
Boughrara, Adel
2
Bouri, Elie
2
Caporin, Massimiliano
2
Chang, Chia-Lin
2
Chevapatrakul, Thanaset
2
more ...
less ...
Published in...
All
Journal of econometrics
Journal of banking & finance
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Energy economics
223
Finance research letters
159
Economic modelling
122
International review of financial analysis
120
Journal of empirical finance
111
Applied economics
110
The North American journal of economics and finance : a journal of financial economics studies
110
International review of economics & finance : IREF
102
Research in international business and finance
94
Journal of risk and financial management : JRFM
79
Journal of international financial markets, institutions & money
78
Discussion paper / Tinbergen Institute
76
International journal of forecasting
76
Economics letters
73
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
Applied economics letters
54
Working paper
54
The journal of futures markets
52
International Journal of Energy Economics and Policy : IJEEP
50
Quantitative finance
48
International journal of finance & economics : IJFE
46
The European journal of finance
46
Econometric Institute research papers
44
Econometric reviews
40
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
39
International journal of economics and financial issues : IJEFI
35
Journal of financial econometrics
35
Review of quantitative finance and accounting
34
CREATES research paper
33
Computational economics
33
International journal of theoretical and applied finance
33
Cogent economics & finance
32
International journal of economics and finance
32
more ...
less ...
Source
All
ECONIS (ZBW)
288
Showing
1
-
10
of
288
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
Price discovery in equity markets : a state-dependent analysis of spot and futures markets
Kuck, Konstantin
;
Schweikert, Karsten
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014462550
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
Cross-asset time-series momentum : crude oil volatility and global stock markets
Fernandez-Perez, Adrian
;
Indriawan, Ivan
;
Tse, Yiuman
; …
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014492117
Saved in:
10
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:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->