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isPartOf:"Journal of econometrics"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Journal of money, credit and banking : JMCB"
~subject:"Statistische Verteilung"
~subject:"United States"
~type_genre:"Article in journal"
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Search: subject_exact:"Volatility"
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| 6 applied filters
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Subject
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Statistische Verteilung
United States
Volatility
534
Volatilität
534
Theorie
214
Theory
214
Stochastic process
155
Stochastischer Prozess
155
Estimation
146
Schätzung
146
Time series analysis
124
Zeitreihenanalyse
124
Estimation theory
119
Schätztheorie
119
Börsenkurs
98
Share price
98
Capital income
88
Kapitaleinkommen
88
ARCH model
80
ARCH-Modell
80
Option pricing theory
75
Optionspreistheorie
75
Forecasting model
69
Prognoseverfahren
69
Stochastic volatility
57
USA
56
CAPM
44
Market microstructure
42
Marktmikrostruktur
42
Nichtparametrisches Verfahren
42
Nonparametric statistics
42
Statistical distribution
39
Portfolio selection
33
Portfolio-Management
33
Geldpolitik
32
Monetary policy
32
VAR model
31
VAR-Modell
31
Business cycle
30
Aktienmarkt
29
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Undetermined
26
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Article
95
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Article in journal
Aufsatz in Zeitschrift
95
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English
95
Author
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Bollerslev, Tim
6
Engle, Robert F.
3
Todorov, Viktor
3
Corradi, Valentina
2
Enders, Walter
2
Ghysels, Eric
2
Harvey, Andrew C.
2
Lanne, Markku
2
McAleer, Michael
2
Meddahi, Nour
2
Paolella, Marc S.
2
Polak, Pawel
2
Swanson, Norman R.
2
Zhou, Hao
2
Aguilar, Mike
1
Andersen, Torben
1
Ang, Andrew
1
Arestis, Philip
1
Ashcraft, Adam B.
1
Augustyniak, Maciej
1
Badescu, Alexandru
1
Bali, Turan G.
1
Bandi, Federico M.
1
Bansal, Ravi
1
Bates, David S.
1
Bekaert, Geert
1
Beltratti, Andrea
1
Benk, Szilárd
1
Berger, Tino
1
Blair, Bevan J.
1
Bliss, Robert R.
1
Bondarenko, Oleg
1
Bouezmarni, Taoufik
1
Branger, Nicole
1
Breidt, F. Jay
1
Buccheri, Giuseppe
1
Bégin, Jean-François
1
Caginalp, Gunduz
1
Calvet, Laurent E.
1
Caporin, Massimiliano
1
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Published in...
All
Journal of econometrics
Journal of economic dynamics & control
Journal of money, credit and banking : JMCB
The journal of futures markets
135
The review of financial studies
81
Journal of banking & finance
71
The journal of finance : the journal of the American Finance Association
58
Energy economics
55
Applied financial economics
49
The North American journal of economics and finance : a journal of financial economics studies
49
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
49
Journal of empirical finance
48
Journal of financial and quantitative analysis : JFQA
47
International review of financial analysis
46
Finance research letters
43
Economic modelling
40
Journal of financial economics
40
International review of economics & finance : IREF
39
Applied economics
38
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
38
Journal of international financial markets, institutions & money
35
Economics letters
32
The review of economics and statistics
31
Journal of international money and finance
30
Journal of risk and financial management : JRFM
26
Journal of economics & business
25
The journal of derivatives : the official publication of the International Association of Financial Engineers
25
Applied economics letters
24
International journal of theoretical and applied finance
24
The American economic review
24
Global finance journal
23
International journal of forecasting
21
Research in international business and finance
21
Review of quantitative finance and accounting
21
The journal of real estate finance and economics
20
Econometric reviews
19
Journal of economics and finance
19
Pacific-Basin finance journal
19
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
18
Journal of applied econometrics
18
Journal of multinational financial management
18
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ECONIS (ZBW)
95
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1
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10
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95
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date (oldest first)
1
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
Saved in:
2
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:
3
Vector autoregression models with skewness and heavy tails
Karlsson, Sune
;
Mazur, Stepan
;
Nguyen, Hoang
- In:
Journal of economic dynamics & control
146
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014478164
Saved in:
4
ß in the tails
Bandi, Federico M.
;
Renò, Roberto
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 134-150
Persistent link: https://www.econbiz.de/10013441641
Saved in:
5
Occupation density estimation for noisy high-frequency data
Zhang, Congshan
;
Li, Jia
;
Bollerslev, Tim
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 189-211
Persistent link: https://www.econbiz.de/10013441646
Saved in:
6
Adaptive Bayesian estimation of conditional discrete-continuous distributions with an application to stock market trading activity
Norets, Andriy
;
Pelenis, Justinas
- In:
Journal of econometrics
230
(
2022
)
1
,
pp. 62-82
Persistent link: https://www.econbiz.de/10013441915
Saved in:
7
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:
8
The continuous-time limit of score-driven volatility models
Buccheri, Giuseppe
;
Corsi, Fulvio
;
Flandoli, Franco
; …
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 655-675
Persistent link: https://www.econbiz.de/10012619254
Saved in:
9
Hermite expansion of transition densities and European option prices for multivariate diffusions with jumps
Wan, Xiangwei
;
Yang, Nian
- In:
Journal of economic dynamics & control
125
(
2021
),
pp. 1-37
Persistent link: https://www.econbiz.de/10012666952
Saved in:
10
Liquidity and volatility in the US treasury market
Nguyen, Giang H.
;
Engle, Robert F.
;
Fleming, Michael J.
; …
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 207-229
Persistent link: https://www.econbiz.de/10012482750
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