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isPartOf:"Journal of econometrics"
~isPartOf:"Journal of economic dynamics & control"
~subject:"Portfolio selection"
~subject:"Statistische Verteilung"
~subject:"United States"
~type_genre:"Article in journal"
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Search: subject_exact:"Volatility"
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Portfolio selection
Statistische Verteilung
United States
Volatility
471
Volatilität
471
Theorie
195
Theory
195
Stochastic process
151
Stochastischer Prozess
151
Estimation
132
Schätzung
132
Estimation theory
119
Schätztheorie
119
Time series analysis
117
Zeitreihenanalyse
117
Börsenkurs
92
Share price
92
Capital income
88
Kapitaleinkommen
88
ARCH model
78
ARCH-Modell
78
Option pricing theory
75
Optionspreistheorie
75
Forecasting model
64
Prognoseverfahren
64
Stochastic volatility
57
CAPM
44
Market microstructure
42
Marktmikrostruktur
42
Nichtparametrisches Verfahren
42
Nonparametric statistics
42
Statistical distribution
39
Portfolio-Management
33
USA
30
Bayes-Statistik
28
Bayesian inference
28
Markov chain
26
Markov-Kette
26
Noise Trading
26
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26
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Undetermined
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98
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98
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English
98
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Bollerslev, Tim
6
Engle, Robert F.
3
Todorov, Viktor
3
Badescu, Alexandru
2
Branger, Nicole
2
Corradi, Valentina
2
Francq, Christian
2
Ghysels, Eric
2
Harvey, Andrew C.
2
Linton, Oliver
2
McAleer, Michael
2
Meddahi, Nour
2
Paolella, Marc S.
2
Polak, Pawel
2
Renò, Roberto
2
Swanson, Norman R.
2
Xiu, Dacheng
2
Zakoïan, Jean-Michel
2
Zhou, Hao
2
Aguilar, Mike
1
Andersen, Torben
1
Ang, Andrew
1
Augustyniak, Maciej
1
Aït-Sahalia, Yacine
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
Bo, Lijun
1
Bondarenko, Oleg
1
Bouezmarni, Taoufik
1
Breidt, F. Jay
1
Buccheri, Giuseppe
1
Bégin, Jean-François
1
Caginalp, Gunduz
1
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Journal of econometrics
Journal of economic dynamics & control
The journal of futures markets
136
Journal of banking & finance
108
Energy economics
88
Finance research letters
86
The review of financial studies
85
The North American journal of economics and finance : a journal of financial economics studies
77
Journal of empirical finance
75
International review of financial analysis
74
Journal of financial economics
63
The journal of finance : the journal of the American Finance Association
63
International review of economics & finance : IREF
61
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
59
Applied economics
55
Applied financial economics
54
Economic modelling
54
Journal of financial and quantitative analysis : JFQA
51
Journal of international financial markets, institutions & money
49
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
43
Journal of risk and financial management : JRFM
42
Economics letters
39
Research in international business and finance
37
International journal of theoretical and applied finance
35
Quantitative finance
35
Journal of international money and finance
34
The review of economics and statistics
32
Applied economics letters
31
The European journal of finance
29
The journal of asset management
29
International journal of forecasting
28
Pacific-Basin finance journal
28
The American economic review
28
The journal of derivatives : the official publication of the International Association of Financial Engineers
28
Global finance journal
26
Journal of economics & business
26
Journal of money, credit and banking : JMCB
26
Review of quantitative finance and accounting
26
Computational economics
24
International journal of finance & economics : IJFE
24
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ECONIS (ZBW)
98
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1
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10
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98
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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
Efficient estimation of high-dimensional dynamic covariance by risk factor mapping : applications for financial risk management
So, Mike Ka-pui
;
Chan, Thomas W. C.
;
Chu, Amanda M. Y.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 151-167
Persistent link: https://www.econbiz.de/10013441642
Saved in:
6
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:
7
Identification of structural multivariate GARCH models
Hafner, Christian M.
;
Herwartz, Helmut
;
Maxand, Simone
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 212-227
Persistent link: https://www.econbiz.de/10013441647
Saved in:
8
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:
9
Momentum and the cross-section of stock volatility
Fan, Minyou
;
Kearney, Fearghal
;
Li, Youwei
;
Liu, Jiadong
- In:
Journal of economic dynamics & control
144
(
2022
),
pp. 1-30
Persistent link: https://www.econbiz.de/10013543109
Saved in:
10
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
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