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isPartOf:"Journal of econometrics"
~isPartOf:"Journal of economic dynamics & control"
~subject:"Statistische Verteilung"
~subject:"United States"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Search: subject_exact:"Volatility"
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Statistische Verteilung
United States
Volatilität
Volatility
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 selection
33
Portfolio-Management
33
USA
30
Bayes-Statistik
28
Bayesian inference
28
Markov chain
26
Markov-Kette
26
Noise Trading
26
Noise trading
26
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Undetermined
244
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Article
469
Book / Working Paper
2
Type of publication (narrower categories)
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Article in journal
Aufsatz in Zeitschrift
471
Collection of articles of several authors
2
Sammelwerk
2
Conference proceedings
1
Konferenzschrift
1
Language
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English
471
Author
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Bollerslev, Tim
19
Todorov, Viktor
17
Tauchen, George Eugene
15
Andersen, Torben
11
Aït-Sahalia, Yacine
11
McAleer, Michael
9
Meddahi, Nour
8
Xiu, Dacheng
8
Li, Jia
7
Mykland, Per A.
7
Patton, Andrew J.
7
Cavaliere, Giuseppe
6
Ghysels, Eric
6
Kim, Donggyu
6
Shephard, Neil G.
6
Asai, Manabu
5
Gallant, A. Ronald
5
Gouriéroux, Christian
5
Hallin, Marc
5
Li, Yingying
5
Renò, Roberto
5
Taylor, Robert
5
Zhou, Hao
5
Barigozzi, Matteo
4
Boswijk, Herman Peter
4
Branger, Nicole
4
Francq, Christian
4
Jasiak, Joann
4
Leippold, Markus
4
Linton, Oliver
4
Maheu, John M.
4
Park, Joon Y.
4
Rahbek, Anders
4
Renault, Eric
4
Yu, Jun
4
Zakoïan, Jean-Michel
4
Bandi, Federico M.
3
Bekaert, Geert
3
Calvet, Laurent E.
3
Carriero, Andrea
3
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Institution
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Conference on Realized Volatility <2006, Montréal>
1
Published in...
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Journal of econometrics
Journal of economic dynamics & control
Energy economics
642
Finance research letters
588
International review of financial analysis
419
Applied economics
380
Journal of banking & finance
374
International review of economics & finance : IREF
368
The journal of futures markets
360
Economic modelling
339
The North American journal of economics and finance : a journal of financial economics studies
324
Research in international business and finance
266
Applied financial economics
265
Journal of empirical finance
263
Applied economics letters
261
Economics letters
245
International journal of theoretical and applied finance
245
Journal of international financial markets, institutions & money
239
Journal of international money and finance
230
Journal of risk and financial management : JRFM
197
Quantitative finance
194
Journal of financial economics
184
Pacific-Basin finance journal
172
International Journal of Energy Economics and Policy : IJEEP
171
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
169
The European journal of finance
158
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
155
International journal of finance & economics : IJFE
151
International journal of forecasting
145
Journal of forecasting
131
The review of financial studies
126
Computational economics
119
Applied mathematical finance
117
The journal of finance : the journal of the American Finance Association
117
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
111
Journal of financial econometrics : official journal of the Society for Financial Econometrics
110
Global finance journal
107
International journal of economics and financial issues : IJEFI
105
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
104
Journal of financial and quantitative analysis : JFQA
103
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ECONIS (ZBW)
471
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1
Dynamic industry uncertainty networks and the business cycle
Baruník, Jozef
;
Bevilacqua, Mattia
;
Faff, Robert W.
- In:
Journal of economic dynamics & control
159
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014532383
Saved in:
2
Gamma positioning and market quality
Buis, Boyd
;
Pieterse-Bloem, Mary
;
Verschoor, Willem F. C.
; …
- In:
Journal of economic dynamics & control
164
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10015051098
Saved in:
3
Exact simulation of the Hull and White stochastic volatility model
Brignone, Riccardo
;
Gonzato, Luca
- In:
Journal of economic dynamics & control
163
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10015050813
Saved in:
4
Climate change and the US wheat commodity market
De Lipsis, Vincenzo
;
Agnolucci, Paolo
- In:
Journal of economic dynamics & control
161
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10015050040
Saved in:
5
Competition among high-frequency traders and market quality
Breckenfelder, Johannes
- In:
Journal of economic dynamics & control
166
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10015051273
Saved in:
6
Identifying latent factors based on high-frequency data
Sun, Yucheng
;
Xu, Wen
;
Zhang, Chuanhai
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 251-270
Persistent link: https://www.econbiz.de/10014341048
Saved in:
7
Short selling, divergence of opinion and volatility in the corporate bond market
Huu Nhan Duong
;
Kalev, Petko S.
;
Tian, Xiao
- In:
Journal of economic dynamics & control
147
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014249730
Saved in:
8
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:
9
Large stochastic volatility in mean VARs
Cross, Jamie
;
Hou, Chenghan
;
Koop, Gary
;
Poon, Aubrey
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014332245
Saved in:
10
High-dimensional conditionally Gaussian state space models with missing data
Chan, Joshua
;
Poon, Aubrey
;
Zhu, Dan
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332310
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