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isPartOf:"Journal of econometrics"
~isPartOf:"Journal of economic dynamics & control"
~subject:"Statistische Verteilung"
~subject:"United States"
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Search: subject_exact:"Volatility"
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Statistische Verteilung
United States
Volatility
472
Volatilität
472
Theorie
196
Theory
196
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
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Bayes-Statistik
28
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28
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Bollerslev, Tim
6
Engle, Robert F.
3
Todorov, Viktor
3
Corradi, Valentina
2
Ghysels, Eric
2
Harvey, Andrew C.
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
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
Bondarenko, Oleg
1
Bouezmarni, Taoufik
1
Branger, Nicole
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Breidt, F. Jay
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Buccheri, Giuseppe
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Bégin, Jean-François
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Caginalp, Gunduz
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Calvet, Laurent E.
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Caporin, Massimiliano
1
Chan, Felix
1
Chang, Chia-Lin
1
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1
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1
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Journal of econometrics
Journal of economic dynamics & control
Working paper / National Bureau of Economic Research, Inc.
176
The journal of futures markets
135
The review of financial studies
81
Journal of banking & finance
71
Discussion paper / Centre for Economic Policy Research
68
The journal of finance : the journal of the American Finance Association
58
Energy economics
55
Applied financial economics
49
Journal of empirical finance
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 financial and quantitative analysis : JFQA
47
International review of financial analysis
46
Working paper
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
Finance and economics discussion series
34
Economics letters
32
Discussion paper / Tinbergen Institute
31
The review of economics and statistics
31
Journal of international money and finance
30
Journal of money, credit and banking : JMCB
26
Journal of risk and financial management : JRFM
26
NBER working paper series
26
Econometric Institute research papers
25
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 finance discussion papers
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
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ECONIS (ZBW)
69
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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
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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