//--> //--> //--> //-->
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 mathematical finance"
~subject:"Equilibrium theory"
~subject:"Statistical distribution"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Equilibrium theory
Statistical distribution
Volatility
392
Volatilität
392
Stochastic process
142
Stochastischer Prozess
142
Theorie
140
Theory
140
Estimation theory
123
Schätztheorie
123
Estimation
117
Schätzung
117
Time series analysis
105
Zeitreihenanalyse
105
Capital income
80
Kapitaleinkommen
80
ARCH model
78
ARCH-Modell
78
Börsenkurs
77
Share price
77
Option pricing theory
74
Optionspreistheorie
74
Forecasting model
54
Prognoseverfahren
54
Nichtparametrisches Verfahren
43
Nonparametric statistics
43
Market microstructure
42
Marktmikrostruktur
42
Statistische Verteilung
40
Stochastic volatility
34
CAPM
30
Markov chain
27
Markov-Kette
27
Noise Trading
26
Noise trading
26
Portfolio selection
26
Portfolio-Management
26
Bayes-Statistik
25
Bayesian inference
25
High-frequency data
25
USA
24
more ...
less ...
Online availability
All
Undetermined
25
Type of publication
All
Article
41
Type of publication (narrower categories)
All
Article in journal
41
Aufsatz in Zeitschrift
41
Language
All
English
41
Author
All
Bollerslev, Tim
3
Todorov, Viktor
3
Corradi, Valentina
2
Gouriéroux, Christian
2
Jasiak, Joann
2
Meddahi, Nour
2
Paolella, Marc S.
2
Polak, Pawel
2
Swanson, Norman R.
2
Aguilar, Mike
1
Augustyniak, Maciej
1
Badescu, Alexandru
1
Bandi, Federico M.
1
Bondarenko, Oleg
1
Bouezmarni, Taoufik
1
Buccheri, Giuseppe
1
Bégin, Jean-François
1
Calvet, Laurent E.
1
Cao, Hongduo
1
Caporin, Massimiliano
1
Chang, Chia-Lin
1
Christensen, Kim
1
Corsi, Fulvio
1
Dalderop, Jeroen
1
Davis, Richard A.
1
Distaso, Walter
1
Drees, Holger
1
El Ghouch, Anouar
1
Elabed, Asma Graja
1
Ensor, Katherine Bennett
1
Fisher, Adlai
1
Flandoli, Franco
1
Francq, Christian
1
Garcia, René
1
Ginley, Matthew
1
Gonçalves, Sílvia
1
Harvey, Andrew C.
1
He, Huaping
1
He, Zhi
1
Hill, Jonathan B.
1
more ...
less ...
Published in...
All
Journal of econometrics
Journal of mathematical finance
International journal of theoretical and applied finance
16
Discussion paper / Tinbergen Institute
15
Quantitative finance
14
Economic modelling
13
Finance research letters
13
International journal of forecasting
13
Working paper
13
Computational economics
12
International review of financial analysis
12
Journal of banking & finance
12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
12
Journal of empirical finance
10
Journal of risk and financial management : JRFM
10
Energy economics
9
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
9
The North American journal of economics and finance : a journal of financial economics studies
9
Journal of forecasting
8
The journal of futures markets
8
International journal of financial engineering
7
International review of economics & finance : IREF
7
Journal of international financial markets, institutions & money
7
Research paper series / Swiss Finance Institute
7
The European journal of finance
7
The journal of derivatives : the official publication of the International Association of Financial Engineers
7
Applied economics
6
Econometrics : open access journal
6
Economics letters
6
Empirical science of financial fluctuations : the advent of econophysics [proceedings of a workshop hosted by the Nihon Keizai Shimbun, Inc., and held in Tokyo, Nov. 15-17, 2000]
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Journal of financial economics
6
Review of quantitative finance and accounting
6
Swiss Finance Institute Research Paper
6
CREATES research paper
5
International finance discussion papers
5
Journal of economic dynamics & control
5
Pacific-Basin finance journal
5
Risks : open access journal
5
Econometric Institute research papers
4
more ...
less ...
Source
All
ECONIS (ZBW)
41
Showing
1
-
10
of
41
Sort
relevance
articles prioritized
date (newest first)
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
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:
4
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:
5
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:
6
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:
7
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:
8
Volatility regressions with fat tails
Kim, Jihyun
;
Meddahi, Nour
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 690-713
Persistent link: https://www.econbiz.de/10012483177
Saved in:
9
Stationary bubble equilibria in rational expectation models
Gouriéroux, Christian
;
Jasiak, Joann
;
Monfort, Alain
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 714-735
Persistent link: https://www.econbiz.de/10012483178
Saved in:
10
Nonparametric filtering of conditional state-price densities
Dalderop, Jeroen
- In:
Journal of econometrics
214
(
2020
)
2
,
pp. 295-325
Persistent link: https://www.econbiz.de/10012438391
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->