//--> //--> //-->
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:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~person:"Aït-Sahalia, Yacine"
~subject:"ARCH-Modell"
~subject:"Estimation theory"
~subject:"Marktmikrostruktur"
~subject:"Statistische Verteilung"
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
| 7 applied filters
Year of publication
From:
To:
Subject
All
ARCH-Modell
Estimation theory
Marktmikrostruktur
Statistische Verteilung
Volatility
11
Volatilität
11
Theorie
6
Theory
6
CAPM
4
Estimation
4
Schätzung
4
Capital income
3
Kapitaleinkommen
3
Market microstructure
3
Schätztheorie
3
Stochastic process
3
Stochastischer Prozess
3
Börsenkurs
2
Factor analysis
2
Faktorenanalyse
2
Jumps
2
Market microstructure noise
2
Noise Trading
2
Noise trading
2
Option pricing theory
2
Optionspreistheorie
2
Share price
2
Stochastic volatility
2
Swap
2
ARCH model
1
Ankündigungseffekt
1
Announcement effect
1
Beta risk
1
Betafaktor
1
Big data
1
Closed-form expansion
1
Continuous and jump components
1
Correlation
1
Derivat
1
Derivative
1
Dynamic equilibrium
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
6
Author
All
Aït-Sahalia, Yacine
Todorov, Viktor
12
Bollerslev, Tim
11
Andersen, Torben
8
Tauchen, George Eugene
7
Li, Jia
6
Meddahi, Nour
6
Kim, Donggyu
5
Li, Yingying
5
Mykland, Per A.
5
Patton, Andrew J.
5
Xiu, Dacheng
5
Francq, Christian
4
Linton, Oliver
4
Zakoïan, Jean-Michel
4
Barigozzi, Matteo
3
Christensen, Kim
3
Ghysels, Eric
3
Gonçalves, Sílvia
3
Gouriéroux, Christian
3
Hallin, Marc
3
Jasiak, Joann
3
McAleer, Michael
3
Paolella, Marc S.
3
Park, Joon Y.
3
Quaedvlieg, Rogier
3
Swanson, Norman R.
3
Varneskov, Rasmus Tangsgaard
3
Wang, Yazhen
3
Zhang, Lan
3
Zhu, Ke
3
Amengual, Dante
2
Andreou, Elena
2
Bandi, Federico M.
2
Bibinger, Markus
2
Boughrara, Adel
2
Bouri, Elie
2
Caporin, Massimiliano
2
Chang, Chia-Lin
2
Clinet, Simon
2
more ...
less ...
Published in...
All
Journal of econometrics
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Journal of the American Statistical Association : JASA
2
Handbook of financial time series
1
Handbooks in finance
1
Journal of financial economics
1
Working paper / National Bureau of Economic Research, Inc.
1
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
High frequency traders and the price process
Aït-Sahalia, Yacine
;
Brunetti, Celso
- In:
Journal of econometrics
217
(
2020
)
1
,
pp. 20-45
Persistent link: https://www.econbiz.de/10012482736
Saved in:
2
A Hausman test for the presence of market microstructure noise in high frequency data
Aït-Sahalia, Yacine
;
Xiu, Dacheng
- In:
Journal of econometrics
211
(
2019
)
1
,
pp. 176-205
Persistent link: https://www.econbiz.de/10012303614
Saved in:
3
Increased correlation among asset classes : Are volatility or jumps to blame, or both?
Aït-Sahalia, Yacine
;
Xiu, Dacheng
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 205-219
Persistent link: https://www.econbiz.de/10011705106
Saved in:
4
Market-based estimation of stochastic volatility models
Aït-Sahalia, Yacine
;
Amengual, Dante
;
Manresa, Elena
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 418-435
Persistent link: https://www.econbiz.de/10011499700
Saved in:
5
Testing for jumps in noisy high frequency data
Aït-Sahalia, Yacine
;
Jacod, Jean
;
Li, Jia
- In:
Journal of econometrics
168
(
2012
)
2
,
pp. 207-222
Persistent link: https://www.econbiz.de/10009612749
Saved in:
6
Out of sample forecasts of quadratic variation
Aït-Sahalia, Yacine
;
Mancini, Loriano
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 17-33
Persistent link: https://www.econbiz.de/10003783780
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->