//--> //--> //--> //-->
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:"Bollerslev, Tim"
~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
19
Volatilität
19
Capital income
8
Estimation
8
Kapitaleinkommen
8
Schätzung
8
Forecasting model
5
Prognoseverfahren
5
Theorie
5
Theory
5
ARCH model
4
High-frequency data
4
Market microstructure
4
Stochastic process
4
Stochastischer Prozess
4
Time series analysis
4
Zeitreihenanalyse
4
Börsenkurs
3
Noise Trading
3
Noise trading
3
Schätztheorie
3
Share price
3
Statistical distribution
3
USA
3
United States
3
Aktienindex
2
Aktienmarkt
2
CAPM
2
Exchange rate
2
Microstructure noise
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Option pricing theory
2
Optionspreistheorie
2
Realized volatility
2
Risiko
2
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
11
Type of publication (narrower categories)
All
Article in journal
11
Aufsatz in Zeitschrift
11
Language
All
English
11
Author
All
Bollerslev, Tim
Todorov, Viktor
12
Andersen, Torben
8
Tauchen, George Eugene
7
Aït-Sahalia, Yacine
6
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
NBER working paper series
5
NBER Working Paper
4
Working paper / National Bureau of Economic Research, Inc.
4
Financial Institutions Center
2
Advanced texts in econometrics
1
CFS working paper series
1
CREATES research paper
1
ERID working paper
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economic Research Initiatives at Duke (ERID) Working Paper
1
Edward Elgar E-Book Archive
1
Edward Elgar books
1
Elgaronline
1
Financial markets and asset pricing
1
Foreign exchange markets
1
Handbook of economic forecasting ; 1
1
Handbook of economic forecasting ; Vol. 1
1
International finance discussion papers
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
Journal of financial and quantitative analysis : JFQA
1
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
1
The international library of critical writings in economics
1
The international library of critical writings in economics series
1
The review of economics and statistics
1
Working papers / Financial Institutions Center
1
Working papers / Rodney L. White Center for Financial Research
1
more ...
less ...
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
From zero to hero : realized partial (co)variances
Bollerslev, Tim
;
Medeiros, Marcelo C.
;
Patton, Andrew J.
; …
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 348-360
Persistent link: https://www.econbiz.de/10013464800
Saved in:
2
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:
3
Multivariate leverage effects and realized semicovariance GARCH models
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 411-430
Persistent link: https://www.econbiz.de/10012482780
Saved in:
4
High-dimensional multivariate realized volatility estimation
Bollerslev, Tim
;
Meddahi, Nour
;
Nyawa, Serge
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 116-136
Persistent link: https://www.econbiz.de/10012303903
Saved in:
5
Exploiting the errors : a simple approach for improved volatility forecasting
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011610646
Saved in:
6
Stock return and cash flow predictability : the role of volatility risk
Bollerslev, Tim
;
Xu, Lai
;
Zhou, Hao
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 458-471
Persistent link: https://www.econbiz.de/10011499728
Saved in:
7
Time-varying jump tails
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of econometrics
183
(
2014
)
2
,
pp. 168-180
Persistent link: https://www.econbiz.de/10010506069
Saved in:
8
Jump tails, extreme dependencies, and the distribution of stock returns
Bollerslev, Tim
;
Todorov, Viktor
;
Li, Sophia Zhengzi
- In:
Journal of econometrics
172
(
2013
)
2
,
pp. 307-324
Persistent link: https://www.econbiz.de/10009706199
Saved in:
9
Realized volatility forecasting and market microstructure noise
Andersen, Torben
;
Bollerslev, Tim
;
Meddahi, Nour
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 220-234
Persistent link: https://www.econbiz.de/10009242523
Saved in:
10
No-arbitrage semi-martingale restrictions for continuous-time volatility models subject to leverage effects, jumps and iid noise : theory and testable distributional implications
Andersen, Torben
;
Bollerslev, Tim
;
Dobrev, Dobrislav
- In:
Journal of econometrics
138
(
2007
)
1
,
pp. 125-180
Persistent link: https://www.econbiz.de/10003451756
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->