//--> //--> //--> //-->
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"
~language:"eng"
~subject:"Noise Trading"
~subject:"Schätztheorie"
~subject:"Stochastischer Prozess"
~subject:"USA"
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
| 6 applied filters
Year of publication
From:
To:
Subject
All
Noise Trading
Schätztheorie
Stochastischer Prozess
USA
Volatility
321
Volatilität
321
Theorie
125
Theory
125
Estimation theory
116
Stochastic process
104
Estimation
102
Schätzung
102
Time series analysis
100
Zeitreihenanalyse
100
Capital income
70
Kapitaleinkommen
70
Börsenkurs
67
Share price
67
ARCH model
66
ARCH-Modell
66
Forecasting model
49
Prognoseverfahren
49
Market microstructure
41
Marktmikrostruktur
41
Nichtparametrisches Verfahren
40
Nonparametric statistics
40
Option pricing theory
39
Optionspreistheorie
39
Statistical distribution
34
Statistische Verteilung
34
Stochastic volatility
34
Noise trading
26
High-frequency data
25
CAPM
24
United States
24
Bayes-Statistik
23
Bayesian inference
23
Bootstrap approach
18
Bootstrap-Verfahren
18
Markov chain
18
more ...
less ...
Online availability
All
Undetermined
112
Type of publication
All
Article
203
Type of publication (narrower categories)
All
Article in journal
203
Aufsatz in Zeitschrift
203
Language
All
English
Author
All
Todorov, Viktor
14
Bollerslev, Tim
10
Tauchen, George Eugene
10
Andersen, Torben
8
Aït-Sahalia, Yacine
6
Li, Jia
6
McAleer, Michael
6
Kim, Donggyu
5
Li, Yingying
5
Meddahi, Nour
5
Mykland, Per A.
5
Xiu, Dacheng
5
Asai, Manabu
4
Francq, Christian
4
Gallant, A. Ronald
4
Ghysels, Eric
4
Shephard, Neil G.
4
Zakoïan, Jean-Michel
4
Boswijk, Herman Peter
3
Carriero, Andrea
3
Clark, Todd E.
3
Engle, Robert F.
3
Maheu, John M.
3
Marcellino, Massimiliano
3
Park, Joon Y.
3
Renò, Roberto
3
Swanson, Norman R.
3
Varneskov, Rasmus Tangsgaard
3
Wang, Yazhen
3
Yu, Jun
3
Zhang, Lan
3
Zhou, Hao
3
Amengual, Dante
2
Bandi, Federico M.
2
Bondarenko, Oleg
2
Cavaliere, Giuseppe
2
Chan, Joshua
2
Chang, Chia-Lin
2
Chib, Siddhartha
2
Christensen, Kim
2
more ...
less ...
Published in...
All
Journal of econometrics
Working paper / National Bureau of Economic Research, Inc.
186
The journal of futures markets
156
International journal of theoretical and applied finance
151
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
109
Journal of banking & finance
104
Quantitative finance
101
Discussion paper / Tinbergen Institute
88
The review of financial studies
85
Energy economics
80
Finance research letters
80
Journal of empirical finance
80
The North American journal of economics and finance : a journal of financial economics studies
80
Economics letters
73
Working paper
73
Discussion paper / Centre for Economic Policy Research
72
Applied mathematical finance
67
Econometric reviews
67
Applied financial economics
65
The journal of finance : the journal of the American Finance Association
65
Economic modelling
63
Applied economics
58
Journal of financial econometrics : official journal of the Society for Financial Econometrics
56
Mathematical finance : an international journal of mathematics, statistics and financial theory
56
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
56
Journal of economic dynamics & control
55
The journal of computational finance
54
Finance and stochastics
52
Computational economics
51
Journal of financial economics
51
International review of financial analysis
50
International review of economics & finance : IREF
49
Journal of financial and quantitative analysis : JFQA
49
Journal of risk and financial management : JRFM
48
NBER working paper series
45
European journal of operational research : EJOR
42
Journal of mathematical finance
42
CREATES research paper
41
Research paper series / Swiss Finance Institute
41
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
40
more ...
less ...
Source
All
ECONIS (ZBW)
203
Showing
1
-
10
of
203
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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
Saved in:
4
Bias reduction in spot volatility estimation from options
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 53-81
Persistent link: https://www.econbiz.de/10014364661
Saved in:
5
Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process
Wang, Xiaohu
;
Xiao, Weilin
;
Yu, Jun
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 389-415
Persistent link: https://www.econbiz.de/10014339985
Saved in:
6
Scalable inference for a full multivariate stochastic volatility model
Dellaportas, Petros
;
Titsias, Michalis K.
;
Petrova, Katerina
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 501-520
Persistent link: https://www.econbiz.de/10014340078
Saved in:
7
Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel F.
;
Sun, Yixiao
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1281-1309
Persistent link: https://www.econbiz.de/10014471377
Saved in:
8
Comparing stochastic volatility specifications for large Bayesian VARs
Chan, Joshua
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1419-1446
Persistent link: https://www.econbiz.de/10014471398
Saved in:
9
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
Saved in:
10
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->