//--> //--> //-->
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"
~person:"Calvet, Laurent E."
~person:"Park, Joon Y."
~subject:"Prognoseverfahren"
~subject:"Schätzung"
~subject:"Spot interest rate"
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
Prognoseverfahren
Schätzung
Spot interest rate
Volatility
7
Volatilität
7
Estimation
3
Estimation theory
3
Schätztheorie
3
Stochastic process
3
Stochastischer Prozess
3
Capital income
2
Forecasting model
2
Kapitaleinkommen
2
Markov chain
2
Markov-Kette
2
Option pricing theory
2
Optionspreistheorie
2
Regression analysis
2
Regressionsanalyse
2
Stochastic volatility
2
Theorie
2
Theory
2
Asymptotics
1
Börsenkurs
1
Cauchy estimator
1
Decomposition method
1
Dekompositionsverfahren
1
Diffusion
1
Diffusive and jump volatility
1
Drift
1
Exchange rate
1
Heteroscedasticity
1
Heteroskedastizität
1
High frequency observation
1
Information criterion
1
Interest rate
1
Jump diffusion
1
Jump-risk premium
1
Likelihood ratio
1
Local time
1
Lévy measure
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
Calvet, Laurent E.
Park, Joon Y.
Todorov, Viktor
13
Bollerslev, Tim
11
Tauchen, George Eugene
8
Andersen, Torben
6
Li, Jia
6
Patton, Andrew J.
6
Kim, Donggyu
5
Aït-Sahalia, Yacine
4
Barigozzi, Matteo
4
Hallin, Marc
4
Zhou, Hao
4
Francq, Christian
3
Ghysels, Eric
3
McAleer, Michael
3
Quaedvlieg, Rogier
3
Wang, Yazhen
3
Xiu, Dacheng
3
Zakoïan, Jean-Michel
3
Asai, Manabu
2
Bibinger, Markus
2
Christensen, Kim
2
Creal, Drew
2
Ergemen, Yunus Emre
2
Fan, Jianqing
2
Fisher, Adlai
2
Forbes, Catherine Scipione
2
Gallo, Giampiero M.
2
Grynkiv, Iaryna
2
Harvey, Andrew C.
2
Kong, Xin-Bing
2
Li, Yingying
2
Maneesoonthorn, Worapree
2
Martin, Gael M.
2
Meddahi, Nour
2
Nielsen, Morten Ørregaard
2
Paolella, Marc S.
2
Polak, Pawel
2
Poon, Aubrey
2
more ...
less ...
Published in...
All
Journal of econometrics
Quantitative economics : QE ; journal of the Econometric Society
2
Academic Press advanced finance series
1
Discussion paper series / Harvard Institute of Economic Research
1
Econometric theory
1
Economics letters
1
Working papers / TSE : WP
1
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Nonparametric estimation of jump diffusion models
Park, Joon Y.
;
Wang, Bin
- In:
Journal of econometrics
222
(
2021
)
1,3
,
pp. 688-715
Persistent link: https://www.econbiz.de/10012619778
Saved in:
2
A reexamination of stock return predictability
Choi, Yongok
;
Jacewitz, Stefan
;
Park, Joon Y.
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 168-189
Persistent link: https://www.econbiz.de/10011617132
Saved in:
3
What is beneath the surface? : option pricing with multifrequency latent states
Calvet, Laurent E.
;
Fearnley, Marcus
;
Fisher, Adlai
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 498-511
Persistent link: https://www.econbiz.de/10011499779
Saved in:
4
An asymptotic analysis of likelihood-based diffusion model selection using high frequency data
Choi, Hwan-sik
;
Jeong, Minsoo
;
Park, Joon Y.
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 539-557
Persistent link: https://www.econbiz.de/10010256867
Saved in:
5
Forecasting multifractal volatility
Calvet, Laurent E.
;
Fisher, Adlai
- In:
Journal of econometrics
105
(
2001
)
1
,
pp. 27-58
Persistent link: https://www.econbiz.de/10001617142
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->