//--> //--> //-->
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:"Law, Tzuo Hann"
~person:"Maneesoonthorn, Worapree"
~person:"Renò, Roberto"
~subject:"CAPM"
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
CAPM
Volatility
7
Volatilität
7
Stochastic process
4
Stochastischer Prozess
4
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Börsenkurs
2
Capital income
2
Estimation
2
Forecasting model
2
Kapitaleinkommen
2
Microstructure noise
2
Prognoseverfahren
2
Risikoprämie
2
Risk premium
2
Schätzung
2
Share price
2
Aktienindex
1
Bayes-Statistik
1
Bayesian inference
1
Beta
1
Beta risk
1
Betafaktor
1
Bivariate jump diffusion model
1
Capital structure
1
Diffusive risk
1
Estimation theory
1
Financial crisis
1
Financial market
1
Finanzkrise
1
Finanzmarkt
1
Flash crashes
1
Gradual jumps
1
Hedge fund
1
Hedge funds
1
Hedgefonds
1
Hedging
1
Jump risk
1
Kapitalstruktur
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Law, Tzuo Hann
Maneesoonthorn, Worapree
Renò, Roberto
Aït-Sahalia, Yacine
4
Todorov, Viktor
3
Bollerslev, Tim
2
Mancini, Loriano
2
Mykland, Per A.
2
Tauchen, George Eugene
2
Andersen, Torben
1
Andreou, Elena
1
Augustyniak, Maciej
1
Badescu, Alexandru
1
Bandi, Federico M.
1
Bégin, Jean-François
1
Chan, Thomas W. C.
1
Chu, Amanda M. Y.
1
Dalderop, Jeroen
1
Eraker, Bjørn
1
Fiorentini, Gabriele
1
Forbes, Catherine Scipione
1
Fulop, Andras
1
Ghysels, Eric
1
Han, Hyojin
1
Jacquier, Eric
1
Johannes, Michael
1
Kalnina, Ilze
1
Karamann, Mustafa
1
Khrapov, Stanislav
1
Kong, Xin-Bing
1
Lee, Suzanne S.
1
Li, Jia
1
Li, Junye
1
Ling, Shiqing
1
Liu, Zhi
1
Martin, Gael M.
1
Pelger, Markus
1
Polson, Nicholas G.
1
Renault, Eric
1
Riva, Raul
1
more ...
less ...
Published in...
All
Journal of econometrics
Working paper / Department of Econometrics and Business Statistics, Monash University
3
Journal of financial economics
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
High-frequency jump tests : which test should we use?
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 478-487
Persistent link: https://www.econbiz.de/10012483405
Saved in:
3
Risk, jumps and diversification
Bollerslev, Tim
;
Law, Tzuo Hann
;
Tauchen, George Eugene
- In:
Journal of econometrics
144
(
2008
)
1
,
pp. 234-256
Persistent link: https://www.econbiz.de/10003723656
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->