//--> //--> //-->
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:"MPRA Paper"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Ghysels, Eric"
~subject:"Derivatives"
~subject:"Periodogram"
~subject:"Volatility"
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
Derivatives
Periodogram
Volatility
Estimation theory
2
Schätztheorie
2
Volatilität
2
Affine jump-diffusion model
1
Capital income
1
Feasible domain
1
Generalized skewed t distribution
1
Kapitaleinkommen
1
Normal inverse Gaussian
1
Option pricing theory
1
Optionspreistheorie
1
Probability theory
1
Risk neutral mesure
1
Simulation
1
Statistical distribution
1
Statistische Verteilung
1
Stochastic process
1
Stochastischer Prozess
1
Tail behavior
1
Theorie
1
Theory
1
USA
1
United States
1
Variance Gamma
1
Wahrscheinlichkeitsrechnung
1
more ...
less ...
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Ghysels, Eric
Caiado, Jorge
5
Crato, Nuno
5
Masih, Mansur
5
Onour, Ibrahim
5
Sinha, Pankaj
5
Li, Wai Keung
4
Camilleri, Silvio John
3
Chan, Joshua
3
Corsi, Fulvio
3
Dumitriu, Ramona
3
Koopman, Siem Jan
3
Lucas, André
3
Mapa, Dennis S.
3
Moffitt, Robert A.
3
Stefanescu, Razvan
3
Tauchen, George Eugene
3
Todorov, Viktor
3
Abowd, John M.
2
Antonakakis, Nikolaos
2
Asutay, Mehmet
2
Bacha, Obiyathulla
2
Bauwens, Luc
2
Bollerslev, Tim
2
Bormetti, Giacomo
2
Carr, Michael D.
2
Casarin, Roberto
2
Catania, Leopoldo
2
Clark, Todd E.
2
Creal, Drew
2
Fan, Jianqing
2
Glickman, Mark E.
2
Hansen, Peter Reinhard
2
Hautsch, Nikolaus
2
Hiremath, Gourishankar S
2
Jing, Bingyi
2
Li, Jia
2
Maheu, John M.
2
Marcellino, Massimiliano
2
McKinney, Kevin L.
2
more ...
less ...
Published in...
All
MPRA Paper
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Série des documents de travail / Centre de Recherche en Économie et Statistique
3
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
3
Discussion paper / Centre for Economic Policy Research
2
Research paper series / Swiss Finance Institute
2
Working paper / National Bureau of Economic Research, Inc.
2
CIRANO Working Papers
1
CORE discussion paper : DP
1
Cahier / Département de Sciences Économiques, Université de Montréal
1
Discussion papers / CEPR
1
Econometric Reviews
1
Econometric analysis of financial and economic time series ; part a
1
Econometric reviews
1
Econometric theory
1
Journal of applied econometrics
1
Journal of empirical finance
1
Journal of financial economics
1
Journal of risk and financial management : JRFM
1
Journal of time series econometrics
1
Kenan Institute of Private Enterprise Research Paper
1
NBER Working Paper
1
NBER working paper series
1
Staff reports / Federal Reserve Bank of New York
1
Statistical methods in finance
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Swiss Finance Institute Research Paper
1
The review of economics and statistics
1
The review of financial studies
1
Tools and techniques
1
Working paper / Department of Economics, University of Cyprus
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Moment-implied densities : properties and applications
Ghysels, Eric
;
Wang, Fangfang
- In:
Journal of business & economic statistics : JBES ; a …
32
(
2014
)
1
,
pp. 88-111
Persistent link: https://www.econbiz.de/10010380476
Saved in:
2
Rolling-sample volatility estimators : some new theoretical, simulation, and empirical results
Andreou, Elena
;
Ghysels, Eric
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
3
,
pp. 363-376
Persistent link: https://www.econbiz.de/10001695282
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->