//--> //--> //-->
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
person:"Engle, Robert F."
~person:"Fałdziński, Marcin"
~person:"Todorov, Viktor"
~subject:"Correlation"
~type_genre:"Article in journal"
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
Correlation
Volatility
62
Volatilität
62
Estimation
29
Schätzung
29
Börsenkurs
23
Share price
23
Capital income
22
Kapitaleinkommen
22
Stochastic process
19
Stochastischer Prozess
19
Theorie
17
Theory
17
ARCH model
16
ARCH-Modell
16
Forecasting model
15
Prognoseverfahren
15
Estimation theory
14
Schätztheorie
14
Time series analysis
13
Zeitreihenanalyse
13
Option pricing theory
12
Optionspreistheorie
12
Korrelation
10
High-frequency data
9
USA
9
United States
9
Nichtparametrisches Verfahren
8
Nonparametric statistics
8
Aktienindex
7
Martingal
7
Martingale
7
Stochastic volatility
7
Stock index
7
Aktienmarkt
6
CAPM
6
Jumps
6
Stock market
6
Beta risk
5
Betafaktor
5
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
10
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
10
Arbeitspapier
6
Graue Literatur
6
Non-commercial literature
6
Working Paper
6
Language
All
English
10
Author
All
Engle, Robert F.
Fałdziński, Marcin
Todorov, Viktor
Tiwari, Aviral Kumar
8
Asai, Manabu
7
Bouri, Elie
6
Christiansen, Charlotte
6
Hamori, Shigeyuki
6
McAleer, Michael
6
Zhang, Zhaoyong
6
Demirer, Rıza
5
Escobar, Marcos
5
Ho, Kin-Yip
5
Yoon, Seong-min
5
Bauwens, Luc
4
Filis, George
4
Fiszeder, Piotr
4
Guesmi, Khaled
4
Gupta, Rangan
4
Lee, Chien-chiang
4
Lucas, André
4
Mensi, Walid
4
Molnár, Peter
4
Pereira, Pedro L. Valls
4
Sheppard, Kevin
4
Silvennoinen, Annastiina
4
Teräsvirta, Timo
4
Tsui, Albert K.
4
Ur Rehman, Mobeen
4
Zhang, Bing
4
Asgharian, Hossein
3
Aslanidis, Nektarios
3
Barunik, Jozef
3
Chiang, Thomas C.
3
Degiannakis, Stavros
3
Floros, Christos
3
Gribisch, Bastian
3
Götz, Barbara
3
Hou, Ai Jun
3
Janus, Paweł
3
Kanamura, Takashi
3
more ...
less ...
Published in...
All
Journal of empirical finance
2
Review of finance : journal of the European Finance Association
2
Energy economics
1
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of economic dynamics & control
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Attention to oil prices and its impact on the oil, gold and stock markets and their covariance
Fiszeder, Piotr
;
Fałdziński, Marcin
;
Molnár, Peter
- In:
Energy economics
120
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014285888
Saved in:
2
Modeling and forecasting dynamic conditional correlations with opening, high, low, and closing prices
Fiszeder, Piotr
;
Fałdziński, Marcin
;
Molnár, Peter
- In:
Journal of empirical finance
70
(
2023
),
pp. 308-321
Persistent link: https://www.econbiz.de/10014423712
Saved in:
3
Large dynamic covariance matrices : enhancements based on intraday data
De Nard, Gianluca
;
Engle, Robert F.
;
Ledoit, Olivier
; …
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013461761
Saved in:
4
Fitting vast dimensional time-varying covariance models
Pakel, Cavit
;
Shephard, Neil G.
;
Sheppard, Kevin
; …
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
3
,
pp. 652-668
Persistent link: https://www.econbiz.de/10012588005
Saved in:
5
Range-based DCC models for covariance and value-at-risk forecasting
Fiszeder, Piotr
;
Fałdziński, Marcin
;
Molnár, Peter
- In:
Journal of empirical finance
54
(
2019
),
pp. 58-76
Persistent link: https://www.econbiz.de/10012174846
Saved in:
6
Improving forecasts with the co-range dynamic conditional correlation model
Fiszeder, Piotr
;
Fałdziński, Marcin
- In:
Journal of economic dynamics & control
108
(
2019
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012313608
Saved in:
7
Systemic risk in Europe
Engle, Robert F.
;
Jondeau, Eric
;
Rockinger, Michael
- In:
Review of finance : journal of the European Finance …
19
(
2015
)
1
,
pp. 145-190
Persistent link: https://www.econbiz.de/10011343055
Saved in:
8
Modeling the dynamics of correlations among implied volatilities
Engle, Robert F.
;
Figlewski, Stephen
- In:
Review of finance : journal of the European Finance …
19
(
2015
)
3
,
pp. 991-1018
Persistent link: https://www.econbiz.de/10011405161
Saved in:
9
A long-run pure variance common features model for the common volatilities of the Dow Jones
Engle, Robert F.
;
Marcucci, Juri
- In:
Journal of econometrics
132
(
2006
)
1
,
pp. 7-42
Persistent link: https://www.econbiz.de/10003320235
Saved in:
10
Asymmetric dynamics in the correlations of global equity and bond returns
Cappiello, Lorenzo
;
Engle, Robert F.
;
Sheppard, Kevin
- In:
Journal of financial econometrics : official journal of …
4
(
2006
)
4
,
pp. 537-572
Persistent link: https://www.econbiz.de/10003565737
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->