//--> //--> //--> //-->
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:"Todorov, Viktor"
~subject:"Correlation"
~subject:"Stock index"
~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
Stock index
Volatility
56
Volatilität
56
Estimation
28
Schätzung
28
Capital income
22
Kapitaleinkommen
22
Börsenkurs
20
Share price
20
Stochastic process
19
Stochastischer Prozess
19
Theorie
14
Theory
14
Estimation theory
13
Schätztheorie
13
Option pricing theory
12
Optionspreistheorie
12
Time series analysis
12
Zeitreihenanalyse
12
ARCH model
10
ARCH-Modell
10
Forecasting model
10
Prognoseverfahren
10
High-frequency data
9
USA
9
United States
9
Nichtparametrisches Verfahren
8
Nonparametric statistics
8
Martingal
7
Martingale
7
Stochastic volatility
7
Aktienindex
6
CAPM
6
Jumps
6
Korrelation
6
Aktienmarkt
5
Beta risk
5
Betafaktor
5
Option trading
5
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
11
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
11
Arbeitspapier
9
Graue Literatur
9
Non-commercial literature
9
Working Paper
9
Language
All
English
11
Author
All
Engle, Robert F.
Todorov, Viktor
Tiwari, Aviral Kumar
12
McAleer, Michael
10
Shaikh, Imlak
10
Bouri, Elie
9
Asai, Manabu
8
Padhi, Puja
8
Clements, Adam
7
Gupta, Rangan
7
Hamori, Shigeyuki
7
Qiao, Gaoxiu
7
Christiansen, Charlotte
6
Fiszeder, Piotr
6
McMillan, David G.
6
Mensi, Walid
6
Molnár, Peter
6
Yoon, Seong-min
6
Zhang, Zhaoyong
6
Badshah, Ihsan Ullah
5
Chiang, Thomas C.
5
Demirer, Rıza
5
Escobar, Marcos
5
Fałdziński, Marcin
5
Ho, Kin-Yip
5
Jeribi, Ahmed
5
Kang, Sang Hoon
5
Li, Wai Keung
5
Lucas, André
5
Sheppard, Kevin
5
So, Mike Ka-pui
5
Teräsvirta, Timo
5
Todorova, Neda
5
Zhang, Bing
5
Aboura, Sofiane
4
Ajmi, Ahdi Noomen
4
Ané, Thierry
4
Bauwens, Luc
4
Becker, Ralf
4
Bollerslev, Tim
4
Caporin, Massimiliano
4
more ...
less ...
Published in...
All
Journal of econometrics
4
Review of finance : journal of the European Finance Association
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of risk
1
more ...
less ...
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
The fine structure of equity-index option dynamics
Andersen, Torben
;
Bondarenko, Oleg
;
Todorov, Viktor
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 532-546
Persistent link: https://www.econbiz.de/10011499756
Saved in:
4
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:
5
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:
6
Time-varying jump tails
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of econometrics
183
(
2014
)
2
,
pp. 168-180
Persistent link: https://www.econbiz.de/10010506069
Saved in:
7
Jump tails, extreme dependencies, and the distribution of stock returns
Bollerslev, Tim
;
Todorov, Viktor
;
Li, Sophia Zhengzi
- In:
Journal of econometrics
172
(
2013
)
2
,
pp. 307-324
Persistent link: https://www.econbiz.de/10009706199
Saved in:
8
A practical guide to volatility forecasting through calm and storm
Brownlees, Christian
;
Engle, Robert F.
;
Kelly, Bryan T.
- In:
Journal of risk
14
(
2011/12
)
2
,
pp. 3-22
Persistent link: https://www.econbiz.de/10009422364
Saved in:
9
Estimation of jump tails
Bollerslev, Tim
;
Todorov, Viktor
- In:
Econometrica : journal of the Econometric Society, an …
79
(
2011
)
6
,
pp. 1727-1783
Persistent link: https://www.econbiz.de/10009425124
Saved in:
10
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->