//--> //--> //--> //-->
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
source:"econis"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of financial econometrics"
~subject:"Volatilität"
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:"Time series analysis"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Volatilität
Time series analysis
125
Zeitreihenanalyse
125
Estimation
62
Schätzung
62
Volatility
55
Theorie
48
Theory
48
Capital income
38
Kapitaleinkommen
38
Forecasting model
36
Prognoseverfahren
36
ARCH model
27
ARCH-Modell
27
Börsenkurs
26
Share price
26
Aktienmarkt
17
Stock market
17
Estimation theory
15
Schätztheorie
15
State space model
14
Structural break
14
Strukturbruch
14
Zustandsraummodell
14
Exchange rate
13
Wechselkurs
13
Cointegration
12
Correlation
12
Kointegration
12
Korrelation
12
Einheitswurzeltest
11
Stochastic process
11
Stochastischer Prozess
11
Unit root test
11
Markov chain
9
Markov-Kette
9
Oil price
9
Welt
9
World
9
Ölpreis
9
more ...
less ...
Online availability
All
Undetermined
50
Type of publication
All
Article
55
Type of publication (narrower categories)
All
Article in journal
55
Aufsatz in Zeitschrift
55
Language
All
English
55
Author
All
Caporin, Massimiliano
4
Abakah, Emmanuel Joel Aikins
2
Chang, Chia-Lin
2
Gil-Alaña, Luis A.
2
Hammoudeh, Shawkat
2
McAleer, Michael
2
Mensi, Walid
2
Wei, Yu
2
Ajmi, Ahdi Noomen
1
Al-Yahyaee, Khamis Hamed
1
Arthur, Emmanuel Kwesi
1
Asai, Manabu
1
Balcilar, Mehmet
1
Bali, Rakesh
1
Baruník, Jozef
1
Bennedsen, Mikkel
1
Brooks, Robert
1
Bu, Ruijun
1
Buccheri, Giuseppe
1
Calzolari, Giorgio
1
Catania, Leopoldo
1
Cavicchioli, Maddalena
1
Cenesizoglu, Tolga
1
Chan, Wai-Sum
1
Chang, Kuang-Liang
1
Chen, An-sing
1
Chen, Qiang
1
Chen, Shyh-Wei
1
Chen, Wang
1
Cheng, Nick Ying-pin
1
Chiang, Shu-mei
1
Cipollini, Fabrizio
1
Corsi, Fulvio
1
Dias, Gustavo Fruet
1
Do, Hung Xuan
1
Erdemlioglu, Deniz
1
Fallahgoul, Hasan
1
Fernandes, Marcelo
1
Gallo, Giampiero M.
1
Gau, Yin-feng
1
more ...
less ...
Published in...
All
International review of economics & finance : IREF
Journal of financial econometrics
Journal of econometrics
100
Discussion paper / Tinbergen Institute
76
Energy economics
67
International journal of forecasting
60
Economic modelling
56
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
55
Journal of empirical finance
48
Finance research letters
44
Economics letters
35
Journal of forecasting
34
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
34
Applied economics
33
Econometric reviews
33
The North American journal of economics and finance : a journal of financial economics studies
31
International review of financial analysis
29
Quantitative finance
26
CREATES research paper
25
Working paper
25
Journal of banking & finance
24
Journal of financial econometrics : official journal of the Society for Financial Econometrics
24
Journal of risk and financial management : JRFM
23
Computational economics
22
Research in international business and finance
21
SFB 649 discussion paper
18
Journal of economic dynamics & control
17
CAMA working paper series
16
Applied economics letters
15
CESifo working papers
15
Econometrics : open access journal
15
Applied financial economics
14
Economics working paper
14
Journal of financial economics
13
Journal of international financial markets, institutions & money
13
The econometrics journal
13
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
12
Econometric Institute research papers
12
Econometric theory
12
International Journal of Energy Economics and Policy : IJEEP
12
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
55
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting stock volatility using pseudo-out-of-sample information
Li, Xiaodan
;
Gong, Xue
;
Ge, Futing
;
Huang, Jingjing
- In:
International review of economics & finance : IREF
90
(
2024
),
pp. 123-135
Persistent link: https://www.econbiz.de/10014446892
Saved in:
2
Volatility of volatility estimation : central limit theorems for the fourier transform estimator and empirical study of the daily time series stylized facts
Toscano, Giacomo
;
Livieri, Giulia
;
Mancino, Maria Elvira
; …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 252-296
Persistent link: https://www.econbiz.de/10014526318
Saved in:
3
Dynamic covariance matrix estimation and portfolio analysis with high-frequency data
Liu, Cheng
;
Tang, Cheng Yong
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 461-491
Persistent link: https://www.econbiz.de/10014526333
Saved in:
4
News arrival, time-varying jump intensity, and realized volatility : conditional testing approach
Erdemlioglu, Deniz
;
Yang, Xiye
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1519-1556
Persistent link: https://www.econbiz.de/10014444697
Saved in:
5
Time variation in cash flows and discount rates
Cenesizoglu, Tolga
;
Ibrushi, Denada
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1557-1589
Persistent link: https://www.econbiz.de/10014444702
Saved in:
6
The role of jumps in realized volatility modeling and forecasting
Caporin, Massimiliano
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1143-1168
Persistent link: https://www.econbiz.de/10014391446
Saved in:
7
A joint model for the term structure of interest rates and realized volatility
Hansen, Anne Lundgaard
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1196-1227
Persistent link: https://www.econbiz.de/10014391449
Saved in:
8
Time-transformed test for bubbles under non-stationary volatility
Kurozumi, Eiji
;
Skrobotov, Anton
;
Tsarev, Alexey
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1282-1307
Persistent link: https://www.econbiz.de/10014391459
Saved in:
9
Forecasting under long memory
Hassler, Uwe
;
Pohle, Marc-Oliver
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 742-778
Persistent link: https://www.econbiz.de/10014314818
Saved in:
10
An application of damped diffusion for modeling volatility dynamics
Hung, Mao-Wei
;
Ko, Yi-Chen
;
Wang, Jr-Yan
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 779-809
Persistent link: https://www.econbiz.de/10014314820
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->