//--> //--> //-->
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
subject:"Prognoseverfahren"
~institution:"Banca nazionale del lavoro / Ufficio scenari economici"
~institution:"The Wharton Financial Institutions Center"
~subject:"Theory"
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:"Volatilität"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Prognoseverfahren
Theory
Volatility
6
Volatilität
6
Theorie
5
Capital income
4
Kapitaleinkommen
4
Forecasting model
3
ARCH model
2
ARCH-Modell
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
1996-1997
1
Autocorrelation
1
Autokorrelation
1
Börsenkurs
1
Cointegration
1
Deutschland
1
Estimation
1
Exchange rate
1
Forecast
1
Germany
1
HAR-RV model
1
Italien
1
Italy
1
Japan
1
Kointegration
1
Measurement
1
Messung
1
Nobel prize
1
Nobelpreis
1
Portfolio selection
1
Portfolio-Management
1
Prognose
1
Risikomanagement
1
Risk management
1
Robert F. Engle
1
Schätzung
1
Share price
1
Statistical distribution
1
more ...
less ...
Type of publication
All
Book / Working Paper
5
Type of publication (narrower categories)
All
Graue Literatur
5
Non-commercial literature
5
Arbeitspapier
4
Working Paper
4
Language
All
English
5
Author
All
Diebold, Francis X.
3
Andersen, Torben
2
Bollerslev, Tim
2
Ajassa, Giovanni
1
Ambrosetti, Stefano
1
Anderson, Torben G.
1
Christoffersen, Peter F.
1
DeVito, Giovanni Nicola
1
more ...
less ...
Institution
All
Banca nazionale del lavoro / Ufficio scenari economici
The Wharton Financial Institutions Center
National Bureau of Economic Research
184
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
12
Ekonomiska forskningsinstitutet <Stockholm>
8
European University Institute / Department of Economics
8
Centre for Analytical Finance <Århus>
7
Rodney L. White Center for Financial Research
7
Federal Reserve Bank of St. Louis
6
Institute of Finance and Accounting <London>
6
Internationaler Währungsfonds / Research Department
6
Svenska Handelshögskolan <Helsinki>
6
Birkbeck College / Department of Economics
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
Gottfried Wilhelm Leibniz Universität Hannover
5
Instituto Valenciano de Investigaciones Económicas
4
Brown University / Department of Economics
3
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
3
Federal Reserve Bank of San Francisco
3
Federal Reserve System / Division of Research and Statistics
3
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
3
Springer Fachmedien Wiesbaden
3
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
3
University of Canterbury / Dept. of Economics and Finance
3
World Bank
3
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification <Paris>
2
Centre for Economic Policy Research
2
Centre for Growth and Business Cycle Research <Manchester>
2
Centre for Quantitative Economics & Computing
2
Christian-Albrechts-Universität zu Kiel
2
Danmarks Nationalbank
2
Deutsche Börse AG
2
Erasmus Research Institute of Management
2
Federal Reserve Bank of New York
2
Forschungsinstitut zur Zukunft der Arbeit
2
Goethe-Universität Frankfurt am Main
2
Institut für Weltwirtschaft
2
International Monetary Fund
2
Internationaler Währungsfonds / Western Hemisphere Department
2
Judge Institute of Management Studies
2
Kansantaloustieteen Laitos <Tampere>
2
more ...
less ...
Published in...
All
Working papers / Financial Institutions Center
4
Problemi e analisi
1
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Financial asset returns, direction-of-change forecasting, and volatility dynamics
Christoffersen, Peter F.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002100081
Saved in:
2
Some like it smooth, and some like it rough : untangling continuous and jump components in measuring, modeling, and forecasting asset return volatility
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001899970
Saved in:
3
Parametric and nonparametric volatility measurement
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001685965
Saved in:
4
Modeling and forecasting realized volatility
Anderson, Torben G.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001547064
Saved in:
5
Value at Risk (VaR) models : a comparative analysis of parametric and non parametric approaches
Ajassa, Giovanni
(
contributor
); …
-
1998
Persistent link: https://www.econbiz.de/10001435254
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->