//--> //--> //-->
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:"Volatility"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of econometrics"
~person:"Dijk, Dick van"
~person:"Hafner, Christian M."
~person:"Härdle, Wolfgang"
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:"Estimation"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Estimation
7
Schätzung
7
Theorie
4
Theory
4
Volatilität
3
Börsenkurs
2
Forecasting model
2
Markov chain
2
Markov-Kette
2
Prognoseverfahren
2
Share price
2
Time series analysis
2
Welt
2
World
2
Zeitreihenanalyse
2
1961-2004
1
2000-2013
1
Aktienmarkt
1
Ansteckungseffekt
1
Autocorrelation
1
Autokorrelation
1
Autoregression
1
Bayes-Statistik
1
Bayesian inference
1
Binnenwanderung
1
Bull and bear markets
1
Business network
1
Capital market returns
1
Contagion effect
1
Deutschland
1
Duration analysis
1
East Germany
1
Estimation theory
1
Financial contagion
1
Financial crisis
1
Finanzkrise
1
G7 countries
1
G7-Staaten
1
Germany
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Dijk, Dick van
Hafner, Christian M.
Härdle, Wolfgang
Todorov, Viktor
14
Bollerslev, Tim
9
Tauchen, George Eugene
7
Andersen, Torben
5
Kim, Donggyu
5
Li, Jia
5
Aït-Sahalia, Yacine
4
Francq, Christian
3
McAleer, Michael
3
Patton, Andrew J.
3
Wang, Yazhen
3
Xiu, Dacheng
3
Zakoïan, Jean-Michel
3
Asai, Manabu
2
Barigozzi, Matteo
2
Bibinger, Markus
2
Christensen, Kim
2
Creal, Drew
2
Ergemen, Yunus Emre
2
Fan, Jianqing
2
Forbes, Catherine Scipione
2
Gallo, Giampiero M.
2
Ghysels, Eric
2
Grynkiv, Iaryna
2
Hallin, Marc
2
Harvey, Andrew C.
2
Kong, Xin-Bing
2
Li, Yingying
2
Liesenfeld, Roman
2
Maneesoonthorn, Worapree
2
Martin, Gael M.
2
Nielsen, Morten Ørregaard
2
Paolella, Marc S.
2
Park, Joon Y.
2
Polak, Pawel
2
Quaedvlieg, Rogier
2
Taylor, Robert
2
Thyrsgaard, Martin
2
Tse, Yiu Kuen
2
more ...
less ...
Published in...
All
Journal of applied econometrics
Journal of econometrics
SFB 649 discussion paper
12
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
8
Discussion papers of interdisciplinary research project 373
5
Discussion paper / Tinbergen Institute
4
Applied quantitative finance
3
Journal of empirical finance
3
Econometric Institute research papers
2
Applied financial economics
1
CORE discussion papers : DP
1
Contributions to economics
1
Econometrics : open access journal
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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 forecasting
1
Research paper / Quantitative Finance Research Group, University of Technology Sydney
1
Review of derivatives research
1
Working paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Moments, shocks and spillovers in Markov-switching VAR models
Kole, Erik
;
Dijk, Dick van
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365495
Saved in:
2
Combining density forecasts using focused scoring rules
Opschoor, Anne
;
Dijk, Dick van
;
Wel, Michel van der
- In:
Journal of applied econometrics
32
(
2017
)
7
,
pp. 1298-1313
Persistent link: https://www.econbiz.de/10011862725
Saved in:
3
Volatility of price indices for heterogeneous goods with applications to the fine art market
Bocart, Fabian Y. R.
;
Hafner, Christian M.
- In:
Journal of applied econometrics
30
(
2015
)
2
,
pp. 291-312
Persistent link: https://www.econbiz.de/10011327602
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->