//--> //--> //--> //-->
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
type_genre:"Article in book"
type_genre:"Rezension"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"Wirtschaftswissenschaftliche Beiträge"
~subject:"Volatility"
~type_genre:"Arbeitspapier"
~type_genre:"Bibliografie enthalten"
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:"Theory"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Theorie
499
Theory
499
Estimation theory
85
Schätztheorie
85
Estimation
65
Schätzung
65
Time series analysis
63
Zeitreihenanalyse
63
Deutschland
62
Germany
61
Experiment
57
Stochastic process
51
Stochastischer Prozess
51
Game theory
47
Nichtparametrisches Verfahren
47
Nonparametric statistics
47
Spieltheorie
47
Regression analysis
40
Regressionsanalyse
40
PC software
29
PC-Software
29
Statistical test
29
Statistischer Test
29
Börsenkurs
27
Share price
27
Kointegration
26
Volatilität
26
Cointegration
24
Auction theory
21
Auktionstheorie
21
Einheitswurzeltest
21
Unit root test
21
USA
20
United States
20
XploRe
19
Financial market
17
Finanzmarkt
17
Statistical theory
17
Statistische Methodenlehre
17
more ...
less ...
Type of publication
All
Book / Working Paper
26
Type of publication (narrower categories)
All
Article in book
Rezension
Arbeitspapier
Bibliografie enthalten
Graue Literatur
25
Non-commercial literature
25
Working Paper
25
Hochschulschrift
2
Thesis
2
Bibliography included
1
more ...
less ...
Language
All
English
25
German
1
Author
All
Härdle, Wolfgang
7
Herwartz, Helmut
4
Spokojnyj, Vladimir G.
3
Fengler, Matthias R.
2
Grammig, Joachim
2
Hafner, Christian M.
2
Horst, Ulrich
2
Platen, Eckhard
2
Schmidt, Peter
2
Teyssière, Gilles
2
Butucea, Cristina
1
Cybakov, Aleksandr B.
1
Dankenbring, Henning
1
Feldmann, David
1
Fengler, Matthias
1
Föllmer, Hans
1
Hoffmann, M.
1
Jaschke, Stefan R.
1
Kim, Woocheol
1
Krutchenko, R. N.
1
Lanne, Markku
1
Lepskii, Oleg V.
1
Leukert, Peter
1
Linton, Oliver
1
Lütkepohl, Helmut
1
Melnikov, A. V.
1
Mercurio, Danilo
1
Nussbaum, Michael
1
Saikkonen, Pentti
1
Theurillat, Michael
1
Villa, Christophe
1
Wellner, Marc
1
more ...
less ...
Published in...
All
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Wirtschaftswissenschaftliche Beiträge
Working paper / National Bureau of Economic Research, Inc.
160
Discussion paper / Tinbergen Institute
79
Discussion paper / Centre for Economic Policy Research
76
Working paper
64
Research paper series / Swiss Finance Institute
44
CREATES research paper
39
Swiss Finance Institute Research Paper
32
Discussion papers / CEPR
31
SFB 649 discussion paper
31
Working papers
31
CESifo working papers
30
Finance and economics discussion series
27
IMF working papers
27
CFS working paper series
24
IMF working paper
22
Discussion paper
21
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
21
International finance discussion papers
18
Kiel working paper
18
Discussion paper series
16
Working paper series / European Central Bank
16
Economics working paper
15
Staff reports / Federal Reserve Bank of New York
15
Working papers / Rodney L. White Center for Financial Research
15
Discussion paper / Center for Economic Research, Tilburg University
14
EUI working paper / ECO
13
Staff working paper / Bank of Canada
13
Discussion paper series / IZA
12
Discussion paper series / LSE Financial Markets Group
12
Discussion papers of interdisciplinary research project 373
12
Working paper / Department of Econometrics and Business Statistics, Monash University
12
Working paper series
12
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
12
CORE discussion paper : DP
11
Série des documents de travail / Centre de Recherche en Économie et Statistique
11
Working papers / Federal Reserve Bank of Atlanta
11
CORE discussion papers : DP
10
Cardiff economics working papers
10
ECARES working paper
10
more ...
less ...
Source
All
ECONIS (ZBW)
26
Showing
1
-
10
of
26
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Nonlinear GARCH models for highly persistent volatility
Lanne, Markku
;
Saikkonen, Pentti
-
2002
Persistent link: https://www.econbiz.de/10001668610
Saved in:
2
Statistical inference for time-inhomogeneous volatility models
Mercurio, Danilo
;
Spokojnyj, Vladimir G.
-
2002
Persistent link: https://www.econbiz.de/10001697768
Saved in:
3
Multivariate volatility models
Fengler, Matthias R.
;
Herwartz, Helmut
-
2001
Persistent link: https://www.econbiz.de/10001659915
Saved in:
4
The dynamics of implied volatilities : a common principle components approach
Fengler, Matthias
;
Härdle, Wolfgang
;
Villa, Christophe
-
2001
Persistent link: https://www.econbiz.de/10001609556
Saved in:
5
Financial price fluctuations in a stock market model with many interacting agents
Horst, Ulrich
-
2001
Persistent link: https://www.econbiz.de/10001609562
Saved in:
6
The analysis of implied volatilites
Fengler, Matthias R.
;
Härdle, Wolfgang
;
Schmidt, Peter
-
2001
Persistent link: https://www.econbiz.de/10001631320
Saved in:
7
Time inhomogeneous multiple volatility modelling
Härdle, Wolfgang
;
Herwartz, Helmut
;
Spokojnyj, Vladimir G.
-
2001
Persistent link: https://www.econbiz.de/10001580374
Saved in:
8
Semiparametric diffusion estimation and application to a stock market index
Härdle, Wolfgang
(
contributor
)
-
2001
Persistent link: https://www.econbiz.de/10001595495
Saved in:
9
Adaptive estimation for a time inhomogeneous stochastic-volatility model
Härdle, Wolfgang
;
Spokojnyj, Vladimir G.
;
Teyssière, …
-
2000
Persistent link: https://www.econbiz.de/10001470372
Saved in:
10
Quantile hedging for a jump-diffusion financial market model/ R. N. Krutchenko; A. V. Melnikov
Krutchenko, R. N.
;
Melnikov, A. V.
-
2000
Persistent link: https://www.econbiz.de/10001485506
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->