//--> //--> //-->
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
~accessRights:"restricted"
~isPartOf:"Journal of financial econometrics"
~person:"Allen, David E."
~person:"Andersen, Torben"
~person:"Bauwens, Luc"
~person:"Caporin, Massimiliano"
~person:"Medeiros, Marcelo C."
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Systematic review"
~type_genre:"Working Paper"
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:"Volatility"
Narrow search
Delete all filters
| 10 applied filters
Year of publication
From:
To:
Subject
All
Volatility
2
Volatilität
2
Börsenkurs
1
Capital income
1
Electronic trading
1
Elektronisches Handelssystem
1
Forecast
1
Forecasting model
1
Kapitaleinkommen
1
Market microstructure
1
Marktmikrostruktur
1
Prognose
1
Prognoseverfahren
1
Share price
1
Stochastic process
1
Stochastischer Prozess
1
Theorie
1
Theory
1
Time series analysis
1
Zeitreihenanalyse
1
forecasting
1
high-frequency data
1
jumps
1
liquidity
1
market microstructure
1
options
1
realized volatility
1
staleness
1
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Systematic review
Working Paper
Article in journal
2
Language
All
English
2
Author
All
Allen, David E.
Andersen, Torben
Bauwens, Luc
Caporin, Massimiliano
Medeiros, Marcelo C.
Hansen, Peter Reinhard
3
Buccheri, Giuseppe
2
Christoffersen, Peter F.
2
Corsi, Fulvio
2
Härdle, Wolfgang
2
Lunde, Asger
2
Nolte, Ingmar
2
Taylor, Stephen
2
Alitab, Dario
1
Archakov, Ilya
1
Audrino, Francesco
1
Barigozzi, Matteo
1
Barunik, Jozef
1
Baur, Dirk G.
1
Bee, Marco
1
Bekierman, Jeremias
1
Bennedsen, Mikkel
1
Berardi, Andrea
1
Bester, C. Alan
1
Bollerslev, Tim
1
Bormetti, Giacomo
1
Bu, Ruijun
1
Bucci, Andrea
1
Calzolari, Giorgio
1
Catania, Leopoldo
1
Cavicchioli, Maddalena
1
Cenesizoglu, Tolga
1
Chassot, Jonathan
1
Chen, Cathy Y. H.
1
Chen, Qiang
1
Chorro, Christophe
1
Christensen, Bent Jesper
1
Christensen, Kim
1
Cipollini, Fabrizio
1
Dias, Gustavo Fruet
1
Diebhold, Francis X.
1
Dimpfl, Thomas
1
Dupuis, Debbie J.
1
more ...
less ...
Published in...
All
Journal of financial econometrics
Journal of econometrics
11
International review of economics & finance : IREF
5
Applied economics
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of financial economics
2
The North American journal of economics and finance : a journal of financial economics studies
2
Working paper / National Bureau of Economic Research, Inc.
2
Energy economics
1
Finance : revue de l'Association Française de Finance
1
International journal of forecasting
1
Journal of empirical finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial markets
1
NBER reporter online
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The European journal of finance
1
The journal of finance : the journal of the American Finance Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
A descriptive study of high-frequency trade and quote option data
Andersen, Torben
;
Archakov, Ilya
;
Grund, Leon
;
Hautsch, …
- In:
Journal of financial econometrics
19
(
2021
)
1
,
pp. 128-177
Persistent link: https://www.econbiz.de/10012504324
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->