//--> //--> //--> //-->
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"
~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
| 9 applied filters
Year of publication
From:
To:
Subject
All
Volatility
38
Volatilität
38
Capital income
17
Kapitaleinkommen
17
Time series analysis
16
Zeitreihenanalyse
16
Börsenkurs
14
Estimation
14
Forecasting model
14
Prognoseverfahren
14
Schätzung
14
Share price
14
ARCH model
13
ARCH-Modell
13
Theorie
12
Theory
12
Stochastic process
10
Stochastischer Prozess
10
Estimation theory
8
Schätztheorie
8
CAPM
5
High-frequency data
5
Market microstructure
4
Markov chain
4
Markov-Kette
4
Marktmikrostruktur
4
Risikoprämie
4
Risk premium
4
Stochastic volatility
4
Volatility forecasting
4
Ankündigungseffekt
3
Announcement effect
3
Correlation
3
Induktive Statistik
3
Korrelation
3
Modellierung
3
Option pricing theory
3
Optionspreistheorie
3
Portfolio selection
3
Portfolio-Management
3
more ...
less ...
Online availability
All
Undetermined
Free
146
Type of publication
All
Article
37
Book / Working Paper
2
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Systematic review
Working Paper
Article in journal
37
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
38
French
1
Author
All
Allen, David E.
Andersen, Torben
Bauwens, Luc
Caporin, Massimiliano
Medeiros, Marcelo C.
Gupta, Rangan
130
Ma, Feng
87
Bouri, Elie
81
Tiwari, Aviral Kumar
55
Zhang, Yaojie
41
Hammoudeh, Shawkat
40
Mensi, Walid
39
Wohar, Mark E.
39
Kang, Sang Hoon
38
Wang, Yudong
38
Xuan Vinh Vo
36
Liang, Chao
35
Bahmani-Oskooee, Mohsen
34
Corbet, Shaen
33
Demirer, Rıza
33
Ji, Qiang
33
Lucey, Brian M.
33
Roubaud, David
33
Wei, Yu
33
Balcilar, Mehmet
32
Pierdzioch, Christian
32
McAleer, Michael
28
Salisu, Afees A.
27
Shahzad, Syed Jawad Hussain
27
Yin, Libo
27
Lau, Chi Keung
26
Kumar, Dilip
25
Umar, Zaghum
23
Gillas, Konstantinos Gkillas
22
Jawadi, Fredj
22
Todorov, Viktor
22
Wen, Fenghua
22
Wu, Xinyu
22
Zhu, Huiming
22
Serletis, Apostolos
21
Wang, Jiqian
21
Lee, Chien-chiang
20
Ryu, Doojin
20
Wang, Lu
20
Yoon, Seong-min
20
more ...
less ...
Published in...
All
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 econometrics
2
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
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)
39
Showing
1
-
10
of
39
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Volatility
measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
2
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:
3
DCC- and DECO-HEAVY : multivariate GARCH models based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 938-955
Persistent link: https://www.econbiz.de/10014465168
Saved in:
4
Local mispricing and microstructural noise : a parametric perspective
Andersen, Torben
;
Archakov, Ilya
;
Cebiroglu, Gökhan
; …
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 510-534
Persistent link: https://www.econbiz.de/10013464102
Saved in:
5
From zero to hero : realized partial (co)variances
Bollerslev, Tim
;
Medeiros, Marcelo C.
;
Patton, Andrew J.
; …
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 348-360
Persistent link: https://www.econbiz.de/10013464800
Saved in:
6
Testing for parameter instability and structural change in persistent predictive regressions
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 361-386
Persistent link: https://www.econbiz.de/10013464808
Saved in:
7
Consistent inference for predictive regressions in persistent economic systems
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 215-244
Persistent link: https://www.econbiz.de/10013275373
Saved in:
8
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
9
Sign effects of
volatility
and jumps in forex markets and a reappraisal of meteor showers and heat waves
Caporin, Massimiliano
;
Shahzad, Syed Jawad Hussain
- In:
Finance : revue de l'Association Française de Finance
44
(
2023
)
3
,
pp. 154-198
Persistent link: https://www.econbiz.de/10014339837
Saved in:
10
The impact of network connectivity on factor exposures, asset pricing, and portfolio diversification
Billio, Monica
;
Caporin, Massimiliano
;
Panzica, Roberto …
- In:
International review of economics & finance : IREF
84
(
2023
),
pp. 196-223
Persistent link: https://www.econbiz.de/10014343115
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->