//--> //--> //-->
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:"Andersen, Torben"
~person:"Christoffersen, Peter F."
~person:"Gambetti, Luca"
~person:"Medeiros, Marcelo C."
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Measurement"
~subject:"Monte-Carlo-Simulation"
~subject:"Theorie"
~subject:"United States"
~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
| 13 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
ARCH-Modell
Measurement
Monte-Carlo-Simulation
Theorie
United States
Volatility
6
Volatilität
6
USA
4
VAR model
3
VAR-Modell
3
Estimation
2
Risiko
2
Risk
2
Schock
2
Schätzung
2
Shock
2
Stochastic process
2
Stochastischer Prozess
2
Structural change
2
Strukturwandel
2
1948-2005
1
1960-2010
1
2011-2014
1
Arbeitslosigkeit
1
Arbeitsproduktivität
1
Balanced growth
1
Bubbles
1
Business cycle
1
Börsenkurs
1
Economic forecast
1
Economic growth
1
Economy
1
Estimation theory
1
Gleichgewichtiges Wachstum
1
Index derivative
1
Indexderivat
1
Inflation rate
1
Inflationsrate
1
Interest rate
1
Keywords: Uncertainty shocks
1
Kleinste-Quadrate-Methode
1
Konjunktur
1
Labour productivity
1
Least squares method
1
more ...
less ...
Online availability
All
Undetermined
Free
48
Type of publication
All
Book / Working Paper
5
Type of publication (narrower categories)
All
Systematic review
Working Paper
Article in journal
9
Aufsatz in Zeitschrift
9
Arbeitspapier
5
Graue Literatur
5
Non-commercial literature
5
Language
All
English
5
Author
All
Andersen, Torben
Christoffersen, Peter F.
Gambetti, Luca
Medeiros, Marcelo C.
Fernández-Villaverde, Jesús
7
Guerrón-Quintana, Pablo A.
6
Lettau, Martin
6
Ludvigson, Sydney C.
6
Rubio-Ramírez, Juan Francisco
6
Bekaert, Geert
5
Farmer, Roger E. A.
5
Giglio, Stefano
5
Kelly, Bryan T.
5
Aït-Sahalia, Yacine
4
Başak, Suleyman
4
Bianchi, Francesco
4
Caballero, Ricardo J.
4
Davis, Steven J.
4
Ghysels, Eric
4
Glaeser, Edward L.
4
Lustig, Hanno
4
Marcellino, Massimiliano
4
Moen, Espen R.
4
Nieuwerburgh, Stijn van
4
Perri, Fabrizio
4
Ravn, Morten O.
4
Sarno, Lucio
4
Simsek, Alp
4
Akcigit, Ufuk
3
Campos-Martins, Susana
3
Carlin, Bruce Ian
3
Carriero, Andrea
3
Daniel, Kent
3
Della Corte, Pasquale
3
Faia, Ester
3
Galí, Jordi
3
Hermansen, Mikkel Nørlem
3
Hoerova, Marie
3
Jeanne, Olivier
3
Kilian, Lutz
3
Koijen, Ralph S. J.
3
Kollmann, Robert
3
Lehnert, Thorsten
3
more ...
less ...
Published in...
All
Discussion paper / Centre for Economic Policy Research
3
Working paper / National Bureau of Economic Research, Inc.
2
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The pricing of short-term market risk : evidence from weekly options
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2015
Persistent link: https://www.econbiz.de/10011347366
Saved in:
2
Noise bubbles
Forni, Mario
;
Gambetti, Luca
;
Lippi, Marco
;
Sala, Luca
-
2013
Persistent link: https://www.econbiz.de/10009786286
Saved in:
3
Parametric inference and dynamic state recovery from option panels
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2012
Persistent link: https://www.econbiz.de/10009539803
Saved in:
4
Macroeconomic forecasting and structural change
D'Agostino, Antonello
;
Gambetti, Luca
;
Giannone, Domenico
-
2009
Persistent link: https://www.econbiz.de/10003912032
Saved in:
5
On the sources of the great moderation
Galí, Jordi
;
Gambetti, Luca
-
2008
Persistent link: https://www.econbiz.de/10003640683
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->