//--> //--> //-->
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
~isPartOf:"Applied economics"
~isPartOf:"Econometric theory"
~person:"Allen, David E."
~person:"Andersen, Torben"
~person:"Christiansen, Charlotte"
~person:"Li, Dong"
~person:"Medeiros, Marcelo C."
~subject:"ARCH model"
~subject:"Börsenkurs"
~subject:"Japan"
~subject:"Measurement"
~subject:"Monte-Carlo-Simulation"
~subject:"Theorie"
~subject:"United States"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Sammelwerk"
~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
| 18 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Börsenkurs
Japan
Measurement
Monte-Carlo-Simulation
Theorie
United States
Volatility
5
Volatilität
5
ARCH-Modell
3
Time series analysis
3
Zeitreihenanalyse
3
Share price
2
Analysis of variance
1
BEKK
1
Bio
1
Capital market returns
1
Cointegration
1
DBEKK
1
ESDC
1
Electronic trading
1
Elektronisches Handelssystem
1
Estimation
1
Financial economics
1
Functional Filtering
1
GFC
1
Großbritannien
1
High-Frequency Data
1
Inference on Integrated Variance
1
Inference on Jumps
1
Integrated Quarticity
1
Kapitalmarktrendite
1
Kapitalmarkttheorie
1
Kointegration
1
Multivariate Analyse
1
Multivariate analysis
1
Robust Neighborhood Truncation Estimator
1
Robust statistics
1
Robustes Verfahren
1
Schock
1
Schätzung
1
Shock
1
Spillover effect
1
Spillover index
1
Spillover-Effekt
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Sammelwerk
Systematic review
Working Paper
Article in journal
5
Language
All
English
5
Author
All
Allen, David E.
Andersen, Torben
Christiansen, Charlotte
Li, Dong
Medeiros, Marcelo C.
Ma, Feng
7
Zhang, Yaojie
6
Gupta, Rangan
4
Kim, Jong-Min
4
Tiwari, Aviral Kumar
4
Yoon, Seong-min
4
Zhu, Huiming
4
Bahmani-Oskooee, Mohsen
3
Goutte, Stéphane
3
Hammoudeh, Shawkat
3
Jawadi, Fredj
3
Liang, Chao
3
McAleer, Michael
3
Nguyen, Duc Khuong
3
Roubaud, David
3
Balcilar, Mehmet
2
Bollen, Bernard
2
Bouri, Elie
2
Broersma, Lourens
2
Clements, Kenneth W.
2
Coronado, Semei
2
Ftiti, Zied
2
García, Philip
2
Ghosh, Sajal
2
Guesmi, Khaled
2
Hamori, Shigeyuki
2
He, Mengxi
2
Hegerty, Scott W.
2
Hernandez, Jose Arreola
2
Hui, Eddie Chi Man
2
Hurvich, Clifford M.
2
Hwang, Sun Young
2
Jung, Hojin
2
Kumar, Satish
2
Lan, Yihui
2
Liu, Li
2
Long, Huaigang
2
Louhichi, Waël
2
Nartea, Gilbert V.
2
more ...
less ...
Published in...
All
Applied economics
Econometric theory
Working paper / National Bureau of Economic Research, Inc.
14
CREATES research paper
10
Journal of econometrics
7
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
7
Discussion paper / Tinbergen Institute
6
School of Accounting, Finance and Economics & FEMARC working paper series
6
The journal of finance : the journal of the American Finance Association
6
Working paper
6
Econometric Institute research papers
5
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
5
Working papers / Financial Institutions Center
5
CFS working paper series
3
Financial Institutions Center
3
Journal of banking & finance
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of empirical finance
3
Journal of financial markets
3
Journal of risk and financial management : JRFM
3
Econometric reviews
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Global COE Hi-Stat discussion paper series
2
International economic review
2
Journal of applied econometrics
2
Journal of international financial markets, institutions & money
2
The North American journal of economics and finance : a journal of financial economics studies
2
Tinbergen Institute Discussion Paper
2
Working papers / Federal Reserve Bank of Chicago
2
American Economic Review papers and proceedings
1
Applied financial economics
1
BIS working papers
1
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
1
CEFIR and NES working papers
1
Cahier / Départment de Sciences Économiques, Université de Montréal
1
Department of Economics discussion paper series / University of Oxford
1
Economics discussion papers
1
European financial management : the journal of the European Financial Management Association
1
Finance research letters
1
Handbook of economic forecasting ; Vol. 1
1
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Volatility
spillover and multivariate
volatility
impulse response analysis of GFC news events
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
- In:
Applied economics
49
(
2017
)
31/33
,
pp. 3246-3262
Persistent link: https://www.econbiz.de/10011774739
Saved in:
2
Renorming volatilities in a family of GARCH models
Li, Dong
;
Wu, Wuqing
- In:
Econometric theory
34
(
2018
)
6
,
pp. 1370-1382
Persistent link: https://www.econbiz.de/10012038081
Saved in:
3
A cointegration analysis of agricultural, energy and bio-fuel spot, and futures prices
Allen, David E.
;
Chang, Chia-Lin
;
McAleer, Michael
; …
- In:
Applied economics
50
(
2018
)
7
,
pp. 804-823
Persistent link: https://www.econbiz.de/10011847174
Saved in:
4
A robust neighborhood truncation approach to estimation of integrated quarticity
Andersen, Torben
;
Dobrev, Dobrislav
;
Schaumburg, Ernst
- In:
Econometric theory
30
(
2014
)
1
,
pp. 3-59
Persistent link: https://www.econbiz.de/10010399788
Saved in:
5
Modeling multiple regimes in financial
volatility
with a flexible coefficient GARCH (1,1) model
Medeiros, Marcelo C.
;
Veiga, Alvaro
- In:
Econometric theory
25
(
2009
)
1
,
pp. 117-161
Persistent link: https://www.econbiz.de/10003816219
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->