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~isPartOf:"Applied economics"
~isPartOf:"Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~language:"eng"
~person:"Andersen, Torben"
~person:"Dette, Holger"
~person:"Sibbertsen, Philipp"
~subject:"Volatility"
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Search: subject:"Statistik"
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Subject
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Volatility
Regression analysis
77
Regressionsanalyse
77
Theorie
63
Theory
63
Estimation theory
54
Schätztheorie
54
Nichtparametrisches Verfahren
44
Nonparametric statistics
44
Statistical test
29
Statistischer Test
29
Robust statistics
16
Robustes Verfahren
16
Time series analysis
16
Zeitreihenanalyse
16
Modellierung
12
Scientific modelling
12
Theorie (STW)
9
Regression (STW)
6
Volatilität
6
Heteroscedasticity
5
Heteroskedastizität
5
Nichtparametrisches Verfahren (STW)
5
Experiment
4
Nichtlineare Regression
4
Nonlinear regression
4
Statistical error
4
Statistischer Fehler
4
nonparametric regression
4
Analysis of variance
3
Autocorrelation
3
Autokorrelation
3
Bayes-Statistik
3
Bayesian inference
3
Bayesian optimal designs
3
Bootstrap approach
3
Bootstrap-Verfahren
3
D-optimal design
3
Mathematical programming
3
Mathematische Optimierung
3
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4
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1
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Arbeitspapier
6
Working Paper
6
Graue Literatur
5
Non-commercial literature
5
Language
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English
Author
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Andersen, Torben
Dette, Holger
Sibbertsen, Philipp
Zhu, Huiming
3
Benzoni, Luca
2
Coronado, Semei
2
Kim, Jong-Min
2
Podolskij, Mark
2
Romero, Rafael
2
Ajmi, Ahdi Noomen
1
Allen, David E.
1
Aït-Sahalia, Yacine
1
Balcilar, Mehmet
1
Beyer, Robert
1
Bollerslev, Tim
1
Bryan, Michael F.
1
Cabrera, Gustavo
1
Cecchetti, Stephen G.
1
Chen, Yixiang
1
Christensen, Kim
1
Collin-Dufresne, Pierre
1
Croux, Christophe
1
Diebold, Francis X.
1
Dufitinema, Josephine
1
El Montasser, Ghassen
1
Feuerriegel, Stefan
1
Freyberger, Joachim
1
Fusari, Nicola
1
Gather, Ursula
1
Gefang, Deborah
1
Gelper, Sarah
1
Ghysels, Eric
1
Goldstein, Robert S.
1
Gunes, Serkan
1
Guo, Peng
1
Guo, Yawei
1
Hammoudeh, Shawkat
1
Hau, Liya
1
He, Mengxi
1
Huang, Alex
1
Huang, Chuangxia
1
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Institution
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Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
1
Published in...
All
Applied economics
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
Working paper / National Bureau of Economic Research, Inc.
Journal of econometrics
6
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
2
Econometric theory
1
Finance and stochastics
1
Financial Institutions Center
1
International finance discussion papers
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of risk and financial management : JRFM
1
Special section on small-sample properties of generalized method of moments (GMM)
1
Technical working paper / National Bureau of Economic Research
1
The journal of finance : the journal of the American Finance Association
1
Tools and techniques
1
Working papers / Financial Institutions Center
1
Working papers / Rodney L. White Center for Financial Research
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ECONIS (ZBW)
6
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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
Testing the parametric form of the volatility in continuous time diffusion models : an empirical process approach
Dette, Holger
(
contributor
);
Podolskij, Mark
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003354240
Saved in:
3
Estimation of integrated volatility in continuous time financial models with applications to goodness-of-fit testing
Dette, Holger
(
contributor
);
Podolskij, Mark
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002142062
Saved in:
4
On a test for constant volatility in continuous time financial models
Dette, Holger
;
Lieres und Wilkau, Carsten von
-
2001
Persistent link: https://www.econbiz.de/10009779498
Saved in:
5
Exchange rate returns standardized by realized volatility are (nearly) Gaussian
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2000
Persistent link: https://www.econbiz.de/10001440693
Saved in:
6
Do bonds span volatility risk in the US treasury market? : A specification test for affine term structure models
Andersen, Torben
;
Benzoni, Luca
-
2007
Persistent link: https://www.econbiz.de/10003442498
Saved in:
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