//--> //--> //--> //-->
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 financial economics"
~isPartOf:"Journal of applied econometrics"
~subject:"Prognoseverfahren"
~subject:"Theorie"
~type_genre:"Article in journal"
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_exact:"Volatilität"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Prognoseverfahren
Theorie
Volatility
342
Volatilität
342
Estimation
99
Schätzung
99
Capital income
92
Kapitaleinkommen
92
ARCH model
78
ARCH-Modell
78
Börsenkurs
74
Share price
74
Theory
66
USA
66
United States
66
Aktienmarkt
62
Stock market
62
Forecasting model
47
Exchange rate
43
Wechselkurs
43
Aktienindex
26
Stock index
26
Stochastic process
25
Stochastischer Prozess
25
Time series analysis
25
Zeitreihenanalyse
25
Welt
24
World
24
Großbritannien
23
United Kingdom
23
Handelsvolumen der Börse
18
Index futures
18
Index-Futures
18
Trading volume
18
Financial crisis
16
Finanzkrise
16
Japan
16
Spillover effect
15
Spillover-Effekt
15
Interest rate
14
more ...
less ...
Online availability
All
Undetermined
10
Free
3
Type of publication
All
Article
98
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
99
Collection of articles of several authors
1
Sammelwerk
1
Systematic review
1
Übersichtsarbeit
1
Language
All
English
99
Author
All
McMillan, David G.
3
Bollerslev, Tim
2
Degiannakis, Stavros
2
Dijk, Dick van
2
Franses, Philip Hans
2
Galvão, Ana Beatriz C.
2
Hafner, Christian M.
2
Martin, Gael M.
2
Niizeki, Mikiyo Kii
2
Reeves, Jonathan J.
2
Xie, Xuan
2
Adrangi, Bahram
1
Ahmed, Walid M. A.
1
Ajmi, Ahdi Noomen
1
Akgül, Işıl
1
Alkebäck, Per
1
Alles, Lakshman
1
Andersen, Torben
1
Andersson, Magnus
1
Andreou, Elena
1
Antonakakis, Nikolaos
1
Ap Gwilym, Owain
1
Arnold, Ivo J. M.
1
Asai, Manabu
1
Audrino, Francesco
1
Basistha, Arabinda
1
Bauwens, Luc
1
Becchetti, Leonardo
1
Bocart, Fabian Y. R.
1
Brugal, Iván
1
Byun, Suk Joon
1
Bühlmann, Peter
1
Caggese, Andrea
1
Carriero, Andrea
1
Carroll, Rachael
1
Chan, Joshua
1
Chatrath, Arjun
1
Christiansen, Charlotte
1
Christie-David, Rohan
1
Chuang, I.-yuan
1
more ...
less ...
Published in...
All
Applied financial economics
Journal of applied econometrics
Finance research letters
175
Journal of econometrics
153
Energy economics
152
Journal of banking & finance
144
International journal of forecasting
134
International review of financial analysis
124
Journal of forecasting
123
Economic modelling
116
International review of economics & finance : IREF
106
Journal of empirical finance
106
Economics letters
97
Applied economics
93
Journal of financial economics
85
The North American journal of economics and finance : a journal of financial economics studies
85
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
82
International journal of theoretical and applied finance
80
Journal of economic dynamics & control
76
Journal of international money and finance
75
Mathematical finance : an international journal of mathematics, statistics and financial theory
73
The European journal of finance
71
The journal of futures markets
69
Applied economics letters
68
The review of financial studies
64
Quantitative finance
63
Econometric reviews
59
Journal of financial econometrics : official journal of the Society for Financial Econometrics
57
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
56
Computational economics
54
International journal of finance & economics : IJFE
54
Journal of international financial markets, institutions & money
54
Journal of risk and financial management : JRFM
53
Applied mathematical finance
45
The journal of finance : the journal of the American Finance Association
44
Finance and stochastics
42
Journal of financial econometrics
39
Journal of monetary economics
39
Macroeconomic dynamics
39
Journal of financial markets
37
more ...
less ...
Source
All
ECONIS (ZBW)
99
Showing
1
-
10
of
99
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Density forecasting with Bayesian Vector Autoregressive models under macroeconomic data uncertainty
Clements, Michael P.
;
Galvão, Ana Beatriz C.
- In:
Journal of applied econometrics
38
(
2023
)
2
,
pp. 164-185
Persistent link: https://www.econbiz.de/10014287961
Saved in:
2
Bayesian optimization of hyperparameters from noisy marginal likelihood estimates
Gustafsson, Oskar
;
Villani, Mattias
;
Stockhammar, Pär
- In:
Journal of applied econometrics
38
(
2023
)
4
,
pp. 577-595
Persistent link: https://www.econbiz.de/10014288027
Saved in:
3
Forecasting low-frequency macroeconomic events with high-frequency data
Galvão, Ana Beatriz C.
;
Owyang, Michael T.
- In:
Journal of applied econometrics
37
(
2022
)
7
,
pp. 1314-1333
Persistent link: https://www.econbiz.de/10013473971
Saved in:
4
Bayesian collapsed Gibbs sampling for a stochastic volatility model with a Dirichlet process mixture
Wu, Frank C. Z.
- In:
Journal of applied econometrics
39
(
2024
)
4
,
pp. 697-704
Persistent link: https://www.econbiz.de/10014562850
Saved in:
5
Identifying exchange rate effects and spillovers of US monetary policy shocks in the presence of time-varying instrument relevance
Liao, Wenting
;
Ma, Jun
;
Zhang, Chengsi
- In:
Journal of applied econometrics
38
(
2023
)
7
,
pp. 989-1006
Persistent link: https://www.econbiz.de/10014474382
Saved in:
6
Information gains from using short-dated options for measuring and forecasting volatility
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of applied econometrics
37
(
2022
)
2
,
pp. 368-391
Persistent link: https://www.econbiz.de/10013165240
Saved in:
7
Recurrent conditional heteroskedasticity
Trong-Nghia Nguyen
;
Minh-Ngoc Tran
;
Kohn, Robert
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 1031-1054
Persistent link: https://www.econbiz.de/10013464647
Saved in:
8
The global component of inflation volatility
Carriero, Andrea
;
Corsello, Francesco
;
Marcellino, …
- In:
Journal of applied econometrics
37
(
2022
)
4
,
pp. 700-721
Persistent link: https://www.econbiz.de/10013332682
Saved in:
9
How to identify and forecast bull and bear markets?
Kole, Erik
;
Dijk, Dick van
- In:
Journal of applied econometrics
32
(
2017
)
1
,
pp. 120-139
Persistent link: https://www.econbiz.de/10011688491
Saved in:
10
Inference on self-exciting jumps in prices and volatility using high-frequency measures
Maneesoonthorn, Worapree
;
Forbes, Catherine Scipione
; …
- In:
Journal of applied econometrics
32
(
2017
)
3
,
pp. 504-532
Persistent link: https://www.econbiz.de/10011694633
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->