//--> //--> //--> //-->
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 financial econometrics : official journal of the Society for Financial 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
375
Volatilität
375
Estimation
109
Schätzung
109
Capital income
101
Kapitaleinkommen
101
ARCH model
100
ARCH-Modell
100
Börsenkurs
90
Share price
90
Theory
77
Aktienmarkt
67
Stock market
67
USA
61
United States
61
Forecasting model
51
Stochastic process
48
Stochastischer Prozess
48
Exchange rate
38
Time series analysis
38
Wechselkurs
38
Zeitreihenanalyse
38
Aktienindex
29
Stock index
29
Großbritannien
22
United Kingdom
22
Index futures
21
Index-Futures
21
Option pricing theory
21
Optionspreistheorie
21
Estimation theory
20
Schätztheorie
20
Handelsvolumen der Börse
17
Risikoprämie
17
Risk premium
17
Trading volume
17
Japan
15
Deutschland
14
more ...
less ...
Online availability
All
Undetermined
17
Type of publication
All
Article
111
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
112
Collection of articles of several authors
1
Sammelwerk
1
Systematic review
1
Übersichtsarbeit
1
Language
All
English
112
Author
All
Ghysels, Eric
3
McMillan, David G.
3
Asai, Manabu
2
Degiannakis, Stavros
2
Fengler, Matthias R.
2
Garcia, René
2
Herwartz, Helmut
2
Härdle, Wolfgang
2
Koopman, Siem Jan
2
Niizeki, Mikiyo Kii
2
Okou, Cédric
2
Olmo, Jose
2
Reeves, Jonathan J.
2
Rossi, Eduardo
2
Xie, Xuan
2
Adrangi, Bahram
1
Ahmed, Walid M. A.
1
Ahoniemi, Katja
1
Ajmi, Ahdi Noomen
1
Akgül, Işıl
1
Alkebäck, Per
1
Alles, Lakshman
1
Andersson, Magnus
1
Antonakakis, Nikolaos
1
Ap Gwilym, Owain
1
Arnold, Ivo J. M.
1
Barra, István
1
Becchetti, Leonardo
1
Borowska, Agnieszka
1
Brownlees, Christian
1
Brugal, Iván
1
Byoun, Soku
1
Byun, Suk Joon
1
Bühlmann, Peter
1
Caggese, Andrea
1
Caldeira, João F.
1
Calvet, Laurent E.
1
Caporin, Massimiliano
1
Carroll, Rachael
1
Chan, Joshua
1
more ...
less ...
Published in...
All
Applied financial economics
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Finance research letters
179
Energy economics
161
Journal of econometrics
153
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 business & economic statistics : JBES ; a publication of the American Statistical Association
85
Journal of financial economics
85
The North American journal of economics and finance : a journal of financial economics studies
85
International journal of theoretical and applied finance
80
Journal of economic dynamics & control
77
Journal of international money and finance
75
Mathematical finance : an international journal of mathematics, statistics and financial theory
73
The European journal of finance
72
The journal of futures markets
69
Applied economics letters
68
Quantitative finance
65
The review of financial studies
64
Econometric reviews
59
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
56
Computational economics
55
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
Journal of applied econometrics
44
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
Risks : open access journal
39
more ...
less ...
Source
All
ECONIS (ZBW)
112
Showing
1
-
10
of
112
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Can volatility models explain extreme events?
Trapin, Luca
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
2
,
pp. 297-315
Persistent link: https://www.econbiz.de/10011987768
Saved in:
2
Structural volatility impulse response function and asymptotic inference
Liu, Xiaochun
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
2
,
pp. 316-339
Persistent link: https://www.econbiz.de/10011987769
Saved in:
3
Downside variance risk premium
Feunou, Bruno
;
Jahan-Parvar, Mohammad R.
;
Okou, Cédric
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
3
,
pp. 341-383
Persistent link: https://www.econbiz.de/10011987780
Saved in:
4
Bayesian dynamic modeling of high-frequency integer price changes
Barra, István
;
Borowska, Agnieszka
;
Koopman, Siem Jan
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
3
,
pp. 384-424
Persistent link: https://www.econbiz.de/10011987788
Saved in:
5
Fractionally integrated COGARCH processes
Haug, Stephan
;
Klüppelberg, Claudia
;
Straub, German
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
4
,
pp. 599-628
Persistent link: https://www.econbiz.de/10011988000
Saved in:
6
Efficient multipowers
Kolokolov, Aleksey
;
Renò, Roberto
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
4
,
pp. 629-659
Persistent link: https://www.econbiz.de/10011988002
Saved in:
7
Combining multivariate volatility forecasts: an economic-based approach
Caldeira, João F.
;
Moura, Guilherme Valle
;
Nogales, …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 247-285
Persistent link: https://www.econbiz.de/10011987429
Saved in:
8
Indirect inference estimation of mixed frequency stochastic volatility state space models using MIDAS regressions and ARCH models
Gagliardini, Patrick
;
Ghysels, Eric
;
Rubin, M.
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
4
,
pp. 509-560
Persistent link: https://www.econbiz.de/10011987633
Saved in:
9
Real-Time GARCH
Smetanina, Ekaterina
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
4
,
pp. 561-601
Persistent link: https://www.econbiz.de/10011987644
Saved in:
10
Overnight news and daily equity trading risk limits
Ahoniemi, Katja
;
Fuertes, Ana María
;
Olmo, Jose
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
3
,
pp. 525-551
Persistent link: https://www.econbiz.de/10011623670
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...
//-->