//--> //--> //--> //-->
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:"CORE discussion papers : DP"
~isPartOf:"Department of Economics discussion paper series / University of Oxford"
~person:"Allen, David E."
~person:"Andersen, Torben"
~person:"Bauwens, Luc"
~person:"Breitung, Jörg"
~person:"Medeiros, Marcelo C."
~subject:"ARCH model"
~subject:"Analysis of variance"
~subject:"Börsenkurs"
~subject:"Japan"
~subject:"Measurement"
~subject:"Monte-Carlo-Simulation"
~subject:"Theorie"
~subject:"United States"
~type_genre:"Aufsatz in Zeitschrift"
~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
Analysis of variance
Börsenkurs
Japan
Measurement
Monte-Carlo-Simulation
Theorie
United States
Volatility
13
Volatilität
13
ARCH-Modell
12
Correlation
5
Korrelation
5
Theory
5
Stochastic process
3
Stochastischer Prozess
3
Time series analysis
3
Zeitreihenanalyse
3
ARMA model
2
ARMA-Modell
2
Capital income
2
Capital market returns
2
Estimation
2
Estimation theory
2
Exchange rate
2
Kapitaleinkommen
2
Kapitalmarktrendite
2
Markov chain
2
Markov-Kette
2
Schätztheorie
2
Schätzung
2
Varianzanalyse
2
Wechselkurs
2
2002-2010
1
ARMA
1
Bayes-Statistik
1
Bayesian inference
1
Conditional Autoregressive Wishart (CAW) model
1
Derivat
1
Derivative
1
Dynamic conditional correlations
1
EGARCH
1
EU countries
1
EU-Staaten
1
more ...
less ...
Online availability
All
Free
14
Type of publication
All
Book / Working Paper
14
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Systematic review
Working Paper
Arbeitspapier
14
Graue Literatur
14
Non-commercial literature
14
Language
All
English
14
Author
All
Allen, David E.
Andersen, Torben
Bauwens, Luc
Breitung, Jörg
Medeiros, Marcelo C.
Hafner, Christian M.
6
Campos-Martins, Susana
3
Dufays, Arnaud
3
Shephard, Neil G.
3
Sheppard, Kevin
3
Amado, Cristina
2
Otranto, Edoardo
2
Preminger, Arie
2
Storti, Giuseppe
2
Sucarrat, Genaro
2
Ashournia, Damoun
1
Augustyniak, Maciej
1
Beltran Lopez, Helena
1
Braione, Manuela
1
Carpantier, Jean-François
1
Durré, Alain
1
Fernández-Villaverde, Jesús
1
Giot, Pierre
1
Hafter, Christian
1
Hendry, David F.
1
Herwartz, Helmut
1
Laurent, Sébastien
1
MacCormick, Barry
1
Malcomson, James M.
1
Maw, James W.
1
Maxand, Simone
1
Mercan, Yusuf
1
Noureldin, Diaa
1
Pascual, Roberto
1
Pierret, Diane
1
Rime, Dagfinn
1
Schoefer, Benjamin
1
Sedlácek, Petr
1
Storti, G.
1
Van Bellegem, Sébastien
1
Veredas, David
1
Xu, Wen
1
more ...
less ...
Published in...
All
CORE discussion papers : DP
Department of Economics discussion paper series / University of Oxford
Working paper / National Bureau of Economic Research, Inc.
14
Journal of econometrics
8
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
8
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
CREATES research paper
5
Econometric Institute research papers
5
Working papers / Financial Institutions Center
5
International journal of forecasting
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
CFS working paper series
3
Discussion papers / UCL, Département des Sciences Economiques
3
Financial Institutions Center
3
Journal of applied econometrics
3
Journal of financial markets
3
Applied economics
2
Econometric reviews
2
Econometric theory
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 risk and financial management : JRFM
2
LIDAM discussion paper CORE
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
Annals of economics and statistics
1
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
1
CEFIR and NES working papers
1
CORE discussion paper : DP
1
Cahier / Départment de Sciences Économiques, Université de Montréal
1
Cardiff economics working papers
1
Discussion paper / Institut de Statistique, Biostatistique et Sciences Actuarielles (ISBA)
1
Economics discussion papers
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Handbook of economic forecasting ; Vol. 1
1
more ...
less ...
Source
All
ECONIS (ZBW)
14
Showing
1
-
10
of
14
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A simple model for now-casting
volatility
series
Breitung, Jörg
;
Hafner, Christian M.
-
2015
Persistent link: https://www.econbiz.de/10011581871
Saved in:
2
DCC-HEAVY : a multivariate GARCH model based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
-
2019
Persistent link: https://www.econbiz.de/10012215175
Saved in:
3
A simple model for now-casting
volatility
series
Breitung, Jörg
;
Hafner, Christian M.
-
2014
Persistent link: https://www.econbiz.de/10010484185
Saved in:
4
Nonlinearities and regimes in conditional correlations with different dynamics
Bauwens, Luc
;
Otranto, Edoardo
-
2018
Persistent link: https://www.econbiz.de/10011992647
Saved in:
5
A new approach to
volatility
modeling : the high-dimensional Markov Model
Augustyniak, Maciej
;
Bauwens, Luc
;
Dufays, Arnaud
-
2016
Persistent link: https://www.econbiz.de/10011894434
Saved in:
6
Forecasting comparison of long term component dynamic models for realized covariance matrices
Bauwens, Luc
;
Braione, Manuela
;
Storti, Giuseppe
-
2014
Persistent link: https://www.econbiz.de/10010484208
Saved in:
7
Modeling the dependence of conditional correlations on
volatility
Bauwens, Luc
;
Otranto, Edoardo
-
2013
Persistent link: https://www.econbiz.de/10010203488
Saved in:
8
Computationally efficient inference procedures for vast dimensional realized covariance models
Bauwens, Luc
;
Storti, Giuseppe
-
2012
Persistent link: https://www.econbiz.de/10009573788
Saved in:
9
Multivariate
volatility
modeling of electricity futures
Bauwens, Luc
;
Hafner, Christian M.
;
Pierret, Diane
-
2011
Persistent link: https://www.econbiz.de/10009161059
Saved in:
10
Volatility
models
Bauwens, Luc
;
Hafter, Christian
;
Laurent, Sébastien
-
2011
Persistent link: https://www.econbiz.de/10009390311
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->