//--> //--> //--> //-->
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:"CREATES research paper"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Agénor, Pierre-Richard"
~person:"Andersen, Torben"
~person:"Carriero, Andrea"
~person:"Medeiros, Marcelo C."
~subject:"Analysis of variance"
~subject:"Exchange rate"
~subject:"Measurement"
~subject:"Messung"
~subject:"Prognoseverfahren"
~subject:"Statistical distribution"
~subject:"Theory"
~type_genre:"Bibliography included"
~type_genre:"Graue Literatur"
~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
| 16 applied filters
Year of publication
From:
To:
Subject
All
Analysis of variance
Exchange rate
Measurement
Messung
Prognoseverfahren
Statistical distribution
Theory
Volatility
24
Volatilität
24
Theorie
13
Capital income
9
Kapitaleinkommen
9
USA
5
United States
5
ARCH model
4
ARCH-Modell
4
Börsenkurs
4
Estimation
4
Schätzung
4
Share price
4
Stochastic process
4
Stochastischer Prozess
4
Ankündigungseffekt
3
Announcement effect
3
Forecasting model
3
Modellierung
3
Option trading
3
Optionsgeschäft
3
Risikoprämie
3
Risk premium
3
Scientific modelling
3
Statistische Verteilung
3
Black-Scholes model
2
Black-Scholes-Modell
2
Deutsche Mark
2
Financial market
2
Finanzmarkt
2
Index derivative
2
Indexderivat
2
International financial market
2
Internationaler Finanzmarkt
2
Option pricing theory
2
Optionspreistheorie
2
more ...
less ...
Online availability
All
Free
7
Undetermined
1
Type of publication
All
Book / Working Paper
14
Type of publication (narrower categories)
All
Bibliography included
Graue Literatur
Working Paper
Arbeitspapier
14
Non-commercial literature
12
Language
All
English
14
Author
All
Agénor, Pierre-Richard
Andersen, Torben
Carriero, Andrea
Medeiros, Marcelo C.
Bollerslev, Tim
11
Aizenman, Joshua
9
Diebold, Francis X.
8
Christoffersen, Peter F.
6
Santucci de Magistris, Paolo
6
Aït-Sahalia, Yacine
5
Engel, Charles
5
Rose, Andrew
5
Todorov, Viktor
5
Bekaert, Geert
4
Campbell, John Y.
4
Engle, Robert F.
4
Giglio, Stefano
4
Hall, Robert Ernest
4
Itō, Takatoshi
4
Lunde, Asger
4
Aghion, Philippe
3
Ang, Andrew
3
Bacchetta, Philippe
3
Barndorff-Nielsen, Ole E.
3
Bates, David S.
3
Caballero, Ricardo J.
3
Chaudhuri, Shubham
3
Clarida, Richard H.
3
Cochrane, John H.
3
Farmer, Roger E. A.
3
Gertler, Mark
3
Hounyo, Ulrich
3
Lazear, Edward P.
3
McLaren, John D.
3
Rossi, Eduardo
3
Veliyev, Bezirgen
3
Veraart, Almut E. D.
3
Wei, Shang-jin
3
Acemoglu, Daron
2
Altonji, Joseph G.
2
Anderson, Torben G.
2
Baldwin, Richard E.
2
more ...
less ...
Published in...
All
CREATES research paper
Working paper / National Bureau of Economic Research, Inc.
Federal Reserve Bank of Cleveland working paper series
6
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
6
Discussion paper series
4
Working paper
4
Working papers / Financial Institutions Center
4
CFS working paper series
3
Econometric Institute research papers
3
Financial Institutions Center
3
Discussion paper / Centre for Economic Policy Research
2
Discussion papers / CEPR
2
IMF working paper
2
IMF working papers
2
Temi di discussione / Banca d'Italia
2
Texto para discussão
2
Cahier / Départment de Sciences Économiques, Université de Montréal
1
Discussion paper
1
Econometric reviews
1
Global COE Hi-Stat discussion paper series
1
International finance discussion papers
1
Policy research working paper : WPS
1
Série de trabalhos para discussão
1
Technical working paper / National Bureau of Economic Research
1
Working paper / Department of Finance, Kellogg Graduate School of Management, Northwestern University
1
Working paper / Norges Bank
1
Working paper series
1
Working papers / Federal Reserve Bank of Chicago
1
Working papers / Rodney L. White Center for Financial Research
1
more ...
less ...
Source
All
ECONIS (ZBW)
14
Showing
1
-
10
of
14
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Parametric inference and dynamic state recovery from option panels
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2012
Persistent link: https://www.econbiz.de/10009524097
Saved in:
2
Stochastic
volatility
Andersen, Torben
;
Benzoni, Luca
-
2010
Persistent link: https://www.econbiz.de/10003937010
Saved in:
3
Aid
volatility
and poverty traps
Agénor, Pierre-Richard
;
Aizenman, Joshua
-
2007
Persistent link: https://www.econbiz.de/10003547904
Saved in:
4
Volatility
forecasting
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2005
Persistent link: https://www.econbiz.de/10002685057
Saved in:
5
Roughing it up : including jump components in the measurement, modeling and forecasting of return
volatility
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
-
2005
Persistent link: https://www.econbiz.de/10003217674
Saved in:
6
Parametric inference and dynamic state recovery from option panels
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2012
Persistent link: https://www.econbiz.de/10009539803
Saved in:
7
The distribution of stock return
volatility
Andersen, Torben
(
contributor
)
-
2000
Persistent link: https://www.econbiz.de/10001519326
Saved in:
8
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:
9
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:
10
Modeling and forecasting realized
volatility
Andersen, Torben
(
contributor
)
-
2001
Persistent link: https://www.econbiz.de/10001561837
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->