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~isPartOf:"CREATES research paper"
~person:"Agénor, Pierre-Richard"
~person:"Andersen, Torben"
~person:"Carriero, Andrea"
~person:"Daníelsson, Jón"
~person:"Liao, Yin"
~person:"McAleer, Michael"
~person:"Meddahi, Nour"
~person:"Xu, Lai"
~subject:"ARCH model"
~subject:"Measurement"
~subject:"Prognoseverfahren"
~subject:"Statistical distribution"
~subject:"Theory"
~type_genre:"Bibliography included"
~type_genre:"Graue Literatur"
~type_genre:"Working Paper"
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Search: subject:"Volatility"
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ARCH model
Measurement
Prognoseverfahren
Statistical distribution
Theory
Volatility
10
Volatilität
10
Capital income
5
Kapitaleinkommen
5
Börsenkurs
4
Share price
4
Theorie
4
Bootstrap approach
2
Bootstrap-Verfahren
2
Forecasting model
2
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CAPM
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Capital market returns
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Cash flow
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Estimation
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Estimation theory
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Index derivative
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Indexderivat
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Induktive Statistik
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Kapitalmarktrendite
1
Market liquidity
1
Market microstructure
1
Market sentiment and fears
1
Marktliquidität
1
Marktmikrostruktur
1
Nichtparametrische Schätzung
1
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Bibliography included
Graue Literatur
Working Paper
Arbeitspapier
7
Non-commercial literature
7
Language
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English
7
Author
All
Agénor, Pierre-Richard
Andersen, Torben
Carriero, Andrea
Daníelsson, Jón
Liao, Yin
McAleer, Michael
Meddahi, Nour
Xu, Lai
Santucci de Magistris, Paolo
7
Bollerslev, Tim
5
Hansen, Peter Reinhard
5
Lunde, Asger
5
Todorov, Viktor
5
Christoffersen, Peter F.
4
Teräsvirta, Timo
4
Barndorff-Nielsen, Ole E.
3
Hounyo, Ulrich
3
Rossi, Eduardo
3
Silvennoinen, Annastiina
3
Veliyev, Bezirgen
3
Veraart, Almut E. D.
3
Andreasen, Martin Møller
2
Bennedsen, Mikkel
2
Caporin, Massimiliano
2
Christensen, Bent Jesper
2
Christensen, Kim
2
Jacobs, Kris
2
Pakkanen, Mikko S.
2
Podolskij, Mark
2
Violante, Francesco
2
Voev, Valeri
2
Amado, Cristina
1
Andreasen, Martin M.
1
Archakov, Ilya
1
Babaoğlu, Kadir
1
Barletta, Andrea
1
Benzoni, Luca
1
Bolko, Anine E.
1
Chang, Bo Young
1
Chini, Emilio Zanetti
1
Christiansen, Charlotte
1
Corcuera, José Manual
1
Creel, Michael D.
1
Dias, Gustavo Fruet
1
Dijk, Dick van
1
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CREATES research paper
Econometric Institute research papers
48
Discussion paper / Tinbergen Institute
42
Working paper
28
Working paper / National Bureau of Economic Research, Inc.
12
Federal Reserve Bank of Cleveland working paper series
6
Discussion paper series
4
Working papers / Financial Institutions Center
4
CFS working paper series
3
Financial Institutions Center
3
IDEI working papers
3
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
3
Working papers / TSE : WP
3
Cahier / Département de Sciences Économiques, Université de Montréal
2
Discussion paper / Centre for Economic Policy Research
2
Discussion papers / CEPR
2
Econometric reviews
2
Global COE Hi-Stat discussion paper series
2
IMF working paper
2
IMF working papers
2
NCER working paper series
2
Série scientifique / CIRANO, Centre Interuniversitaire de Recherche en Analyse des Organisations
2
Temi di discussione / Banca d'Italia
2
Tinbergen Institute Discussion Paper
2
AFI
1
CAMA working paper series
1
Cahier / Départment de Sciences Économiques, Université de Montréal
1
Department of Economics discussion paper series / University of Oxford
1
Discussion paper
1
Discussion paper / Center for Economic Research, Tilburg University
1
Discussion paper / Institute of Social and Economic Research
1
Discussion paper / LSE Financial Markets Group
1
Discussion paper / Tinbergen Institute / Tinbergen Institute
1
Discussion paper series / LSE Financial Markets Group
1
Economics discussion papers
1
Finance and economics discussion series
1
IMES discussion paper series / Englische Ausgabe
1
International finance discussion papers
1
Policy research working paper : WPS
1
SRC discussion paper : discussion paper series
1
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ECONIS (ZBW)
7
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1
Time-varying periodicity in intraday
volatility
Andersen, Torben
;
Thyrsgaard, Martin
;
Todorov, Viktor
-
2018
Persistent link: https://www.econbiz.de/10011797522
Saved in:
2
Tail risk premia and return predictability
Bollerslev, Tim
;
Todorov, Viktor
;
Xu, Lai
-
2014
Persistent link: https://www.econbiz.de/10010442441
Saved in:
3
Bootstrapping pre-averaged realized
volatility
under market microstructure noise
Hounyo, Ulrich
;
Gonçalves, Sílvia
;
Meddahi, Nour
-
2013
Persistent link: https://www.econbiz.de/10009790617
Saved in:
4
Bootstrap inference for pre-averaged realized
volatility
based on non-overlapping returns
Gonc̜alves, Sílva
;
Hounyo, Ulrich
;
Meddahi, Nour
-
2013
Persistent link: https://www.econbiz.de/10009719165
Saved in:
5
Stock return and cash flow predictability : the role of
volatility
risk
Bollerslev, Tim
;
Xu, Lai
;
Zhou, Hao
-
2012
Persistent link: https://www.econbiz.de/10009667370
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/10009524097
Saved in:
7
Stochastic
volatility
Andersen, Torben
;
Benzoni, Luca
-
2010
Persistent link: https://www.econbiz.de/10003937010
Saved in:
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