//--> //--> //-->
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"
~person:"Bollerslev, Tim"
~person:"Guesmi, Khaled"
~subject:"Stock market"
~subject:"Volatilität"
~subject:"Ölpreis"
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:"Volatility"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Stock market
Volatilität
Ölpreis
Volatility
7
Capital income
5
Kapitaleinkommen
5
Börsenkurs
4
Share price
4
Forecasting model
3
Prognoseverfahren
3
Theorie
3
Theory
3
Aktienindex
2
Estimation
2
Risikoprämie
2
Risk premium
2
Schätzung
2
Stock index
2
USA
2
United States
2
1990-2007
1
1990-2008
1
Aktienmarkt
1
Ankündigungseffekt
1
Announcement effect
1
Capital market returns
1
Cash Flow
1
Cash flow
1
Kapitalmarktrendite
1
Market sentiment and fears
1
Martingal
1
Martingale
1
Modellierung
1
Nichtparametrisches Verfahren
1
Nonparametric statistics
1
Return predictability
1
Scientific modelling
1
Statistical distribution
1
Statistische Verteilung
1
Time series analysis
1
Time-varying jump tails
1
more ...
less ...
Online availability
All
Free
7
Type of publication
All
Book / Working Paper
7
Type of publication (narrower categories)
All
Arbeitspapier
7
Graue Literatur
7
Non-commercial literature
7
Working Paper
7
Language
All
English
7
Author
All
Bollerslev, Tim
Guesmi, Khaled
Lunde, Asger
8
Santucci de Magistris, Paolo
8
Christiansen, Charlotte
7
Christoffersen, Peter F.
7
Todorov, Viktor
7
Andersen, Torben
6
Teräsvirta, Timo
6
Christensen, Bent Jesper
5
Hansen, Peter Reinhard
5
Hounyo, Ulrich
5
Podolskij, Mark
5
Jacobs, Kris
4
Silvennoinen, Annastiina
4
Veliyev, Bezirgen
4
Asgharian, Hossein
3
Barndorff-Nielsen, Ole E.
3
Christensen, Kim
3
Hou, Ai Jun
3
Rossi, Eduardo
3
Veraart, Almut E. D.
3
Violante, Francesco
3
Amado, Cristina
2
Andreasen, Martin Møller
2
Barletta, Andrea
2
Bennedsen, Mikkel
2
Caporin, Massimiliano
2
Ergemen, Yunus Emre
2
Fusari, Nicola
2
Grassi, Stefano
2
Heston, Steven L.
2
Kristensen, Dennis
2
Kruse, Robinson
2
Meddahi, Nour
2
Olesen, Kasper V.
2
Pakkanen, Mikko S.
2
Proietti, Tommaso
2
Tsiaras, Leonidas
2
Voev, Valeri
2
Xu, Lai
2
more ...
less ...
Published in...
All
CREATES research paper
Journal of econometrics
19
NBER working paper series
13
NBER Working Paper
10
Working paper / National Bureau of Economic Research, Inc.
9
ERID working paper
6
Economic Research Initiatives at Duke (ERID) Working Paper
5
International review of financial analysis
5
Journal of financial economics
5
The journal of applied business research
5
Working papers / Financial Institutions Center
5
CFS working paper series
4
Finance and economics discussion series
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Finance research letters
3
Research in international business and finance
3
The journal of finance : the journal of the American Finance Association
3
Applied economics
2
Economic modelling
2
Financial Institutions Center
2
Foreign exchange markets
2
International economic review
2
Journal of applied econometrics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of economic integration
2
Journal of empirical finance
2
Revue Gestion 2000 : management & prospective
2
The review of economics and statistics
2
Working papers / Rodney L. White Center for Financial Research
2
Advanced texts in econometrics
1
American Economic Review papers and proceedings
1
CREATES Research Paper
1
Cahier / Départment de Sciences Économiques, Université de Montréal
1
Discussion paper / Center for Economic Research, Tilburg University
1
Discussion paper / Centre for Economic Policy Research
1
Discussion paper / Tinbergen Institute
1
Discussion paper / Tinbergen Institute / Tinbergen Institute
1
Discussion paper series / School of Economics and Finance, the University of Hong Kong
1
Economics letters
1
Edward Elgar E-Book Archive
1
more ...
less ...
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Volatility and public news announcements
Bollerslev, Tim
;
Li, Jia
;
Xue, Yuan
-
2016
Persistent link: https://www.econbiz.de/10011524097
Saved in:
2
Exploiting the errors : a simple approach for improved volatility forecasting
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
-
2015
Persistent link: https://www.econbiz.de/10011517000
Saved in:
3
Tail risk premia and return predictability
Bollerslev, Tim
;
Todorov, Viktor
;
Xu, Lai
-
2014
Persistent link: https://www.econbiz.de/10010442441
Saved in:
4
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:
5
Estimation of jump tails
Bollerslev, Tim
;
Todorov, Viktor
-
2010
Persistent link: https://www.econbiz.de/10003959796
Saved in:
6
Jump tails, extreme dependencies, and the distribution of stock returns
Bollerslev, Tim
;
Todorov, Viktor
-
2010
Persistent link: https://www.econbiz.de/10008659419
Saved in:
7
Volatility in equilibrium : asymmetries and dynamic dependencies
Bollerslev, Tim
;
Sizova, Natalia
;
Tauchen, George Eugene
-
2009
Persistent link: https://www.econbiz.de/10003849492
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->