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~isPartOf:"CREATES research paper"
~subject:"Arbeitsmarkt"
~subject:"Konjunktur"
~subject:"Schätzung"
~type_genre:"Aufsatzsammlung"
~type_genre:"Working Paper"
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Arbeitsmarkt
Konjunktur
Schätzung
Volatility
101
Volatilität
101
Theorie
39
Theory
39
Capital income
25
Kapitaleinkommen
25
Time series analysis
25
Zeitreihenanalyse
25
Stochastic process
22
Stochastischer Prozess
22
Börsenkurs
19
Share price
19
ARCH model
18
ARCH-Modell
18
Estimation
18
Forecasting model
17
Prognoseverfahren
17
Estimation theory
15
Schätztheorie
15
Option pricing theory
11
Optionspreistheorie
11
Modellierung
9
Scientific modelling
9
Risikoprämie
8
Risk premium
8
Correlation
7
Korrelation
7
USA
7
United States
7
Aktienmarkt
6
Nichtparametrisches Verfahren
6
Nonparametric statistics
6
Stock market
6
Business cycle
5
CAPM
5
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5
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5
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5
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Aufsatzsammlung
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21
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English
21
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Silvennoinen, Annastiina
3
Teräsvirta, Timo
3
Bollerslev, Tim
2
Christensen, Bent Jesper
2
Todorov, Viktor
2
Veliyev, Bezirgen
2
Abate, Girum Dagnachew
1
Andreasen, Martin M.
1
Andreasen, Martin Møller
1
Anselin, Luc
1
Asgharian, Hossein
1
Bolko, Anine E.
1
Callot, Laurent
1
Cavaliere, Giuseppe
1
Chini, Emilio Zanetti
1
Christensen, Kim
1
Christiansen, Charlotte
1
Ergemen, Yunus Emre
1
Floor Brix, Anne
1
Gupta, Rangan
1
Hall, Anthony D.
1
Hou, Ai Jun
1
Jakobsen, Johan Stax
1
Kanaya, Shin
1
Kang, Jian
1
Kjær, Mads Markvart
1
Kristensen, Dennis
1
Kristensen, Johannes Tang
1
Lunde, Asger
1
Nielsen, Morten Ørregaard
1
Nielsen, Ole Linnemann
1
Osterrieder, Daniela
1
Pakkanen, Mikko S.
1
Posedel Šimović, Petra
1
Posselt, Anders Merrild
1
Schotman, Peter C.
1
Taylor, Robert
1
Tsiaras, Leonidas
1
Wade, Glen
1
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1
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CREATES research paper
Discussion paper series / IZA
254
Working paper / National Bureau of Economic Research, Inc.
173
Discussion paper / Centre for Economic Policy Research
126
CESifo working papers
112
Working paper
112
Discussion paper / Tinbergen Institute
67
Discussion papers / CEPR
53
Finance and economics discussion series
50
Discussion paper
44
SFB 649 discussion paper
33
Discussion paper series / Forschungsinstitut zur Zukunft der Arbeit
29
IMF working papers
29
Kiel working paper
29
Working papers
27
CFS working paper series
26
Research paper series / Swiss Finance Institute
26
Working papers / Federal Reserve Bank of Philadelphia, Research Department
25
Econometric Institute research papers
24
ZEW discussion papers
24
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
23
Staff reports / Federal Reserve Bank of New York
23
Working paper series / European Central Bank
23
Working paper series
22
International finance discussion papers
21
Ruhr economic papers
21
Discussion papers of interdisciplinary research project 373
20
Department of Economics working paper series
19
Discussion paper series
18
Discussion papers / Deutsches Institut für Wirtschaftsforschung
17
IAB discussion paper : Beiträge zum wissenschaftlichen Dialog aus dem Institut für Arbeitsmarkt- und Berufsforschung
17
Working papers / Bank for International Settlements
16
Kiel Working Paper
15
Kieler Arbeitspapiere
15
SFB 649 Discussion Paper
15
Economics and finance working paper series
14
Economics working paper
14
Federal Reserve Bank of Cleveland working paper series
14
Staff working papers / Bank of England
14
Discussion paper / Deutsche Bundesbank
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ECONIS (ZBW)
21
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1
A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
-
2022
Persistent link: https://www.econbiz.de/10012816369
Saved in:
2
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
Saved in:
3
Roughness in spot variance? : a GMM approach for estimation of fractional log-normal stochastic
volatility
models using realized measures
Bolko, Anine E.
;
Christensen, Kim
;
Pakkanen, Mikko S.
; …
-
2020
Persistent link: https://www.econbiz.de/10012318238
Saved in:
4
Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
-
2021
Persistent link: https://www.econbiz.de/10012815962
Saved in:
5
Betting on mean reversion in the VIX? : evidence from ETP flows
Nielsen, Ole Linnemann
;
Posselt, Anders Merrild
-
2022
-
This version: September 1, 2021
Persistent link: https://www.econbiz.de/10012816394
Saved in:
6
Explaining bond return predictability in an estimated New Keynesian model
Andreasen, Martin Møller
-
2019
Persistent link: https://www.econbiz.de/10012063989
Saved in:
7
The incremental information in the yield curve about future interest rate risk
Christensen, Bent Jesper
;
Kjær, Mads Markvart
; …
-
2021
-
This version: June 28, 2021
Persistent link: https://www.econbiz.de/10012621334
Saved in:
8
Forecasting dynamically asymmetric fluctuations of the U.S. business cycle
Chini, Emilio Zanetti
-
2018
Persistent link: https://www.econbiz.de/10011864895
Saved in:
9
Effects of economic policy uncertainty shocks on the long-run US-UK stock market correlation
Asgharian, Hossein
;
Christiansen, Charlotte
;
Gupta, Rangan
-
2016
Persistent link: https://www.econbiz.de/10011541711
Saved in:
10
House price fluctuations and the business cycle dynamics
Abate, Girum Dagnachew
;
Anselin, Luc
-
2016
Persistent link: https://www.econbiz.de/10011447774
Saved in:
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