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~isPartOf:"Econometric Institute research papers"
~isPartOf:"Working papers / Rodney L. White Center for Financial Research"
~subject:"Aktienmarkt"
~subject:"Measurement"
~subject:"Prognoseverfahren"
~subject:"Theory"
~type_genre:"Graue Literatur"
~type_genre:"Working Paper"
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Search: subject:"Volatility"
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Aktienmarkt
Measurement
Prognoseverfahren
Theory
Volatility
112
Volatilität
112
ARCH model
43
ARCH-Modell
43
USA
31
United States
31
Börsenkurs
27
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27
Estimation
24
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Theorie
24
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23
Capital income
21
Kapitaleinkommen
21
Capital market returns
20
Kapitalmarktrendite
20
Welt
16
World
16
Forecasting model
14
Stochastic process
14
Stochastischer Prozess
14
Time series analysis
13
Zeitreihenanalyse
13
Oil price
12
Risikoprämie
12
Risk premium
12
Spot market
12
Spotmarkt
12
Ölpreis
12
Commodity derivative
11
Portfolio selection
11
Portfolio-Management
11
Risikomaß
11
Risk measure
11
Rohstoffderivat
11
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10
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Graue Literatur
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45
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English
45
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McAleer, Michael
19
Yaron, Amir
7
Asai, Manabu
6
Diebold, Francis X.
6
Brandt, Michael W.
4
Chang, Chia-Lin
4
Franses, Philip Hans
3
Medeiros, Marcelo C.
3
Stambaugh, Robert F.
3
Alizadeh, Sassan
2
Bansal, Ravi
2
Bodeutsch, Denice
2
Bollerslev, Tim
2
Caporin, Massimiliano
2
Drechsler, Itamar
2
Kadlec, Gregory B.
2
Kobayashi, Masahito
2
Law, Tzuo Hann
2
Pástor, Ľuboš
2
Pérez Amaral, Teodosio
2
Song, Dongho
2
Wachter, Jessica
2
Andersen, Torben
1
Anderson, Torben G.
1
Chan, Felix
1
Chen, Chi-chung
1
Chen, Jinghui
1
Christoffersen, Peter F.
1
Chu, LanFen
1
Da Veiga, Bernardo
1
Dumas, Bernard
1
Hafner, Christian M.
1
Herwartz, Helmut
1
Huang, Jian
1
Ilomäki, Jukka
1
Jimenez-Martin, Juan-Angel
1
Jiménez-Martín, Juan-Ángel
1
Kang, Qiang
1
Khatchatrian, Varoujan
1
Kurshev, Alexander
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Rodney L. White Center for Financial Research
7
Econometrisch Instituut <Rotterdam>
1
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Econometric Institute research papers
Working papers / Rodney L. White Center for Financial Research
Working paper / National Bureau of Economic Research, Inc.
245
Discussion paper / Centre for Economic Policy Research
142
Discussion paper / Tinbergen Institute
117
Working paper
114
CESifo working papers
90
Discussion paper series / IZA
85
Discussion papers / CEPR
56
Research paper series / Swiss Finance Institute
55
CREATES research paper
51
Finance and economics discussion series
50
IMF working papers
49
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49
Department of Economics working paper series
46
SFB 649 discussion paper
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41
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CAMA working paper series
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IMF working paper
33
CFS working paper series
31
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31
Kiel working paper
27
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
26
Staff reports / Federal Reserve Bank of New York
25
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
24
Working paper series
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Economics working paper
21
International finance discussion papers
20
Discussion paper series
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Working paper / Department of Econometrics and Business Statistics, Monash University
19
Working papers / Federal Reserve Bank of Philadelphia, Research Department
19
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
18
Economics and finance working paper series
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Federal Reserve Bank of Cleveland working paper series
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NCER working paper series
18
Staff working paper / Bank of Canada
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Working paper series / Centre for Practical Quantitative Finance
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Discussion paper / Center for Economic Research, Tilburg University
17
CORE discussion paper : DP
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ECONIS (ZBW)
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1
Testing for
volatility
co-movement in bivariate stochastic
volatility
models
Chen, Jinghui
;
Kobayashi, Masahito
;
McAleer, Michael
-
2017
-
Revised: February 2017
Persistent link: https://www.econbiz.de/10011659216
Saved in:
2
Fearing the Fed : how Wall Street reads main street
Law, Tzuo Hann
;
Song, Dongho
;
Yaron, Amir
-
2019
Persistent link: https://www.econbiz.de/10012174214
Saved in:
3
Discussion of "principal
volatility
component analysis" by Yu-Pin Hu and Ruey Tsay
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010359780
Saved in:
4
The stock exchange of Suriname: returns,
volatility
, correlations and weak-form efficiency
Bodeutsch, Denice
;
Franses, Philip Hans
-
2014
Persistent link: https://www.econbiz.de/10010359786
Saved in:
5
Long run returns predictability and
volatility
with moving averages
Chang, Chia-Lin
;
Ilomäki, Jukka
;
Laurila, Hannu
; …
-
2018
Persistent link: https://www.econbiz.de/10011920696
Saved in:
6
Shifts in sectoral wealth shares and risk premia : what explains them?
Bansal, Ravi
;
Ward, Colin
;
Yaron, Amir
-
2017
Persistent link: https://www.econbiz.de/10011847410
Saved in:
7
Fearing the fed : how Wall Street reads Main Street
Law, Tzuo Hann
;
Song, Dongho
;
Yaron, Amir
-
2017
-
This Version: November 2017
Persistent link: https://www.econbiz.de/10011847419
Saved in:
8
Forecasting the
volatility
of Nikkei 225 futures
Asai, Manabu
;
McAleer, Michael
-
2017
-
Revised: January 2017
Persistent link: https://www.econbiz.de/10011823321
Saved in:
9
The stock exchange of Suriname: returns,
volatility
, correlations and efficiency
Bodeutsch, Denice
;
Franses, Philip Hans
-
2012
Persistent link: https://www.econbiz.de/10010354451
Saved in:
10
Absolving beta of
volatility
's effects
Liu, Jianan
;
Stambaugh, Robert F.
;
Yan, Yu
-
2016
-
This Version: November 14, 2016
Persistent link: https://www.econbiz.de/10011843913
Saved in:
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