//--> //--> //--> //-->
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:"Econometric Institute research papers"
~isPartOf:"Working papers / Rodney L. White Center for Financial Research"
~subject:"Measurement"
~subject:"Prognoseverfahren"
~subject:"Risk premium"
~subject:"Theory"
~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
| 8 applied filters
Year of publication
From:
To:
Subject
All
Measurement
Prognoseverfahren
Risk premium
Theory
Volatility
112
Volatilität
112
ARCH model
43
ARCH-Modell
43
USA
31
United States
31
Börsenkurs
27
Share price
27
Estimation
24
Schätzung
24
Theorie
24
Spillover effect
23
Spillover-Effekt
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
Spot market
12
Spotmarkt
12
Ölpreis
12
Commodity derivative
11
Portfolio selection
11
Portfolio-Management
11
Risikomaß
11
Risk measure
11
Rohstoffderivat
11
Aktienmarkt
10
Futures
10
more ...
less ...
Online availability
All
Free
40
Type of publication
All
Book / Working Paper
43
Type of publication (narrower categories)
All
Graue Literatur
Working Paper
Arbeitspapier
43
Non-commercial literature
41
Language
All
English
43
Author
All
McAleer, Michael
20
Asai, Manabu
6
Yaron, Amir
6
Chang, Chia-Lin
5
Diebold, Francis X.
5
Brandt, Michael W.
4
Drechsler, Itamar
4
Bansal, Ravi
3
Medeiros, Marcelo C.
3
Alizadeh, Sassan
2
Bollerslev, Tim
2
Caporin, Massimiliano
2
Kadlec, Gregory B.
2
Moreira, Alan
2
Pérez Amaral, Teodosio
2
Savov, Alexi
2
Wachter, Jessica
2
Andersen, Torben
1
Anderson, Torben G.
1
Chan, Felix
1
Chen, Chi-chung
1
Christoffersen, Peter F.
1
Chu, LanFen
1
Da Veiga, Bernardo
1
Dumas, Bernard
1
Franses, Philip Hans
1
Gomes, João
1
Hafner, Christian M.
1
Hammoudeh, Shawkat
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
Kiku, Dana
1
Kobayashi, Masahito
1
Kogan, Leonid
1
Kurshev, Alexander
1
more ...
less ...
Institution
All
Rodney L. White Center for Financial Research
7
Econometrisch Instituut <Rotterdam>
1
Published in...
All
Econometric Institute research papers
Working papers / Rodney L. White Center for Financial Research
Working paper / National Bureau of Economic Research, Inc.
226
Discussion paper / Centre for Economic Policy Research
130
Discussion paper / Tinbergen Institute
114
Working paper
105
Discussion paper series / IZA
85
CESifo working papers
71
Research paper series / Swiss Finance Institute
65
Discussion papers / CEPR
58
CREATES research paper
49
Finance and economics discussion series
48
Swiss Finance Institute Research Paper
47
Working papers
44
SFB 649 discussion paper
40
Discussion paper
39
CAMA working paper series
34
Department of Economics working paper series
34
IMF working papers
32
CFS working paper series
27
Kiel working paper
27
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
26
IMF working paper
25
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
25
Staff reports / Federal Reserve Bank of New York
25
Working paper series / European Central Bank
25
International finance discussion papers
24
Economics working paper
20
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
Discussion paper series
18
Federal Reserve Bank of Cleveland working paper series
18
Staff working paper / Bank of Canada
18
Working paper / Department of Econometrics and Business Statistics, Monash University
18
Working paper series / Centre for Practical Quantitative Finance
18
NCER working paper series
17
CORE discussion paper : DP
16
Discussion paper / Center for Economic Research, Tilburg University
16
Série des documents de travail / Centre de Recherche en Économie et Statistique
16
Working paper series
16
more ...
less ...
Source
All
ECONIS (ZBW)
43
Showing
1
-
10
of
43
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Liquidity and
volatility
Drechsler, Itamar
;
Moreira, Alan
;
Savov, Alexi
-
2020
Persistent link: https://www.econbiz.de/10012321327
Saved in:
2
Liquidity creation as
volatility
risk
Drechsler, Itamar
;
Moreira, Alan
;
Savov, Alexi
-
2018
Persistent link: https://www.econbiz.de/10012050830
Saved in:
3
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:
4
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:
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
Forecasting the
volatility
of Nikkei 225 futures
Asai, Manabu
;
McAleer, Michael
-
2017
-
Revised: January 2017
Persistent link: https://www.econbiz.de/10011823321
Saved in:
7
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:
8
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:
9
The impact of jumps and leverage in forecasting co-
volatility
Asai, Manabu
;
McAleer, Michael
-
2015
Persistent link: https://www.econbiz.de/10011346236
Saved in:
10
Econometric analysis of financial derivatives : an overview
Chang, Chia-Lin
;
McAleer, Michael
-
2015
Persistent link: https://www.econbiz.de/10011346289
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->