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~isPartOf:"Econometric reviews"
~isPartOf:"Journal of financial economics"
~source:"econis"
~subject:"Prognoseverfahren"
~subject:"Time series analysis"
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Search: subject:"Volatility"
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Prognoseverfahren
Time series analysis
Volatility
273
Volatilität
273
Theorie
129
Theory
129
Capital income
101
Kapitaleinkommen
101
Börsenkurs
86
Share price
86
Estimation
66
Schätzung
66
USA
63
United States
63
Stochastic process
62
Stochastischer Prozess
62
CAPM
47
Zeitreihenanalyse
46
Risikoprämie
42
Risk premium
42
Forecasting model
36
Portfolio selection
33
Portfolio-Management
33
ARCH model
31
ARCH-Modell
31
Option pricing theory
31
Optionspreistheorie
31
Risiko
30
Risk
30
Estimation theory
29
Schätztheorie
29
Arbeitsmobilität
25
Labour mobility
25
Führungskräfte
21
Managers
21
Exchange rate
20
Wechselkurs
20
Multivariate Analyse
18
Multivariate analysis
18
Aktienmarkt
17
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Undetermined
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Free
1
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Article
69
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Article in journal
70
Aufsatz in Zeitschrift
70
Collection of articles of several authors
1
Sammelwerk
1
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English
70
Author
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McAleer, Michael
4
Bollerslev, Tim
3
Cavaliere, Giuseppe
3
Taylor, Robert
3
Teräsvirta, Timo
3
Todorov, Viktor
3
Anatolyev, Stanislav
2
Asai, Manabu
2
Jacobs, Kris
2
Jawadi, Fredj
2
Li, Sophia Zhengzi
2
Maasoumi, Esfandiar
2
Moskowitz, Tobias J.
2
Pedersen, Lasse Heje
2
Phillips, Peter C. B.
2
Amado, Cristina
1
Amaya, Diego
1
Andersen, Torben
1
Audrino, Francesco
1
Bai, Jennie
1
Bakshi, Gurdip S.
1
Bali, Turan G.
1
Bandi, Federico M.
1
Barberis, Nicholas
1
Bardgett, Chris
1
Bekaert, Geert
1
Bennedsen, Mikkel
1
Bermudez, P. de Zea
1
Bordignon, Silvano
1
Boswijk, Herman Peter
1
Brandt, Michael W.
1
Brechmann, E. C.
1
Bretscher, Lorenzo
1
Bu, Ruijun
1
Cai, Yuzhi
1
Cai, Zongwu
1
Calvet, Laurent E.
1
Caporin, Massimiliano
1
Cartea, Álvaro
1
Catani, Paul
1
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Econometric reviews
Journal of financial economics
Energy economics
146
Journal of econometrics
132
International journal of forecasting
131
Finance research letters
120
Journal of forecasting
119
Economic modelling
95
Discussion paper / Tinbergen Institute
94
International review of financial analysis
92
Journal of empirical finance
83
Applied economics
74
International review of economics & finance : IREF
73
The North American journal of economics and finance : a journal of financial economics studies
71
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
70
Journal of banking & finance
68
Economics letters
51
Working paper
50
Quantitative finance
49
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
43
Applied economics letters
40
Journal of risk and financial management : JRFM
40
The journal of futures markets
40
Applied financial economics
39
Journal of financial econometrics
39
Journal of financial econometrics : official journal of the Society for Financial Econometrics
39
CREATES research paper
38
Computational economics
37
Journal of international financial markets, institutions & money
37
Research in international business and finance
37
Department of Economics working paper series
36
International journal of finance & economics : IJFE
35
The European journal of finance
34
Journal of applied econometrics
29
Pacific-Basin finance journal
28
NBER working paper series
26
Journal of economic dynamics & control
25
SFB 649 discussion paper
25
Econometrics : open access journal
24
Risks : open access journal
24
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ECONIS (ZBW)
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1
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
De Angelis, Luca
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 725-757
Persistent link: https://www.econbiz.de/10014420355
Saved in:
2
Return predictability with endogenous growth
Bandi, Federico M.
;
Bretscher, Lorenzo
;
Tamoni, Andrea
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462652
Saved in:
3
Momentum turning points
Goulding, Christian L.
;
Harvey, Campbell R.
;
Mazzoleni, …
- In:
Journal of financial economics
149
(
2023
)
3
,
pp. 378-406
Persistent link: https://www.econbiz.de/10014419608
Saved in:
4
Large dimensional portfolio allocation based on a mixed frequency dynamic factor model
Peng, Siyang
;
Shaojun, Guo
;
Long, Yonghong
- In:
Econometric reviews
41
(
2022
)
5
,
pp. 539-563
Persistent link: https://www.econbiz.de/10013364893
Saved in:
5
Is there a risk-return tradeoff in the corporate bond market? : time-series and cross-sectional evidence
Bai, Jennie
;
Bali, Turan G.
;
Wen, Quan
- In:
Journal of financial economics
142
(
2021
)
3
,
pp. 1017-1037
Persistent link: https://www.econbiz.de/10012873314
Saved in:
6
Reconstructing the yield curve
Liu, Yan
;
Wu, Jing Cynthia
- In:
Journal of financial economics
142
(
2021
)
3
,
pp. 1395-1425
Persistent link: https://www.econbiz.de/10012875953
Saved in:
7
Treasury yield implied
volatility
and real activity
Cremers, Martijn
;
Fleckenstein, Matthias
;
Gandhi, Priyank
- In:
Journal of financial economics
140
(
2021
)
2
,
pp. 412-435
Persistent link: https://www.econbiz.de/10012650450
Saved in:
8
Forecasting crude oil price intervals and return
volatility
via autoregressive conditional interval models
He, Yanan
;
Han, Ai
;
Hong, Yongmiao
;
Sun, Yuying
;
Wang, …
- In:
Econometric reviews
40
(
2021
)
6
,
pp. 584-606
Persistent link: https://www.econbiz.de/10012624525
Saved in:
9
Macro risks and the term structure of interest rates
Bekaert, Geert
;
Engstrom, Eric
;
Ermolov, Andrey
- In:
Journal of financial economics
141
(
2021
)
2
,
pp. 479-504
Persistent link: https://www.econbiz.de/10013259807
Saved in:
10
Bayesian analysis of moving average stochastic
volatility
models : modeling in-mean effects and leverage for financial time series
Dimitrakopoulos, Stefanos
;
Kolossiatis, Michalis
- In:
Econometric reviews
39
(
2020
)
4
,
pp. 319-343
Persistent link: https://www.econbiz.de/10012181420
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