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~isPartOf:"Economic modelling"
~isPartOf:"Journal of econometrics"
~subject:"Forecasting model"
~subject:"Portfolio selection"
~subject:"Risk"
~subject:"Share price"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Volatility"
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Forecasting model
Portfolio selection
Risk
Share price
Volatility
661
Volatilität
659
Estimation
218
Schätzung
218
Theorie
201
Theory
201
ARCH model
174
ARCH-Modell
174
Börsenkurs
160
Time series analysis
157
Zeitreihenanalyse
157
Capital income
141
Kapitaleinkommen
141
Estimation theory
133
Schätztheorie
133
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124
Stochastischer Prozess
124
Prognoseverfahren
107
Aktienmarkt
84
Stock market
84
Welt
66
World
66
Exchange rate
60
Wechselkurs
60
Option pricing theory
56
Optionspreistheorie
56
USA
52
United States
52
Spillover effect
48
Spillover-Effekt
48
Market microstructure
47
Marktmikrostruktur
47
Oil price
47
Statistical distribution
47
Statistische Verteilung
47
Stochastic volatility
47
Ölpreis
47
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Aufsatz in Zeitschrift
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281
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281
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Tauchen, George Eugene
9
Todorov, Viktor
9
Bollerslev, Tim
8
Li, Jia
6
Ma, Feng
6
Kim, Donggyu
5
Patton, Andrew J.
5
Andersen, Torben
4
Aït-Sahalia, Yacine
4
Ghysels, Eric
4
Kumar, Dilip
4
Todorova, Neda
4
Xiu, Dacheng
4
Zhang, Yaojie
4
Cross, Jamie
3
Fan, Jianqing
3
Francq, Christian
3
Hallin, Marc
3
Hou, Chenghan
3
Liu, Jing
3
Maheswaran, S.
3
McAleer, Michael
3
Renò, Roberto
3
Wang, Yazhen
3
Zakoïan, Jean-Michel
3
Zhou, Hao
3
Balcilar, Mehmet
2
Barigozzi, Matteo
2
Christensen, Bent Jesper
2
Christensen, Kim
2
Clinet, Simon
2
Fang, Libing
2
Forbes, Catherine Scipione
2
Gallant, A. Ronald
2
Gallo, Giampiero M.
2
Gatfaoui, Hayette
2
Huang, Zhuo
2
Jayawardena, Nirodha I.
2
Kiani, Khurshid M.
2
Li, Bin
2
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Economic modelling
Journal of econometrics
Finance research letters
371
Energy economics
297
International review of financial analysis
236
International review of economics & finance : IREF
194
The North American journal of economics and finance : a journal of financial economics studies
180
Journal of banking & finance
162
Applied economics
161
Journal of empirical finance
149
International journal of forecasting
127
Applied economics letters
124
Research in international business and finance
123
Journal of forecasting
117
Journal of international financial markets, institutions & money
115
Journal of financial economics
114
Journal of risk and financial management : JRFM
109
Pacific-Basin finance journal
101
The journal of futures markets
99
Applied financial economics
98
Economics letters
85
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
84
The European journal of finance
82
Quantitative finance
80
International Journal of Energy Economics and Policy : IJEEP
75
International journal of finance & economics : IJFE
73
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
69
The review of financial studies
61
Journal of international money and finance
59
Cogent economics & finance
57
Journal of economic dynamics & control
56
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
54
Journal of financial and quantitative analysis : JFQA
54
Journal of financial markets
54
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
53
Review of quantitative finance and accounting
53
Journal of financial econometrics
50
Risks : open access journal
49
The journal of finance : the journal of the American Finance Association
49
Finance India : the quarterly journal of Indian Institute of Finance
48
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ECONIS (ZBW)
281
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1
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281
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1
Pricing cryptocurrency options with machine learning regression for handling market volatility
Brini, Alessio
;
Lenz, Jimmie
- In:
Economic modelling
136
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014549153
Saved in:
2
Identifying latent factors based on high-frequency data
Sun, Yucheng
;
Xu, Wen
;
Zhang, Chuanhai
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 251-270
Persistent link: https://www.econbiz.de/10014341048
Saved in:
3
Asymmetric contagion of jump risk in the Chinese financial sector : monetary policy transmission matters
Feng, Yun
;
Hou, Weijie
;
Song, Yuping
- In:
Economic modelling
119
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014249431
Saved in:
4
Good and bad self-excitation : asymmetric self-exciting jumps in Bitcoin returns
Zhang, Chuanhai
;
Zhang, Zhengjun
;
Xu, Mengyu
;
Peng, Zhe
- In:
Economic modelling
119
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014249483
Saved in:
5
Large stochastic volatility in mean VARs
Cross, Jamie
;
Hou, Chenghan
;
Koop, Gary
;
Poon, Aubrey
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014332245
Saved in:
6
Moments, shocks and spillovers in Markov-switching VAR models
Kole, Erik
;
Dijk, Dick van
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365495
Saved in:
7
Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process
Wang, Xiaohu
;
Xiao, Weilin
;
Yu, Jun
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 389-415
Persistent link: https://www.econbiz.de/10014339985
Saved in:
8
A discrete-time hedging framework with multiple factors and fat tails : on what matters
Augustyniak, Maciej
;
Badescu, Alexandru
;
Bégin, …
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 416-444
Persistent link: https://www.econbiz.de/10014339997
Saved in:
9
A simple joint model for returns, volatility and volatility of volatility
Ding, Yashuang
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 521-543
Persistent link: https://www.econbiz.de/10014340096
Saved in:
10
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
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