//--> //--> //--> //-->
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:"Economics letters"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"Option pricing theory"
~subject:"Stochastic process"
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_exact:"Volatility"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Option pricing theory
Stochastic process
Volatility
396
Volatilität
396
Theorie
154
Theory
154
Estimation
118
Schätzung
118
Time series analysis
90
Zeitreihenanalyse
90
ARCH model
81
ARCH-Modell
81
Stochastischer Prozess
81
Capital income
80
Kapitaleinkommen
80
Börsenkurs
76
Share price
76
Estimation theory
66
Schätztheorie
66
USA
56
United States
56
Forecasting model
54
Prognoseverfahren
54
Aktienmarkt
37
Stock market
37
Exchange rate
35
Wechselkurs
35
Business cycle
33
Konjunktur
33
Risiko
31
Risk
31
Welt
31
World
31
Correlation
30
Korrelation
30
Bayesian inference
29
Bayes-Statistik
28
Schock
28
Shock
28
Stochastic volatility
28
Markov chain
26
more ...
less ...
Online availability
All
Undetermined
54
Type of publication
All
Article
93
Type of publication (narrower categories)
All
Article in journal
92
Aufsatz in Zeitschrift
92
Language
All
English
93
Author
All
Chan, Joshua
3
Mumtaz, Haroon
3
Tauchen, George Eugene
3
Todorov, Viktor
3
Casarin, Roberto
2
Clark, Todd E.
2
Corsi, Fulvio
2
Dimitrakopoulos, Stefanos
2
Gupta, Rangan
2
Koopman, Siem Jan
2
Li, Jia
2
Li, Wai Keung
2
Marcellino, Massimiliano
2
Omori, Yasuhiro
2
Scharth, Marcel
2
So, Mike Ka-pui
2
Agarwalla, Sobhesh Kumar
1
Aguilar, Omar
1
Almeida, Caio
1
Andersson, Jonas
1
Andreasen, Martin Møller
1
Atilgan, Yigit
1
Augustyniak, Maciej
1
Bali, Turan G.
1
Bauwens, Luc
1
Berg, Andreas
1
Bernales, Alejandro
1
Bertsche, Dominik
1
Bianchi, Daniele
1
Bollerslev, Tim
1
Bormetti, Giacomo
1
Bos, Charles S.
1
Braun, Robin
1
Carriero, Andrea
1
Catania, Leopoldo
1
Chaim, Pedro
1
Chan, Jennifer S. K.
1
Chang, Chia-Lin
1
Chaudhury, Mohammed M.
1
Chaves, Leonardo Salim Saker
1
more ...
less ...
Published in...
All
Economics letters
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
International journal of theoretical and applied finance
178
Quantitative finance
124
Journal of econometrics
122
Journal of banking & finance
90
Applied mathematical finance
87
The journal of futures markets
84
Mathematical finance : an international journal of mathematics, statistics and financial theory
73
The journal of computational finance
71
Discussion paper / Tinbergen Institute
65
Finance and stochastics
60
Finance research letters
55
Computational economics
54
Journal of economic dynamics & control
54
Review of derivatives research
52
International journal of financial engineering
51
European journal of operational research : EJOR
48
Econometric reviews
45
Journal of mathematical finance
45
Journal of empirical finance
44
The North American journal of economics and finance : a journal of financial economics studies
43
Working paper
42
Research paper series / Swiss Finance Institute
41
Insurance / Mathematics & economics
39
Risks : open access journal
39
Annals of finance
38
Energy economics
37
The journal of derivatives : the official publication of the International Association of Financial Engineers
37
Journal of financial econometrics : official journal of the Society for Financial Econometrics
36
Applied economics
33
Journal of financial economics
33
The European journal of finance
32
CREATES research paper
31
Economic modelling
29
International review of economics & finance : IREF
29
Journal of risk and financial management : JRFM
29
Review of quantitative finance and accounting
27
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
27
International review of financial analysis
25
more ...
less ...
Source
All
ECONIS (ZBW)
93
Showing
31
-
40
of
93
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
31
Macroeconomic uncertainty through the lens of professional forecasters
Jo, Soojin
;
Sekkel, Rodrigo
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
3
,
pp. 436-446
Persistent link: https://www.econbiz.de/10012178186
Saved in:
32
A new look at Cryptocurrencies
Phillip, Andrew
;
Chan, Jennifer S. K.
;
Peiris, Shelton
- In:
Economics letters
163
(
2018
),
pp. 6-9
Persistent link: https://www.econbiz.de/10011982903
Saved in:
33
A generalised stochastic volatility in mean VAR
Mumtaz, Haroon
- In:
Economics letters
173
(
2018
),
pp. 10-14
Persistent link: https://www.econbiz.de/10012022862
Saved in:
34
Volatility and return jumps in bitcoin
Chaim, Pedro
;
Laurini, Márcio Poletti
- In:
Economics letters
173
(
2018
),
pp. 158-163
Persistent link: https://www.econbiz.de/10012022975
Saved in:
35
Stochastic volatility models based on OU-Gamma time change : theory and estimation
James, Lancelot F.
;
Müller, Gernot
;
Zhang, Zhiyuan
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
1
,
pp. 75-87
Persistent link: https://www.econbiz.de/10011894398
Saved in:
36
A Bayesian Markov-switching correlation model for contagion analysis on exchange rate markets
Casarin, Roberto
;
Sartore, Domenico
;
Tronzano, Marco
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
1
,
pp. 101-114
Persistent link: https://www.econbiz.de/10011894407
Saved in:
37
The changing transmission of uncertainty shocks in the U.S.
Mumtaz, Haroon
;
Theodoridis, Konstantinos
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
2
,
pp. 239-252
Persistent link: https://www.econbiz.de/10011894695
Saved in:
38
On estimation of hurst parameter under noisy observations
Liu, Guangying
;
Jing, Bingyi
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
3
,
pp. 483-492
Persistent link: https://www.econbiz.de/10012249184
Saved in:
39
The stochastic volatility in mean model with time-varying parameters : an application to inflation modeling
Chan, Joshua
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
1
,
pp. 17-28
Persistent link: https://www.econbiz.de/10011704092
Saved in:
40
Macroeconomic factors strike back : a Bayesian change-point model of time-varying risk exposures and premia in the U.S. cross-section
Bianchi, Daniele
;
Guidolin, Massimo
;
Ravazzolo, Francesco
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
1
,
pp. 110-129
Persistent link: https://www.econbiz.de/10011704120
Saved in:
First
Prev
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->