//--> //--> //-->
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:"Financial Institutions Center"
~person:"Andersen, Torben"
~person:"Christoffersen, Peter F."
~person:"Diebold, Francis X."
~person:"Medeiros, Marcelo C."
~subject:"ARCH model"
~subject:"Börsenkurs"
~subject:"Measurement"
~subject:"Monte-Carlo-Simulation"
~subject:"Stochastischer Prozess"
~subject:"Theorie"
~subject:"United States"
~subject:"Wechselkurs"
~type_genre:"Systematic review"
~type_genre:"Working Paper"
~type_genre:"Übersichtsarbeit"
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
| 16 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Börsenkurs
Measurement
Monte-Carlo-Simulation
Stochastischer Prozess
Theorie
United States
Wechselkurs
Volatility
4
Volatilität
4
Capital income
3
Exchange rate
3
Kapitaleinkommen
3
Theory
3
Statistical distribution
2
Statistische Verteilung
2
1986-1996
1
ARCH-Modell
1
Deutschland
1
Estimation theory
1
Germany
1
Japan
1
Messung
1
Multivariate Analyse
1
Multivariate analysis
1
Schätztheorie
1
Share price
1
USA
1
more ...
less ...
Online availability
All
Free
4
Type of publication
All
Book / Working Paper
4
Type of publication (narrower categories)
All
Systematic review
Working Paper
Übersichtsarbeit
Arbeitspapier
4
Graue Literatur
4
Non-commercial literature
4
Language
All
English
4
Author
All
Andersen, Torben
Christoffersen, Peter F.
Diebold, Francis X.
Medeiros, Marcelo C.
Bollerslev, Tim
2
Alizadeh, Sassan
1
Brandt, Michael W.
1
Ebens, Heiko
1
Labys, Paul
1
more ...
less ...
Published in...
All
Financial Institutions Center
Working paper / National Bureau of Economic Research, Inc.
21
Working papers / Financial Institutions Center
12
CREATES research paper
8
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
7
CFS working paper series
6
Working papers / Rodney L. White Center for Financial Research
6
Econometric Institute research papers
3
Working papers / Federal Reserve Bank of Chicago
3
Working papers / Penn Institute for Economic Research
3
CFS Working Paper
2
Global COE Hi-Stat discussion paper series
2
Technical working paper / National Bureau of Economic Research
2
American Economic Review papers and proceedings
1
CEFIR and NES working papers
1
Cahier / Départment de Sciences Économiques, Université de Montréal
1
Department of Economics discussion paper series / University of Oxford
1
Economics discussion papers
1
Handbook of economic forecasting ; Vol. 1
1
International finance discussion papers
1
Koç University - TÜSİAD Economic Research Forum working paper series
1
Staff working paper / Bank of Canada
1
Texto para discussão
1
Working paper
1
Working paper / Department of Finance, Kellogg Graduate School of Management, Northwestern University
1
Working paper series / European Central Bank ; Eurosystem
1
more ...
less ...
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The distribution of stock return
volatility
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2000
Persistent link: https://www.econbiz.de/10001476423
Saved in:
2
Range-based estimation of stochastic
volatility
models or exchange rate dynamics are more interesting than you think
Alizadeh, Sassan
;
Brandt, Michael W.
;
Diebold, Francis X.
-
2000
Persistent link: https://www.econbiz.de/10001477772
Saved in:
3
Exchange rate returns standardized by realized
volatility
are (nearly) Gaussian
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2000
Persistent link: https://www.econbiz.de/10001477784
Saved in:
4
The distribution of exchange rate
volatility
Andersen, Torben
(
contributor
)
-
1999
Persistent link: https://www.econbiz.de/10001427024
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->