//--> //--> //--> //-->
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:"Global COE Hi-Stat discussion paper series"
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
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
17
Volatilität
17
Theorie
8
Theory
8
ARCH model
7
ARCH-Modell
7
Stochastic process
6
Stochastischer Prozess
6
Estimation
3
Forecasting model
3
Japan
3
Option trading
3
Optionsgeschäft
3
Prognoseverfahren
3
Schätzung
3
USA
3
United States
3
Estimation theory
2
Markov chain
2
Markov-Kette
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Option pricing theory
2
Optionspreistheorie
2
Risikoprämie
2
Risk premium
2
Schätztheorie
2
Statistical test
2
Statistischer Test
2
Time series analysis
2
Zeitreihenanalyse
2
1862-1880
1
1979
1
1996-2009
1
2004-2006
1
ARMA model
1
ARMA-Modell
1
Analysis of variance
1
Arbeitsmobilität
1
Bayes-Statistik
1
more ...
less ...
Online availability
All
Free
18
Type of publication
All
Book / Working Paper
18
Type of publication (narrower categories)
All
Arbeitspapier
18
Graue Literatur
18
Non-commercial literature
18
Working Paper
18
Language
All
English
18
Author
All
Watanabe, Toshiaki
5
Andersen, Torben
2
Omori, Yasuhiro
2
Renò, Roberto
2
Ubukata, Masato
2
Yu, Jun
2
Bandi, Federico M.
1
Corsi, Fulvio
1
Dobrev, Dobrislav
1
Fulop, Andras
1
Fusari, Nicola
1
Hansen, Peter Reinhard
1
Ishida, Isao
1
Jacod, Jean
1
Kim, Dukpa
1
Li, Junye
1
Lunde, Asger
1
Masuda, Hiroki
1
Meulemann, Max
1
Morimoto, Takayuki
1
Nakajima, Jouchi
1
Phillips, Peter C. B.
1
Pirino, Davide
1
Podolskij, Mark
1
Schaumburg, Ernst
1
Takahashi, Makoto
1
Todorov, Viktor
1
Uebele, Martin
1
Voev, Valeri
1
Wilfling, Bernd
1
Yamaguchi, Shintaro
1
Yamamoto, Yohei
1
more ...
less ...
Published in...
All
Global COE Hi-Stat discussion paper series
NBER working paper series
688
Working paper / National Bureau of Economic Research, Inc.
646
Energy economics
610
NBER Working Paper
595
Discussion paper series / IZA
585
Finance research letters
545
MPRA Paper
447
Applied economics
439
International review of financial analysis
418
Journal of banking & finance
397
International review of economics & finance : IREF
381
The journal of futures markets
370
Economic modelling
363
Discussion paper / Centre for Economic Policy Research
361
IMF Working Papers
331
Journal of econometrics
325
The North American journal of economics and finance : a journal of financial economics studies
325
Working paper
323
Economics letters
302
Applied economics letters
292
CESifo working papers
290
IZA Discussion Paper
272
Journal of empirical finance
268
Applied financial economics
267
Research in international business and finance
260
International journal of theoretical and applied finance
245
Journal of international financial markets, institutions & money
242
Discussion paper / Tinbergen Institute
239
Journal of international money and finance
228
Journal of financial economics
210
Journal of risk and financial management : JRFM
207
Quantitative finance
190
IMF Staff Country Reports
186
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
181
Pacific-Basin finance journal
178
Physica A: Statistical Mechanics and its Applications
174
Journal of economic dynamics & control
167
International Journal of Energy Economics and Policy : IJEEP
166
IMF working papers
164
CESifo Working Paper Series
159
more ...
less ...
Source
All
ECONIS (ZBW)
18
Showing
1
-
10
of
18
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Pricing Nikkei 225 options using realized
volatility
Ubukata, Masato
;
Watanabe, Toshiaki
-
2013
Persistent link: https://www.econbiz.de/10009689980
Saved in:
2
Time instability of the US monetary system : multiple break tests and reduced rank TVP VAR
Kim, Dukpa
;
Yamamoto, Yohei
-
2013
Persistent link: https://www.econbiz.de/10009714377
Saved in:
3
News impact curve for stochastic
volatility
models
Takahashi, Makoto
;
Omori, Yasuhiro
;
Watanabe, Toshiaki
-
2012
Persistent link: https://www.econbiz.de/10009618591
Saved in:
4
The restoration of the gold standard after the US Civil War : a
volatility
analysis
Meulemann, Max
;
Uebele, Martin
;
Wilfling, Bernd
-
2012
Persistent link: https://www.econbiz.de/10009656876
Saved in:
5
Parametric inference and dynamic state recovery from option panels
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2012
Persistent link: https://www.econbiz.de/10010202343
Saved in:
6
Investigating impacts of self-exciting jumps in returns and
volatility
: a Bayesian learning approach
Fulop, Andras
;
Li, Junye
;
Yu, Jun
-
2012
Persistent link: https://www.econbiz.de/10010202344
Saved in:
7
A test for the rank of the
volatility
process : the random perturbation approach
Jacod, Jean
;
Podolskij, Mark
-
2012
Persistent link: https://www.econbiz.de/10009682608
Saved in:
8
Realized beta GARCH : a multivariate GARCH model with realized measures of
volatility
and covolatility
Hansen, Peter Reinhard
;
Lunde, Asger
;
Voev, Valeri
-
2012
Persistent link: https://www.econbiz.de/10009682612
Saved in:
9
Quantile forecasts of financial returns using realized GARCH models
Watanabe, Toshiaki
-
2011
Persistent link: https://www.econbiz.de/10009239366
Saved in:
10
Stochastic
volatility
model with leverage and asymmetrically heavy-tailed error using GH skew student's t-distribution
Nakajima, Jouchi
;
Omori, Yasuhiro
-
2010
Persistent link: https://www.econbiz.de/10003940764
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->