//--> //--> //-->
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:"Journal of applied econometrics"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Revista Brasileira de Finanças : RBFin"
~person:"Koopman, Siem Jan"
~person:"Medeiros, Marcelo C."
~person:"Nelson, Charles R."
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
| 6 applied filters
Year of publication
From:
To:
Subject
All
Volatility
5
Volatilität
5
Capital income
4
Kapitaleinkommen
4
ARCH model
3
ARCH-Modell
3
USA
3
United States
3
Börsenkurs
2
Correlation
2
Estimation
2
Korrelation
2
Schätzung
2
Share price
2
Theorie
2
Theory
2
1926-1996
1
1952-1999
1
Aktienmarkt
1
Brasilien
1
Brazil
1
CAPM
1
Forecasting model
1
Fractional integration
1
Großbritannien
1
Japan
1
Markov chain
1
Markov-Kette
1
Multivariate Analyse
1
Multivariate Verteilung
1
Multivariate analysis
1
Multivariate distribution
1
Multivariate volatility
1
Prognoseverfahren
1
Statistical distribution
1
Statistische Verteilung
1
Stochastic process
1
Stochastischer Prozess
1
Stock market
1
Student's t copula
1
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
Koopman, Siem Jan
Medeiros, Marcelo C.
Nelson, Charles R.
Christiansen, Charlotte
5
Bollerslev, Tim
4
Dijk, Dick van
4
Frijns, Bart
4
Hafner, Christian M.
4
Laurent, Sébastien
4
Bali, Turan G.
3
Conrad, Christian
3
Galvão, Ana Beatriz C.
3
Hansen, Peter Reinhard
3
Karanasos, Menelaos
3
Kim, Chang-jin
3
Klotzle, Marcelo Cabus
3
Marcellino, Massimiliano
3
Neely, Christopher J.
3
Nielsen, Morten Ørregaard
3
Opschoor, Anne
3
Pinto, Antônio Carlos Figueiredo
3
Schotman, Peter C.
3
Voev, Valeri
3
Wang, Yudong
3
Wel, Michel van der
3
Wu, Chongfeng
3
Aiube, Fernando Antônio Lucena
2
Andersen, Torben
2
Baillie, Richard
2
Bauwens, Luc
2
Caporin, Massimiliano
2
Carriero, Andrea
2
Chen, Yu-Lun
2
Clark, Todd E.
2
Clements, Michael P.
2
Eisenstat, Eric
2
Fałdziński, Marcin
2
Fiszeder, Piotr
2
Fornari, Fabio
2
Franses, Philip Hans
2
Frederiksen, Per
2
Ghysels, Eric
2
Giannone, Domenico
2
more ...
less ...
Published in...
All
Journal of applied econometrics
Journal of empirical finance
Revista Brasileira de Finanças : RBFin
Discussion paper / Tinbergen Institute
43
Tinbergen Institute Discussion Papers
31
Tinbergen Institute Discussion Paper
24
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
12
Texto para discussão
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
Econometric Institute research papers
4
Econometric reviews
4
Journal of econometrics
4
Working paper
4
Working Papers in Economics
3
CREATES Research Papers
2
KIER Working Papers
2
Studies in Nonlinear Dynamics & Econometrics
2
Textos para discussão
2
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
1
Computational Statistics & Data Analysis
1
Computing in Economics and Finance 2002
1
Computing in Economics and Finance 2004
1
Discussion paper series / LSE Financial Markets Group
1
Documentos de Trabajo del ICAE
1
Econometric Reviews
1
Econometric analysis of financial and economic time series ; part a
1
Econometric theory
1
Economics Papers / Economics Group, Nuffield College, University of Oxford
1
Economics Series Working Papers / Department of Economics, Oxford University
1
Handbook of financial time series
1
International journal of forecasting
1
Journal of Banking & Finance
1
Journal of Empirical Finance
1
Journal of banking & finance
1
Journal of economic surveys
1
Journal of financial econometrics
1
Journal of financial markets
1
Journal of money, credit and banking : JMCB
1
National Bank of Belgium Working Paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Economic gains of realized
volatility
in the Brazilian stock market
Garcia, Márcio Gomes Pinto
;
Medeiros, Marcelo C.
; …
- In:
Revista Brasileira de Finanças : RBFin
12
(
2014
)
3
,
pp. 319-349
Persistent link: https://www.econbiz.de/10011585234
Saved in:
2
Long memory dynamics for multivariate dependence under heavy tails
Janus, Paweł
;
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of empirical finance
29
(
2014
),
pp. 187-206
Persistent link: https://www.econbiz.de/10011300485
Saved in:
3
Why are stock returns and
volatility
negatively correlated?
Bae, Jinho
;
Kim, Chang-jin
;
Nelson, Charles R.
- In:
Journal of empirical finance
14
(
2007
)
1
,
pp. 41-58
Persistent link: https://www.econbiz.de/10003416062
Saved in:
4
The stochastic
volatility
in mean model : empirical evidence from international stock markets
Koopman, Siem Jan
;
Hol Uspensky, Eugenie
- In:
Journal of applied econometrics
17
(
2002
)
6
,
pp. 667-689
Persistent link: https://www.econbiz.de/10001723785
Saved in:
5
Does an intertemporal tradeoff between risk and return explain mean reversion in stock prices?
Kim, Chang-jin
;
Morley, James C.
;
Nelson, Charles R.
- In:
Journal of empirical finance
8
(
2001
)
4
,
pp. 403-426
Persistent link: https://www.econbiz.de/10001607064
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->