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~isPartOf:"Journal of applied econometrics"
~person:"Allen, David E."
~person:"Andersen, Torben"
~person:"Bauwens, Luc"
~person:"Caporin, Massimiliano"
~person:"Medeiros, Marcelo C."
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Systematic review"
~type_genre:"Working Paper"
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Search: subject:"Volatility"
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Volatility
3
Volatilität
3
ARCH model
2
ARCH-Modell
2
Theorie
2
Theory
2
2002-2010
1
Capital income
1
Derivat
1
Derivative
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EU countries
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EU-Staaten
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Electricity
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Elektrizität
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Aufsatz in Zeitschrift
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Allen, David E.
Andersen, Torben
Bauwens, Luc
Caporin, Massimiliano
Medeiros, Marcelo C.
Hafner, Christian M.
3
Hansen, Peter Reinhard
3
Marcellino, Massimiliano
3
Bollerslev, Tim
2
Carriero, Andrea
2
Clark, Todd E.
2
Dijk, Dick van
2
Eisenstat, Eric
2
Franses, Philip Hans
2
Galvão, Ana Beatriz C.
2
Giannone, Domenico
2
Grier, Kevin
2
Henry, Ólan Thomas John
2
Laurent, Sébastien
2
Lunde, Asger
2
Martin, Gael M.
2
Olekalns, Nilss
2
Petrella, Ivan
2
Shephard, Neil G.
2
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2
Shields, Kalvinder K.
2
Smith, Aaron D.
2
Voev, Valeri
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1
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Asʿad, Rāǧī
1
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Bali, Turan G.
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Basistha, Arabinda
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Baum, Christopher F.
1
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1
Beck, Günter W.
1
Belzil, Christian
1
Bocart, Fabian Y. R.
1
Boneva, Lena
1
Caggiano, Giovanni
1
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Journal of applied econometrics
Journal of econometrics
16
Working paper / National Bureau of Economic Research, Inc.
15
Discussion paper / Tinbergen Institute
13
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
12
Tinbergen Institute Discussion Paper
12
CORE discussion papers : DP
11
Econometric Institute research papers
11
Working paper
10
CREATES research paper
8
School of Accounting, Finance and Economics & FEMARC working paper series
8
Texto para discussão
8
The journal of finance : the journal of the American Finance Association
6
CFS working paper series
5
International review of economics & finance : IREF
5
The North American journal of economics and finance : a journal of financial economics studies
5
Working papers / Financial Institutions Center
5
Econometric reviews
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Journal of risk and financial management : JRFM
4
Working papers
4
Working papers on finance
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Applied economics
3
Discussion papers / UCL, Département des Sciences Economiques
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
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3
International journal of forecasting
3
Journal of empirical finance
3
Journal of financial economics
3
Journal of financial markets
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SAFE working paper
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3
CORE discussion paper : DP
2
Econometric theory
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Energy economics
2
Global COE Hi-Stat discussion paper series
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International economic review
2
Journal of economic surveys
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ECONIS (ZBW)
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1
Multivariate
volatility
modeling of electricity futures
Bauwens, Luc
;
Hafner, Christian M.
;
Pierret, Diane
- In:
Journal of applied econometrics
28
(
2013
)
5
,
pp. 743-761
Persistent link: https://www.econbiz.de/10010351104
Saved in:
2
Continuous-time models, realized volatilities, and testable distributional implications for daily stock returns
Andersen, Torben
;
Bollerslev, Tim
;
Frederiksen, Per
; …
- In:
Journal of applied econometrics
25
(
2010
)
2
,
pp. 233-261
Persistent link: https://www.econbiz.de/10008667607
Saved in:
3
Multivariate GARCH models : a survey
Bauwens, Luc
;
Laurent, Sébastien
;
Rombouts, Jeroen V. K.
- In:
Journal of applied econometrics
21
(
2006
)
1
,
pp. 79-109
Persistent link: https://www.econbiz.de/10003310013
Saved in:
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