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~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of empirical finance"
~language:"ces"
~language:"eng"
~language:"zho"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Monografische Reihe"
~type_genre:"Non-commercial literature"
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Subject
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Volatilität
Theorie
2,008
Theory
2,008
Estimation theory
1,676
Schätztheorie
1,676
Time series analysis
771
Zeitreihenanalyse
771
Estimation
718
Schätzung
713
Volatility
584
Nichtparametrisches Verfahren
566
Nonparametric statistics
566
Capital income
513
Kapitaleinkommen
513
Regression analysis
481
Regressionsanalyse
481
Forecasting model
456
Prognoseverfahren
456
USA
398
United States
398
Börsenkurs
391
Share price
391
Statistical test
341
Statistischer Test
341
Panel
321
Panel study
321
ARCH model
280
ARCH-Modell
280
Portfolio selection
263
Portfolio-Management
263
Stochastic process
260
Stochastischer Prozess
260
CAPM
243
Method of moments
227
Momentenmethode
226
Statistical distribution
205
Statistische Verteilung
205
Bayesian inference
197
Bootstrap approach
197
Bootstrap-Verfahren
197
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Undetermined
288
Type of publication
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Article
580
Book / Working Paper
3
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Article in journal
Monografische Reihe
Non-commercial literature
Aufsatz in Zeitschrift
583
Collection of articles of several authors
3
Sammelwerk
3
Conference proceedings
2
Konferenzschrift
2
Language
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Czech
English
Chinese
Author
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Bollerslev, Tim
21
Todorov, Viktor
17
Tauchen, George Eugene
15
Andersen, Torben
12
Aït-Sahalia, Yacine
11
McAleer, Michael
9
Meddahi, Nour
8
Patton, Andrew J.
8
Xiu, Dacheng
8
Ghysels, Eric
7
Li, Jia
7
Mykland, Per A.
7
Asai, Manabu
6
Cavaliere, Giuseppe
6
Kim, Donggyu
6
Shephard, Neil G.
6
Taylor, Robert
6
Boswijk, Herman Peter
5
Gallant, A. Ronald
5
Gouriéroux, Christian
5
Hallin, Marc
5
Li, Yingying
5
Linton, Oliver
5
Maheu, John M.
5
Nielsen, Morten Ørregaard
5
Zhou, Hao
5
Barigozzi, Matteo
4
Caporin, Massimiliano
4
Christensen, Kim
4
Christiansen, Charlotte
4
Dijk, Dick van
4
Francq, Christian
4
Frijns, Bart
4
Jasiak, Joann
4
Laurent, Sébastien
4
Park, Joon Y.
4
Rahbek, Anders
4
Renault, Eric
4
Renò, Roberto
4
Swanson, Norman R.
4
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Institution
All
Conference on Realized Volatility <2006, Montréal>
1
HFDF <2, 1998, Zürich>
1
Published in...
All
Journal of econometrics
Journal of empirical finance
Energy economics
610
Finance research letters
564
International review of financial analysis
419
Working paper / National Bureau of Economic Research, Inc.
417
Applied economics
378
Journal of banking & finance
374
International review of economics & finance : IREF
368
The journal of futures markets
360
Economic modelling
339
The North American journal of economics and finance : a journal of financial economics studies
324
Applied financial economics
265
Applied economics letters
261
Research in international business and finance
253
Economics letters
245
International journal of theoretical and applied finance
245
Journal of international financial markets, institutions & money
239
Journal of international money and finance
230
Working paper
229
Discussion paper / Centre for Economic Policy Research
226
Journal of risk and financial management : JRFM
197
Discussion paper / Tinbergen Institute
192
Quantitative finance
191
Journal of financial economics
184
Pacific-Basin finance journal
172
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
169
CESifo working papers
168
International Journal of Energy Economics and Policy : IJEEP
166
The European journal of finance
155
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
150
Journal of economic dynamics & control
147
International journal of finance & economics : IJFE
146
International journal of forecasting
145
Journal of forecasting
131
The review of financial studies
125
Research paper series / Swiss Finance Institute
117
The journal of finance : the journal of the American Finance Association
117
Applied mathematical finance
115
Computational economics
114
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Source
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ECONIS (ZBW)
583
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1
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1
Equity markets volatility clustering : a multiscale analysis of intraday and overnight returns
Zhao, Xiaojun
;
Zhang, Na
;
Zhang, Yali
;
Xu, Chao
;
Shang, …
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-
Persistent link: https://www.econbiz.de/10014578531
Saved in:
2
Information acquisition and processing skills of institutions and retail investors around information shocks
Fung, Scott
;
Obaid, Khaled
;
Tsai, Shih-Chuan
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-35
Persistent link: https://www.econbiz.de/10014578540
Saved in:
3
Instantaneous volatility of the yield curve, variance risk premium and bond return predictability
Yang, Ge
- In:
Journal of empirical finance
77
(
2024
),
pp. 1- 18
Persistent link: https://www.econbiz.de/10014578543
Saved in:
4
Option valuation via nonaffine dynamics with realized volatility
Zhang, Yuanyuan
;
Wang, Zerong
;
Wang, Qi
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014578567
Saved in:
5
Acute illness symptoms among investment professionals and stock market dynamics : Evidence from New York City
Lepori, Gabriele M.
- In:
Journal of empirical finance
70
(
2023
),
pp. 165-181
Persistent link: https://www.econbiz.de/10014423625
Saved in:
6
Are cryptocurrencies a safe haven for stock investors? : a regime-switching approach
Li, Leon
;
Miu, Peter
- In:
Journal of empirical finance
70
(
2023
),
pp. 367-385
Persistent link: https://www.econbiz.de/10014423734
Saved in:
7
Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel F.
;
Sun, Yixiao
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1281-1309
Persistent link: https://www.econbiz.de/10014471377
Saved in:
8
Bias reduction in spot volatility estimation from options
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 53-81
Persistent link: https://www.econbiz.de/10014364661
Saved in:
9
Comparing stochastic volatility specifications for large Bayesian VARs
Chan, Joshua
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1419-1446
Persistent link: https://www.econbiz.de/10014471398
Saved in:
10
Conditional out-of-sample predictability of aggregate equity returns and aggregate equity return volatility using economic variables
Nonejad, Nima
- In:
Journal of empirical finance
70
(
2023
),
pp. 91-122
Persistent link: https://www.econbiz.de/10014423619
Saved in:
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