//--> //--> //--> //-->
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:"NCER working paper series"
~type_genre:"Glossary included"
~type_genre:"Graue Literatur"
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_exact:"Volatility"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Volatility
28
Volatilität
28
Forecasting model
13
Prognoseverfahren
13
Theorie
10
Theory
10
ARCH model
8
ARCH-Modell
8
Estimation
6
Schätzung
6
Portfolio selection
5
Portfolio-Management
5
Welt
5
World
5
Börsenkurs
4
Capital income
4
Kapitaleinkommen
4
Share price
4
Time series analysis
4
Zeitreihenanalyse
4
Ankündigungseffekt
3
Announcement effect
3
Estimation theory
3
Forecast
3
Modellierung
3
Prognose
3
Schätztheorie
3
Scientific modelling
3
Aktienmarkt
2
Commodity derivative
2
Correlation
2
Erdöl
2
Handelsvolumen der Börse
2
Korrelation
2
Multivariate Analyse
2
Multivariate analysis
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Petroleum
2
Rohstoffderivat
2
more ...
less ...
Online availability
All
Free
28
Type of publication
All
Book / Working Paper
28
Type of publication (narrower categories)
All
Glossary included
Graue Literatur
Arbeitspapier
28
Non-commercial literature
28
Working Paper
28
Language
All
English
28
Author
All
Clements, Adam
23
Silvennoinen, Annastiina
7
Becker, Ralf
6
Liao, Yin
6
Hurn, Stan
4
Fuller, Joanne
3
Doolan, Mark
2
Scott, Ayesha
2
Aromi, D.
1
Bu, Di
1
Coleman-Fenn, Christopher
1
Doolan, M. B.
1
Herrera, Rodrigo
1
Lindsay, K. A.
1
McClelland, Andrew
1
O'Neill, Robert
1
Pagan, Adrian R.
1
Papalexiou, Vasilios
1
Preve, Daniel P. A.
1
Rubin, Amir
1
Smith, Daniel R.
1
Teräsvirta, Timo
1
Thorp, Susan
1
more ...
less ...
Published in...
All
NCER working paper series
Working paper / National Bureau of Economic Research, Inc.
417
Working paper
242
Discussion paper / Centre for Economic Policy Research
226
Discussion paper / Tinbergen Institute
195
CESifo working papers
169
Research paper series / Swiss Finance Institute
119
CREATES research paper
101
CAMA working paper series
80
Swiss Finance Institute Research Paper
79
Econometric Institute research papers
77
Finance and economics discussion series
75
Working papers
74
IMF working paper
71
Working paper series / European Central Bank
71
Discussion papers / CEPR
64
Discussion paper
60
Department of Economics working paper series
56
SFB 649 discussion paper
56
Policy research working paper : WPS
55
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
55
Discussion paper series / IZA
50
IMF working papers
50
International finance discussion papers
48
CFS working paper series
46
Staff reports / Federal Reserve Bank of New York
46
Working paper series
46
Economics and finance working paper series
44
Kiel working paper
41
Discussion papers / Deutsches Institut für Wirtschaftsforschung
40
Cambridge working papers in economics
36
Staff working paper / Bank of Canada
34
Discussion paper series
33
IES working paper
32
Working papers on finance
32
Working paper / Department of Econometrics and Business Statistics, Monash University
31
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
30
Working papers / Bank of England
30
Working papers / Rodney L. White Center for Financial Research
30
Discussion papers of interdisciplinary research project 373
28
more ...
less ...
Source
All
ECONIS (ZBW)
28
Showing
1
-
10
of
28
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Media attention and crude oil volatility : is there any 'new' news in the newspaper?
Aromi, D.
;
Clements, Adam
-
2018
Persistent link: https://www.econbiz.de/10012431188
Saved in:
2
News and network structures in equity market volatility
Clements, Adam
;
Liao, Yin
-
2016
Persistent link: https://www.econbiz.de/10011777149
Saved in:
3
A practical guide to harnessing the HAR volatility model
Clements, Adam
;
Preve, Daniel P. A.
-
2019
Persistent link: https://www.econbiz.de/10012431202
Saved in:
4
Combining multivariate volatility forecasts using weighted losses
Clements, Adam
;
Doolan, M. B.
-
2018
Persistent link: https://www.econbiz.de/10012431199
Saved in:
5
Volatility dependent dynamic equicorrelation
Clements, Adam
;
Scott, Ayesha
;
Silvennoinen, Annastiina
-
2016
Persistent link: https://www.econbiz.de/10011777151
Saved in:
6
Public news flow in intraday component models for trading activity and volatility
Clements, Adam
;
Fuller, Joanne
;
Papalexiou, Vasilios
-
2015
Persistent link: https://www.econbiz.de/10011343677
Saved in:
7
Point process models for extreme returns : harnessing implied volatility
Herrera, Rodrigo
;
Clements, Adam
-
2015
Persistent link: https://www.econbiz.de/10011343686
Saved in:
8
Testing constancy of unconditional variance in volatility models by misspecification and specification tests
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2015
Persistent link: https://www.econbiz.de/10011777143
Saved in:
9
Crude oil and agricultural futures : an analysis of correlation dynamics
Silvennoinen, Annastiina
;
Thorp, Susan
-
2015
Persistent link: https://www.econbiz.de/10011777147
Saved in:
10
The impact of information flow and trading activity on gold and oil futures volatility
Clements, Adam
;
Liao, Yin
-
2014
Persistent link: https://www.econbiz.de/10011343881
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->