//--> //--> //--> //-->
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:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"ARCH model"
~subject:"Capital income"
~subject:"Stock market"
~subject:"Ölpreis"
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Capital income
Stock market
Ölpreis
Volatility
104
Volatilität
104
ARCH-Modell
45
Theorie
44
Theory
44
Estimation
42
Schätzung
42
Time series analysis
34
Zeitreihenanalyse
34
Kapitaleinkommen
26
Stochastic process
23
Stochastischer Prozess
23
Börsenkurs
18
Share price
18
Estimation theory
17
Forecasting model
17
Prognoseverfahren
17
Schätztheorie
17
stochastic volatility
13
Markov chain
12
Markov-Kette
12
Aktienmarkt
10
State space model
9
Statistical distribution
9
Statistische Verteilung
9
Zustandsraummodell
9
Bayes-Statistik
8
Bayesian inference
8
Monte Carlo simulation
8
Monte-Carlo-Simulation
8
Nichtparametrisches Verfahren
8
Nonparametric statistics
8
Risikomaß
8
Risk measure
8
USA
8
United States
8
Business cycle
7
more ...
less ...
Online availability
All
Undetermined
60
Free
1
Type of publication
All
Article
61
Type of publication (narrower categories)
All
Article in journal
61
Aufsatz in Zeitschrift
61
Language
All
English
61
Author
All
Blazsek, Szabolcs
2
Chan, Jennifer So Kuen
2
Haas, Markus
2
Jawadi, Fredj
2
Kok Haur Ng
2
Abbara, Omar
1
Aknouche, Abdelhakim
1
Alanya-Beltran, Willy
1
Anatolyev, Stanislav
1
Avdulaj, Krenar
1
Badescu, Alex
1
Bampinas, Georgios
1
Barnett, William A.
1
Barunik, Jozef
1
Baur, Dirk G.
1
Bauwens, Luc
1
Bazgour, Tarik
1
Beck, Alexander
1
Becker, Ralf
1
Bethel, Brandon J.
1
Brännäs, Kurt
1
Bu, Ruijun
1
Bunn, Derek W.
1
Cappuccio, Nunzio
1
Carnero, M. Angeles
1
Chen, Ping
1
Cheng, Jie
1
Chevallier, Julien
1
Choi, Seungmoon
1
Christidou, Maria
1
Chuffart, Thomas
1
Chung, Huimin
1
Chung, Y. Peter
1
Clements, Adam
1
Demmouche, Nacer
1
Dhaoui, Abderrazak
1
Dimitrakopoulos, Stefanos
1
Dimpfl, Thomas
1
Enders, Walter
1
Eratalay, M. Hakan
1
more ...
less ...
Published in...
All
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Energy economics
481
Finance research letters
349
International review of financial analysis
261
International review of economics & finance : IREF
223
The North American journal of economics and finance : a journal of financial economics studies
212
Applied economics
198
Economic modelling
197
Research in international business and finance
181
Journal of empirical finance
174
Journal of banking & finance
173
Journal of international financial markets, institutions & money
152
Applied financial economics
151
International Journal of Energy Economics and Policy : IJEEP
151
Applied economics letters
134
Journal of econometrics
125
Journal of risk and financial management : JRFM
124
NBER working paper series
115
Pacific-Basin finance journal
108
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
107
Working paper / National Bureau of Economic Research, Inc.
101
Journal of financial economics
97
Economics letters
95
International journal of forecasting
94
The journal of futures markets
89
Working paper
89
The European journal of finance
88
NBER Working Paper
85
International journal of finance & economics : IJFE
83
Journal of forecasting
82
Journal of international money and finance
79
Discussion paper / Tinbergen Institute
78
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
77
Global finance journal
68
International journal of economics and financial issues : IJEFI
65
CESifo working papers
64
Cogent economics & finance
64
International journal of economics and finance
64
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
64
Review of quantitative finance and accounting
61
more ...
less ...
Source
All
ECONIS (ZBW)
61
Showing
1
-
10
of
61
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modelling volatility dependence with score copula models
Alanya-Beltran, Willy
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
5
,
pp. 649-668
Persistent link: https://www.econbiz.de/10014506814
Saved in:
2
Modelling and forecasting stock volatility and return : a new approach based on quantile Rogers-Satchell volatility measure with asymmetric bilinear CARR model
Tan, Shay Kee
;
Chan, Jennifer So Kuen
;
Kok Haur Ng
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
3
,
pp. 437-474
Persistent link: https://www.econbiz.de/10013334835
Saved in:
3
The co-integration of CDS and bonds in time-varying volatility dynamics : do credit risk swaps lower bond risks?
Li, Leon
;
Scrimgeour, Frank G.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
3
,
pp. 475-497
Persistent link: https://www.econbiz.de/10013334844
Saved in:
4
Score-driven location plus scale models : asymptotic theory and an application to forecasting Dow Jones volatility
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10014506888
Saved in:
5
Volatility and dependence in cryptocurrency and financial markets : a copula approach
Liu, Jinan
;
Serletis, Apostolos
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 119-149
Persistent link: https://www.econbiz.de/10014506890
Saved in:
6
Score-driven multi-regime Markov-switching EGARCH : empirical evidence using the Meixner distribution
Blazsek, Szabolcs
;
Haddad, Michel Ferreira Cardia
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
4
,
pp. 589-634
Persistent link: https://www.econbiz.de/10014372917
Saved in:
7
Estimation and forecasting of long memory stochastic volatility models
Abbara, Omar
;
Zevallos, Mauricio
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014288818
Saved in:
8
Bidirectional volatility transmission between stocks and bond in East Asia : the quantile estimates based on wavelets
Živkov, Dejan
;
Kovačević, Jelena
;
Stankov, Biljana
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
1
,
pp. 49-65
Persistent link: https://www.econbiz.de/10014288820
Saved in:
9
Asymmetry in stochastic volatility models with threshold and time-dependent correlation
Schäfers, Torben
;
Teng, Long
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
2
,
pp. 131-146
Persistent link: https://www.econbiz.de/10014288879
Saved in:
10
Unrestricted, restricted, and regularized models for forecasting multivariate volatility
Anatolyev, Stanislav
;
Staněk, Filip
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
2
,
pp. 199-218
Persistent link: https://www.econbiz.de/10014288890
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->