//--> //--> //-->
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:"Technical working paper / National Bureau of Economic Research"
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
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
7
Volatilität
7
Theorie
5
Theory
5
Exchange rate
4
Wechselkurs
4
Estimation
3
Estimation theory
3
Schätztheorie
3
Schätzung
3
Time series analysis
2
Welt
2
World
2
Zeitreihenanalyse
2
Currency derivative
1
Decomposition method
1
Dekompositionsverfahren
1
Deutschland
1
Devisenmarkt
1
Forecasting model
1
Foreign exchange market
1
Germany
1
Großbritannien
1
Incomplete market
1
Interest rate
1
Markov chain
1
Markov-Kette
1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
1
Measurement
1
Messung
1
Nichtparametrisches Verfahren
1
Nonparametric statistics
1
Prognoseverfahren
1
Statistical theory
1
Statistische Methodenlehre
1
Stochastic process
1
Stochastischer Prozess
1
US dollar
1
US-Dollar
1
more ...
less ...
Online availability
All
Free
3
Type of publication
All
Book / Working Paper
7
Type of publication (narrower categories)
All
Arbeitspapier
7
Working Paper
7
Graue Literatur
4
Non-commercial literature
4
Language
All
English
7
Author
All
Cho, Dongchul
2
Diebold, Francis X.
2
West, Kenneth D.
2
Andersen, Torben
1
Bollerslev, Tim
1
Brandt, Michael W.
1
Calvet, Laurent E.
1
Edison, Hali J.
1
Fisher, Adlai J.
1
Foster, Dean P.
1
García López, José A.
1
Nelson, Daniel B.
1
Santa-Clara, Pedro
1
Thompson, Samuel B.
1
more ...
less ...
Published in...
All
Technical working paper / National Bureau of Economic Research
NBER working paper series
688
Working paper / National Bureau of Economic Research, Inc.
646
Energy economics
610
NBER Working Paper
595
Discussion paper series / IZA
585
Finance research letters
545
MPRA Paper
447
Applied economics
439
International review of financial analysis
418
Journal of banking & finance
397
International review of economics & finance : IREF
381
The journal of futures markets
370
Economic modelling
363
Discussion paper / Centre for Economic Policy Research
361
IMF Working Papers
331
Journal of econometrics
325
The North American journal of economics and finance : a journal of financial economics studies
325
Working paper
323
Economics letters
302
Applied economics letters
292
CESifo working papers
290
IZA Discussion Paper
272
Journal of empirical finance
268
Applied financial economics
267
Research in international business and finance
260
International journal of theoretical and applied finance
245
Journal of international financial markets, institutions & money
242
Discussion paper / Tinbergen Institute
239
Journal of international money and finance
228
Journal of financial economics
210
Journal of risk and financial management : JRFM
207
Quantitative finance
190
IMF Staff Country Reports
186
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
181
Pacific-Basin finance journal
178
Physica A: Statistical Mechanics and its Applications
174
Journal of economic dynamics & control
167
International Journal of Energy Economics and Policy : IJEEP
166
IMF working papers
164
CESifo Working Paper Series
159
more ...
less ...
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Volatility
comovement : a multifrequency approach
Calvet, Laurent E.
;
Fisher, Adlai J.
;
Thompson, Samuel B.
-
2004
Persistent link: https://www.econbiz.de/10002195944
Saved in:
2
Parametric and nonparametric
volatility
measurement
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
-
2002
Persistent link: https://www.econbiz.de/10001689115
Saved in:
3
Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets
Brandt, Michael W.
;
Santa-Clara, Pedro
-
2001
Persistent link: https://www.econbiz.de/10001606888
Saved in:
4
Modeling
volatility
dynamics
Diebold, Francis X.
;
García López, José A.
-
1995
Persistent link: https://www.econbiz.de/10000920972
Saved in:
5
The predictive ability of several models of exchange rate
volatility
West, Kenneth D.
;
Cho, Dongchul
-
1994
Persistent link: https://www.econbiz.de/10000884768
Saved in:
6
Continuous record asymptotics for rolling sample variance estimators
Foster, Dean P.
;
Nelson, Daniel B.
-
1994
Persistent link: https://www.econbiz.de/10000934888
Saved in:
7
A utility based comparison of some models of exchange rate
volatility
West, Kenneth D.
;
Edison, Hali J.
;
Cho, Dongchul
-
1992
Persistent link: https://www.econbiz.de/10000849714
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->