//--> //--> //--> //-->
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:"Working paper / National Bureau of Economic Research, Inc."
~person:"Agénor, Pierre-Richard"
~person:"Andersen, Torben"
~person:"Bekaert, Geert"
~person:"Carriero, Andrea"
~person:"Medeiros, Marcelo C."
~subject:"Analysis of variance"
~subject:"Measurement"
~subject:"Messung"
~subject:"Prognoseverfahren"
~subject:"Statistical distribution"
~subject:"Theory"
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
| 12 applied filters
Year of publication
From:
To:
Subject
All
Analysis of variance
Measurement
Messung
Prognoseverfahren
Statistical distribution
Theory
Volatility
28
Volatilität
28
Capital income
15
Kapitaleinkommen
15
Theorie
14
USA
9
United States
9
Börsenkurs
5
Estimation
5
Financial market
5
Finanzmarkt
5
Schätzung
5
Share price
5
Forecasting model
4
Risikoprämie
4
Risk premium
4
Welt
4
World
4
ARCH model
3
ARCH-Modell
3
Aktienmarkt
3
Statistische Verteilung
3
Stock market
3
Ankündigungseffekt
2
Announcement effect
2
Black-Scholes model
2
Black-Scholes-Modell
2
Deutsche Mark
2
Deutschland
2
Developing countries
2
Devisenmarkt
2
Economic growth
2
Emerging economies
2
Entwicklungsländer
2
Exchange rate
2
Financial market regulation
2
Finanzmarktregulierung
2
more ...
less ...
Online availability
All
Free
6
Undetermined
2
Type of publication
All
Book / Working Paper
16
Type of publication (narrower categories)
All
Arbeitspapier
16
Working Paper
16
Graue Literatur
14
Non-commercial literature
14
Language
All
English
16
Author
All
Agénor, Pierre-Richard
Andersen, Torben
Bekaert, Geert
Carriero, Andrea
Medeiros, Marcelo C.
Aizenman, Joshua
8
Diebold, Francis X.
8
Bollerslev, Tim
6
Aït-Sahalia, Yacine
5
Engel, Charles
5
Rose, Andrew
5
Campbell, John Y.
4
Giglio, Stefano
4
Hall, Robert Ernest
4
Ang, Andrew
3
Bates, David S.
3
Caballero, Ricardo J.
3
Chaudhuri, Shubham
3
Christoffersen, Peter F.
3
Cochrane, John H.
3
Engle, Robert F.
3
Farmer, Roger E. A.
3
Gertler, Mark
3
Lazear, Edward P.
3
McLaren, John D.
3
Acemoglu, Daron
2
Altonji, Joseph G.
2
Anderson, Torben G.
2
Bansal, Ravi
2
Bertola, Giuseppe
2
Brandt, Michael W.
2
Calvet, Laurent E.
2
Chari, Varadarajan V.
2
Christiano, Lawrence J.
2
Das, Sanjiv R.
2
Devereux, Michael B.
2
Dew-Becker, Ian
2
Fernández-Villaverde, Jesús
2
Flood, Robert P.
2
Froot, Kenneth
2
Gabaix, Xavier
2
Glaeser, Edward L.
2
more ...
less ...
Published in...
All
Working paper / National Bureau of Economic Research, Inc.
Journal of econometrics
13
Federal Reserve Bank of Cleveland working paper series
6
NBER working paper series
6
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
6
Discussion paper series
4
Discussion papers / CEPR
4
FRB of Cleveland Working Paper
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
NBER Working Paper
4
The journal of finance : the journal of the American Finance Association
4
Working paper
4
Working papers / Financial Institutions Center
4
CFS working paper series
3
Econometric Institute research papers
3
Financial Institutions Center
3
Journal of applied econometrics
3
Journal of banking & finance
3
Journal of financial economics
3
Journal of financial markets
3
CREATES research paper
2
Discussion paper / Centre for Economic Policy Research
2
ECB Working Paper
2
Econometric reviews
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
IMF working paper
2
IMF working papers
2
International economic review
2
Netspar Discussion Paper
2
Temi di discussione / Banca d'Italia
2
Texto para discussão
2
The review of financial studies
2
Working paper series / European Central Bank
2
Cahier / Départment de Sciences Économiques, Université de Montréal
1
Columbia Business School Research Paper Forthcoming
1
Deutsche Bundesbank Discussion Paper
1
Discussion paper
1
Discussion papers / Institute of Economics, University of Copenhagen
1
Econometric theory
1
FEDS Working Paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
16
Showing
1
-
10
of
16
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Asset return dynamics under bad environment good environment fundamentals
Bekaert, Geert
;
Engstrom, Eric
-
2009
Persistent link: https://www.econbiz.de/10003872301
Saved in:
2
Aid
volatility
and poverty traps
Agénor, Pierre-Richard
;
Aizenman, Joshua
-
2007
Persistent link: https://www.econbiz.de/10003547904
Saved in:
3
The VIX, the variance premium and stock market
volatility
Bekaert, Geert
;
Hoerova, Marie
-
2013
Persistent link: https://www.econbiz.de/10009744702
Saved in:
4
Volatility
forecasting
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2005
Persistent link: https://www.econbiz.de/10002685057
Saved in:
5
Roughing it up : including jump components in the measurement, modeling and forecasting of return
volatility
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
-
2005
Persistent link: https://www.econbiz.de/10003217674
Saved in:
6
Parametric inference and dynamic state recovery from option panels
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2012
Persistent link: https://www.econbiz.de/10009539803
Saved in:
7
Exchange rate returns standardized by realized
volatility
are (nearly) Gaussian
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2000
Persistent link: https://www.econbiz.de/10001440693
Saved in:
8
The distribution of stock return
volatility
Andersen, Torben
(
contributor
)
-
2000
Persistent link: https://www.econbiz.de/10001519326
Saved in:
9
Do bonds span
volatility
risk in the US treasury market? : A specification test for affine term structure models
Andersen, Torben
;
Benzoni, Luca
-
2007
Persistent link: https://www.econbiz.de/10003442498
Saved in:
10
Modeling and forecasting realized
volatility
Andersen, Torben
(
contributor
)
-
2001
Persistent link: https://www.econbiz.de/10001561837
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->