//--> //--> //--> //-->
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:"Carriero, Andrea"
~person:"Medeiros, Marcelo C."
~subject:"Analysis of variance"
~subject:"Measurement"
~subject:"Messung"
~subject:"Prognoseverfahren"
~subject:"Statistical distribution"
~subject:"Theory"
~subject:"Volatilität"
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
Volatilität
Volatility
18
Theorie
11
Capital income
8
Kapitaleinkommen
8
USA
5
United States
5
Estimation
4
Schätzung
4
ARCH model
3
ARCH-Modell
3
Forecasting model
3
Statistische Verteilung
3
Ankündigungseffekt
2
Announcement effect
2
Black-Scholes model
2
Black-Scholes-Modell
2
Börsenkurs
2
Deutsche Mark
2
Exchange rate
2
Financial market
2
Finanzmarkt
2
International financial market
2
Internationaler Finanzmarkt
2
Option trading
2
Optionsgeschäft
2
Risikoprämie
2
Risk premium
2
Share price
2
Stochastic process
2
Stochastischer Prozess
2
Wechselkurs
2
1953-1996
1
1987-1992
1
2011-2014
1
Argentina
1
more ...
less ...
Online availability
All
Free
9
Undetermined
2
Type of publication
All
Book / Working Paper
18
Type of publication (narrower categories)
All
Arbeitspapier
18
Working Paper
18
Graue Literatur
15
Non-commercial literature
15
Language
All
English
18
Author
All
Agénor, Pierre-Richard
Andersen, Torben
Carriero, Andrea
Medeiros, Marcelo C.
Aizenman, Joshua
16
Diebold, Francis X.
13
Bekaert, Geert
10
Bollerslev, Tim
9
Aït-Sahalia, Yacine
8
Schwert, George William
8
Edwards, Sebastian
7
Rose, Andrew
7
Caballero, Ricardo J.
6
Campbell, John Y.
6
Davis, Steven J.
6
Itō, Takatoshi
6
Ang, Andrew
5
Bansal, Ravi
5
Bloom, Nicholas
5
Engel, Charles
5
Engle, Robert F.
5
Fernández-Villaverde, Jesús
5
Giglio, Stefano
5
Hall, Robert Ernest
5
Lustig, Hanno
5
Rubio-Ramírez, Juan Francisco
5
Wei, Shang-jin
5
Aghion, Philippe
4
Christiano, Lawrence J.
4
Comin, Diego
4
Devereux, Michael B.
4
Farmer, Roger E. A.
4
Forbes, Kristin
4
Glaeser, Edward L.
4
Gorodnichenko, Yuriy
4
Guerrón-Quintana, Pablo A.
4
Harvey, Campbell R.
4
Jaimovich, Nir
4
Kelly, Bryan T.
4
Lettau, Martin
4
Levchenko, Andrei A.
4
McLaren, John D.
4
Moffitt, Robert A.
4
more ...
less ...
Published in...
All
Working paper / National Bureau of Economic Research, Inc.
Journal of econometrics
17
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
12
Federal Reserve Bank of Cleveland working paper series
8
CREATES research paper
6
The journal of finance : the journal of the American Finance Association
6
CFS working paper series
5
Discussion papers / CEPR
5
FRB of Cleveland Working Paper
5
Texto para discussão
5
Working papers / Financial Institutions Center
5
Discussion paper series
4
Econometric Institute research papers
4
Working paper
4
Discussion paper / Centre for Economic Policy Research
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Financial Institutions Center
3
Journal of applied econometrics
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of financial markets
3
Working papers / Federal Reserve Bank of Chicago
3
Econometric reviews
2
Econometric theory
2
Foreign exchange markets
2
Global COE Hi-Stat discussion paper series
2
Handbook of financial time series
2
IMF working paper
2
IMF working papers
2
International economic review
2
Journal of banking & finance
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of financial economics
2
NBER working paper series
2
Temi di discussione / Banca d'Italia
2
American Economic Review papers and proceedings
1
Bank of Italy Temi di Discussione (Working Paper)
1
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
1
CEFIR and NES working papers
1
Cahier / Départment de Sciences Économiques, Université de Montréal
1
Department of Economics discussion paper series / University of Oxford
1
more ...
less ...
Source
All
ECONIS (ZBW)
18
Showing
1
-
10
of
18
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The pricing of short-term market risk : evidence from weekly options
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2015
Persistent link: https://www.econbiz.de/10011347366
Saved in:
2
No-arbitrage semi-martingale restrictions for continuous-time
volatility
models subject to leverage effects, jumps and i.i.d. noise : theory and testable distributional implication...
Andersen, Torben
;
Bollerslev, Tim
;
Dobrev, Dobrislav
-
2007
intraday data and nonparametric
volatility
measures, along with a new jump detection technique and appropriate conditional … alleviate microstructure frictions for realized
volatility
estimation. Size and power of the procedure are explored through …
Persistent link: https://www.econbiz.de/10003442519
Saved in:
3
Aid
volatility
and poverty traps
Agénor, Pierre-Richard
;
Aizenman, Joshua
-
2007
Persistent link: https://www.econbiz.de/10003547904
Saved in:
4
Construction and interpretation of model-free implied
volatility
Andersen, Torben
;
Bondarenko, Oleg
-
2007
Persistent link: https://www.econbiz.de/10003556632
Saved in:
5
Volatility
forecasting
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2005
Persistent link: https://www.econbiz.de/10002685057
Saved in:
6
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:
7
A framework for exploring the macroeconomic determinants of systematic risk
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2005
Persistent link: https://www.econbiz.de/10002634153
Saved in:
8
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:
9
An empirical investigation of continuous-time equity return models
Andersen, Torben
;
Benzoni, Luca
;
Lund, Jesper
-
2001
Persistent link: https://www.econbiz.de/10001615265
Saved in:
10
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->