//--> //--> //--> //-->
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:"Hall, Robert Ernest"
~person:"Liao, Yin"
~person:"Medeiros, Marcelo C."
~subject:"Ankündigungseffekt"
~subject:"Measurement"
~subject:"Messung"
~subject:"Prognoseverfahren"
~subject:"Statistical distribution"
~subject:"Theory"
~subject:"Volatilität"
~type_genre:"Bibliography included"
~type_genre:"Graue Literatur"
~type_genre:"Working Paper"
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
| 16 applied filters
Year of publication
From:
To:
Subject
All
Ankündigungseffekt
Measurement
Messung
Prognoseverfahren
Statistical distribution
Theory
Volatilität
Volatility
21
Theorie
15
USA
10
United States
10
Capital income
8
Kapitaleinkommen
8
Arbeitslosigkeit
4
Arbeitsmobilität
4
Estimation
4
Labour mobility
4
Schätzung
4
Unemployment
4
ARCH model
3
ARCH-Modell
3
Business cycle
3
Forecasting model
3
Konjunktur
3
Statistische Verteilung
3
1948-2002
2
Announcement effect
2
Arbeitsuche
2
Black-Scholes model
2
Black-Scholes-Modell
2
Börsenkurs
2
Deutsche Mark
2
Dismissal
2
Exchange rate
2
Financial market
2
Finanzmarkt
2
International financial market
2
Internationaler Finanzmarkt
2
Job search
2
Kündigung
2
Option trading
2
Optionsgeschäft
2
more ...
less ...
Online availability
All
Free
12
Undetermined
2
Type of publication
All
Book / Working Paper
23
Type of publication (narrower categories)
All
Bibliography included
Graue Literatur
Working Paper
Arbeitspapier
23
Non-commercial literature
19
Language
All
English
23
Author
All
Agénor, Pierre-Richard
Andersen, Torben
Hall, Robert Ernest
Liao, Yin
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
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.
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
12
CREATES research paper
6
NCER working paper series
6
CFS working paper series
5
Texto para discussão
5
Working papers / Financial Institutions Center
5
Discussion paper series
4
Econometric Institute research papers
4
Financial Institutions Center
3
Working paper
3
Working papers / Federal Reserve Bank of Chicago
3
Global COE Hi-Stat discussion paper series
2
IMF working paper
2
IMF working papers
2
American Economic Review papers and proceedings
1
CAMA working paper series
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
Econometric reviews
1
Economics discussion papers
1
International finance discussion papers
1
NBER working paper series
1
NES working paper series : working paper
1
Policy research working paper : WPS
1
Série de trabalhos para discussão
1
Technical working paper / National Bureau of Economic Research
1
Working paper / Department of Econometrics and Business Statistics, Monash University
1
Working paper / Department of Finance, Kellogg Graduate School of Management, Northwestern University
1
Working papers / Rodney L. White Center for Financial Research
1
Working papers in economics and econometrics
1
more ...
less ...
Source
All
ECONIS (ZBW)
23
Showing
1
-
10
of
23
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
Separating the business cycle from other economic fluctuations
Hall, Robert Ernest
-
2005
Persistent link: https://www.econbiz.de/10003145360
Saved in:
8
Job loss, job finding, and unemployment in the US economy over the past fifty years
Hall, Robert Ernest
-
2005
Persistent link: https://www.econbiz.de/10003145366
Saved in:
9
The labor market and macro
volatility
: a nonstationary general-equilibrium analysis
Hall, Robert Ernest
-
2005
Persistent link: https://www.econbiz.de/10003163140
Saved in:
10
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:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->