//--> //--> //--> //-->
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:"Andersen, Torben"
~person:"Bayar, Aslı"
~person:"Carriero, Andrea"
~person:"Chari, Varadarajan V."
~person:"Engel, Charles"
~person:"Liao, Yin"
~subject:"Measurement"
~subject:"Messung"
~subject:"Prognoseverfahren"
~subject:"Statistical distribution"
~subject:"Theory"
~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
| 14 applied filters
Year of publication
From:
To:
Subject
All
Measurement
Messung
Prognoseverfahren
Statistical distribution
Theory
Volatility
23
Volatilität
23
Theorie
15
Capital income
8
Kapitaleinkommen
8
USA
6
United States
6
Estimation
5
Schätzung
5
Exchange rate
4
Wechselkurs
4
ARCH model
3
ARCH-Modell
3
Börsenkurs
3
Forecasting model
3
Share price
3
Statistische Verteilung
3
Ankündigungseffekt
2
Announcement effect
2
Black-Scholes model
2
Black-Scholes-Modell
2
Deutsche Mark
2
Financial market
2
Finanzmarkt
2
Option trading
2
Optionsgeschäft
2
Risikoprämie
2
Risk premium
2
Stochastic process
2
Stochastischer Prozess
2
1953-1996
1
1987-1992
1
1992-2009
1
2011-2014
1
Analysis of variance
1
Beta risk
1
Betafaktor
1
more ...
less ...
Online availability
All
Free
8
Undetermined
1
Type of publication
All
Book / Working Paper
15
Type of publication (narrower categories)
All
Graue Literatur
Working Paper
Arbeitspapier
15
Non-commercial literature
13
Language
All
English
15
Author
All
Andersen, Torben
Bayar, Aslı
Carriero, Andrea
Chari, Varadarajan V.
Engel, Charles
Liao, Yin
Aizenman, Joshua
8
Diebold, Francis X.
8
Bollerslev, Tim
6
Aït-Sahalia, Yacine
5
Rose, Andrew
5
Bekaert, Geert
4
Campbell, John Y.
4
Hall, Robert Ernest
4
Agénor, Pierre-Richard
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
Giglio, Stefano
3
Lazear, Edward P.
3
McLaren, John D.
3
Acemoglu, Daron
2
Altonji, Joseph G.
2
Anderson, Torben G.
2
Ang, Andrew
2
Bansal, Ravi
2
Bertola, Giuseppe
2
Brandt, Michael W.
2
Calvet, Laurent E.
2
Christiano, Lawrence J.
2
Das, Sanjiv R.
2
Devereux, Michael B.
2
Fernández-Villaverde, Jesús
2
Flood, Robert P.
2
Froot, Kenneth
2
Gabaix, Xavier
2
Glaeser, Edward L.
2
Guerrón-Quintana, Pablo A.
2
more ...
less ...
Published in...
All
Working paper / National Bureau of Economic Research, Inc.
Federal Reserve Bank of Cleveland working paper series
6
Working papers / Financial Institutions Center
4
CFS working paper series
3
Financial Institutions Center
3
CREATES research paper
2
Discussion paper
2
Discussion paper / Centre for Economic Policy Research
2
Discussion papers / CEPR
2
NCER working paper series
2
Temi di discussione / Banca d'Italia
2
CAMA working paper series
1
Cahier / Départment de Sciences Économiques, Université de Montréal
1
DNB staff reports
1
Global COE Hi-Stat discussion paper series
1
International finance discussion papers
1
Staff report / Research Department, Federal Reserve Bank of Minneapolis
1
Technical working paper / National Bureau of Economic Research
1
Working paper
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 paper / Norges Bank
1
Working paper series
1
Working paper series / European Central Bank
1
Working papers / Federal Reserve Bank of Chicago
1
Working papers / Rodney L. White Center for Financial Research
1
Working papers in economics and econometrics
1
more ...
less ...
Source
All
ECONIS (ZBW)
15
Showing
1
-
10
of
15
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
International trade in durable goods : understanding
volatility
, cyclicality, and elasticities
Engel, Charles
;
Wang, Jiang
-
2008
durable goods are traded across countries. Our model can match the business cycle statistics on the
volatility
and comovement …
Persistent link: https://www.econbiz.de/10003660577
Saved in:
2
Expenditure switching vs. real exchange rate stabilization : competing objectives for exchange rate policy
Devereux, Michael B.
;
Engel, Charles
-
2006
Persistent link: https://www.econbiz.de/10003326101
Saved in:
3
Volatility
forecasting
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2005
Persistent link: https://www.econbiz.de/10002685057
Saved in:
4
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:
5
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:
6
Some new variance bounds for asset prices
Engel, Charles
-
2004
Persistent link: https://www.econbiz.de/10002503204
Saved in:
7
Exchange rate pass-through, exchange rate
volatility
, and exchange rate disconnect
Devereux, Michael B.
;
Engel, Charles
-
2002
Persistent link: https://www.econbiz.de/10001661466
Saved in:
8
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:
9
The distribution of stock return
volatility
Andersen, Torben
(
contributor
)
-
2000
Persistent link: https://www.econbiz.de/10001519326
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...
//-->