//--> //--> //--> //-->
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:"Christoffersen, Peter F."
~person:"Gupta, Rangan"
~person:"Härdle, Wolfgang"
~person:"Medeiros, Marcelo C."
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Measurement"
~subject:"Monte-Carlo-Simulation"
~subject:"Theorie"
~subject:"United States"
~type_genre:"Systematic review"
~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
ARCH model
ARCH-Modell
Measurement
Monte-Carlo-Simulation
Theorie
United States
Volatility
17
Volatilität
17
Theory
10
Capital income
9
Kapitaleinkommen
9
Forecasting model
5
Prognoseverfahren
5
USA
5
Estimation
4
Schätzung
4
Statistical distribution
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
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
Analysis of variance
1
Beta risk
1
Betafaktor
1
Betriebliche Finanzwirtschaft
1
more ...
less ...
Online availability
All
Free
8
Undetermined
2
Type of publication
All
Book / Working Paper
15
Type of publication (narrower categories)
All
Systematic review
Working Paper
Arbeitspapier
15
Graue Literatur
13
Non-commercial literature
13
Language
All
English
15
Author
All
Andersen, Torben
Christoffersen, Peter F.
Gupta, Rangan
Härdle, Wolfgang
Medeiros, Marcelo C.
Diebold, Francis X.
11
Davis, Steven J.
10
Haltiwanger, John C.
9
Aizenman, Joshua
8
Aït-Sahalia, Yacine
8
Bollerslev, Tim
8
Hall, Robert Ernest
7
Campbell, John Y.
6
Schwert, George William
6
Bekaert, Geert
5
Engel, Charles
5
Glaeser, Edward L.
5
Lazear, Edward P.
5
Lustig, Hanno
5
Rose, Andrew
5
Comin, Diego
4
Giglio, Stefano
4
Jaimovich, Nir
4
Kelly, Bryan T.
4
Lettau, Martin
4
Moffitt, Robert A.
4
Nieuwerburgh, Stijn van
4
Stulz, René M.
4
Agénor, Pierre-Richard
3
Altonji, Joseph G.
3
Ang, Andrew
3
Bansal, Ravi
3
Bates, David S.
3
Caballero, Ricardo J.
3
Carlin, Bruce Ian
3
Chari, Varadarajan V.
3
Chaudhuri, Shubham
3
Christiano, Lawrence J.
3
Cochrane, John H.
3
Devereux, Michael B.
3
Faberman, R. Jason
3
Farmer, Roger E. A.
3
Fernández-Villaverde, Jesús
3
more ...
less ...
Published in...
All
Working paper / National Bureau of Economic Research, Inc.
Department of Economics working paper series
30
SFB 649 discussion paper
12
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
7
Working papers / Financial Institutions Center
7
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
6
CREATES research paper
5
CFS working paper series
4
Econometric Institute research papers
4
Discussion papers of interdisciplinary research project 373
3
Financial Institutions Center
3
Finmap working paper
3
Global COE Hi-Stat discussion paper series
2
Global Research Unit working paper
2
Texto para discussão
2
Working papers / Federal Reserve Bank of Chicago
2
Working papers / Rodney L. White Center for Financial Research
2
American Economic Review papers and proceedings
1
CEFIR and NES working papers
1
CORE discussion paper : DP
1
Cahier / Départment de Sciences Économiques, Université de Montréal
1
Department of Economics discussion paper series / University of Oxford
1
Economics discussion papers
1
Economics working paper
1
Handbook of economic forecasting ; Vol. 1
1
IRTG 1792 discussion paper
1
Research paper / Quantitative Finance Research Group, University of Technology Sydney
1
Staff working paper / Bank of Canada
1
Technical working paper / National Bureau of Economic Research
1
Working paper
1
Working paper / Department of Finance, Kellogg Graduate School of Management, Northwestern University
1
Working paper series / European Central Bank ; Eurosystem
1
Working papers / University of Connecticut, Department of Economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
15
Showing
1
-
10
of
15
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
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
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:
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
Financial asset returns, direction-of-change forecasting, and
volatility
dynamics
Christoffersen, Peter F.
;
Diebold, Francis X.
-
2003
Persistent link: https://www.econbiz.de/10001806479
Saved in:
8
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:
9
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:
10
The distribution of stock return
volatility
Andersen, Torben
(
contributor
)
-
2000
Persistent link: https://www.econbiz.de/10001519326
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->