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~person:"Allen, David E."
~person:"Andersen, Torben"
~person:"Bauwens, Luc"
~person:"Caporin, Massimiliano"
~person:"Medeiros, Marcelo C."
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Systematic review"
~type_genre:"Working Paper"
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Search: subject:"Volatility"
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Volatilität
242
Volatility
236
Theorie
84
Theory
84
Schätzung
78
Estimation
75
Prognoseverfahren
75
ARCH-Modell
72
Kapitaleinkommen
72
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71
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70
Capital income
69
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59
Zeitreihenanalyse
59
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58
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56
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43
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40
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37
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36
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33
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30
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21
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20
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20
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19
Estimation theory
18
Schätztheorie
18
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17
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17
Statistische Verteilung
17
Welt
17
Multivariate Analyse
16
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16
Statistical distribution
16
Aktienindex
15
Analysis of variance
15
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15
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146
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Book / Working Paper
159
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Aufsatz in Zeitschrift
Systematic review
Working Paper
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137
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129
Non-commercial literature
129
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99
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12
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6
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3
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258
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Allen, David E.
Andersen, Torben
Bauwens, Luc
Caporin, Massimiliano
Medeiros, Marcelo C.
McAleer, Michael
316
Gupta, Rangan
219
Caporale, Guglielmo Maria
166
Chang, Chia-Lin
120
Bollerslev, Tim
105
Bouri, Elie
100
Spagnolo, Nicola
95
Ma, Feng
91
Pierdzioch, Christian
91
Koopman, Siem Jan
82
Asai, Manabu
73
Diebold, Francis X.
73
Bahmani-Oskooee, Mohsen
72
Hammoudeh, Shawkat
72
Härdle, Wolfgang
65
Tiwari, Aviral Kumar
62
Lux, Thomas
61
Mumtaz, Haroon
60
Hautsch, Nikolaus
56
Kang, Sang Hoon
56
Gil-Alaña, Luis A.
55
Aizenman, Joshua
54
Todorov, Viktor
52
Wohar, Mark E.
52
Clements, Adam
51
Kočenda, Evžen
51
McMillan, David G.
51
Mensi, Walid
49
Buch, Claudia M.
48
Salisu, Afees A.
48
Hafner, Christian M.
47
Dijk, Dick van
46
Herwartz, Helmut
46
Wang, Yudong
46
Xuan Vinh Vo
46
Bekaert, Geert
45
Rodriguez, Gabriel
45
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School of Finance and Business Economics <Perth, Western Australia>
2
The Wharton Financial Institutions Center
2
University of Canterbury / Dept. of Economics and Finance
2
Pontifícia Universidade Católica do Rio de Janeiro / Departamento de Economia
1
Rodney L. White Center for Financial Research
1
Université de Montréal / Département de sciences économiques
1
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Journal of econometrics
16
Working paper / National Bureau of Economic Research, Inc.
15
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13
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
12
Tinbergen Institute Discussion Paper
12
CORE discussion papers : DP
11
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11
Working paper
10
CREATES research paper
8
School of Accounting, Finance and Economics & FEMARC working paper series
8
Texto para discussão
8
The journal of finance : the journal of the American Finance Association
6
CFS working paper series
5
International review of economics & finance : IREF
5
The North American journal of economics and finance : a journal of financial economics studies
5
Working papers / Financial Institutions Center
5
Econometric reviews
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Journal of risk and financial management : JRFM
4
Working papers
4
Working papers on finance
4
Applied economics
3
Discussion papers / UCL, Département des Sciences Economiques
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
International journal of forecasting
3
Journal of applied econometrics
3
Journal of empirical finance
3
Journal of financial economics
3
Journal of financial markets
3
SAFE working paper
3
Working papers / Federal Reserve Bank of Chicago
3
CORE discussion paper : DP
2
Econometric theory
2
Global COE Hi-Stat discussion paper series
2
International economic review
2
Journal of economic surveys
2
Journal of financial econometrics
2
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ECONIS (ZBW)
237
EconStor
22
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251
Answering the skeptics : yes, standard
volatility
models do provide accurate forecasts
Andersen, Torben
- In:
International economic review
39
(
1998
)
4
,
pp. 885-905
Persistent link: https://www.econbiz.de/10001338809
Saved in:
252
Deutsche Mark-dollar
volatility
: intraday activity patterns, macroeconomic announcements and longer run dependencies
Andersen, Torben
- In:
The journal of finance : the journal of the American …
53
(
1998
)
1
,
pp. 219-265
Persistent link: https://www.econbiz.de/10001235487
Saved in:
253
Answering the critics : yes, arch models do provide good
volatility
forecasts
Andersen, Torben
;
Bollerslev, Tim
-
1997
Persistent link: https://www.econbiz.de/10000627888
Saved in:
254
Heterogeneous information arrivals and return
volatility
dynamics : uncovering the long-run in high frequency returns
Andersen, Torben
- In:
The journal of finance : the journal of the American …
52
(
1997
)
3
,
pp. 975-1005
Persistent link: https://www.econbiz.de/10001225624
Saved in:
255
Estimating continuous-time stochastic
volatility
models of the short-term interest rate
Andersen, Torben
- In:
Journal of econometrics
77
(
1997
)
2
,
pp. 343-377
Persistent link: https://www.econbiz.de/10001212838
Saved in:
256
Heterogeneous information arrivals and return
volatility
dynamics : uncovering the long-run in high frequency returns
Andersen, Torben
;
Bollerslev, Tim
-
1996
Persistent link: https://www.econbiz.de/10000603372
Saved in:
257
DM-dollar
volatility
: intraday activity patterns, macroeconomic announcements, and longer run dependencies
Andersen, Torben
;
Bollerslev, Tim
-
1996
Persistent link: https://www.econbiz.de/10000609240
Saved in:
258
GMM estimation of a stochastic
volatility
model : a Monte Carlo study
Andersen, Torben
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
3
,
pp. 328-352
Persistent link: https://www.econbiz.de/10001334392
Saved in:
259
Volatility
Andersen, Torben
-
1992
Persistent link: https://www.econbiz.de/10000914157
Saved in:
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