//--> //--> //--> //-->
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
~person:"Andersen, Torben"
~person:"Christoffersen, Peter F."
~person:"Martin, Gael M."
~person:"Medeiros, Marcelo C."
~person:"Mittnik, Stefan"
~subject:"ARCH model"
~subject:"Börsenkurs"
~subject:"Measurement"
~subject:"Theorie"
~subject:"United States"
~type_genre:"Aufsatz im Buch"
~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
| 13 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Börsenkurs
Measurement
Theorie
United States
Volatilität
133
Volatility
128
Theory
61
Prognoseverfahren
46
Forecasting model
44
Capital income
41
Kapitaleinkommen
41
Schätzung
35
ARCH-Modell
34
Stochastic process
33
Stochastischer Prozess
33
Estimation
32
Share price
32
USA
29
Zeitreihenanalyse
29
Time series analysis
28
Option pricing theory
18
Optionspreistheorie
18
Financial market
16
Finanzmarkt
16
Deutschland
13
Statistical distribution
13
Statistische Verteilung
13
Germany
12
Bayes-Statistik
11
Bayesian inference
11
Risikomaß
11
Risk measure
11
CAPM
9
Exchange rate
9
Japan
9
Nichtparametrisches Verfahren
9
Nonparametric statistics
9
Optionsgeschäft
9
State space model
9
Wechselkurs
9
more ...
less ...
Online availability
All
Free
75
Undetermined
2
Type of publication
All
Book / Working Paper
94
Article
7
Type of publication (narrower categories)
All
Aufsatz im Buch
Systematic review
Working Paper
Arbeitspapier
91
Graue Literatur
82
Non-commercial literature
82
Article in journal
57
Aufsatz in Zeitschrift
57
Book section
7
Aufsatzsammlung
1
Bibliografie enthalten
1
Bibliography included
1
Collection of articles of several authors
1
Reprint
1
Sammelwerk
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
101
Author
All
Andersen, Torben
Christoffersen, Peter F.
Martin, Gael M.
Medeiros, Marcelo C.
Mittnik, Stefan
McAleer, Michael
136
Caporale, Guglielmo Maria
61
Chang, Chia-Lin
57
Gupta, Rangan
53
Bollerslev, Tim
47
Diebold, Francis X.
45
Koopman, Siem Jan
44
Lux, Thomas
43
Hautsch, Nikolaus
38
Pierdzioch, Christian
33
Härdle, Wolfgang
31
Spagnolo, Nicola
31
Asai, Manabu
27
Hafner, Christian M.
25
Chiarella, Carl
24
Davis, Steven J.
24
Lucas, André
24
Herwartz, Helmut
23
Bos, Charles S.
22
Aizenman, Joshua
21
Dijk, Dick van
21
Christensen, Bent Jesper
20
Fernández-Villaverde, Jesús
20
Haltiwanger, John C.
20
Merkl, Christian
20
Bauwens, Luc
19
Bloom, Nicholas
18
Caporin, Massimiliano
18
Clark, Todd E.
18
Mumtaz, Haroon
18
Teräsvirta, Timo
18
Allen, David E.
17
Christiansen, Charlotte
17
Clements, Adam
17
Conrad, Christian
17
Engle, Robert F.
17
Bekaert, Geert
16
Gil-Alaña, Luis A.
16
more ...
less ...
Institution
All
The Wharton Financial Institutions Center
3
Rodney L. White Center for Financial Research
2
Pontifícia Universidade Católica do Rio de Janeiro / Departamento de Economia
1
Université de Montréal / Département de sciences économiques
1
Published in...
All
Working paper / National Bureau of Economic Research, Inc.
16
CFS working paper series
14
Working paper / Department of Econometrics and Business Statistics, Monash University
14
CREATES research paper
7
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
7
Working papers / Financial Institutions Center
7
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
3
Econometric Institute research papers
3
Financial Institutions Center
3
CFS Working Paper
2
Foreign exchange markets
2
Global COE Hi-Stat discussion paper series
2
Working papers / Federal Reserve Bank of Chicago
2
Working papers / Rodney L. White Center for Financial Research
2
Advances in non-linear economic modeling : theory and applications ; [this book is associated with the SEEK workshop "Non-linear economic modeling : theory and applications" held at ZEW in Mannheim in December 2012.]
1
American Economic Review papers and proceedings
1
CEFIR and NES working papers
1
CESifo working papers
1
Cahier / Départment de Sciences Économiques, Université de Montréal
1
Department of Economics discussion paper series / University of Oxford
1
Economics discussion papers
1
Handbook of economic forecasting ; Vol. 1
1
Handbook of financial time series
1
Handbook of heavy tailed distributions in finance
1
International finance discussion papers
1
Staff working paper / Bank of Canada
1
Technical working paper / National Bureau of Economic Research
1
Texto para discussão
1
Tools and techniques
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
more ...
less ...
Source
All
ECONIS (ZBW)
98
EconStor
3
Showing
1
-
10
of
101
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
ABC-based forecasting in state space models
Weerasinghe, Chaya
;
Loiza-Maya, Ruben
;
Martin, Gael M.
; …
-
2023
Persistent link: https://www.econbiz.de/10014452518
Saved in:
2
Focused Bayesian prediction
Loiza-Maya, Ruben
;
Martin, Gael M.
;
Frazier, David T.
-
2020
Persistent link: https://www.econbiz.de/10012606751
Saved in:
3
High-frequency jump tests : which test should we use?
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2020
-
(Revised working paper 17/18)
Persistent link: https://www.econbiz.de/10012606872
Saved in:
4
Inference on self-exciting jumps in prices and
volatility
using high frequency measures
Maneesoonthorn, Worapree
;
Forbes, Catherine Scipione
; …
-
2016
-
Revised 14, 30
Persistent link: https://www.econbiz.de/10011781663
Saved in:
5
Dynamic price jumps : the performance of high frequency tests and measures, and the robustness of inference
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2018
Persistent link: https://www.econbiz.de/10012583570
Saved in:
6
Construction and visualization of optimal confidence sets for frequentist distributional forecasts
Harris, David
;
Martin, Gael M.
;
Perera, Indeewara
; …
-
2017
Persistent link: https://www.econbiz.de/10011782085
Saved in:
7
Inference on self-exciting jumps in prices and
volatility
using high frequency measures
Maneesoonthorn, Worapree
;
Forbes, Catherine Scipione
; …
-
2014
Persistent link: https://www.econbiz.de/10011781063
Saved in:
8
Optimal probabilistic forecasts : when do they work?
Martin, Gael M.
;
Loiza-Maya, Ruben
;
Frazier, David T.
; …
-
2020
Persistent link: https://www.econbiz.de/10012610795
Saved in:
9
Inference on self-exciting jumps in prices and
volatility
using high frequency measures
Maneesoonthorn, Worapree
;
Forbes, Catherine Scipione
; …
-
2013
Persistent link: https://www.econbiz.de/10010245443
Saved in:
10
Option valuation with
volatility
components, fat tails, and nonlinear pricing kernels
Babaoğlu, Kadir
;
Christoffersen, Peter F.
;
Heston, …
-
2015
Persistent link: https://www.econbiz.de/10011398641
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->