//--> //--> //--> //-->
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."
~subject:"ARCH model"
~subject:"Börsenkurs"
~subject:"Measurement"
~subject:"Stochastic process"
~subject:"Theorie"
~subject:"Theory"
~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
| 13 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Börsenkurs
Measurement
Stochastic process
Theorie
Theory
United States
Volatilität
109
Volatility
106
Prognoseverfahren
39
Forecasting model
37
Capital income
35
Kapitaleinkommen
35
Stochastischer Prozess
30
Zeitreihenanalyse
23
Schätzung
22
Time series analysis
22
Estimation
21
Share price
21
USA
19
ARCH-Modell
18
Option pricing theory
17
Optionspreistheorie
17
Bayes-Statistik
11
Bayesian inference
11
Financial market
10
Finanzmarkt
10
Statistical distribution
10
Statistische Verteilung
10
CAPM
9
State space model
9
Zustandsraummodell
9
Monte Carlo simulation
8
Monte-Carlo-Simulation
8
Nichtparametrisches Verfahren
8
Nonparametric statistics
8
Optionsgeschäft
8
Markov-Kette
7
Option trading
7
Markov chain
6
Risikoprämie
6
more ...
less ...
Online availability
All
Free
66
Undetermined
2
Type of publication
All
Book / Working Paper
86
Article
1
Type of publication (narrower categories)
All
Systematic review
Working Paper
Arbeitspapier
85
Graue Literatur
78
Non-commercial literature
78
Article in journal
62
Aufsatz in Zeitschrift
62
Aufsatz im Buch
5
Book section
5
Aufsatzsammlung
1
Bibliografie enthalten
1
Bibliography included
1
Collection of articles of several authors
1
Forschungsbericht
1
Reprint
1
Sammelwerk
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
87
Author
All
Andersen, Torben
Christoffersen, Peter F.
Martin, Gael M.
Medeiros, Marcelo C.
McAleer, Michael
138
Caporale, Guglielmo Maria
64
Chang, Chia-Lin
56
Gupta, Rangan
52
Koopman, Siem Jan
47
Bollerslev, Tim
44
Diebold, Francis X.
43
Lux, Thomas
42
Hautsch, Nikolaus
35
Pierdzioch, Christian
32
Härdle, Wolfgang
31
Spagnolo, Nicola
30
Asai, Manabu
29
Hafner, Christian M.
25
Lucas, André
24
Bos, Charles S.
23
Chiarella, Carl
23
Clark, Todd E.
22
Christensen, Bent Jesper
21
Davis, Steven J.
21
Dijk, Dick van
21
Fernández-Villaverde, Jesús
21
Caporin, Massimiliano
20
Herwartz, Helmut
20
Merkl, Christian
20
Mumtaz, Haroon
20
Bauwens, Luc
19
Clements, Adam
19
Gil-Alaña, Luis A.
19
Bloom, Nicholas
18
Marcellino, Massimiliano
18
Aizenman, Joshua
17
Allen, David E.
17
Carriero, Andrea
17
Christiansen, Charlotte
17
Conrad, Christian
17
Platen, Eckhard
17
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 / Department of Econometrics and Business Statistics, Monash University
17
Working paper / National Bureau of Economic Research, Inc.
16
Working papers / Financial Institutions Center
10
CREATES research paper
8
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
7
CFS working paper series
4
Econometric Institute research papers
3
Financial Institutions Center
3
Working papers / Federal Reserve Bank of Chicago
3
Global COE Hi-Stat discussion paper series
2
Working papers / Rodney L. White Center for Financial Research
2
American Economic Review papers and proceedings
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
Economics discussion papers
1
Handbook of economic forecasting ; Vol. 1
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
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)
86
EconStor
1
Showing
1
-
10
of
87
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
Auxiliary likelihood-based approximate Bayesian computation in state space models
Martin, Gael M.
;
McCabe, Brendon P. M.
;
Frazier, David T.
; …
-
2016
Persistent link: https://www.econbiz.de/10011781699
Saved in:
10
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:
1
2
3
4
5
6
7
8
9
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->