//--> //--> //--> //-->
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:"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
| 11 applied filters
Year of publication
From:
To:
Subject
All
Börsenkurs
Measurement
Theorie
United States
Volatilität
115
Volatility
112
Theory
47
Prognoseverfahren
40
Forecasting model
38
Capital income
36
Kapitaleinkommen
36
Stochastic process
31
Stochastischer Prozess
31
Zeitreihenanalyse
24
Share price
23
Time series analysis
23
Schätzung
22
Estimation
21
ARCH-Modell
20
USA
19
ARCH model
18
Option pricing theory
18
Optionspreistheorie
18
Financial market
12
Finanzmarkt
12
Bayes-Statistik
11
Bayesian inference
11
Statistical distribution
11
Statistische Verteilung
11
CAPM
9
Nichtparametrisches Verfahren
9
Nonparametric statistics
9
Optionsgeschäft
9
State space model
9
Zustandsraummodell
9
Monte Carlo simulation
8
Monte-Carlo-Simulation
8
Option trading
8
Markov-Kette
7
Autocorrelation
6
Autokorrelation
6
more ...
less ...
Online availability
All
Free
53
Undetermined
2
Type of publication
All
Book / Working Paper
69
Article
4
Type of publication (narrower categories)
All
Aufsatz im Buch
Systematic review
Working Paper
Arbeitspapier
68
Graue Literatur
61
Non-commercial literature
61
Article in journal
49
Aufsatz in Zeitschrift
49
Book section
4
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
73
Author
All
Andersen, Torben
Christoffersen, Peter F.
Martin, Gael M.
Medeiros, Marcelo C.
McAleer, Michael
90
Bollerslev, Tim
46
Caporale, Guglielmo Maria
45
Diebold, Francis X.
42
Koopman, Siem Jan
42
Gupta, Rangan
41
Lux, Thomas
40
Hautsch, Nikolaus
38
Härdle, Wolfgang
31
Pierdzioch, Christian
31
Chang, Chia-Lin
30
Chiarella, Carl
24
Davis, Steven J.
24
Asai, Manabu
22
Herwartz, Helmut
22
Aizenman, Joshua
21
Lucas, André
21
Spagnolo, Nicola
21
Fernández-Villaverde, Jesús
20
Haltiwanger, John C.
20
Merkl, Christian
20
Bos, Charles S.
19
Hafner, Christian M.
19
Bloom, Nicholas
18
Clark, Todd E.
18
Dijk, Dick van
18
Mittnik, Stefan
18
Mumtaz, Haroon
17
Bekaert, Geert
16
Gil-Alaña, Luis A.
16
Caporin, Massimiliano
15
Christensen, Bent Jesper
15
Christiansen, Charlotte
15
Ghysels, Eric
15
Lettau, Martin
15
Rubio-Ramírez, Juan Francisco
15
Agénor, Pierre-Richard
14
Allen, David E.
14
Clements, Adam
14
more ...
less ...
Institution
All
The Wharton Financial Institutions Center
3
Rodney L. White Center for Financial Research
2
Université de Montréal / Département de sciences économiques
1
Published in...
All
Working paper / National Bureau of Economic Research, Inc.
15
Working paper / Department of Econometrics and Business Statistics, Monash University
14
Working papers / Financial Institutions Center
7
CREATES research paper
5
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
5
CFS working paper series
4
Econometric Institute research papers
3
Financial Institutions Center
3
Foreign exchange markets
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
Cahier / Départment de Sciences Économiques, Université de Montréal
1
Global COE Hi-Stat discussion paper series
1
Handbook of economic forecasting ; Vol. 1
1
International finance discussion papers
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)
72
EconStor
1
Showing
1
-
10
of
73
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
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->