//--> //--> //--> //-->
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:"Corsi, Fulvio"
~person:"Jacquier, Antoine (Jack)"
~person:"Medeiros, Marcelo C."
~subject:"Stochastischer Prozess"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
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
| 6 applied filters
Year of publication
From:
To:
Subject
All
Stochastischer Prozess
Zeitreihenanalyse
Volatility
26
Volatilität
26
Forecasting model
12
Prognoseverfahren
12
Time series analysis
9
Börsenkurs
8
Share price
8
Theorie
8
Theory
8
Capital income
7
Estimation
7
Kapitaleinkommen
7
Schätzung
7
Stochastic process
6
ARCH model
4
ARCH-Modell
4
Aktienmarkt
4
Option pricing theory
4
Optionspreistheorie
4
Stock market
4
Financial market
3
Finanzmarkt
3
High-frequency data
3
Nichtlineare Regression
3
Nonlinear regression
3
Option pricing
3
Option trading
3
Optionsgeschäft
3
Realized volatility
3
Aktienindex
2
Analysis of variance
2
Ankündigungseffekt
2
Announcement effect
2
Autocorrelation
2
Autokorrelation
2
Brasilien
2
Brazil
2
Correlation
2
more ...
less ...
Online availability
All
Undetermined
7
Type of publication
All
Article
15
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
15
Working Paper
12
Arbeitspapier
11
Graue Literatur
10
Non-commercial literature
10
Language
All
English
15
Author
All
Corsi, Fulvio
Jacquier, Antoine (Jack)
Medeiros, Marcelo C.
McAleer, Michael
36
Gupta, Rangan
23
Asai, Manabu
22
Escobar, Marcos
22
Todorov, Viktor
22
Tauchen, George Eugene
20
Bollerslev, Tim
17
Andersen, Torben
16
Cui, Zhenyu
16
Gil-Alaña, Luis A.
16
Li, Jia
14
Chan, Joshua
13
Ma, Feng
13
Rodriguez, Gabriel
13
Degiannakis, Stavros
12
Fouque, Jean-Pierre
12
Kumar, Dilip
12
Takahashi, Akihiko
12
Tiwari, Aviral Kumar
12
Carr, Peter
11
Chang, Chia-Lin
11
Wang, Xingchun
11
Yu, Jun
11
Caporale, Guglielmo Maria
10
Caporin, Massimiliano
10
Koopman, Siem Jan
10
Maheswaran, S.
10
Mumtaz, Haroon
10
Taylor, Robert
10
Teräsvirta, Timo
10
Benth, Fred Espen
9
Cavaliere, Giuseppe
9
Fabozzi, Frank J.
9
Forde, Martin
9
Hafner, Christian M.
9
Kim, Jeong-Hoon
9
Li, Wai Keung
9
Nguyen, Duy
9
Renault, Eric
9
more ...
less ...
Published in...
All
Journal of econometrics
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Econometric reviews
2
Journal of financial econometrics
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
International journal of forecasting
1
Journal of financial 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
From zero to hero : realized partial (co)variances
Bollerslev, Tim
;
Medeiros, Marcelo C.
;
Patton, Andrew J.
; …
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 348-360
Persistent link: https://www.econbiz.de/10013464800
Saved in:
2
HARK the SHARK : realized
volatility
modeling with measurement errors and nonlinear dependencies
Buccheri, Giuseppe
;
Corsi, Fulvio
- In:
Journal of financial econometrics
19
(
2021
)
4
,
pp. 614-649
Persistent link: https://www.econbiz.de/10012654982
Saved in:
3
A jump and smile ride : jump and variance risk premia in option pricing
Alitab, Dario
;
Bormetti, Giacomo
;
Corsi, Fulvio
; …
- In:
Journal of financial econometrics
18
(
2020
)
1
,
pp. 121-157
Persistent link: https://www.econbiz.de/10012180409
Saved in:
4
A stochastic
volatility
model with realized measures for option pricing
Bormetti, Giacomo
;
Casarin, Roberto
;
Corsi, Fulvio
; …
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
4
,
pp. 856-871
Persistent link: https://www.econbiz.de/10012313375
Saved in:
5
A DCC-type approach for realized covariance modeling with score-driven dynamics
Vassallo, Danilo
;
Buccheri, Giuseppe
;
Corsi, Fulvio
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 569-586
Persistent link: https://www.econbiz.de/10012792854
Saved in:
6
The continuous-time limit of score-driven
volatility
models
Buccheri, Giuseppe
;
Corsi, Fulvio
;
Flandoli, Franco
; …
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 655-675
Persistent link: https://www.econbiz.de/10012619254
Saved in:
7
Realizing smiles : options pricing with relized
volatility
Corsi, Fulvio
;
Fusari, Nicola
;
La Vecchia, Davide
- In:
Journal of financial economics
107
(
2013
)
2
,
pp. 284-304
Persistent link: https://www.econbiz.de/10009719740
Saved in:
8
Nonlinearity, breaks, and long-range dependence in time-series models
Hillebrand, Eric
;
Medeiros, Marcelo C.
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
1
,
pp. 23-41
Persistent link: https://www.econbiz.de/10011691143
Saved in:
9
Asymmetry and long memory in
volatility
modeling
Asai, Manabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
3
,
pp. 495-512
Persistent link: https://www.econbiz.de/10009571512
Saved in:
10
Discrete-time
volatility
forecasting with persistent leverage effect and the link with continuous-time
volatility
modeling
Corsi, Fulvio
;
Renò, Roberto
- In:
Journal of business & economic statistics : JBES ; a …
30
(
2012
)
3
,
pp. 368-380
Persistent link: https://www.econbiz.de/10009657273
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->