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~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Collection of articles of several authors"
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Search: subject_exact:"Probability distribution"
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Volatility
Statistical distribution
4,101
Statistische Verteilung
4,101
Theorie
2,105
Theory
2,105
Risikomaß
707
Risk measure
707
Estimation theory
660
Schätztheorie
660
Capital income
565
Estimation
565
Kapitaleinkommen
565
Schätzung
563
Volatilität
523
Forecasting model
508
Prognoseverfahren
508
Portfolio selection
488
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488
Probability theory
443
Wahrscheinlichkeitsrechnung
443
Stochastic process
388
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388
ARCH model
364
ARCH-Modell
364
Risk
346
Risiko
341
Option pricing theory
327
Optionspreistheorie
327
Time series analysis
289
Zeitreihenanalyse
289
Risk management
277
Risikomanagement
276
Multivariate distribution
267
Multivariate Verteilung
265
Börsenkurs
247
Share price
247
USA
235
United States
235
Nichtparametrisches Verfahren
228
Nonparametric statistics
228
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61
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521
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2
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Article in journal
Collection of articles of several authors
Aufsatz in Zeitschrift
522
Graue Literatur
168
Non-commercial literature
168
Arbeitspapier
159
Working Paper
159
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25
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25
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16
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11
Collection of articles written by one author
5
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5
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5
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Lucas, André
5
Bollerslev, Tim
4
Günay, Samet
4
Maheu, John M.
4
Opschoor, Anne
4
Račev, Svetlozar T.
4
Wu, Xinyu
4
Zhang, Jin E.
4
Andersen, Torben
3
Benth, Fred Espen
3
Caporin, Massimiliano
3
Carr, Peter
3
Catania, Leopoldo
3
Christoffersen, Peter F.
3
Corradi, Valentina
3
Fabozzi, Frank J.
3
Gong, Xiao-Li
3
Gupta, Rangan
3
Huang, Zhuo
3
Jacobs, Kris
3
Kiani, Khurshid M.
3
Kim, Sol
3
Kim, Young Shin
3
Lee, Geul
3
Liang, Fang
3
Madan, Dilip B.
3
Mozumder, Sharif
3
Oosterlee, Cornelis Willebrordus
3
Paolella, Marc S.
3
Pierdzioch, Christian
3
Polak, Pawel
3
Santucci de Magistris, Paolo
3
Todorov, Viktor
3
Wei, Yu
3
Xiong, Xiong
3
Xu, Dinghai
3
Zu, Yang
3
Ñíguez, Trino-Manuel
3
Aboura, Sofiane
2
Agarwalla, Sobhesh Kumar
2
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Journal of econometrics
34
International journal of theoretical and applied finance
16
Economic modelling
13
International journal of forecasting
13
Computational economics
12
International review of financial analysis
12
Journal of banking & finance
12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
12
Quantitative finance
12
Finance research letters
11
Journal of empirical finance
10
Journal of risk and financial management : JRFM
10
Energy economics
9
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
9
The North American journal of economics and finance : a journal of financial economics studies
9
Journal of forecasting
8
International journal of financial engineering
7
International review of economics & finance : IREF
7
Journal of international financial markets, institutions & money
7
The European journal of finance
7
The journal of derivatives : the official publication of the International Association of Financial Engineers
7
The journal of futures markets
7
Applied economics
6
Econometrics : open access journal
6
Economics letters
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Journal of financial economics
6
Journal of mathematical finance
6
Review of quantitative finance and accounting
6
Journal of economic dynamics & control
5
Risks : open access journal
5
European journal of operational research : EJOR
4
Investment management and financial innovations
4
Quantitative finance and economics
4
Review of derivatives research
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Annals of finance
3
Applied economics letters
3
Asia-Pacific financial markets
3
Asia-Pacific journal of financial studies
3
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ECONIS (ZBW)
523
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91
Nonparametric jump variation measures from options
Todorov, Viktor
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 255-280
Persistent link: https://www.econbiz.de/10013463804
Saved in:
92
Option pricing with maximum entropy densities : the inclusion of higher-order moments
Ardakani, Omid M.
- In:
The journal of futures markets
42
(
2022
)
10
,
pp. 1821-1836
Persistent link: https://www.econbiz.de/10013465823
Saved in:
93
Predictability of tail risks of Canada and the U.S. over a century : the role of spillovers and oil tail risks
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013413542
Saved in:
94
Fat tails, serial dependence, and implied volatility index connections
Ellington, Michael
- In:
European journal of operational research : EJOR
299
(
2022
)
2
,
pp. 768-779
Persistent link: https://www.econbiz.de/10013207169
Saved in:
95
Risk estimation with a time-varying probability of zero returns
Sucarrat, Genaro
;
Grønneberg, Steffen
- In:
Journal of financial econometrics
20
(
2022
)
2
,
pp. 278-309
Persistent link: https://www.econbiz.de/10013187979
Saved in:
96
Can risk-neutral skewness and kurtosis subsume the information content of historical jumps?
Pan, Ging-Ginq
;
Shiu, Yung-Ming
;
Wu, Tu-Cheng
- In:
Journal of financial markets
57
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013188762
Saved in:
97
Volatility smile interpolation with radial basis functions
Azemtsa Donfack, Hermann
;
Wafo Soh, Celestin
;
Kotze, Antonie
- In:
International journal of theoretical and applied …
25
(
2022
)
7/8
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014235131
Saved in:
98
Testing the equality of Nifty 50 stocks' volatility risk using correlated F-ratio
Jayakumar, G. S. David Sam
;
Samuel, W.
;
Sulthan, A.
- In:
International Journal of Financial Markets and …
8
(
2022
)
4
,
pp. 384-409
Persistent link: https://www.econbiz.de/10014311645
Saved in:
99
Dynamic discrete mixtures for high-frequency prices
Catania, Leopoldo
;
Di Mari, Roberto
;
Santucci de …
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 559-577
Persistent link: https://www.econbiz.de/10013533453
Saved in:
100
Extreme co-movements between infectious disease events and crude oil futures prices : from extreme value analysis perspective
Lin, Hang
;
Zhang, Zhengjun
- In:
Energy economics
110
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013349928
Saved in:
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