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
~accessRights:"restricted"
~isPartOf:"International journal of forecasting"
~person:"Nielsen, Morten Ørregaard"
~person:"Sucarrat, Genaro"
~subject:"Time series analysis"
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
Term structures of implied vol...
Similar by subject
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
ARCH model
1
ARCH-Modell
1
Börsenkurs
1
Capital income
1
Estimation theory
1
Financial market
1
Financial time-series econometrics
1
Finanzmarkt
1
Forecasting model
1
GARCH models
1
Kapitaleinkommen
1
Prognoseverfahren
1
Realised volatility
1
Schätztheorie
1
Share price
1
Volatility
1
Volatility forecasting
1
Volatilität
1
Zeitreihenanalyse
1
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Nielsen, Morten Ørregaard
Sucarrat, Genaro
Lucas, André
3
Catania, Leopoldo
2
Chan, Joshua
2
Clements, Adam
2
Cross, Jamie
2
Lyócsa, Štefan
2
Opschoor, Anne
2
Poon, Aubrey
2
Ahmed, Shamim
1
Almeida, Daniel de
1
Andrada Félix, Julián
1
Arvanitis, Stelios
1
Bams, Dennis
1
Baumeister, Christiane
1
Bauwens, Luc
1
Becker, Ralf
1
Bekierman, Jeremias
1
Blanchard, Gildas
1
Breitung, Jörg
1
Buccheri, Giuseppe
1
Caruso, Alberto
1
Chauvet, Marcelle
1
Chen Zhou
1
Chen, Langnan
1
Chiu, Ching Wai Jeremy
1
Corsi, Fulvio
1
Cubadda, Gianluca
1
Degiannakis, Stavros
1
Deschamps, Bruno
1
Doolan, M. B.
1
Eraslan, Sercan
1
Feng, Yuanhua
1
Fernández Rodríguez, Fernando
1
Filis, George
1
Fu, Jin-Yu
1
Fuentes, Fernanda
1
Fuertes, Ana María
1
Gefang, Deborah
1
Gerlach, Richard
1
Grassi, Stefano
1
more ...
less ...
Published in...
All
International journal of forecasting
Energy economics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of financial econometrics
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Identification of volatility proxies as expectations of squared financial returns
Sucarrat, Genaro
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1677-1690
Persistent link: https://www.econbiz.de/10013274330
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
