//--> //--> //--> //-->
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
~isPartOf:"CESifo Working Paper Series"
~isPartOf:"CREATES research paper"
~isPartOf:"Journal of economic dynamics & control"
~subject:"Risk"
~subject:"Volatilität"
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
Empirical modeling and informa...
Similar by subject
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Risk
Volatilität
Modellierung
70
Scientific modelling
70
Theorie
37
Theory
37
Information
20
Time series analysis
18
Zeitreihenanalyse
18
information
14
Volatility
12
Estimation theory
11
Schätztheorie
11
Bayes-Statistik
10
Bayesian inference
10
Forecasting model
8
Prognoseverfahren
8
Risiko
8
Stochastic process
8
Stochastischer Prozess
8
VAR model
8
VAR-Modell
8
Asymmetric information
7
Asymmetrische Information
7
Robust statistics
7
Robustes Verfahren
7
USA
7
United States
7
ARCH model
6
ARCH-Modell
6
Decision under uncertainty
6
Entscheidung unter Unsicherheit
6
Börsenkurs
5
Capital income
5
Control theory
5
Dynamic equilibrium
5
Dynamisches Gleichgewicht
5
Estimation
5
Geldpolitik
5
Kapitaleinkommen
5
more ...
less ...
Online availability
All
Free
12
Undetermined
4
Type of publication
All
Book / Working Paper
12
Article
7
Type of publication (narrower categories)
All
Arbeitspapier
9
Graue Literatur
9
Non-commercial literature
9
Working Paper
9
Article in journal
7
Aufsatz in Zeitschrift
7
Language
All
English
19
Author
All
Andersen, Torben
2
Todorov, Viktor
2
Agliardi, Elettra
1
Anthoff, David
1
Bach, Christian
1
Blanford, Geoffrey J.
1
Bollerslev, Tim
1
Bosetti, Valentina
1
Branger, Nicole
1
Christensen, Bent Jesper
1
Christensen, Peter O.
1
Dziubinski, Matt
1
Fusari, Nicola
1
Gillingham, Kenneth
1
Grassi, Stefano
1
Hansen, Peter Reinhard
1
Huang, Zhuowei
1
Kaeck, Andreas
1
Karagözoğlu, Emin
1
Luo, Yulei
1
Mahayni, Antje
1
McJeon, Haewon
1
Nie, Jun
1
Nordhaus, William D.
1
Podolskij, Mark
1
Proietti, Tommaso
1
Reilly, John M.
1
Rezai, Armon
1
Riedl, Arno
1
Rodrigues, Paulo Jorge Maurício
1
Rondina, Francesca
1
Rosenbaum, Mathieu
1
Schneider, Judith Christiane
1
Schweizer, Nikolaus
1
Seeger, Norman
1
Shek, Howard Howan
1
Silvennoinen, Annastiina
1
Sizova, Natalia
1
Sztorc, Paul
1
Tauchen, George Eugene
1
more ...
less ...
Published in...
All
CESifo Working Paper Series
CREATES research paper
Journal of economic dynamics & control
Working paper
13
NBER working paper series
12
NBER Working Paper
11
Econometric reviews
9
European journal of operational research : EJOR
9
Journal of banking & finance
9
Journal of empirical finance
9
Working paper / National Bureau of Economic Research, Inc.
9
Journal of econometrics
8
Journal of financial economics
8
The journal of risk model validation
8
Econometric Institute research papers
7
Journal of forecasting
7
Applied economics
6
Energy economics
6
Journal of economic theory
6
Discussion paper / Centre for Economic Policy Research
5
Discussion paper / Tinbergen Institute
5
Finance and economics discussion series
5
Annals of finance
4
Econometrics : open access journal
4
Economic modelling
4
Economics letters
4
Finance and stochastics
4
International journal of forecasting
4
Journal of international money and finance
4
Quantitative economics : QE ; journal of the Econometric Society
4
Research series / Universiteit van Amsterdam
4
Review of economic dynamics
4
Risks : open access journal
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
The North American journal of economics and finance : a journal of financial economics studies
4
The journal of computational finance
4
The journal of futures markets
4
The review of financial studies
4
Tinbergen Institute research series
4
Applied financial economics
3
CEMMAP working papers / Centre for Microdata Methods and Practice
3
more ...
less ...
Source
All
ECONIS (ZBW)
19
Showing
1
-
10
of
19
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Volatility in equilibrium : asymmetries and dynamic dependencies
Bollerslev, Tim
;
Sizova, Natalia
;
Tauchen, George Eugene
-
2009
Persistent link: https://www.econbiz.de/10003849492
Saved in:
2
Realized volatility and multipower variation
Andersen, Torben
;
Todorov, Viktor
-
2009
Persistent link: https://www.econbiz.de/10003892558
Saved in:
3
Option valuation with the simplified component GARCH model
Dziubinski, Matt
-
2011
Persistent link: https://www.econbiz.de/10008857566
Saved in:
4
Latent integrated stochastic volatility, realized volatility, and implied volatility : a state space approach
Bach, Christian
;
Christensen, Bent Jesper
-
2010
Persistent link: https://www.econbiz.de/10008857837
Saved in:
5
Testing the local volatility assumption : a statistical approach
Podolskij, Mark
;
Rosenbaum, Mathieu
-
2011
Persistent link: https://www.econbiz.de/10008807427
Saved in:
6
Bayesian stochastic model specification search for seasonal and calendar effects
Proietti, Tommaso
;
Grassi, Stefano
-
2011
Persistent link: https://www.econbiz.de/10008841795
Saved in:
7
Realized GARCH : a complete model of returns and realized measures of volatility
Hansen, Peter Reinhard
;
Huang, Zhuowei
;
Shek, Howard Howan
-
2010
Persistent link: https://www.econbiz.de/10003941851
Saved in:
8
The role of model uncertainty and learning in the US postwar policy response to oil prices
Rondina, Francesca
- In:
Journal of economic dynamics & control
36
(
2012
)
7
,
pp. 1009-1041
Persistent link: https://www.econbiz.de/10009573398
Saved in:
9
Parametric inference and dynamic state recovery from option panels
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2012
Persistent link: https://www.econbiz.de/10009524097
Saved in:
10
Testing constancy of unconditional variance in volatility models by misspecification and specification tests
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2015
Persistent link: https://www.econbiz.de/10011373232
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->