//--> //--> //--> //-->
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:"China economic review : an international journal"
~isPartOf:"Journal of econometrics"
~person:"Arcidiacono, Peter"
~person:"Bollerslev, Tim"
~subject:"United States"
~subject:"Volatility"
~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
Managing trade : evidence from...
Similar by subject
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
United States
Volatility
Volatilität
Estimation
10
Schätzung
10
Capital income
5
High-frequency data
5
Kapitaleinkommen
5
USA
5
Time series analysis
4
Zeitreihenanalyse
4
ARCH model
3
ARCH-Modell
3
Estimation theory
3
Market microstructure
3
Marktmikrostruktur
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Schätztheorie
3
Stochastic process
3
Stochastischer Prozess
3
Börsenkurs
2
Forecasting model
2
Microstructure noise
2
Noise Trading
2
Noise trading
2
Option pricing theory
2
Optionspreistheorie
2
Prognoseverfahren
2
Risiko
2
Risikoprämie
2
Risk
2
Risk premium
2
Share price
2
Statistical distribution
2
Statistische Verteilung
2
Theorie
2
Theory
2
"Structural" factor GARCH
1
1989-2000
1
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
13
Type of publication (narrower categories)
All
Article in journal
13
Aufsatz in Zeitschrift
13
Language
All
English
13
Author
All
Arcidiacono, Peter
Bollerslev, Tim
Todorov, Viktor
14
Slottje, Daniel Jonathan
8
Tauchen, George Eugene
7
Li, Jia
6
Aït-Sahalia, Yacine
5
Kim, Donggyu
5
Park, Joon Y.
5
Andersen, Torben
4
Diebold, Francis X.
4
Engle, Robert F.
4
McAleer, Michael
4
Francq, Christian
3
Ghysels, Eric
3
Jorgenson, Dale Weldeau
3
Klaauw, Wilbert van der
3
Klein, Lawrence Robert
3
Koop, Gary
3
Mroz, Thomas A.
3
Patton, Andrew J.
3
Pesaran, M. Hashem
3
Ryu, Hang-keun
3
Sickles, Robin C.
3
Slesnick, Daniel T.
3
Steel, Mark F. J.
3
Timmermann, Allan
3
Wang, Yazhen
3
Xiu, Dacheng
3
Zakoïan, Jean-Michel
3
Zhou, Hao
3
Asai, Manabu
2
Atkinson, Scott Estes
2
Baltagi, Badi H.
2
Bansal, Ravi
2
Barigozzi, Matteo
2
Basmann, Robert L.
2
Berndt, Ernst R.
2
Bibinger, Markus
2
Bound, John
2
more ...
less ...
Published in...
All
China economic review : an international journal
Journal of econometrics
Working paper / National Bureau of Economic Research, Inc.
22
NBER working paper series
6
ERID working paper
5
Finance and economics discussion series
5
Journal of financial economics
5
CFS working paper series
4
CREATES research paper
4
Discussion paper series / IZA
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
NBER Working Paper
4
The journal of finance : the journal of the American Finance Association
4
American economic journal : a journal of the American Economic Association
3
International economic review
3
The review of economics and statistics
3
Working papers / Financial Institutions Center
3
Economic Research Initiatives at Duke (ERID) Working Paper
2
IZA Journal of Labor Economics
2
Journal of empirical finance
2
Journal of human resources : JHR
2
Quantitative economics : QE ; journal of the Econometric Society
2
The review of financial studies
2
Working papers / Rodney L. White Center for Financial Research
2
Advanced texts in econometrics
1
American Economic Review papers and proceedings
1
American economic review
1
Annual review of economics
1
CREATES Research Paper
1
Cahier / Départment de Sciences Économiques, Université de Montréal
1
Discussion paper
1
Discussion paper / Centre for Economic Policy Research
1
Discussion paper / Department of Economics, University of California San Diego
1
Discussion paper / Tinbergen Institute
1
Discussion paper / Tinbergen Institute / Tinbergen Institute
1
Discussion paper series / School of Economics and Finance, the University of Hong Kong
1
Econometric analysis of financial and economic time series ; part B
1
Economic inquiry : journal of the Western Economic Association International
1
Financial markets and asset pricing
1
Handbook of economic forecasting ; 1
1
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Estimating stochastic volatility diffusion using conditional moments of integrated volatility
Bollerslev, Tim
;
Zhou, Hao
- In:
Journal of econometrics
109
(
2002
)
1
,
pp. 33-65
Persistent link: https://www.econbiz.de/10001663892
Saved in:
2
Jumps and betas : a new framework for disentangling and estimating systematic risks
Todorov, Viktor
;
Bollerslev, Tim
- In:
Journal of econometrics
157
(
2010
)
2
,
pp. 220-235
Persistent link: https://www.econbiz.de/10008663039
Saved in:
3
Time-varying jump tails
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of econometrics
183
(
2014
)
2
,
pp. 168-180
Persistent link: https://www.econbiz.de/10010506069
Saved in:
4
Stock return and cash flow predictability : the role of volatility risk
Bollerslev, Tim
;
Xu, Lai
;
Zhou, Hao
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 458-471
Persistent link: https://www.econbiz.de/10011499728
Saved in:
5
Multivariate leverage effects and realized semicovariance GARCH models
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 411-430
Persistent link: https://www.econbiz.de/10012482780
Saved in:
6
High-dimensional multivariate realized volatility
estimation
Bollerslev, Tim
;
Meddahi, Nour
;
Nyawa, Serge
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 116-136
Persistent link: https://www.econbiz.de/10012303903
Saved in:
7
Occupation density
estimation
for noisy high-frequency data
Zhang, Congshan
;
Li, Jia
;
Bollerslev, Tim
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 189-211
Persistent link: https://www.econbiz.de/10013441646
Saved in:
8
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:
9
Optimal nonparametric range-based volatility
estimation
Bollerslev, Tim
;
Li, Jia
;
Li, Qiyuan
- In:
Journal of econometrics
238
(
2024
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10015073787
Saved in:
10
Explaining cross-racial differences in teenage labor force participation : results from a two-sided matching model
Ahn, Tom
;
Arcidiacono, Peter
;
Murphy, Alvin
;
Swinton, Omari
- In:
Journal of econometrics
156
(
2010
)
1
,
pp. 201-211
Persistent link: https://www.econbiz.de/10003979095
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->