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:"Barigozzi, Matteo"
~person:"Bollerslev, Tim"
~person:"Ghysels, Eric"
~person:"Kim, Donggyu"
~subject:"Schätztheorie"
~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
| 10 applied filters
Year of publication
From:
To:
Subject
All
Schätztheorie
United States
Volatility
Volatilität
Estimation
22
Schätzung
22
Estimation theory
11
Time series analysis
11
Zeitreihenanalyse
11
ARCH model
7
ARCH-Modell
7
Börsenkurs
7
Forecasting model
7
Prognoseverfahren
7
Share price
7
High-frequency data
6
Capital income
5
Kapitaleinkommen
5
Stochastic process
5
Stochastischer Prozess
5
USA
5
Theorie
4
Theory
4
Factor analysis
3
Faktorenanalyse
3
Financial market
3
Finanzmarkt
3
Market microstructure
3
Marktmikrostruktur
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Regression analysis
3
Regressionsanalyse
3
Risikoprämie
3
Risk premium
3
Sparsity
3
Statistical distribution
3
Statistische Verteilung
3
Aktienmarkt
2
Analysis
2
more ...
less ...
Online availability
All
Undetermined
16
Type of publication
All
Article
23
Type of publication (narrower categories)
All
Article in journal
23
Aufsatz in Zeitschrift
23
Language
All
English
23
Author
All
Barigozzi, Matteo
Bollerslev, Tim
Ghysels, Eric
Kim, Donggyu
Todorov, Viktor
14
Slottje, Daniel Jonathan
8
Tauchen, George Eugene
8
Gao, Jiti
6
Li, Jia
6
Linton, Oliver
6
Park, Joon Y.
6
Aït-Sahalia, Yacine
5
Baltagi, Badi H.
5
Cai, Zongwu
5
Francq, Christian
5
Phillips, Peter C. B.
5
Schmidt, Peter
5
Andersen, Torben
4
Diebold, Francis X.
4
Engle, Robert F.
4
Koop, Gary
4
Lu, Xun
4
McAleer, Michael
4
Pesaran, M. Hashem
4
Sasaki, Yuya
4
Su, Liangjun
4
Wang, Fa
4
Xiu, Dacheng
4
Zakoïan, Jean-Michel
4
Berndt, Ernst R.
3
Callaway, Brantly
3
Chen, Xiaohong
3
Fan, Yanqin
3
Heckman, James J.
3
Hsiao, Cheng
3
Jorgenson, Dale Weldeau
3
Kao, Chihwa
3
Klaauw, Wilbert van der
3
Klein, Lawrence Robert
3
Lee, Lung-fei
3
more ...
less ...
Published in...
All
China economic review : an international journal
Journal of econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Working paper / National Bureau of Economic Research, Inc.
9
Discussion paper / Centre for Economic Policy Research
8
Finance and economics discussion series
8
Journal of financial economics
7
The review of economics and statistics
6
The review of financial studies
6
NBER Working Paper
5
NBER working paper series
5
The journal of finance : the journal of the American Finance Association
5
CFS working paper series
4
CREATES research paper
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Journal of financial econometrics
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
LEM working paper series
3
Working papers / Financial Institutions Center
3
ECARES working paper
2
ERID working paper
2
Journal of economic dynamics & control
2
Journal of empirical finance
2
KAIST College of Business Working Paper Series
2
KAIST College of Business Working Paper Series No
2
Research paper series / Swiss Finance Institute
2
Working papers / Federal Reserve Bank of Chicago
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
CORE discussion paper : DP
1
CREATES Research Paper
1
Cahier / Départment de Sciences Économiques, Université de Montréal
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
Discussion papers / CEPR
1
Econometric Society monographs
1
Econometric analysis of financial and economic time series ; part B
1
Econometrics : open access journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
23
Showing
1
-
10
of
23
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Predicting volatility: getting the most out of return data sampled at different frequencies
Ghysels, Eric
;
Santa-Clara, Pedro
;
Valkanov, Rossen I.
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 59-95
Persistent link: https://www.econbiz.de/10003298564
Saved in:
2
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:
3
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:
4
Disentangling systematic and idiosyncratic dynamics in panels of volatility measures
Barigozzi, Matteo
;
Brownlees, Christian
;
Gallo, Giampiero M.
- In:
Journal of econometrics
182
(
2014
)
2
,
pp. 364-384
Persistent link: https://www.econbiz.de/10010497747
Saved in:
5
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:
6
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:
7
Predicting the VIX and the volatility risk premium : the role of short-run funding spreads Volatility Factors
Andreou, Elena
;
Ghysels, Eric
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 366-398
Persistent link: https://www.econbiz.de/10012618520
Saved in:
8
Large-dimensional dynamic factor models :
estimation
of impulse–response functions with I(1) cointegrated factors
Barigozzi, Matteo
;
Lippi, Marco
;
Luciani, Matteo
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 455-482
Persistent link: https://www.econbiz.de/10012619245
Saved in:
9
Time-varying general dynamic factor models and the measurement of financial connectedness
Barigozzi, Matteo
;
Hallin, Marc
;
Soccorsi, Stefano
; …
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 324-343
Persistent link: https://www.econbiz.de/10012619427
Saved in:
10
Volatility analysis with realized GARCH-Itô models
Song, Xinyu
;
Kim, Donggyu
;
Yuan, Huiling
;
Cui, Xiangyu
; …
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 393-410
Persistent link: https://www.econbiz.de/10012619433
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
