//--> //--> //--> //-->
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:"Economics letters"
~isPartOf:"Journal of econometrics"
~subject:"CAPM"
~subject:"Stochastischer Prozess"
~subject:"Theorie"
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
The Impact of Stock Market Lib...
Similar by subject
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
CAPM
Stochastischer Prozess
Theorie
Volatility
573
Volatilität
573
Theory
222
Estimation
176
Schätzung
176
Börsenkurs
147
Share price
147
Estimation theory
143
Schätztheorie
143
Time series analysis
138
Zeitreihenanalyse
138
Capital income
136
Kapitaleinkommen
136
Stochastic process
131
ARCH model
121
ARCH-Modell
121
Stock market
119
Aktienmarkt
118
Forecasting model
77
Prognoseverfahren
77
USA
60
United States
60
Option pricing theory
51
Optionspreistheorie
51
Nichtparametrisches Verfahren
48
Nonparametric statistics
48
Stochastic volatility
47
Market microstructure
46
Marktmikrostruktur
46
Welt
42
World
42
Statistical distribution
41
Statistische Verteilung
41
Exchange rate
40
Wechselkurs
40
Risiko
35
Risk
35
more ...
less ...
Online availability
All
Undetermined
162
Free
3
Type of publication
All
Article
317
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
316
Aufsatz in Zeitschrift
316
Collection of articles of several authors
1
Sammelwerk
1
Language
All
English
318
Author
All
Todorov, Viktor
15
Tauchen, George Eugene
12
Aït-Sahalia, Yacine
9
Bollerslev, Tim
9
McAleer, Michael
8
Andersen, Torben
7
Asai, Manabu
5
Li, Jia
5
Renault, Eric
5
Xiu, Dacheng
5
Chang, Chia-Lin
4
Hallin, Marc
4
Park, Joon Y.
4
Renò, Roberto
4
Barigozzi, Matteo
3
Carriero, Andrea
3
Cavaliere, Giuseppe
3
Clark, Todd E.
3
Gallant, A. Ronald
3
Ghysels, Eric
3
Hafner, Christian M.
3
Kim, Donggyu
3
Marcellino, Massimiliano
3
Meddahi, Nour
3
Nielsen, Morten Ørregaard
3
Paolella, Marc S.
3
Shephard, Neil G.
3
Yu, Jun
3
Zhou, Hao
3
Amengual, Dante
2
Augustyniak, Maciej
2
Balaban, Ercan
2
Banerjee, Anindya
2
Blackburn, Keith
2
Bondarenko, Oleg
2
Boswijk, Herman Peter
2
Calvet, Laurent E.
2
Chan, Joshua
2
Chib, Siddhartha
2
Christensen, Bent Jesper
2
more ...
less ...
Published in...
All
Economics letters
Journal of econometrics
NBER working paper series
270
Working paper / National Bureau of Economic Research, Inc.
247
NBER Working Paper
233
Finance research letters
193
International journal of theoretical and applied finance
190
Journal of banking & finance
188
Journal of empirical finance
136
Economic modelling
133
Quantitative finance
133
Journal of economic dynamics & control
130
Journal of financial economics
128
International review of financial analysis
127
International review of economics & finance : IREF
120
Discussion paper / Centre for Economic Policy Research
117
Applied economics
116
Working paper
109
Computational economics
108
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
108
Discussion paper / Tinbergen Institute
104
The European journal of finance
98
Applied mathematical finance
92
Mathematical finance : an international journal of mathematics, statistics and financial theory
92
Energy economics
90
The North American journal of economics and finance : a journal of financial economics studies
90
Journal of international money and finance
87
International journal of forecasting
81
The review of financial studies
80
Applied financial economics
78
The journal of finance : the journal of the American Finance Association
76
Research paper series / Swiss Finance Institute
75
Journal of international financial markets, institutions & money
74
Journal of risk and financial management : JRFM
74
Econometric reviews
69
The journal of futures markets
69
Applied economics letters
67
Finance and stochastics
66
Journal of forecasting
66
Pacific-Basin finance journal
66
more ...
less ...
Source
All
ECONIS (ZBW)
318
Showing
1
-
10
of
318
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The conditional autoregressive Wishart model for multivariate stock market
volatility
Golosnoy, Vasyl
;
Gribisch, Bastian
;
Liesenfeld, Roman
- In:
Journal of econometrics
167
(
2012
)
1
,
pp. 211-223
Persistent link: https://www.econbiz.de/10009551424
Saved in:
2
A Markov-switching multifractal inter-trade duration model, with application to US equities
Chen, Fei
;
Diebold, Francis X.
;
Schorfheide, Frank
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 320-342
Persistent link: https://www.econbiz.de/10010255140
Saved in:
3
Modelling structural breaks, long memory and stock market
volatility
: an overview
Banerjee, Anindya
(
contributor
);
Urga, Giovanni
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003172637
Saved in:
4
Modelling structural breaks, long memory and stock market
volatility
: an overview
Banerjee, Anindya
;
Urga, Giovanni
- In:
Journal of econometrics
129
(
2005
)
1/2
,
pp. 1-34
Persistent link: https://www.econbiz.de/10003172659
Saved in:
5
Modeling long memory in stock market
volatility
Liu, Ming
- In:
Journal of econometrics
99
(
2000
)
1
,
pp. 139-171
Persistent link: https://www.econbiz.de/10001504433
Saved in:
6
Testing stationary for stock market data
Dehay, Dominique
- In:
Economics letters
50
(
1996
)
2
,
pp. 205-212
Persistent link: https://www.econbiz.de/10001197579
Saved in:
7
Price limits and stock market
volatility
Kim, Kenneth A.
- In:
Economics letters
71
(
2001
)
1
,
pp. 131-136
Persistent link: https://www.econbiz.de/10001564119
Saved in:
8
Asymmetric
volatility
impulse response functions
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Economics letters
222
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014232851
Saved in:
9
Moments, shocks and spillovers in Markov-switching VAR models
Kole, Erik
;
Dijk, Dick van
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365495
Saved in:
10
Fiscal policy and asset markets : a semiparametric analysis
Jansen, Dennis W.
;
Li, Qi
;
Wang, Zijun
;
Yang, Jian
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 141-150
Persistent link: https://www.econbiz.de/10003783794
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->