//--> //--> //--> //-->
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:"Journal of banking & finance"
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
Measuring volatility with the...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
13
Volatilität
13
Realized volatility
8
ARCH model
7
ARCH-Modell
7
Capital income
7
Estimation
7
Kapitaleinkommen
7
Schätzung
7
Time series analysis
7
Zeitreihenanalyse
7
Forecasting model
6
Prognoseverfahren
6
High-frequency data
5
Börsenkurs
4
Share price
4
Stochastic process
4
Stochastischer Prozess
4
Theorie
4
Theory
4
Correlation
3
Implied volatility
3
Korrelation
3
Portfolio selection
3
Portfolio-Management
3
Aktienmarkt
2
Analysis of variance
2
Exchange rate
2
Stock market
2
Varianzanalyse
2
Wechselkurs
2
Ankündigungseffekt
1
Announcement effect
1
Ansteckungseffekt
1
Asset Allocation
1
Asset allocation
1
Autocorrelation
1
Autokorrelation
1
Brownian motion
1
CAPM
1
more ...
less ...
Online availability
All
Undetermined
10
Type of publication
All
Article
14
Type of publication (narrower categories)
All
Article in journal
14
Aufsatz in Zeitschrift
14
Conference paper
1
Konferenzbeitrag
1
Language
All
English
14
Author
All
Anderson, Heather M.
1
Chen, Sipeng
1
Christoffersen, Peter F.
1
Cordis, Adriana S.
1
Erdemlioglu, Deniz
1
Feunou, Bruno
1
Hamori, Shigeyuki
1
Haugom, Erik
1
Hua, Jian
1
Jeon, Yoontae
1
Jung, Robert
1
Kirby, Chris
1
Kourtis, Apostolos
1
Langeland, Henrik
1
Laurent, Sébastien
1
Lauter, Tobias
1
Li, Gang
1
Li, Yifan
1
Liao, Yin
1
Ma, Feng
1
Maderitsch, Robert
1
Manzan, Sebastiano
1
Markellos, Raphaēl N.
1
Molnár, Peter
1
Neely, Christopher J.
1
Nolte, Ingmar
1
Prokopczuk, Marcel
1
Symeonidis, Lazaros
1
Symitsi, Efthymia
1
Tian, Shuairu
1
Vasios, Michalis
1
Voev, Valeri
1
Wang, Qi
1
Wang, Yudong
1
Wang, Zerong
1
Wei, Yu
1
Westgaard, Sjur
1
Wu, Chongfeng
1
Xu, Qi
1
more ...
less ...
Published in...
All
Journal of banking & finance
CREATES Research Papers
66
Journal of econometrics
56
Finance research letters
34
International journal of forecasting
26
Journal of empirical finance
25
International review of economics & finance : IREF
24
Journal of Risk and Financial Management
24
Economic modelling
23
Journal of financial econometrics
23
Journal of forecasting
23
Journal of risk and financial management : JRFM
22
Energy economics
21
The North American journal of economics and finance : a journal of financial economics studies
21
Applied economics letters
19
Quantitative finance
19
Physica A: Statistical Mechanics and its Applications
18
International review of financial analysis
17
CFS Working Paper Series
16
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
16
SFB 649 Discussion Paper
16
Applied economics
15
Economics letters
15
Econometrics
14
Journal of international financial markets, institutions & money
14
Research in international business and finance
14
Working Papers / Schweizerische Nationalbank (SNB)
13
Econometrics : open access journal
12
Journal of financial econometrics : official journal of the Society for Financial Econometrics
12
SFB 649 Discussion Papers
12
Working Paper
12
MPRA Paper
11
Working Papers / Duke University, Department of Economics
11
CFS Working Paper
10
CIRANO Working Papers
10
Discussion paper / Tinbergen Institute
10
Econometric Reviews
10
Econometric reviews
10
Tinbergen Institute Discussion Papers
10
Working paper
10
more ...
less ...
Source
All
ECONIS (ZBW)
14
Showing
1
-
10
of
14
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Weighted least squares realized covariation estimation
Li, Yifan
;
Nolte, Ingmar
;
Vasios, Michalis
;
Voev, Valeri
; …
- In:
Journal of banking & finance
137
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013460187
Saved in:
2
Modeling interest rate volatility : a Realized GARCH approach
Tian, Shuairu
;
Hamori, Shigeyuki
- In:
Journal of banking & finance
61
(
2015
),
pp. 158-171
Persistent link: https://www.econbiz.de/10011545170
Saved in:
3
Which continuous-time model is most appropriate for exchange rates?
Erdemlioglu, Deniz
;
Laurent, Sébastien
;
Neely, …
- In:
Journal of banking & finance
61
(
2015
)
2
,
pp. 256-268
Persistent link: https://www.econbiz.de/10011586923
Saved in:
4
Testing for cojumps in high-frequency financial data : an approach based on first-high-low-last prices
Liao, Yin
;
Anderson, Heather M.
- In:
Journal of banking & finance
99
(
2019
),
pp. 252-274
Persistent link: https://www.econbiz.de/10012162415
Saved in:
5
Covariance forecasting in equity markets
Symitsi, Efthymia
;
Symeonidis, Lazaros
;
Kourtis, Apostolos
- In:
Journal of banking & finance
96
(
2018
),
pp. 153-168
Persistent link: https://www.econbiz.de/10011967197
Saved in:
6
Measuring commodity market quality
Lauter, Tobias
;
Prokopczuk, Marcel
- In:
Journal of banking & finance
145
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013538965
Saved in:
7
Option valuation with observable volatility and jump dynamics
Christoffersen, Peter F.
;
Feunou, Bruno
;
Jeon, Yoontae
- In:
Journal of banking & finance
61
(
2015
)
2
,
pp. 101-120
Persistent link: https://www.econbiz.de/10011585489
Saved in:
8
Forecasting volatility of the US oil market
Haugom, Erik
;
Langeland, Henrik
;
Molnár, Peter
; …
- In:
Journal of banking & finance
47
(
2014
),
pp. 1-14
Persistent link: https://www.econbiz.de/10010506517
Saved in:
9
Forecasting the return distribution using high-frequency volatility measures
Hua, Jian
;
Manzan, Sebastiano
- In:
Journal of banking & finance
37
(
2013
)
11
,
pp. 4381-4403
Persistent link: https://www.econbiz.de/10010247031
Saved in:
10
Discrete stochastic autoregressive volatility
Cordis, Adriana S.
;
Kirby, Chris
- In:
Journal of banking & finance
43
(
2014
),
pp. 160-178
Persistent link: https://www.econbiz.de/10010410013
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->