//--> //--> //--> //-->
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 econometrics"
~isPartOf:"Public choice"
~subject:"Volatility"
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
Introductory econometrics for...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Theorie
3,000
Theory
3,000
Estimation theory
917
Schätztheorie
917
Zeitreihenanalyse
683
Time series analysis
680
Regression analysis
467
Regressionsanalyse
467
Public choice
380
Neue politische Ökonomie
378
Nichtparametrisches Verfahren
314
Nonparametric statistics
314
Estimation
310
Schätzung
309
USA
239
United States
237
Statistical test
206
Statistischer Test
206
Volatilität
205
Voting behaviour
200
Wahlverhalten
200
Forecasting model
198
Prognoseverfahren
198
Rent seeking
166
Rent-Seeking
166
Ökonometrie
162
Panel
150
Panel study
150
Stochastic process
144
Stochastischer Prozess
144
Econometrics
132
Cointegration
127
Kointegration
126
Bayes-Statistik
114
Bayesian inference
114
Statistical distribution
112
Statistische Verteilung
112
Bootstrap approach
111
Bootstrap-Verfahren
111
more ...
less ...
Online availability
All
Undetermined
110
Type of publication
All
Article
204
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
204
Aufsatz in Zeitschrift
204
Collection of articles of several authors
1
Sammelwerk
1
Language
All
English
205
Author
All
Bollerslev, Tim
10
Tauchen, George Eugene
10
Todorov, Viktor
10
Andersen, Torben
8
Aït-Sahalia, Yacine
6
Kim, Donggyu
6
Li, Jia
6
McAleer, Michael
6
Li, Yingying
5
Meddahi, Nour
5
Patton, Andrew J.
5
Asai, Manabu
4
Boswijk, Herman Peter
4
Cavaliere, Giuseppe
4
Francq, Christian
4
Gouriéroux, Christian
4
Hallin, Marc
4
Jasiak, Joann
4
Mykland, Per A.
4
Renault, Eric
4
Shephard, Neil G.
4
Taylor, Robert
4
Zakoïan, Jean-Michel
4
Barigozzi, Matteo
3
Christensen, Kim
3
Fan, Jianqing
3
Ghysels, Eric
3
Kong, Xin-Bing
3
Maheu, John M.
3
Nielsen, Morten Ørregaard
3
Paolella, Marc S.
3
Park, Joon Y.
3
Rahbek, Anders
3
Wang, Yazhen
3
Yang, Xiye
3
Yu, Jun
3
Banerjee, Anindya
2
Carriero, Andrea
2
Chan, Joshua
2
Christensen, Bent Jesper
2
more ...
less ...
Published in...
All
Journal of econometrics
Public choice
NBER working paper series
203
Working paper / National Bureau of Economic Research, Inc.
202
NBER Working Paper
180
Finance research letters
157
Energy economics
146
Economic modelling
136
Journal of banking & finance
134
Discussion paper / Tinbergen Institute
124
Journal of empirical finance
119
Economics letters
114
International review of financial analysis
109
Applied economics
108
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
106
International journal of forecasting
99
International review of economics & finance : IREF
98
The North American journal of economics and finance : a journal of financial economics studies
96
Discussion paper / Centre for Economic Policy Research
95
Working paper
90
International journal of theoretical and applied finance
89
Journal of financial economics
84
Journal of economic dynamics & control
83
Journal of international money and finance
83
Econometric reviews
79
Quantitative finance
74
Journal of forecasting
73
Mathematical finance : an international journal of mathematics, statistics and financial theory
73
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
73
Journal of risk and financial management : JRFM
70
Applied economics letters
68
The European journal of finance
68
Research in international business and finance
65
Computational economics
63
Journal of financial econometrics : official journal of the Society for Financial Econometrics
62
The review of financial studies
61
CREATES research paper
59
The journal of futures markets
55
Journal of international financial markets, institutions & money
54
Research paper series / Swiss Finance Institute
53
CESifo working papers
52
more ...
less ...
Source
All
ECONIS (ZBW)
205
Showing
1
-
10
of
205
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Stochastic tail index model for high frequency financial data with Bayesian analysis
Mao, Guangyu
;
Zhang, Zhengjun
- In:
Journal of econometrics
205
(
2018
)
2
,
pp. 470-487
Persistent link: https://www.econbiz.de/10012110325
Saved in:
2
Robustifying multivariate trend tests to nonstationary volatility
Xu, Ke-li
- In:
Journal of econometrics
169
(
2012
)
2
,
pp. 147-154
Persistent link: https://www.econbiz.de/10009671331
Saved in:
3
Notes on financial
econometrics
Tauchen, George Eugene
- In:
Journal of econometrics
100
(
2001
)
1
,
pp. 57-64
Persistent link: https://www.econbiz.de/10001546141
Saved in:
4
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:
5
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:
6
Efficient estimation of a multivariate multiplicative volatility model
Hafner, Christian M.
;
Linton, Oliver
- In:
Journal of econometrics
159
(
2010
)
1
,
pp. 55-73
Persistent link: https://www.econbiz.de/10008839940
Saved in:
7
Multivariate rotated ARCH models
Noureldin, Diaa
;
Shephard, Neil G.
;
Sheppard, Kevin
- In:
Journal of econometrics
179
(
2014
)
1
,
pp. 16-30
Persistent link: https://www.econbiz.de/10010258286
Saved in:
8
Incorporating overnight and intraday returns into multivariate GARCH volatility models
Dhaene, Geert
;
Wu, Jianbin
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 471-495
Persistent link: https://www.econbiz.de/10012482817
Saved in:
9
A multivariate test against spurious long memory
Sibbertsen, Philipp
;
Leschinski, Christian
;
Busch, Marie
- In:
Journal of econometrics
203
(
2018
)
1
,
pp. 33-49
Persistent link: https://www.econbiz.de/10011974604
Saved in:
10
Econometrics
of co-jumps in high-frequency data with noise
Bibinger, Markus
;
Winkelmann, Lars
- In:
Journal of econometrics
184
(
2015
)
2
,
pp. 361-378
Persistent link: https://www.econbiz.de/10011339314
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...
//-->