//--> //--> //-->
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"
~person:"Christensen, Kim"
~person:"Gallo, Giampiero M."
~person:"Hautsch, Nikolaus"
~person:"McAleer, Michael"
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Volatility
4
Volatilität
4
Estimation
3
Market microstructure
3
Marktmikrostruktur
3
Schätzung
3
Time series analysis
3
Zeitreihenanalyse
3
Capital income
2
High-frequency data
2
Kapitaleinkommen
2
Microstructure noise
2
Noise Trading
2
Noise trading
2
Pre-averaging
2
Stochastic process
2
Stochastischer Prozess
2
Theorie
2
Theory
2
Analysis of variance
1
Anlageverhalten
1
Behavioural finance
1
Bipower variation
1
Bootstrap approach
1
Bootstrap-Verfahren
1
Bootstrapping
1
Börsenkurs
1
Contrarian trading
1
Dimension reduction
1
Diurnal variation
1
Empirical processes
1
Estimation theory
1
Factor analysis
1
Factor model
1
Faktorenanalyse
1
Forecasting model
1
Goodness-of-fit
1
Leverage effects
1
Long memory
1
Market microstructure noise
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Christensen, Kim
Gallo, Giampiero M.
Hautsch, Nikolaus
McAleer, Michael
Todorov, Viktor
7
Tauchen, George Eugene
6
Bollerslev, Tim
5
Andersen, Torben
4
Hounyo, Ulrich
4
Li, Jia
4
Li, Yingying
4
Xiu, Dacheng
4
Aït-Sahalia, Yacine
3
Mykland, Per A.
3
Patton, Andrew J.
3
Potiron, Yoann
3
Quaedvlieg, Rogier
3
Chen, Rong
2
Clinet, Simon
2
Ergemen, Yunus Emre
2
Kim, Donggyu
2
Podolskij, Mark
2
Thyrsgaard, Martin
2
Varneskov, Rasmus Tangsgaard
2
Yang, Xiye
2
Zhang, Lan
2
Zheng, Xinghua
2
Archakov, Ilya
1
Asai, Manabu
1
Bekaert, Geert
1
Bibinger, Markus
1
Bondarenko, Oleg
1
Boswijk, Herman Peter
1
Brunetti, Celso
1
Cebiroglu, Gökhan
1
Chen, Dachuan
1
Chen, Rui
1
Cheng, Mingmian
1
Christensen, Kimberly
1
Dai, Chaoxing
1
Dalderop, Jeroen
1
Duong, Diep
1
Fan, Jianqing
1
more ...
less ...
Published in...
All
Journal of econometrics
SFB 649 Discussion Paper
6
SFB 649 Discussion Papers
6
Working Papers in Economics
6
Documentos de Trabajo del ICAE
5
Econometrics Working Papers Archive
5
CFS Working Paper Series
4
CREATES Research Papers
4
Discussion paper / Tinbergen Institute
4
Post-Print / HAL
4
CFS Working Paper
3
Econometric Institute Research Papers
3
Journal of Risk and Financial Management
3
KIER Working Papers
3
Tinbergen Institute Discussion Paper
3
Tinbergen Institute Discussion Papers
3
Working papers
3
CREATES research paper
2
CoFE Discussion Paper
2
CoFE discussion papers
2
Econometric Reviews
2
International journal of forecasting
2
Journal of risk and financial management : JRFM
2
Technical Reports / Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund
2
Texto para discussão
2
ZEW Discussion Papers
2
CFR Working Paper
1
CFR Working Papers
1
CFS working paper series
1
DISIA working paper
1
Discussion Papers / Økonomisk Institut, Københavns Universitet
1
Econometrics
1
Econometrics : open access journal
1
FRU Working Papers
1
Finance and Stochastics
1
Journal of Financial Economics
1
Journal of empirical finance
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of forecasting
1
more ...
less ...
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Local mispricing and microstructural noise : a parametric perspective
Andersen, Torben
;
Archakov, Ilya
;
Cebiroglu, Gökhan
; …
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 510-534
Persistent link: https://www.econbiz.de/10013464102
Saved in:
2
The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing
Christensen, Kim
;
Thyrsgaard, Martin
;
Veliyev, Bezirgen
- In:
Journal of econometrics
212
(
2019
)
2
,
pp. 556-583
Persistent link: https://www.econbiz.de/10012304092
Saved in:
3
Is the diurnal pattern sufficient to explain intraday variation in volatility? : a nonparametric assessment
Christensen, Kim
;
Hounyo, Ulrich
;
Podolskij, Mark
- In:
Journal of econometrics
205
(
2018
)
2
,
pp. 336-362
Persistent link: https://www.econbiz.de/10012110287
Saved in:
4
Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 251-262
Persistent link: https://www.econbiz.de/10011504522
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->