//--> //--> //--> //-->
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"
~subject:"Noise Trading"
~subject:"Schätzung"
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
Growing Wealth with Fixed-Mix...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Noise Trading
Schätzung
Volatility
321
Volatilität
321
Theorie
128
Theory
128
Estimation theory
116
Schätztheorie
116
Stochastic process
104
Stochastischer Prozess
104
Estimation
102
Time series analysis
100
Zeitreihenanalyse
100
Capital income
71
Kapitaleinkommen
71
Börsenkurs
67
Share price
67
ARCH model
66
ARCH-Modell
66
Forecasting model
49
Prognoseverfahren
49
Market microstructure
41
Marktmikrostruktur
41
Nichtparametrisches Verfahren
40
Nonparametric statistics
40
Option pricing theory
39
Optionspreistheorie
39
Statistical distribution
34
Statistische Verteilung
34
Stochastic volatility
34
Noise trading
26
High-frequency data
25
USA
25
United States
25
CAPM
24
Bayes-Statistik
23
Bayesian inference
23
Bootstrap approach
18
Bootstrap-Verfahren
18
Markov chain
18
more ...
less ...
Online availability
All
Undetermined
84
Type of publication
All
Article
119
Type of publication (narrower categories)
All
Article in journal
119
Aufsatz in Zeitschrift
119
Language
All
English
119
Author
All
Todorov, Viktor
13
Bollerslev, Tim
9
Tauchen, George Eugene
7
Andersen, Torben
6
Aït-Sahalia, Yacine
6
Kim, Donggyu
5
Li, Jia
5
Li, Yingying
5
Xiu, Dacheng
4
Christensen, Kim
3
Francq, Christian
3
Ghysels, Eric
3
McAleer, Michael
3
Patton, Andrew J.
3
Wang, Yazhen
3
Zakoïan, Jean-Michel
3
Asai, Manabu
2
Barigozzi, Matteo
2
Bibinger, Markus
2
Clinet, Simon
2
Creal, Drew
2
Ergemen, Yunus Emre
2
Fan, Jianqing
2
Gallo, Giampiero M.
2
Grynkiv, Iaryna
2
Hallin, Marc
2
Harvey, Andrew C.
2
Hounyo, Ulrich
2
Kong, Xin-Bing
2
Meddahi, Nour
2
Mykland, Per A.
2
Paolella, Marc S.
2
Park, Joon Y.
2
Podolskij, Mark
2
Polak, Pawel
2
Potiron, Yoann
2
Quaedvlieg, Rogier
2
Renò, Roberto
2
Taylor, Robert
2
Thyrsgaard, Martin
2
more ...
less ...
Published in...
All
Journal of econometrics
Energy economics
145
Applied economics
141
Finance research letters
129
Economic modelling
126
International review of economics & finance : IREF
123
International review of financial analysis
111
The North American journal of economics and finance : a journal of financial economics studies
104
Working paper / National Bureau of Economic Research, Inc.
103
NBER working paper series
96
Journal of banking & finance
90
Applied economics letters
85
Journal of empirical finance
85
NBER Working Paper
85
Working paper
82
Applied financial economics
78
CESifo working papers
73
Journal of international money and finance
73
Journal of international financial markets, institutions & money
71
Discussion paper / Centre for Economic Policy Research
70
Research in international business and finance
70
Discussion paper / Tinbergen Institute
68
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
65
The journal of futures markets
65
Economics letters
62
Journal of risk and financial management : JRFM
61
International journal of finance & economics : IJFE
51
Research paper series / Swiss Finance Institute
49
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
48
The European journal of finance
48
International journal of forecasting
47
Journal of financial economics
47
Discussion paper
44
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
43
CFS working paper series
39
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
39
Quantitative finance
38
International Journal of Energy Economics and Policy : IJEEP
37
Journal of financial econometrics : official journal of the Society for Financial Econometrics
37
SFB 649 discussion paper
37
more ...
less ...
Source
All
ECONIS (ZBW)
119
Showing
1
-
10
of
119
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The detection and estimation of long memory in stochastic volatility
Breidt, F. Jay
- In:
Journal of econometrics
83
(
1998
)
1
,
pp. 325-348
Persistent link: https://www.econbiz.de/10001336943
Saved in:
2
Estimating continuous-time stochastic volatility models of the short-term interest rate
Andersen, Torben
- In:
Journal of econometrics
77
(
1997
)
2
,
pp. 343-377
Persistent link: https://www.econbiz.de/10001212838
Saved in:
3
Testing for a slowly changing level with special reference to stochastic volatility
Harvey, Andrew C.
- In:
Journal of econometrics
87
(
1998
)
1
,
pp. 167-189
Persistent link: https://www.econbiz.de/10001248302
Saved in:
4
A causality-in-variance test and its application to financial market prices
Cheung, Yin-Wong
- In:
Journal of econometrics
72
(
1996
)
1
,
pp. 33-48
Persistent link: https://www.econbiz.de/10001198033
Saved in:
5
Does anything beat 5-minute RV? : a comparison of realized measures across multiple asset classes
Liu, Lily Y.
;
Patton, Andrew J.
;
Sheppard, Kevin
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 293-311
Persistent link: https://www.econbiz.de/10011499439
Saved in:
6
Nonparametric specification tests for stochastic volatility models based on volatility density
Zu, Yang
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 323-344
Persistent link: https://www.econbiz.de/10011499459
Saved in:
7
Market-based estimation of stochastic volatility models
Aït-Sahalia, Yacine
;
Amengual, Dante
;
Manresa, Elena
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 418-435
Persistent link: https://www.econbiz.de/10011499700
Saved in:
8
Leverage and feedback effects on multifactor Wishart stochastic volatility for option pricing
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 436-446
Persistent link: https://www.econbiz.de/10011499703
Saved in:
9
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:
10
Option pricing with non-Gaussian scaling and infinite-state switching volatility
Baldovin, Fulvio
;
Caporin, Massimiliano
;
Caraglio, Michele
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 486-497
Persistent link: https://www.econbiz.de/10011499748
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...
//-->