//--> //--> //--> //-->
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:"Share price"
~subject:"Volatility"
~subject:"Volatilität"
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
Model specification tests with...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Share price
Volatility
Volatilität
Theorie
1,610
Theory
1,610
Estimation theory
368
Schätztheorie
368
Time series analysis
327
Zeitreihenanalyse
327
Estimation
166
Schätzung
166
Nichtparametrisches Verfahren
140
Nonparametric statistics
140
Forecasting model
129
Prognoseverfahren
129
Statistical test
128
Statistischer Test
128
Regression analysis
114
Regressionsanalyse
114
Stochastic process
105
Stochastischer Prozess
105
USA
94
United States
94
Panel
91
Panel study
91
Bayes-Statistik
88
Bayesian inference
88
Ökonometrie
84
Econometrics
82
Method of moments
81
Momentenmethode
81
Statistical distribution
81
Statistische Verteilung
81
Monte Carlo simulation
75
Monte-Carlo-Simulation
75
Cointegration
72
Kointegration
72
Markov chain
71
Markov-Kette
71
Bootstrap approach
68
Bootstrap-Verfahren
68
more ...
less ...
Online availability
All
Undetermined
60
Type of publication
All
Article
143
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
143
Aufsatz in Zeitschrift
143
Collection of articles of several authors
2
Sammelwerk
2
Language
All
English
144
Author
All
Aït-Sahalia, Yacine
6
Bollerslev, Tim
5
Andersen, Torben
4
Hallin, Marc
4
McAleer, Michael
4
Renault, Eric
4
Tauchen, George Eugene
4
Todorov, Viktor
4
Asai, Manabu
3
Barigozzi, Matteo
3
Cavaliere, Giuseppe
3
Grammig, Joachim
3
Nielsen, Morten Ørregaard
3
Taylor, Robert
3
Yu, Jun
3
Banerjee, Anindya
2
Boswijk, Herman Peter
2
Chan, Joshua
2
Christensen, Bent Jesper
2
Christensen, Kim
2
Diebold, Francis X.
2
Engle, Robert F.
2
Fernandes, Marcelo
2
Gallant, A. Ronald
2
Ghysels, Eric
2
Gonçalves, Sílvia
2
Gouriéroux, Christian
2
Harvey, Andrew C.
2
Jasiak, Joann
2
Jensen, Mark J.
2
Liao, Yuan
2
Liesenfeld, Roman
2
Liu, Ming
2
Livieri, Giulia
2
Maheu, John M.
2
Mancini, Loriano
2
Meddahi, Nour
2
Paolella, Marc S.
2
Patton, Andrew J.
2
Pelger, Markus
2
more ...
less ...
Published in...
All
Journal of econometrics
NBER working paper series
337
Working paper / National Bureau of Economic Research, Inc.
330
NBER Working Paper
280
Journal of banking & finance
188
Finance research letters
175
The journal of finance : the journal of the American Finance Association
173
The review of financial studies
172
Journal of financial economics
164
Discussion paper / Centre for Economic Policy Research
157
Economics letters
145
Journal of empirical finance
135
Journal of economic dynamics & control
124
International review of financial analysis
119
Economic modelling
118
International review of economics & finance : IREF
106
International journal of theoretical and applied finance
105
Discussion paper / Tinbergen Institute
100
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
96
Mathematical finance : an international journal of mathematics, statistics and financial theory
93
Applied economics
92
Working paper
92
The European journal of finance
91
Journal of international money and finance
89
International journal of forecasting
85
The North American journal of economics and finance : a journal of financial economics studies
83
Applied economics letters
81
Journal of forecasting
80
Research paper series / Swiss Finance Institute
80
Quantitative finance
79
Computational economics
78
Energy economics
67
Journal of financial and quantitative analysis : JFQA
67
Applied financial economics
66
CESifo working papers
66
The journal of futures markets
65
Journal of monetary economics
63
The American economic review
63
Journal of financial markets
62
Econometric reviews
61
more ...
less ...
Source
All
ECONIS (ZBW)
144
Showing
1
-
10
of
144
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Out of sample forecasts of quadratic variation
Aït-Sahalia, Yacine
;
Mancini, Loriano
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 17-33
Persistent link: https://www.econbiz.de/10003783780
Saved in:
2
Econometric estimation in long-range dependent volatility models :
theory
and practice
Casas, Isabel
;
Gao, Jiti
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 72-83
Persistent link: https://www.econbiz.de/10003783786
Saved in:
3
A multiple regime smooth transition Heterogeneous Autoregressive model for long memory and asymmetries
McAleer, Michael
;
Medeiros, Marcelo C.
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 104-119
Persistent link: https://www.econbiz.de/10003783790
Saved in:
4
A long-run pure variance common features model for the common volatilities of the Dow Jones
Engle, Robert F.
;
Marcucci, Juri
- In:
Journal of econometrics
132
(
2006
)
1
,
pp. 7-42
Persistent link: https://www.econbiz.de/10003320235
Saved in:
5
The common and specific components of dynamic volatility
Connor, Gregory
;
Korajczyk, Robert A.
;
Linton, Oliver
- In:
Journal of econometrics
132
(
2006
)
1
,
pp. 231-255
Persistent link: https://www.econbiz.de/10003320262
Saved in:
6
Asymptotic normality of narrow-band least squares in the stationary fractional cointegration model and volatility forecasting
Christensen, Bent Jesper
;
Nielsen, Morten Ørregaard
- In:
Journal of econometrics
133
(
2006
)
1
,
pp. 343-371
Persistent link: https://www.econbiz.de/10003354581
Saved in:
7
MCMC maximum likelihood for latent state models
Jacquier, Eric
;
Johannes, Michael
;
Polson, Nicholas G.
- In:
Journal of econometrics
137
(
2007
)
2
,
pp. 615-640
Persistent link: https://www.econbiz.de/10003442024
Saved in:
8
Nonstationary nonlinear heteroskedasticity in regression
Chung, Heetaik
;
Park, Joon Y.
- In:
Journal of econometrics
137
(
2007
)
1
,
pp. 230-259
Persistent link: https://www.econbiz.de/10003425535
Saved in:
9
Inference with non-Gaussian Ornstein-Uhlenbeck processes for stochastic volatility
Griffin, J. E.
;
Steel, Mark F. J.
- In:
Journal of econometrics
134
(
2006
)
2
,
pp. 605-644
Persistent link: https://www.econbiz.de/10003374347
Saved in:
10
Structural attribution of observed volatility clustering
Granger, C. W. J.
;
Machina, Mark J.
- In:
Journal of econometrics
135
(
2006
)
1/2
,
pp. 15-29
Persistent link: https://www.econbiz.de/10003376075
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...
//-->