//--> //--> //--> //-->
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"
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
Stock market volatility and ho...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Estimation
466
Schätzung
462
Volatility
321
Volatilität
321
Estimation theory
303
Schätztheorie
303
Theorie
278
Theory
278
Time series analysis
170
Zeitreihenanalyse
170
Nichtparametrisches Verfahren
129
Nonparametric statistics
129
Stochastic process
111
Stochastischer Prozess
111
Börsenkurs
105
Share price
104
Capital income
99
Kapitaleinkommen
99
Panel
95
Panel study
95
Forecasting model
94
Prognoseverfahren
94
Regression analysis
90
Regressionsanalyse
90
ARCH model
76
ARCH-Modell
76
USA
71
United States
71
Statistical distribution
53
Statistische Verteilung
53
Bayes-Statistik
51
Bayesian inference
51
Factor analysis
47
Faktorenanalyse
47
Statistical test
47
Statistischer Test
47
Market microstructure
45
Marktmikrostruktur
45
Option pricing theory
41
Optionspreistheorie
41
more ...
less ...
Online availability
All
Undetermined
389
Type of publication
All
Article
728
Book / Working Paper
4
Type of publication (narrower categories)
All
Article in journal
726
Aufsatz in Zeitschrift
726
Conference paper
9
Konferenzbeitrag
9
Collection of articles of several authors
5
Sammelwerk
5
Conference proceedings
1
Konferenzschrift
1
more ...
less ...
Language
All
English
730
Undetermined
2
Author
All
Bollerslev, Tim
19
Todorov, Viktor
18
Tauchen, George Eugene
17
Andersen, Torben
13
Aït-Sahalia, Yacine
12
Linton, Oliver
12
Ghysels, Eric
9
Gouriéroux, Christian
9
McAleer, Michael
9
Meddahi, Nour
9
Phillips, Peter C. B.
9
Xiu, Dacheng
9
Gallant, A. Ronald
8
Shephard, Neil G.
8
Su, Liangjun
8
Koop, Gary
7
Li, Jia
7
Mykland, Per A.
7
Patton, Andrew J.
7
Taylor, Robert
7
Cavaliere, Giuseppe
6
Francq, Christian
6
Gao, Jiti
6
Kim, Donggyu
6
Park, Joon Y.
6
Zakoïan, Jean-Michel
6
Asai, Manabu
5
Barigozzi, Matteo
5
Hallin, Marc
5
Jasiak, Joann
5
Koopman, Siem Jan
5
Li, Yingying
5
Lu, Xun
5
Marcellino, Massimiliano
5
Pesaran, M. Hashem
5
Rahbek, Anders
5
Zhou, Hao
5
Baltagi, Badi H.
4
Bandi, Federico M.
4
Boswijk, Herman Peter
4
more ...
less ...
Institution
All
Conference on Realized Volatility <2006, Montréal>
1
Published in...
All
Journal of econometrics
Working paper / National Bureau of Economic Research, Inc.
4,019
NBER working paper series
3,973
Discussion paper series / IZA
3,458
NBER Working Paper
3,447
Applied economics
2,478
Discussion paper / Centre for Economic Policy Research
2,011
IZA Discussion Papers
1,910
Working paper
1,790
CESifo working papers
1,768
Applied economics letters
1,690
IZA Discussion Paper
1,586
Finance research letters
1,485
The Indian economic journal
1,323
Economic modelling
1,306
Economics letters
1,305
The Indian journal of economics
1,235
Energy economics
1,222
Journal of banking & finance
1,191
The Indian journal of labour economics : a quarterly journal of Indian Society of Labour Economics
1,091
International review of financial analysis
1,056
Economic & political weekly : a Sameeksha Trust publ.
1,053
International review of economics & finance : IREF
1,035
Finance India : the quarterly journal of Indian Institute of Finance
1,012
Discussion paper
955
Artha vijñāna : journal of the Gokhale Institute of Politics and Economics
891
Working Papers / eSocialSciences
873
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
871
Applied financial economics
864
The journal of finance : the journal of the American Finance Association
864
CESifo Working Paper
844
Journal of financial economics
839
The Asian economic review : journal of the Indian Institute of Economics
838
Journal of international money and finance
753
Economic developments in India : quarterly update : analysis, reports, policy documents
749
MPRA Paper
734
Discussion papers / CEPR
721
Working Paper
713
World development : the multi-disciplinary international journal devoted to the study and promotion of world development
704
IMF working papers
701
more ...
less ...
Source
All
ECONIS (ZBW)
732
Showing
1
-
10
of
732
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Quasi-maximum likelihood
estimation
of
volatility
with high frequency data
Xiu, Dacheng
- In:
Journal of econometrics
159
(
2010
)
1
,
pp. 235-250
Persistent link: https://www.econbiz.de/10008839925
Saved in:
2
The conditional autoregressive Wishart model for multivariate stock market
volatility
Golosnoy, Vasyl
;
Gribisch, Bastian
;
Liesenfeld, Roman
- In:
Journal of econometrics
167
(
2012
)
1
,
pp. 211-223
Persistent link: https://www.econbiz.de/10009551424
Saved in:
3
Risk-parameter
estimation
in
volatility
models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
184
(
2015
)
1
,
pp. 158-173
Persistent link: https://www.econbiz.de/10011326796
Saved in:
4
Volatility
activity : specification and
estimation
Todorov, Viktor
;
Tauchen, George Eugene
;
Grynkiv, Iaryna
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 180-193
Persistent link: https://www.econbiz.de/10010255447
Saved in:
5
Intraday Value-at-Risk : an asymmetric autoregressive conditional duration approach
Liu, Shouwei
;
Tse, Yiu Kuen
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 437-446
Persistent link: https://www.econbiz.de/10011504612
Saved in:
6
Threshold models in time series analysis : some reflections
Tong, Howell
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 485-491
Persistent link: https://www.econbiz.de/10011504634
Saved in:
7
The VIX, the variance premium and stock market
volatility
Bekaert, Geert
;
Hoerova, Marie
- In:
Journal of econometrics
183
(
2014
)
2
,
pp. 181-192
Persistent link: https://www.econbiz.de/10010506065
Saved in:
8
Nonparametric
estimation
and inference for conditional density based Granger causality measures
Taamouti, Abderrahim
;
Bouezmarni, Taoufik
;
El Ghouch, Anouar
- In:
Journal of econometrics
180
(
2014
)
2
,
pp. 251-264
Persistent link: https://www.econbiz.de/10010433362
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...
//-->