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Volatility
333
Volatilität
333
Theorie
167
Theory
167
Estimation theory
157
Schätztheorie
157
Time series analysis
141
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141
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123
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123
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107
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39
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36
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36
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34
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31
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29
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Bollerslev, Tim
20
Todorov, Viktor
18
Tauchen, George Eugene
15
Andersen, Torben
12
Aït-Sahalia, Yacine
12
Taylor, Robert
12
McAleer, Michael
9
Perron, Pierre
9
Ghysels, Eric
8
Leybourne, Stephen James
8
Li, Jia
8
Meddahi, Nour
8
Mykland, Per A.
8
Patton, Andrew J.
8
Xiu, Dacheng
8
Cavaliere, Giuseppe
6
Kim, Donggyu
6
Li, Yingying
6
Shephard, Neil G.
6
Asai, Manabu
5
Clark, Todd E.
5
Gallant, A. Ronald
5
Gouriéroux, Christian
5
Hallin, Marc
5
Harvey, David I.
5
Linton, Oliver
5
Timmermann, Allan
5
Yu, Jun
5
Zhou, Hao
5
Andreou, Elena
4
Bai, Jushan
4
Barigozzi, Matteo
4
Boswijk, Herman Peter
4
Corradi, Valentina
4
Francq, Christian
4
Hendry, David F.
4
Jasiak, Joann
4
Maheu, John M.
4
Park, Joon Y.
4
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4
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Conference on Realized Volatility <2006, Montréal>
1
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Journal of econometrics
NBER working paper series
1,364
Working paper / National Bureau of Economic Research, Inc.
1,271
NBER Working Paper
1,139
Discussion paper / Centre for Economic Policy Research
933
IMF working papers
889
Applied economics
790
Energy economics
774
Journal of international money and finance
720
Finance research letters
699
Working paper
677
IMF Working Papers
636
Economic modelling
598
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580
International review of economics & finance : IREF
525
Economics letters
488
Journal of banking & finance
488
International review of financial analysis
481
Applied economics letters
477
CESifo working papers
477
The North American journal of economics and finance : a journal of financial economics studies
423
MPRA Paper
416
Policy research working paper : WPS
393
The journal of futures markets
382
Intereconomics : review of European economic policy
378
Research in international business and finance
372
Applied financial economics
361
Journal of international financial markets, institutions & money
354
Discussion paper / Tinbergen Institute
317
Discussion paper series / IZA
305
Journal of international economics
305
Journal of empirical finance
304
Economic systems
294
IMF Staff Country Reports
286
Europäische Hochschulschriften / 5
273
International journal of finance & economics : IJFE
272
SpringerLink / Bücher
271
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271
International Journal of Energy Economics and Policy : IJEEP
261
International journal of theoretical and applied finance
261
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ECONIS (ZBW)
430
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1
Powerful tests for structural changes in
volatility
Xu, Ke-li
- In:
Journal of econometrics
173
(
2013
)
1
,
pp. 126-142
Persistent link: https://www.econbiz.de/10009719626
Saved in:
2
Modelling structural breaks, long memory and stock market
volatility
: an overview
Banerjee, Anindya
(
contributor
);
Urga, Giovanni
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003172637
Saved in:
3
Modelling structural breaks, long memory and stock market
volatility
: an overview
Banerjee, Anindya
;
Urga, Giovanni
- In:
Journal of econometrics
129
(
2005
)
1/2
,
pp. 1-34
Persistent link: https://www.econbiz.de/10003172659
Saved in:
4
Level shift estimation in the presence of non-stationary
volatility
with an application to the unit root testing problem
Harris, David
;
Kew, Hsein
;
Taylor, Robert
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 354-388
Persistent link: https://www.econbiz.de/10012483394
Saved in:
5
Testing for parameter instability and structural change in persistent predictive regressions
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 361-386
Persistent link: https://www.econbiz.de/10013464808
Saved in:
6
A Gaussian approximation scheme for computation of option prices in stochastic
volatility
models
Cheng, Ai-ru Meg
;
Gallant, A. Ronald
;
Ji, Chuanshu
; …
- In:
Journal of econometrics
146
(
2008
)
1
,
pp. 44-58
Persistent link: https://www.econbiz.de/10003778206
Saved in:
7
A semiparametric GARCH model for foreign exchange
volatility
Yang, Lijian
- In:
Journal of econometrics
130
(
2006
)
2
,
pp. 365-384
Persistent link: https://www.econbiz.de/10003277973
Saved in:
8
The role of implied
volatility
in forecasting future realized
volatility
and jumps in foreign exchange, stock, and bond markets
Busch, Thomas
;
Christensen, Bent Jesper
;
Nielsen, …
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 48-57
Persistent link: https://www.econbiz.de/10009242554
Saved in:
9
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:
10
Volatility
comovement: a multifrequency approach
Calvet, Laurent E.
;
Fisher, Adlai
;
Thompson, Samuel B.
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 179-215
Persistent link: https://www.econbiz.de/10003298573
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