//--> //--> //--> //-->
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
Markets and Jungles
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
321
Volatilität
321
Theorie
125
Theory
125
Estimation theory
116
Schätztheorie
116
Stochastic process
104
Stochastischer Prozess
104
Estimation
102
Schätzung
102
Time series analysis
100
Zeitreihenanalyse
100
Capital income
70
Kapitaleinkommen
70
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
Noise trading
26
High-frequency data
25
CAPM
24
USA
24
United States
24
Bayes-Statistik
23
Bayesian inference
23
Bootstrap approach
18
Bootstrap-Verfahren
18
Markov chain
18
more ...
less ...
Online availability
All
Undetermined
165
Type of publication
All
Article
321
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
322
Aufsatz in Zeitschrift
322
Collection of articles of several authors
2
Sammelwerk
2
Conference proceedings
1
Konferenzschrift
1
Language
All
English
323
Author
All
Bollerslev, Tim
19
Todorov, Viktor
17
Tauchen, George Eugene
15
Andersen, Torben
12
Aït-Sahalia, Yacine
11
McAleer, Michael
9
Meddahi, Nour
8
Xiu, Dacheng
8
Li, Jia
7
Mykland, Per A.
7
Patton, Andrew J.
7
Cavaliere, Giuseppe
6
Ghysels, Eric
6
Kim, Donggyu
6
Shephard, Neil G.
6
Asai, Manabu
5
Gallant, A. Ronald
5
Gouriéroux, Christian
5
Hallin, Marc
5
Li, Yingying
5
Taylor, Robert
5
Zhou, Hao
5
Barigozzi, Matteo
4
Boswijk, Herman Peter
4
Francq, Christian
4
Jasiak, Joann
4
Linton, Oliver
4
Maheu, John M.
4
Park, Joon Y.
4
Rahbek, Anders
4
Renault, Eric
4
Renò, Roberto
4
Yu, Jun
4
Zakoïan, Jean-Michel
4
Bandi, Federico M.
3
Calvet, Laurent E.
3
Carriero, Andrea
3
Chang, Chia-Lin
3
Christensen, Kim
3
Clark, Todd E.
3
more ...
less ...
Institution
All
Conference on Realized Volatility <2006, Montréal>
1
Published in...
All
Journal of econometrics
MPRA Paper
1,047
IZA Discussion Papers
1,028
Energy economics
654
Finance research letters
596
Discussion paper series / IZA
551
NBER working paper series
520
Working paper
494
Working paper / National Bureau of Economic Research, Inc.
481
CESifo working papers
477
Policy Research Working Paper Series
465
CESifo Working Paper
446
NBER Working Paper
423
International review of financial analysis
420
Applied economics
413
Journal of banking & finance
380
International review of economics & finance : IREF
379
Economic modelling
370
The journal of futures markets
361
Working Paper
331
CESifo Working Paper Series
328
The North American journal of economics and finance : a journal of financial economics studies
325
Discussion paper / Tinbergen Institute
320
CEPR Discussion Papers
319
Applied economics letters
292
Economics letters
285
WIDER Working Paper
274
Applied financial economics
267
Journal of empirical finance
267
Research in international business and finance
258
Working paper / World Institute for Development Economics Research
254
Discussion paper / Centre for Economic Policy Research
253
IZA Discussion Paper
252
International journal of theoretical and applied finance
245
Journal of international money and finance
242
Journal of international financial markets, institutions & money
240
Discussion Paper / Tilburg University, Center for Economic Research
219
Discussion papers / CEPR
217
Journal of risk and financial management : JRFM
203
IMF working papers
194
more ...
less ...
Source
All
ECONIS (ZBW)
323
Showing
1
-
10
of
323
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Parental beliefs about returns to child health investments
Biroli, Pietro
;
Boneva, Teodora
;
Raja, Akash
;
Rauh, …
- In:
Journal of econometrics
231
(
2022
)
1
,
pp. 33-57
Persistent link: https://www.econbiz.de/10013441969
Saved in:
2
Social connections and the sorting of workers to firms
Eliason, Marcus
;
Hensvik, Lena
;
Kramarz, Francis
; …
- In:
Journal of econometrics
233
(
2023
)
2
,
pp. 468-506
Persistent link: https://www.econbiz.de/10014362651
Saved in:
3
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:
4
Realized
volatility
forecasting and option pricing
Bandi, Federico M.
;
Russell, Jeffrey R.
;
Yang, Chen
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 34-46
Persistent link: https://www.econbiz.de/10003783782
Saved in:
5
Estimating quadratic variation consistently in the presence of endogenous and diurnal measurement error
Kalnina, Ilze
;
Linton, Oliver
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 47-59
Persistent link: https://www.econbiz.de/10003783783
Saved in:
6
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:
7
Testing for a change in persistence in the presence of non-stationary
volatility
Cavaliere, Giuseppe
;
Taylor, Robert
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 84-98
Persistent link: https://www.econbiz.de/10003783787
Saved in:
8
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:
9
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:
10
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:
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...
//-->