//--> //--> //--> //-->
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
Term structures of implied vol...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
321
Volatilität
321
Theorie
147
Theory
147
Estimation theory
120
Schätztheorie
120
Estimation
110
Schätzung
110
Time series analysis
106
Zeitreihenanalyse
106
Stochastic process
105
Stochastischer Prozess
105
Capital income
75
Kapitaleinkommen
75
Börsenkurs
67
Share price
67
ARCH model
66
ARCH-Modell
66
Forecasting model
59
Prognoseverfahren
59
Yield curve
51
Zinsstruktur
51
Nichtparametrisches Verfahren
42
Nonparametric statistics
42
Market microstructure
41
Marktmikrostruktur
41
Option pricing theory
40
Optionspreistheorie
40
Statistical distribution
34
Statistische Verteilung
34
Stochastic volatility
34
USA
34
United States
34
Noise Trading
26
Noise trading
26
CAPM
25
High-frequency data
25
Bayes-Statistik
24
Bayesian inference
24
Bootstrap approach
19
more ...
less ...
Online availability
All
Undetermined
174
Type of publication
All
Article
363
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
364
Aufsatz in Zeitschrift
364
Collection of articles of several authors
2
Sammelwerk
2
Conference proceedings
1
Konferenzschrift
1
Language
All
English
365
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
Diebold, Francis X.
6
Ghysels, Eric
6
Gouriéroux, Christian
6
Kim, Donggyu
6
Shephard, Neil G.
6
Asai, Manabu
5
Carriero, Andrea
5
Gallant, A. Ronald
5
Hallin, Marc
5
Li, Yingying
5
Linton, Oliver
5
Renò, Roberto
5
Taylor, Robert
5
Zhou, Hao
5
Barigozzi, Matteo
4
Boswijk, Herman Peter
4
Engle, Robert F.
4
Fan, Jianqing
4
Francq, Christian
4
Jasiak, Joann
4
Maheu, John M.
4
Monfort, Alain
4
Nielsen, Morten Ørregaard
4
Park, Joon Y.
4
Rahbek, Anders
4
Renault, Eric
4
Yu, Jun
4
Zaffaroni, Paolo
4
more ...
less ...
Institution
All
Conference on Realized Volatility <2006, Montréal>
1
Published in...
All
Journal of econometrics
NBER working paper series
752
Finance research letters
708
Working paper / National Bureau of Economic Research, Inc.
690
Energy economics
664
NBER Working Paper
616
Journal of banking & finance
571
International review of financial analysis
484
Applied economics
462
International review of economics & finance : IREF
449
Economic modelling
403
The journal of futures markets
400
Working paper
377
The North American journal of economics and finance : a journal of financial economics studies
371
Discussion paper / Centre for Economic Policy Research
369
International journal of theoretical and applied finance
339
Journal of international money and finance
338
Economics letters
331
Applied financial economics
325
Journal of empirical finance
324
MPRA Paper
322
Applied economics letters
321
Research in international business and finance
316
Journal of financial economics
293
Journal of international financial markets, institutions & money
293
IMF working papers
262
Discussion paper / Tinbergen Institute
254
Working Paper
249
CESifo working papers
246
Journal of risk and financial management : JRFM
226
Research paper series / Swiss Finance Institute
226
ECB Working Paper
225
Journal of economic dynamics & control
217
Quantitative finance
215
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
210
Working paper series / European Central Bank
210
The European journal of finance
203
The review of financial studies
198
Finance and economics discussion series
197
Pacific-Basin finance journal
194
more ...
less ...
Source
All
ECONIS (ZBW)
365
Showing
1
-
10
of
365
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Realized jumps on financial markets and predicting credit spreads
Tauchen, George Eugene
;
Zhou, Hao
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 102-118
Persistent link: https://www.econbiz.de/10009242533
Saved in:
2
Estimation of affine term structure models with spanned or unspanned stochastic volatility
Creal, Drew
;
Wu, Jing Cynthia
- In:
Journal of econometrics
185
(
2015
)
1
,
pp. 60-81
Persistent link: https://www.econbiz.de/10011339903
Saved in:
3
Asymptotically distribution-free tests for the volatility function of a diffusion
Chen, Qiang
;
Zheng, Xu
;
Pan, Zhiyuan
- In:
Journal of econometrics
184
(
2015
)
1
,
pp. 124-144
Persistent link: https://www.econbiz.de/10011326801
Saved in:
4
Pricing with finite dimensional dependence
Gouriéroux, Christian
;
Monfort, Alain
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 408-417
Persistent link: https://www.econbiz.de/10011499694
Saved in:
5
The surprise element: jumps in interest rates
Das, Sanjiv R.
- In:
Journal of econometrics
106
(
2002
)
1
,
pp. 27-65
Persistent link: https://www.econbiz.de/10001633688
Saved in:
6
Purebred or hybrid? : reproducing the volatility in term structure dynamics
Ahn, Dong-Hyun
;
Dittmar, Robert F.
;
Gallant, A. Ronald
; …
- In:
Journal of econometrics
116
(
2003
)
1/2
,
pp. 147-180
Persistent link: https://www.econbiz.de/10001772146
Saved in:
7
The term structure of equity and variance risk premia
Aït-Sahalia, Yacine
;
Karamann, Mustafa
;
Mancini, Loriano
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 204-230
Persistent link: https://www.econbiz.de/10012483319
Saved in:
8
Nonparametric estimation of jump diffusion models
Park, Joon Y.
;
Wang, Bin
- In:
Journal of econometrics
222
(
2021
)
1,3
,
pp. 688-715
Persistent link: https://www.econbiz.de/10012619778
Saved in:
9
Global yield curve dynamics and interactions : a dynamic Nelson-Siegel approach
Diebold, Francis X.
;
Li, Canlin
;
Yue, Vivian Z.
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 351-363
Persistent link: https://www.econbiz.de/10003782998
Saved in:
10
Forecasting the yield curve in a data-rich environment : a no-arbitrage factor-augmented VAR approach
Mönch, Emanuel
- In:
Journal of econometrics
146
(
2008
)
1
,
pp. 26-43
Persistent link: https://www.econbiz.de/10003778196
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...
//-->