//--> //--> //--> //-->
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
Does Cross-Listing Benefit the...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
321
Volatilität
321
Theorie
142
Theory
142
Estimation theory
126
Schätztheorie
126
Estimation
109
Schätzung
109
Stochastic process
107
Stochastischer Prozess
107
Time series analysis
106
Zeitreihenanalyse
106
Capital income
75
Kapitaleinkommen
75
ARCH model
71
ARCH-Modell
71
Börsenkurs
68
Share price
68
Forecasting model
53
Prognoseverfahren
53
Statistical distribution
46
Statistische Verteilung
46
Nichtparametrisches Verfahren
44
Nonparametric statistics
44
Market microstructure
41
Marktmikrostruktur
41
Risikomaß
41
Risk measure
41
Option pricing theory
39
Optionspreistheorie
39
Stochastic volatility
34
High-frequency data
26
Noise Trading
26
Noise trading
26
Bayes-Statistik
25
Bayesian inference
25
CAPM
24
Portfolio selection
24
Portfolio-Management
24
USA
24
more ...
less ...
Online availability
All
Undetermined
184
Type of publication
All
Article
352
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
353
Aufsatz in Zeitschrift
353
Collection of articles of several authors
2
Sammelwerk
2
Conference paper
1
Conference proceedings
1
Konferenzbeitrag
1
Konferenzschrift
1
more ...
less ...
Language
All
English
354
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
Mykland, Per A.
8
Patton, Andrew J.
8
Xiu, Dacheng
8
Li, Jia
7
Cavaliere, Giuseppe
6
Ghysels, Eric
6
Gouriéroux, Christian
6
Kim, Donggyu
6
Shephard, Neil G.
6
Asai, Manabu
5
Francq, Christian
5
Gallant, A. Ronald
5
Hallin, Marc
5
Jasiak, Joann
5
Li, Yingying
5
Taylor, Robert
5
Zakoïan, Jean-Michel
5
Zhou, Hao
5
Barigozzi, Matteo
4
Boswijk, Herman Peter
4
Calvet, Laurent E.
4
Chang, Chia-Lin
4
Fan, Jianqing
4
Koopman, Siem Jan
4
Linton, Oliver
4
Maheu, John M.
4
Park, Joon Y.
4
Rahbek, Anders
4
Renault, Eric
4
Renò, Roberto
4
Yu, Jun
4
Zhu, Ke
4
Bandi, Federico M.
3
more ...
less ...
Institution
All
Conference on Realized Volatility <2006, Montréal>
1
Published in...
All
Journal of econometrics
Finance research letters
677
Energy economics
651
Journal of banking & finance
555
NBER working paper series
521
Working paper / National Bureau of Economic Research, Inc.
497
International review of financial analysis
492
NBER Working Paper
441
Applied economics
435
Economic modelling
406
International review of economics & finance : IREF
405
The journal of futures markets
370
The North American journal of economics and finance : a journal of financial economics studies
362
Journal of empirical finance
309
Applied economics letters
299
Research in international business and finance
296
International journal of theoretical and applied finance
287
Working paper
284
Applied financial economics
283
Economics letters
273
Journal of international financial markets, institutions & money
273
Discussion paper / Centre for Economic Policy Research
267
Discussion paper / Tinbergen Institute
261
Insurance / Mathematics & economics
261
Journal of international money and finance
247
Journal of risk and financial management : JRFM
242
Quantitative finance
239
Journal of financial economics
213
Pacific-Basin finance journal
207
Risks : open access journal
204
MPRA Paper
202
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
198
European journal of operational research : EJOR
197
The European journal of finance
197
CESifo working papers
196
International journal of forecasting
186
Journal of economic dynamics & control
182
International Journal of Energy Economics and Policy : IJEEP
173
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
173
Journal of forecasting
162
more ...
less ...
Source
All
ECONIS (ZBW)
354
Showing
1
-
10
of
354
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
Time-varying jump tails
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of econometrics
183
(
2014
)
2
,
pp. 168-180
Persistent link: https://www.econbiz.de/10010506069
Saved in:
4
Empirical evidence on the importance of aggregation, asymmetry, and jumps for
volatility
prediction
Duong, Diep
;
Swanson, Norman R.
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 606-621
Persistent link: https://www.econbiz.de/10011499786
Saved in:
5
Regime switching dynamic correlations for asymmetric and fat-tailed conditional returns
Paolella, Marc S.
;
Polak, Pawel
;
Walker, Patrick S.
- In:
Journal of econometrics
213
(
2019
)
2
,
pp. 493-515
Persistent link: https://www.econbiz.de/10012304579
Saved in:
6
Estimation risk for the VaR of portfolios driven by semi-parametric multivariate models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
205
(
2018
)
2
,
pp. 381-401
Persistent link: https://www.econbiz.de/10012110307
Saved in:
7
ß in the tails
Bandi, Federico M.
;
Renò, Roberto
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 134-150
Persistent link: https://www.econbiz.de/10013441641
Saved in:
8
Efficient estimation of high-dimensional dynamic covariance by risk factor mapping : applications for financial risk management
So, Mike Ka-pui
;
Chan, Thomas W. C.
;
Chu, Amanda M. Y.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 151-167
Persistent link: https://www.econbiz.de/10013441642
Saved in:
9
Nonparametric estimation of conditional VaR and expected shortfall
Cai, Zongwu
;
Wang, Xian
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 120-130
Persistent link: https://www.econbiz.de/10003783792
Saved in:
10
Dynamic quantile models
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 198-205
Persistent link: https://www.econbiz.de/10003783800
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...
//-->