//--> //--> //--> //-->
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
Accounting quality and stock p...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
321
Volatilität
321
Theorie
146
Theory
146
Estimation theory
130
Schätztheorie
130
Estimation
119
Schätzung
119
Time series analysis
109
Zeitreihenanalyse
109
Stochastic process
106
Stochastischer Prozess
106
Börsenkurs
105
Share price
104
Capital income
87
Kapitaleinkommen
87
ARCH model
67
ARCH-Modell
67
Forecasting model
59
Prognoseverfahren
59
Market microstructure
45
Marktmikrostruktur
45
Nichtparametrisches Verfahren
42
Nonparametric statistics
42
Option pricing theory
40
Optionspreistheorie
40
Statistical distribution
36
Statistische Verteilung
36
Stochastic volatility
34
CAPM
30
USA
29
United States
29
High-frequency data
27
Noise Trading
27
Noise trading
27
Bayes-Statistik
24
Bayesian inference
24
Statistical test
22
Statistischer Test
22
Correlation
20
more ...
less ...
Online availability
All
Undetermined
186
Type of publication
All
Article
359
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
359
Aufsatz in Zeitschrift
359
Collection of articles of several authors
3
Sammelwerk
3
Conference proceedings
1
Konferenzschrift
1
Language
All
English
360
Undetermined
1
Author
All
Bollerslev, Tim
19
Todorov, Viktor
17
Tauchen, George Eugene
15
Andersen, Torben
12
Aït-Sahalia, Yacine
11
McAleer, Michael
9
Xiu, Dacheng
9
Meddahi, Nour
8
Li, Jia
7
Mykland, Per A.
7
Patton, Andrew J.
7
Shephard, Neil G.
7
Taylor, Robert
7
Cavaliere, Giuseppe
6
Ghysels, Eric
6
Kim, Donggyu
6
Asai, Manabu
5
Francq, Christian
5
Gallant, A. Ronald
5
Gouriéroux, Christian
5
Hallin, Marc
5
Li, Yingying
5
Zhou, Hao
5
Barigozzi, Matteo
4
Boswijk, Herman Peter
4
Engle, Robert F.
4
Jasiak, Joann
4
Linton, Oliver
4
Maheu, John M.
4
Park, Joon Y.
4
Rahbek, Anders
4
Renault, Eric
4
Renò, Roberto
4
Yang, Xiye
4
Yu, Jun
4
Zakoïan, Jean-Michel
4
Zhang, Lan
4
Andreou, Elena
3
Bandi, Federico M.
3
Calvet, Laurent E.
3
more ...
less ...
Institution
All
Conference on Realized Volatility <2006, Montréal>
1
Published in...
All
Journal of econometrics
Finance research letters
1,227
NBER working paper series
1,090
Working paper / National Bureau of Economic Research, Inc.
1,012
International review of financial analysis
939
Journal of banking & finance
907
NBER Working Paper
861
Energy economics
762
International review of economics & finance : IREF
717
The journal of finance : the journal of the American Finance Association
693
Applied economics
684
Journal of financial economics
683
Pacific-Basin finance journal
602
Applied economics letters
590
Applied financial economics
540
The North American journal of economics and finance : a journal of financial economics studies
527
Research in international business and finance
518
Economic modelling
516
The journal of futures markets
516
Review of quantitative finance and accounting
494
Journal of empirical finance
481
Economics letters
470
Discussion paper / Centre for Economic Policy Research
464
The review of financial studies
461
Journal of financial and quantitative analysis : JFQA
459
Journal of international financial markets, institutions & money
457
KoR : internationale und kapitalmarktorientierte Rechnungslegung ; IFRS
405
The accounting review : a publication of the American Accounting Association
403
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
387
Working paper
381
Journal of accounting & economics
358
Accounting, Auditing & Accountability Journal
355
Journal of risk and financial management : JRFM
355
The European journal of finance
349
International journal of economics and financial issues : IJEFI
346
Journal of international money and finance
343
Critical perspectives on accounting : an international journal for social and organizational accountability
335
International journal of economics and finance
330
SpringerLink / Bücher
328
Management science : journal of the Institute for Operations Research and the Management Sciences
312
more ...
less ...
Source
All
ECONIS (ZBW)
361
Showing
1
-
10
of
361
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Does the information content of payout initiations and omissions influence firm risks?
Eije, Johan H. von
;
Goyal, Abhinav
;
Muckley, Cal
- In:
Journal of econometrics
183
(
2014
)
2
,
pp. 222-229
Persistent link: https://www.econbiz.de/10010506054
Saved in:
2
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:
3
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:
4
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:
5
Volatillity forecast comparison using imperfect
volatility
proxies
Patton, Andrew J.
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 246-256
Persistent link: https://www.econbiz.de/10009242521
Saved in:
6
High-frequency returns, jumps and the mixture of normals hypothesis
Fleming, Jeff
;
Paye, Bradley S.
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 119-128
Persistent link: https://www.econbiz.de/10009242531
Saved in:
7
Forecasting multivariate realized stock market
volatility
Bauer, Gregory H.
;
Vorkink, Keith
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 93-101
Persistent link: https://www.econbiz.de/10009242535
Saved in:
8
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:
9
Jump tails, extreme dependencies, and the distribution of stock returns
Bollerslev, Tim
;
Todorov, Viktor
;
Li, Sophia Zhengzi
- In:
Journal of econometrics
172
(
2013
)
2
,
pp. 307-324
Persistent link: https://www.econbiz.de/10009706199
Saved in:
10
Variance trading and market price of variance risk
Bondarenko, Oleg
- In:
Journal of econometrics
180
(
2014
)
1
,
pp. 81-97
Persistent link: https://www.econbiz.de/10010379480
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...
//-->