//--> //--> //--> //-->
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
Intraday Stock Returns Pattern...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
333
Volatilität
333
Theorie
169
Theory
169
Estimation theory
158
Schätztheorie
158
Capital income
142
Kapitaleinkommen
142
Estimation
136
Schätzung
136
Time series analysis
121
Zeitreihenanalyse
121
Börsenkurs
111
Share price
110
Stochastic process
107
Stochastischer Prozess
107
Forecasting model
83
Prognoseverfahren
83
ARCH model
70
ARCH-Modell
70
Market microstructure
49
Marktmikrostruktur
49
Nichtparametrisches Verfahren
49
Nonparametric statistics
49
Option pricing theory
42
Optionspreistheorie
42
Statistical distribution
41
Statistische Verteilung
41
CAPM
39
Portfolio selection
35
Portfolio-Management
35
Stochastic volatility
34
USA
34
United States
34
High-frequency data
31
Correlation
30
Korrelation
30
Noise Trading
30
Noise trading
30
Regression analysis
30
more ...
less ...
Online availability
All
Undetermined
231
Free
4
Type of publication
All
Article
427
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
427
Aufsatz in Zeitschrift
427
Collection of articles of several authors
3
Sammelwerk
3
Conference proceedings
1
Konferenzschrift
1
Language
All
English
428
Undetermined
1
Author
All
Bollerslev, Tim
20
Todorov, Viktor
19
Tauchen, George Eugene
16
Andersen, Torben
13
Aït-Sahalia, Yacine
12
Xiu, Dacheng
11
McAleer, Michael
9
Meddahi, Nour
9
Taylor, Robert
9
Li, Jia
8
Mykland, Per A.
8
Patton, Andrew J.
8
Cavaliere, Giuseppe
7
Li, Yingying
7
Shephard, Neil G.
7
Francq, Christian
6
Gallant, A. Ronald
6
Ghysels, Eric
6
Kim, Donggyu
6
Asai, Manabu
5
Bandi, Federico M.
5
Diebold, Francis X.
5
Gouriéroux, Christian
5
Hallin, Marc
5
Linton, Oliver
5
Rahbek, Anders
5
Timmermann, Allan
5
Zakoïan, Jean-Michel
5
Zhang, Lan
5
Zhou, Hao
5
Barigozzi, Matteo
4
Boswijk, Herman Peter
4
Corradi, Valentina
4
Demetrescu, Matei
4
Engle, Robert F.
4
Fan, Jianqing
4
Jasiak, Joann
4
Koopman, Siem Jan
4
Maheu, John M.
4
Park, Joon Y.
4
more ...
less ...
Institution
All
Conference on Realized Volatility <2006, Montréal>
1
Published in...
All
Journal of econometrics
NBER working paper series
1,619
Finance research letters
1,563
Working paper / National Bureau of Economic Research, Inc.
1,491
Journal of banking & finance
1,239
NBER Working Paper
1,216
International review of financial analysis
1,194
The journal of finance : the journal of the American Finance Association
984
Journal of financial economics
966
Applied economics
902
International review of economics & finance : IREF
875
Applied financial economics
873
Energy economics
835
Pacific-Basin finance journal
822
Applied economics letters
745
Research in international business and finance
689
Journal of empirical finance
680
Journal of financial and quantitative analysis : JFQA
671
The review of financial studies
668
Journal of international financial markets, institutions & money
635
The North American journal of economics and finance : a journal of financial economics studies
635
Discussion paper / Centre for Economic Policy Research
631
Economic modelling
625
MPRA Paper
617
Economics letters
597
The journal of futures markets
560
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
519
Review of quantitative finance and accounting
517
The European journal of finance
512
Working paper
471
Journal of international money and finance
470
International journal of economics and finance
430
Journal of risk and financial management : JRFM
424
CESifo working papers
409
IMF Working Papers
395
Research paper series / Swiss Finance Institute
395
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
356
International journal of economics and financial issues : IJEFI
351
Journal of financial markets
351
International journal of theoretical and applied finance
342
more ...
less ...
Source
All
ECONIS (ZBW)
429
Showing
1
-
10
of
429
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Testing for mutually exciting jumps and financial flights in high frequency data
Dungey, Mardi H.
;
Erdemlioglu, Deniz
;
Matei, Marius
; …
- In:
Journal of econometrics
202
(
2018
)
1
,
pp. 18-44
Persistent link: https://www.econbiz.de/10011974551
Saved in:
3
Climate risks and market efficiency
Hong, Harrison G.
;
Li, Frank Weikai
;
Xu, Jiangmin
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 265-281
Persistent link: https://www.econbiz.de/10012144990
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
Moments, shocks and spillovers in Markov-switching VAR models
Kole, Erik
;
Dijk, Dick van
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365495
Saved in:
6
Stock co-jump networks
Ding, Yi
;
Li, Yingying
;
Liu, Guoli
;
Zheng, Xinghua
- In:
Journal of econometrics
239
(
2024
)
2
,
pp. 1-12
Persistent link: https://www.econbiz.de/10015074466
Saved in:
7
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:
8
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:
9
Multivariate rotated ARCH models
Noureldin, Diaa
;
Shephard, Neil G.
;
Sheppard, Kevin
- In:
Journal of econometrics
179
(
2014
)
1
,
pp. 16-30
Persistent link: https://www.econbiz.de/10010258286
Saved in:
10
Volatility
activity : specification and estimation
Todorov, Viktor
;
Tauchen, George Eugene
;
Grynkiv, Iaryna
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 180-193
Persistent link: https://www.econbiz.de/10010255447
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...
//-->