//--> //--> //--> //-->
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
Abnormal Trading Volume and th...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Capital income
137
Kapitaleinkommen
137
Volatility
74
Volatilität
74
Theorie
57
Theory
57
Estimation
54
Schätzung
54
Estimation theory
46
Schätztheorie
46
Börsenkurs
45
Forecasting model
45
Prognoseverfahren
45
Share price
45
Time series analysis
38
Zeitreihenanalyse
38
Portfolio selection
23
Portfolio-Management
23
ARCH model
22
ARCH-Modell
22
CAPM
20
Stochastic process
19
Stochastischer Prozess
19
Regression analysis
18
Regressionsanalyse
18
Correlation
17
Korrelation
17
Market microstructure
17
Marktmikrostruktur
17
High-frequency data
15
Risikoprämie
15
Risk premium
15
Factor analysis
13
Faktorenanalyse
13
Statistical distribution
12
Statistische Verteilung
12
Nichtparametrisches Verfahren
11
Nonparametric statistics
11
USA
10
United States
10
more ...
less ...
Online availability
All
Undetermined
90
Type of publication
All
Article
140
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
141
Aufsatz in Zeitschrift
141
Collection of articles of several authors
1
Conference proceedings
1
Konferenzschrift
1
Sammelwerk
1
Language
All
English
141
Author
All
Todorov, Viktor
9
Bollerslev, Tim
8
Andersen, Torben
6
Tauchen, George Eugene
6
Xiu, Dacheng
6
Meddahi, Nour
5
Mykland, Per A.
5
Demetrescu, Matei
4
Rodrigues, Paulo M. M.
4
Shephard, Neil G.
4
Taylor, Robert
4
Aït-Sahalia, Yacine
3
Bandi, Federico M.
3
Diebold, Francis X.
3
Li, Yingying
3
Renault, Eric
3
Timmermann, Allan
3
Almeida, Caio
2
Asai, Manabu
2
Bekaert, Geert
2
Garcia, René
2
Georgiev, Iliyan
2
Hautsch, Nikolaus
2
Li, Canlin
2
Li, Jia
2
Liao, Yuan
2
Linton, Oliver
2
McAleer, Michael
2
Paolella, Marc S.
2
Patton, Andrew J.
2
Pelger, Markus
2
Peng, Liang
2
Perron, Benoit
2
Polak, Pawel
2
Sheppard, Kevin
2
Wachter, Jessica
2
Warusawitharana, Missaka
2
Yang, Xiye
2
Zhang, Lan
2
Zheng, Xinghua
2
more ...
less ...
Institution
All
Conference on Realized Volatility <2006, Montréal>
1
Published in...
All
Journal of econometrics
Finance research letters
665
Journal of banking & finance
617
NBER working paper series
610
Working paper / National Bureau of Economic Research, Inc.
585
International review of financial analysis
532
Journal of financial economics
486
NBER Working Paper
459
The journal of finance : the journal of the American Finance Association
411
Journal of empirical finance
406
Pacific-Basin finance journal
401
Applied financial economics
376
International review of economics & finance : IREF
355
Applied economics
326
The review of financial studies
299
Applied economics letters
294
Research in international business and finance
286
Journal of international financial markets, institutions & money
279
The European journal of finance
275
Review of quantitative finance and accounting
267
Journal of financial and quantitative analysis : JFQA
261
The North American journal of economics and finance : a journal of financial economics studies
255
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
226
Economic modelling
202
Management science : journal of the Institute for Operations Research and the Management Sciences
195
Economics letters
192
Discussion paper / Centre for Economic Policy Research
191
International journal of economics and finance
184
Journal of financial markets
184
Energy economics
179
Journal of risk and financial management : JRFM
169
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
166
The journal of real estate finance and economics
165
Investment management and financial innovations
155
Research paper series / Swiss Finance Institute
154
Journal of international money and finance
148
International journal of economics and financial issues : IJEFI
144
The journal of asset management
142
The journal of futures markets
133
Global finance journal
131
more ...
less ...
Source
All
ECONIS (ZBW)
141
Showing
1
-
10
of
141
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modeling the interdependence of volatility and inter-transaction duration processes
Grammig, Joachim
;
Wellner, Marc
- In:
Journal of econometrics
106
(
2002
)
2
,
pp. 369-400
Persistent link: https://www.econbiz.de/10001638904
Saved in:
2
Volume, volatility, and leverage : a dynamic analysis
Tauchen, George Eugene
;
Zhang, Harold
;
Liu, Ming
- In:
Journal of econometrics
74
(
1996
)
1
,
pp. 177-208
Persistent link: https://www.econbiz.de/10001755397
Saved in:
3
A generalized bivariate mixture model for stock price volatility and trading volume
Liesenfeld, Roman
- In:
Journal of econometrics
104
(
2001
)
1
,
pp. 141-178
Persistent link: https://www.econbiz.de/10001589531
Saved in:
4
Option market trading activity and the estimation of the pricing kernel : a Bayesian approach
Barone-Adesi, Giovanni
;
Fusari, Nicola
;
Mira, Antonietta
; …
- In:
Journal of econometrics
216
(
2020
)
2
,
pp. 430-449
Persistent link: https://www.econbiz.de/10012439749
Saved in:
5
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:
6
The common and specific components of dynamic volatility
Connor, Gregory
;
Korajczyk, Robert A.
;
Linton, Oliver
- In:
Journal of econometrics
132
(
2006
)
1
,
pp. 231-255
Persistent link: https://www.econbiz.de/10003320262
Saved in:
7
Monte Carlo methods for estimating, smoothing, and filtering one- and two-factor stochastic volatility models
Durham, Garland B.
- In:
Journal of econometrics
133
(
2006
)
1
,
pp. 273-305
Persistent link: https://www.econbiz.de/10003354577
Saved in:
8
Forecasting the term structure of government bond yields
Diebold, Francis X.
;
Li, Canlin
- In:
Journal of econometrics
130
(
2006
)
2
,
pp. 337-364
Persistent link: https://www.econbiz.de/10003277971
Saved in:
9
Predictable returns and asset allocation : should a skeptical investor time the market?
Wachter, Jessica
;
Warusawitharana, Missaka
- In:
Journal of econometrics
148
(
2009
)
2
,
pp. 162-178
Persistent link: https://www.econbiz.de/10003833758
Saved in:
10
No-arbitrage semi-martingale restrictions for continuous-time volatility models subject to leverage effects, jumps and iid noise : theory and testable distributional implications
Andersen, Torben
;
Bollerslev, Tim
;
Dobrev, Dobrislav
- In:
Journal of econometrics
138
(
2007
)
1
,
pp. 125-180
Persistent link: https://www.econbiz.de/10003451756
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...
//-->