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
Volatility spillover among sec...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Estimation
499
Schätzung
495
Estimation theory
384
Schätztheorie
384
Theorie
349
Theory
349
Volatility
333
Volatilität
333
Time series analysis
225
Zeitreihenanalyse
225
ARCH model
151
ARCH-Modell
151
Nichtparametrisches Verfahren
148
Nonparametric statistics
148
Capital income
142
Kapitaleinkommen
142
Forecasting model
127
Prognoseverfahren
127
Stochastic process
122
Stochastischer Prozess
122
Regression analysis
115
Regressionsanalyse
115
Börsenkurs
111
Share price
110
Panel
109
Panel study
109
Structural break
86
Strukturbruch
86
Statistical test
78
Statistischer Test
78
USA
75
United States
75
Statistical distribution
68
Statistische Verteilung
68
Bayes-Statistik
58
Bayesian inference
58
Factor analysis
57
Faktorenanalyse
57
Market microstructure
50
Marktmikrostruktur
50
more ...
less ...
Online availability
All
Undetermined
488
Free
11
Type of publication
All
Article
931
Book / Working Paper
4
Type of publication (narrower categories)
All
Article in journal
931
Aufsatz in Zeitschrift
931
Conference paper
9
Konferenzbeitrag
9
Collection of articles of several authors
5
Sammelwerk
5
Conference proceedings
1
Konferenzschrift
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
934
Undetermined
1
Author
All
Bollerslev, Tim
21
Todorov, Viktor
19
Tauchen, George Eugene
18
Taylor, Robert
16
Linton, Oliver
14
Andersen, Torben
13
Aït-Sahalia, Yacine
13
Francq, Christian
13
Ghysels, Eric
11
Su, Liangjun
11
Xiu, Dacheng
11
McAleer, Michael
10
Phillips, Peter C. B.
10
Diebold, Francis X.
9
Gallant, A. Ronald
9
Gouriéroux, Christian
9
Leybourne, Stephen James
9
Meddahi, Nour
9
Perron, Pierre
9
Shephard, Neil G.
9
Zakoïan, Jean-Michel
9
Li, Jia
8
Li, Yingying
8
Mykland, Per A.
8
Park, Joon Y.
8
Patton, Andrew J.
8
Timmermann, Allan
8
Bai, Jushan
7
Cavaliere, Giuseppe
7
Corradi, Valentina
7
Gao, Jiti
7
Hong, Yongmiao
7
Koop, Gary
7
Pesaran, M. Hashem
7
Rahbek, Anders
7
Andreou, Elena
6
Baltagi, Badi H.
6
Harvey, David I.
6
Kapetanios, George
6
Kim, Donggyu
6
more ...
less ...
Institution
All
Conference on Realized Volatility <2006, Montréal>
1
Published in...
All
Journal of econometrics
Working paper / National Bureau of Economic Research, Inc.
4,007
NBER working paper series
3,874
NBER Working Paper
3,335
Discussion paper series / IZA
3,181
Applied economics
2,612
Discussion paper / Centre for Economic Policy Research
2,077
Finance research letters
1,848
Applied economics letters
1,820
CESifo working papers
1,802
IZA Discussion Papers
1,631
Journal of banking & finance
1,536
Working paper
1,415
Economic modelling
1,406
Economics letters
1,406
IZA Discussion Paper
1,390
International review of financial analysis
1,369
Energy economics
1,351
International review of economics & finance : IREF
1,215
Applied financial economics
1,143
The journal of finance : the journal of the American Finance Association
1,134
Journal of financial economics
1,075
Discussion paper
962
Journal of international money and finance
906
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
892
Pacific-Basin finance journal
881
CESifo Working Paper
859
Research in international business and finance
828
The North American journal of economics and finance : a journal of financial economics studies
809
Journal of international financial markets, institutions & money
789
Journal of empirical finance
783
The review of financial studies
773
Journal of financial and quantitative analysis : JFQA
763
IMF working papers
761
Discussion papers / CEPR
734
Discussion paper / Tinbergen Institute
723
The journal of futures markets
685
CESifo Working Paper Series
655
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
645
International journal of economics and finance
622
more ...
less ...
Source
All
ECONIS (ZBW)
935
Showing
1
-
10
of
935
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
COMFORT: a common market factor non-Gaussian returns model
Paolella, Marc S.
;
Polak, Pawel
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 593-605
Persistent link: https://www.econbiz.de/10011499783
Saved in:
2
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:
3
Stock return and cash flow predictability : the role of
volatility
risk
Bollerslev, Tim
;
Xu, Lai
;
Zhou, Hao
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 458-471
Persistent link: https://www.econbiz.de/10011499728
Saved in:
4
Incorporating overnight and intraday returns into multivariate
GARCH
volatility
models
Dhaene, Geert
;
Wu, Jianbin
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 471-495
Persistent link: https://www.econbiz.de/10012482817
Saved in:
5
A simple joint model for returns,
volatility
and
volatility
of
volatility
Ding, Yashuang
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 521-543
Persistent link: https://www.econbiz.de/10014340096
Saved in:
6
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:
7
Threshold models in time series analysis : some reflections
Tong, Howell
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 485-491
Persistent link: https://www.econbiz.de/10011504634
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
Option pricing with non-Gaussian scaling and infinite-state switching
volatility
Baldovin, Fulvio
;
Caporin, Massimiliano
;
Caraglio, Michele
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 486-497
Persistent link: https://www.econbiz.de/10011499748
Saved in:
10
Factor
GARCH
-Itô models for high-frequency data with application to large
volatility
matrix prediction
Kim, Donggyu
;
Fan, Jianqing
- In:
Journal of econometrics
208
(
2019
)
2
,
pp. 395-417
Persistent link: https://www.econbiz.de/10012145042
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...
