//--> //--> //--> //-->
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
Testing the Implied Volatility...
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
135
Schätztheorie
135
Estimation
119
Schätzung
119
Stochastic process
114
Stochastischer Prozess
114
Time series analysis
113
Zeitreihenanalyse
113
Capital income
77
Kapitaleinkommen
77
Börsenkurs
72
Share price
72
Option pricing theory
69
Optionspreistheorie
69
ARCH model
68
ARCH-Modell
68
Forecasting model
63
Prognoseverfahren
63
Nichtparametrisches Verfahren
56
Nonparametric statistics
56
Yield curve
51
Zinsstruktur
51
Market microstructure
44
Marktmikrostruktur
44
Statistical distribution
41
Statistische Verteilung
41
USA
40
United States
40
Stochastic volatility
34
Noise Trading
29
Noise trading
29
High-frequency data
28
CAPM
27
Bayes-Statistik
26
Bayesian inference
26
Derivat
24
more ...
less ...
Online availability
All
Undetermined
198
Free
2
Type of publication
All
Article
424
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
425
Aufsatz in Zeitschrift
425
Collection of articles of several authors
3
Sammelwerk
3
Conference paper
2
Konferenzbeitrag
2
Conference proceedings
1
Konferenzschrift
1
more ...
less ...
Language
All
English
426
Undetermined
1
Author
All
Bollerslev, Tim
20
Todorov, Viktor
18
Tauchen, George Eugene
15
Aït-Sahalia, Yacine
14
Andersen, Torben
12
McAleer, Michael
10
Ghysels, Eric
9
Gouriéroux, Christian
8
Li, Jia
8
Meddahi, Nour
8
Mykland, Per A.
8
Patton, Andrew J.
8
Xiu, Dacheng
8
Diebold, Francis X.
7
Cavaliere, Giuseppe
6
Kim, Donggyu
6
Li, Yingying
6
Monfort, Alain
6
Renault, Eric
6
Shephard, Neil G.
6
Asai, Manabu
5
Carriero, Andrea
5
Gallant, A. Ronald
5
Hallin, Marc
5
Linton, Oliver
5
Renò, Roberto
5
Taylor, Robert
5
Zhou, Hao
5
Barigozzi, Matteo
4
Boswijk, Herman Peter
4
Chang, Chia-Lin
4
Duan, Jin-Chuan
4
Engle, Robert F.
4
Fan, Jianqing
4
Francq, Christian
4
Garcia, René
4
Jasiak, Joann
4
Maheu, John M.
4
Nielsen, Morten Ørregaard
4
Park, Joon Y.
4
more ...
less ...
Institution
All
Conference on Realized Volatility <2006, Montréal>
1
Published in...
All
Journal of econometrics
Statens offentliga utredningar : SOU
2,586
Journal of banking & finance
1,903
NBER working paper series
1,404
Working paper / National Bureau of Economic Research, Inc.
1,241
Finance research letters
1,159
NBER Working Paper
1,115
The journal of futures markets
1,022
Applied economics
845
Energy economics
838
Discussion paper / Centre for Economic Policy Research
790
International review of financial analysis
774
Ekonomisk debatt
750
International journal of theoretical and applied finance
715
Die Bank
704
International review of economics & finance : IREF
700
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
663
IMF working papers
661
Economic modelling
654
Working Paper
638
Working paper
637
Journal of financial economics
614
Research in international business and finance
599
Journal of international financial markets, institutions & money
576
Applied economics letters
569
Economics letters
563
Applied financial economics
554
The North American journal of economics and finance : a journal of financial economics studies
536
Journal of international money and finance
522
The journal of finance : the journal of the American Finance Association
459
CESifo working papers
454
Working paper series / European Central Bank
446
Euromoney
443
ECB Working Paper
434
Finance and economics discussion series
430
The European journal of finance
429
Journal of empirical finance
420
Journal of financial stability
419
Journal of economic dynamics & control
410
SpringerLink / Bücher
409
more ...
less ...
Source
All
ECONIS (ZBW)
427
Showing
1
-
10
of
427
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Pricing with finite dimensional dependence
Gouriéroux, Christian
;
Monfort, Alain
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 408-417
Persistent link: https://www.econbiz.de/10011499694
Saved in:
2
Resolution of policy uncertainty and sudden declines in
volatility
Amengual, Dante
;
Xiu, Dacheng
- In:
Journal of econometrics
203
(
2018
)
2
,
pp. 297-315
Persistent link: https://www.econbiz.de/10011974676
Saved in:
3
Pricing default events : surprise, exogeneity and contagion
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
- In:
Journal of econometrics
182
(
2014
)
2
,
pp. 397-411
Persistent link: https://www.econbiz.de/10010497742
Saved in:
4
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:
5
Hermite polynomial based expansion of European option prices
Xiu, Dacheng
- In:
Journal of econometrics
179
(
2014
)
2
,
pp. 158-177
Persistent link: https://www.econbiz.de/10010372651
Saved in:
6
Learning, confidence, and option prices
Shaliastovich, Ivan
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 18-42
Persistent link: https://www.econbiz.de/10011498730
Saved in:
7
Model-based pricing for financial derivatives
Zhu, Ke
;
Ling, Shiqing
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 447-457
Persistent link: https://www.econbiz.de/10011499705
Saved in:
8
American options with stochastic dividends and
volatility
: a nonparametric investigation
Broadie, Mark
(
contributor
)
- In:
Journal of econometrics
94
(
2000
)
1/2
,
pp. 53-92
Persistent link: https://www.econbiz.de/10001437745
Saved in:
9
Closed-form implied
volatility
surfaces for stochastic
volatility
models with jumps
Aït-Sahalia, Yacine
;
Li, Chenxu
;
Li, Chen Xu
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 364-392
Persistent link: https://www.econbiz.de/10012619431
Saved in:
10
Variance disparity and market frictions
Park, Yang-Ho
- In:
Journal of econometrics
214
(
2020
)
2
,
pp. 326-348
Persistent link: https://www.econbiz.de/10012438393
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...
//-->