//--> //--> //--> //-->
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
Can the introduction of stock...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
321
Volatilität
321
Theorie
230
Theory
230
Estimation theory
228
Schätztheorie
228
Estimation
165
Schätzung
165
Time series analysis
148
Zeitreihenanalyse
148
ARCH model
147
ARCH-Modell
147
Capital income
137
Kapitaleinkommen
137
Stochastic process
115
Stochastischer Prozess
115
Causality analysis
112
Kausalanalyse
112
Börsenkurs
105
Share price
104
Nichtparametrisches Verfahren
91
Nonparametric statistics
91
Forecasting model
88
Prognoseverfahren
88
Statistical distribution
50
Statistische Verteilung
50
Regression analysis
49
Regressionsanalyse
49
Statistical test
49
Statistischer Test
49
Market microstructure
46
Marktmikrostruktur
46
USA
43
United States
43
Option pricing theory
42
Optionspreistheorie
42
CAPM
38
Bayes-Statistik
34
Bayesian inference
34
Bootstrap approach
34
more ...
less ...
Online availability
All
Undetermined
296
Type of publication
All
Article
605
Book / Working Paper
4
Type of publication (narrower categories)
All
Article in journal
606
Aufsatz in Zeitschrift
606
Collection of articles of several authors
5
Sammelwerk
5
Conference paper
4
Konferenzbeitrag
4
Conference proceedings
3
Konferenzschrift
3
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
608
Undetermined
1
Author
All
Bollerslev, Tim
20
Todorov, Viktor
18
Tauchen, George Eugene
16
Andersen, Torben
13
Francq, Christian
12
Aït-Sahalia, Yacine
11
Xiu, Dacheng
11
McAleer, Michael
10
Ghysels, Eric
9
Meddahi, Nour
9
Taylor, Robert
9
Zakoïan, Jean-Michel
9
Mykland, Per A.
8
Shephard, Neil G.
8
Li, Jia
7
Park, Joon Y.
7
Patton, Andrew J.
7
White, Halbert
7
Boswijk, Herman Peter
6
Cavaliere, Giuseppe
6
Clark, Todd E.
6
Corradi, Valentina
6
Gallant, A. Ronald
6
Kim, Donggyu
6
Li, Yingying
6
Linton, Oliver
6
Andreou, Elena
5
Asai, Manabu
5
Bandi, Federico M.
5
Bauwens, Luc
5
Diebold, Francis X.
5
Dufour, Jean-Marie
5
Gouriéroux, Christian
5
Hallin, Marc
5
Koopman, Siem Jan
5
Ling, Shiqing
5
Maheu, John M.
5
Rahbek, Anders
5
Renault, Eric
5
Timmermann, Allan
5
more ...
less ...
Institution
All
Conference on Realized Volatility <2006, Montréal>
1
International Symposium on Econometrics of Specification Test in 30 Years <2010, Xiamen>
1
Published in...
All
Journal of econometrics
NBER working paper series
2,408
Working paper / National Bureau of Economic Research, Inc.
2,203
Finance research letters
1,957
NBER Working Paper
1,840
Applied economics
1,678
Energy economics
1,648
China economic review : an international journal
1,631
International review of financial analysis
1,475
Journal of banking & finance
1,431
International review of economics & finance : IREF
1,378
Applied economics letters
1,240
Economic modelling
1,170
Pacific-Basin finance journal
1,162
The journal of finance : the journal of the American Finance Association
1,008
Applied financial economics
978
Journal of financial economics
978
Discussion paper / Centre for Economic Policy Research
860
Issues & studies : a social science quarterly on China, Taiwan, and East Asian affairs
859
Research in international business and finance
807
Working paper
798
Economics letters
795
Discussion paper series / IZA
768
The journal of futures markets
763
The North American journal of economics and finance : a journal of financial economics studies
759
Journal of empirical finance
732
Journal of international financial markets, institutions & money
722
Emerging markets, finance and trade : EMFT
718
The review of financial studies
706
Journal of financial and quantitative analysis : JFQA
695
International journal of economics and finance
634
China & world economy
628
SpringerLink / Bücher
628
CESifo working papers
607
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
607
Asian Agricultural Research
599
The European journal of finance
597
IZA Discussion Papers
584
Review of quantitative finance and accounting
584
Journal of international money and finance
582
more ...
less ...
Source
All
ECONIS (ZBW)
609
Showing
1
-
10
of
609
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
GARCH models without positivity constraints : exponential or log GARCH?
Francq, Christian
;
Wintenberger, Olivier
;
Zakoïan, …
- In:
Journal of econometrics
177
(
2013
)
1
,
pp. 34-46
Persistent link: https://www.econbiz.de/10010189881
Saved in:
2
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:
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
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:
5
Inference on the tail process with application to financial time series modeling
Davis, Richard A.
;
Drees, Holger
;
Segers, Johan
; …
- In:
Journal of econometrics
205
(
2018
)
2
,
pp. 508-525
Persistent link: https://www.econbiz.de/10012110330
Saved in:
6
Increased correlation among asset classes : Are
volatility
or jumps to blame, or both?
Aït-Sahalia, Yacine
;
Xiu, Dacheng
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 205-219
Persistent link: https://www.econbiz.de/10011705106
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
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:
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
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:
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...
//-->