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 empirical finance"
~person:"Degiannakis, Stavros"
~person:"Nielsen, Morten Ørregaard"
~person:"Rodriguez, Gabriel"
~person:"Sucarrat, Genaro"
~subject:"Time series analysis"
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
Term structures of implied vol...
Similar by subject
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
Volatility
3
Volatilität
3
ARCH model
2
ARCH-Modell
2
Theorie
2
Theory
2
Zeitreihenanalyse
2
ARFIMA
1
Aktienindex
1
Aktienmarkt
1
Bid-ask spread
1
Börsenkurs
1
Capital income
1
Forecasting model
1
Geld-Brief-Spanne
1
HAR
1
Holt-Winters
1
Implied volatility
1
Kapitaleinkommen
1
Market microstructure
1
Marktmikrostruktur
1
Model Confidence Set
1
Model-averaged forecasts
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Prognoseverfahren
1
Share price
1
Singular Spectrum Analysis
1
Stock index
1
Stock market
1
Volatility forecasting
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Degiannakis, Stavros
Nielsen, Morten Ørregaard
Rodriguez, Gabriel
Sucarrat, Genaro
Santucci de Magistris, Paolo
2
Abergel, Frédéric
1
Amado, Cristina
1
Ball, Clifford A.
1
Bee, Marco
1
Benavides, Guillermo
1
Bohn Nielsen, Heino
1
Boudt, Kris
1
Brooks, Robert
1
Capistrán Carmona, Carlos
1
Caporin, Massimiliano
1
Cassola, Nuno
1
Chambers, Marcus J.
1
Chatzikonstanti, Vasiliki
1
Chen Zhou
1
Christensen, Bent Jesper
1
Cipollini, Andrea
1
Creel, Michael D.
1
Croux, Christophe
1
Dark, Jonathan
1
Davidson, James E. H.
1
De Lira Salvatierra, Irving Arturo
1
Dendramis, Yiannis
1
Diewald, Laszlo
1
Donaldson, R. Glen
1
Dong, Yingjie
1
Doshi, Hitesh
1
Dupuis, Debbie J.
1
Enders, Walter
1
Fang, Tong
1
Filis, George
1
Gallegati, Marco
1
Grassi, Stefano
1
Hao, Hong-Xia
1
Harvey, David I.
1
Hassani, Hossein
1
Ho, Kin-Yip
1
Hotta, Luiz K.
1
Hou, Ai Jun
1
more ...
less ...
Published in...
All
Journal of empirical finance
Documento de trabajo
5
Documento de trabajo / Pontifícia Universidad Católica del Perú, Departamento de Economía
4
International journal of forecasting
3
Energy economics
2
Global finance journal
2
Queen's Economics Department working paper
2
Research in international business and finance
2
Review of world economics
2
The energy journal
2
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
2
CORE Discussion Paper
1
CORE discussion papers : DP
1
CREATES research paper
1
Discussion papers / UCL, Département des Sciences Economiques
1
Economics : the open-access, open-assessment e-journal
1
Economics : the open-access, open-assessment journal
1
Economics Discussion Paper
1
International journal of monetary economics and finance
1
International review of financial analysis
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of financial econometrics
1
Macroeconomics and finance in emerging market economies
1
Portuguese economic journal
1
Review of development finance
1
Revista de análisis económico
1
The North American journal of economics and finance : a journal of financial economics studies
1
UC3M working papers
1
Working paper / Department of Economics, Universidad Carlos III de Madrid
1
Working papers / Department of Economics, Universidad Carlos III de Madrid
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Long memory in stock market volatility and the volatility-in-mean effect : the FIEGARCH-M model
Christensen, Bent Jesper
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of empirical finance
17
(
2010
)
3
,
pp. 460-470
Persistent link: https://www.econbiz.de/10009267288
Saved in:
2
Forecasting global stock market implied volatility indices
Degiannakis, Stavros
;
Filis, George
;
Hassani, Hossein
- In:
Journal of empirical finance
46
(
2018
),
pp. 111-129
Persistent link: https://www.econbiz.de/10012103431
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
