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:"Nielsen, Morten Ørregaard"
~person:"Rodriguez, Gabriel"
~person:"Sucarrat, Genaro"
~subject:"Time series analysis"
~subject:"Volatilität"
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
Volatilität
Volatility
2
ARCH model
1
ARCH-Modell
1
Aktienindex
1
Bid-ask spread
1
Capital income
1
Geld-Brief-Spanne
1
Kapitaleinkommen
1
Market microstructure
1
Marktmikrostruktur
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Stock index
1
Theorie
1
Theory
1
Zeitreihenanalyse
1
more ...
less ...
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
Nielsen, Morten Ørregaard
Rodriguez, Gabriel
Sucarrat, Genaro
Christiansen, Charlotte
4
Frijns, Bart
4
Karanasos, Menelaos
3
Morana, Claudio
3
Wang, Yudong
3
Wu, Chongfeng
3
Baillie, Richard
2
Bali, Turan G.
2
Bollerslev, Tim
2
Caporin, Massimiliano
2
Chen, Yu-Lun
2
Conrad, Christian
2
Dijk, Dick van
2
Fałdziński, Marcin
2
Fiszeder, Piotr
2
Ho, Kin-Yip
2
Huang, Ho-chuan
2
Indriawan, Ivan
2
Jiang, George J.
2
Kim, Chang-jin
2
Kim, Dongcheol
2
Kim, Kun Ho
2
Koop, Gary
2
Laurent, Sébastien
2
Lehnert, Thorsten
2
Liao, Yin
2
Mazouz, Khelifa
2
Molnár, Peter
2
Neely, Christopher J.
2
Nelson, Charles R.
2
Nonejad, Nima
2
Opschoor, Anne
2
Rieger, Marc Oliver
2
Santucci de Magistris, Paolo
2
Schotman, Peter C.
2
Shi, Yanlin
2
Stentoft, Lars
2
Talpsepp, Tõnn
2
Thomakos, Dimitrios D.
2
more ...
less ...
Published in...
All
Journal of empirical finance
Documento de trabajo
11
Documento de trabajo / Pontifícia Universidad Católica del Perú, Departamento de Economía
11
Queen's Economics Department working paper
7
Queen's Economics Department Working Paper
6
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
6
Journal of econometrics
3
Review of world economics
3
CORE discussion papers : DP
2
Discussion papers / UCL, Département des Sciences Economiques
2
Economic modelling
2
International journal of forecasting
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Working paper / Department of Economics, Universidad Carlos III de Madrid
2
Working papers / Department of Economics, Universidad Carlos III de Madrid
2
Applied economics letters
1
CORE Discussion Paper
1
CREATES research paper
1
Economics : the open-access, open-assessment e-journal
1
Economics : the open-access, open-assessment journal
1
Economics Discussion Paper
1
Economics Discussion Papers
1
Economics: The Open-Access, Open-Assessment E-Journal
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Energy economics
1
Graz economics papers : GEP
1
International journal of monetary economics and finance
1
International journal of social economics
1
International review of economics & finance : IREF
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of emerging market finance
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of international money and finance
1
Macroeconomics and finance in emerging market economies
1
Monetaria
1
Nouvelle série
1
Oxford bulletin of economics and statistics
1
Portuguese economic journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Finite sample accuracy and choice of sampling frequency in integrated volatility extimation
Nielsen, Morten Ørregaard
;
Frederiksen, Per
- In:
Journal of empirical finance
15
(
2008
)
2
,
pp. 265-286
Persistent link: https://www.econbiz.de/10003699137
Saved in:
2
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
