//--> //--> //-->
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 financial econometrics"
~person:"Nielsen, Morten Ørregaard"
~person:"Sucarrat, Genaro"
~person:"Taylor, Robert"
~subject:"Theorie"
~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
Theorie
Time series analysis
Volatility
2
Volatilität
2
ARCH model
1
ARCH models
1
ARCH-Modell
1
Capital income
1
Estimation
1
Estimation theory
1
Kapitaleinkommen
1
Portfolio selection
1
Portfolio-Management
1
Risiko
1
Risikomaß
1
Risk
1
Risk measure
1
Schätztheorie
1
Schätzung
1
Statistical distribution
1
Statistische Verteilung
1
Theory
1
Zeitreihenanalyse
1
expected shortfall
1
financial return
1
value-at-risk
1
volatility
1
zero-inflated return
1
more ...
less ...
Online availability
All
Free
1
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
Nielsen, Morten Ørregaard
Sucarrat, Genaro
Taylor, Robert
Astill, Sam
1
Barigozzi, Matteo
1
Bekierman, Jeremias
1
Bennedsen, Mikkel
1
Bu, Ruijun
1
Buccheri, Giuseppe
1
Calzolari, Giorgio
1
Caporin, Massimiliano
1
Catania, Leopoldo
1
Cavicchioli, Maddalena
1
Cenesizoglu, Tolga
1
Chen, Qiang
1
Christensen, Bent Jesper
1
Christensen, Kim
1
Cipollini, Fabrizio
1
Corsi, Fulvio
1
Dias, Gustavo Fruet
1
Erdemlioglu, Deniz
1
Fabozzi, Francesco A.
1
Fallahgoul, Hasan
1
Fernandes, Marcelo
1
Francq, Christian
1
Gallo, Giampiero M.
1
Gong, Yuting
1
Gorgi, P.
1
Gribisch, Bastian
1
Grønneberg, Steffen
1
Halbleib, Roxana
1
Hallin, Marc
1
Hansen, Anne Lundgaard
1
Hansen, Peter Reinhard
1
Harvey, David I.
1
Hassler, Uwe
1
Hong, Seok Young
1
Hugonnier, Julien
1
Hung, Mao-Wei
1
Ibrushi, Denada
1
Inoue, Atsushi
1
Janus, Paweł
1
Jiang, Binyan
1
more ...
less ...
Published in...
All
Journal of financial econometrics
Queen's Economics Department working paper
8
Journal of econometrics
6
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
5
Econometric reviews
4
Queen's Economics Department Working Paper
4
Econometric theory
3
Journal of empirical finance
3
International journal of forecasting
2
Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration
2
Working paper / Department of Economics, Universidad Carlos III de Madrid
2
Working papers / Department of Economics, Universidad Carlos III de Madrid
2
CORE Discussion Paper
1
CORE discussion papers : DP
1
CREATES research paper
1
Cowles Foundation discussion paper
1
Department of Economics discussion paper / Department of Economics, The University of Birmingham
1
Discussion paper / Tinbergen Institute
1
Discussion papers / Department of Economics, University of Copenhagen
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
Economics Discussion Papers
1
Economics: The Open-Access, Open-Assessment E-Journal
1
Energy economics
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Oxford bulletin of economics and statistics
1
UC3M working papers
1
Working paper / Department of Econometrics and Business Statistics, Monash University
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Risk estimation with a time-varying probability of zero returns
Sucarrat, Genaro
;
Grønneberg, Steffen
- In:
Journal of financial econometrics
20
(
2022
)
2
,
pp. 278-309
Persistent link: https://www.econbiz.de/10013187979
Saved in:
2
CUSUM-based monitoring for explosive episodes in financial data in the presence of time-varying volatility
Astill, Sam
;
Harvey, David I.
;
Leybourne, Stephen James
; …
- In:
Journal of financial econometrics
21
(
2023
)
1
,
pp. 187-227
Persistent link: https://www.econbiz.de/10013542862
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->