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~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"Volatility"
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Volatility
Theorie
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Fengler, Matthias R.
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Garcia, René
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
NBER working paper series
173
Working paper / National Bureau of Economic Research, Inc.
160
NBER Working Paper
155
Journal of econometrics
127
Journal of banking & finance
109
Finance research letters
97
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84
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81
Discussion paper / Tinbergen Institute
80
Economic modelling
77
Discussion paper / Centre for Economic Policy Research
76
International journal of forecasting
76
International journal of theoretical and applied finance
76
Journal of financial economics
76
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
75
Mathematical finance : an international journal of mathematics, statistics and financial theory
72
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71
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70
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65
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62
International review of financial analysis
60
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59
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58
International review of economics & finance : IREF
58
The review of financial studies
58
Journal of forecasting
55
Econometric reviews
51
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50
Applied economics letters
48
Computational economics
47
The North American journal of economics and finance : a journal of financial economics studies
46
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44
Research paper series / Swiss Finance Institute
44
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
44
The journal of finance : the journal of the American Finance Association
43
Finance and stochastics
42
Journal of monetary economics
41
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40
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ECONIS (ZBW)
45
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1
Special issue on "Multivariate volatility models"
Garcia, René
(
contributor
);
Ghysels, Eric
(
contributor
); …
-
2009
Persistent link: https://www.econbiz.de/10003907531
Saved in:
2
Does the open limit order book matter in explaining informational volatility?
Pascual, Roberto
;
Veredas, David
- In:
Journal of financial econometrics : official journal of …
8
(
2010
)
1
,
pp. 57-87
Persistent link: https://www.econbiz.de/10003997330
Saved in:
3
Estimating latent variables and jump diffusion models using high-frequency data
Jiang, George J.
;
Oomen, Roel C. A.
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10003518278
Saved in:
4
A semiparametric factor model for implied volatility surface dynamics
Fengler, Matthias R.
;
Härdle, Wolfgang
;
Mammen, Enno
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
2
,
pp. 189-218
Persistent link: https://www.econbiz.de/10003518308
Saved in:
5
A discrete and a continuous-time model based on a technical trading rule
Nicolau, João
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
2
,
pp. 266-284
Persistent link: https://www.econbiz.de/10003518341
Saved in:
6
Aggregation of nonparametric estimators for volatility matrix
Fan, Jianqing
;
Fan, Yingying
;
Lv, Jinchi
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
3
,
pp. 321-357
Persistent link: https://www.econbiz.de/10003518410
Saved in:
7
A mixture mutliplicative error model for realized volatility
Lanne, Markku
- In:
Journal of financial econometrics : official journal of …
4
(
2006
)
4
,
pp. 594-616
Persistent link: https://www.econbiz.de/10003565744
Saved in:
8
Positivity conditions for a bivariate autoregressive volatility specification
Gouriéroux, Christian
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
4
,
pp. 624-636
Persistent link: https://www.econbiz.de/10003570743
Saved in:
9
Statistical surveillance of volatility forecasting models
Golosnoy, Vasyl
;
Okhrin, Irena
;
Schmid, Wolfgang
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
3
,
pp. 513-543
Persistent link: https://www.econbiz.de/10009571510
Saved in:
10
Asymmetry and long memory in volatility modeling
Asai, Manabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
3
,
pp. 495-512
Persistent link: https://www.econbiz.de/10009571512
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