//--> //--> //--> //-->
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:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Volatility"
~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
Model specification tests with...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Volatilität
Theorie
297
Theory
297
Time series analysis
94
Zeitreihenanalyse
94
Estimation
78
Schätzung
78
Nichtlineare Regression
46
Nonlinear regression
46
Forecasting model
29
Markov chain
29
Markov-Kette
29
Prognoseverfahren
29
ARCH model
28
ARCH-Modell
28
Bayes-Statistik
23
Bayesian inference
23
Cointegration
23
Kointegration
23
Stochastic process
23
Stochastischer Prozess
23
USA
23
United States
23
Börsenkurs
22
Capital income
22
Kapitaleinkommen
22
Share price
22
Business cycle
21
Konjunktur
21
Geldpolitik
18
Monetary policy
18
Monte Carlo simulation
18
Monte-Carlo-Simulation
18
Nichtparametrisches Verfahren
17
Nonparametric statistics
17
Statistical test
17
Statistischer Test
17
Autocorrelation
16
Autokorrelation
16
more ...
less ...
Online availability
All
Undetermined
42
Free
1
Type of publication
All
Article
44
Type of publication (narrower categories)
All
Article in journal
44
Aufsatz in Zeitschrift
44
Language
All
English
44
Author
All
Fabozzi, Frank J.
2
Račev, Svetlozar T.
2
Achim, Alin
1
Aknouche, Abdelhakim
1
Alanya-Beltran, Willy
1
Alexeev, Vitali
1
Audrino, Francesco
1
Avdulaj, Krenar
1
Barnett, William A.
1
Barunik, Jozef
1
Beck, Alexander
1
Bekierman, Jeremias
1
Bethel, Brandon J.
1
Bäurle, Gregor
1
Carnero, M. Angeles
1
Cassou, Steven Peter
1
Chan, Jennifer S. K.
1
Chan, Jennifer So Kuen
1
Chen, Jun
1
Choi, Seungmoon
1
Chung, Y. Peter
1
Demmouche, Nacer
1
Dimitrakopoulos, Stefanos
1
Dionysopoulos, Thomas
1
Eratalay, M. Hakan
1
Feindt, Michael
1
Ftiti, Zied
1
Gallo, Giampiero M.
1
Ghysels, Eric
1
Gribisch, Bastian
1
Grossmass, Lidan
1
Haas, Markus
1
Hsu, Chiente
1
Huang, Chen
1
Huang, Yu-Fan
1
Ignatieva, Ekaterina
1
Jasiak, Joann
1
Jawadi, Fredj
1
Jia, Can
1
Kaufmann, Daniel
1
more ...
less ...
Published in...
All
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
NBER working paper series
172
Working paper / National Bureau of Economic Research, Inc.
161
NBER Working Paper
155
Journal of econometrics
125
Journal of banking & finance
109
Economics letters
82
Journal of empirical finance
81
Discussion paper / Tinbergen Institute
79
Discussion paper / Centre for Economic Policy Research
78
Economic modelling
77
Finance research letters
77
International journal of theoretical and applied finance
76
International journal of forecasting
73
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
72
Mathematical finance : an international journal of mathematics, statistics and financial theory
72
Journal of financial economics
71
Journal of economic dynamics & control
70
Working paper
67
Journal of international money and finance
64
International review of financial analysis
60
The European journal of finance
58
Applied economics
57
The review of financial studies
57
International review of economics & finance : IREF
56
Energy economics
55
Journal of forecasting
55
Econometric reviews
51
Quantitative finance
46
Applied economics letters
45
Journal of financial econometrics : official journal of the Society for Financial Econometrics
45
The North American journal of economics and finance : a journal of financial economics studies
45
Applied mathematical finance
44
Research paper series / Swiss Finance Institute
44
The journal of finance : the journal of the American Finance Association
43
Computational economics
42
Finance and stochastics
42
Journal of monetary economics
40
CREATES research paper
39
The journal of futures markets
39
more ...
less ...
Source
All
ECONIS (ZBW)
44
Showing
1
-
10
of
44
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Particle Gibbs with ancestor sampling for stochastic volatility models with: heavy tails, in mean effects, leverage, serial dependence and structural breaks
Nonejad, Nima
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
19
(
2015
)
5
,
pp. 561-584
Persistent link: https://www.econbiz.de/10011431022
Saved in:
2
Recurrence quantification analysis of denoised index returns via alpha-stable modeling of wavelet coefficients : detecting switching volatility regimes
Tzagkarakis, George
;
Dionysopoulos, Thomas
;
Achim, Alin
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
1
,
pp. 75-96
Persistent link: https://www.econbiz.de/10011431136
Saved in:
3
Estimating stochastic volatility models using realized measures
Bekierman, Jeremias
;
Gribisch, Bastian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
3
,
pp. 279-300
Persistent link: https://www.econbiz.de/10011507527
Saved in:
4
Estimating dynamic copula dependence using intraday data
Grossmass, Lidan
;
Poon, Ser-Huang
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
19
(
2015
)
4
,
pp. 501-529
Persistent link: https://www.econbiz.de/10011339412
Saved in:
5
A triple-threshold leverage stochastic volatility model
Wu, Xin-Yu
;
Zhou, Hai-Lin
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
19
(
2015
)
4
,
pp. 483-500
Persistent link: https://www.econbiz.de/10011339413
Saved in:
6
Real vs. nominal cycles : a multistate Markov-switching bi-factor approach
Leiva-Leon, Danilo
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
18
(
2014
)
5
,
pp. 557-580
Persistent link: https://www.econbiz.de/10010461144
Saved in:
7
Constrained interest rates and changing dynamics at the zero lower bound
Bäurle, Gregor
;
Kaufmann, Daniel
;
Kaufmann, Sylvia
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012198531
Saved in:
8
Fiscal policy uncertainty and US output
Popiel, Michal Ksawery
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
2
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012198646
Saved in:
9
VEC-MSF models in Bayesian analysis of short- and long-run relationships
Pajor, Anna
;
Wróblewska, Justyna
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011708691
Saved in:
10
Bayesian estimation of Gegenbauer long memory processes with stochastic volatility : methods and applications
Phillip, Andrew
;
Chan, Jennifer S. K.
;
Peiris, Shelton
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
3
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011897536
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->