//--> //--> //-->
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:"The review of economics and statistics"
~person:"Nielsen, Morten Ørregaard"
~person:"Sucarrat, Genaro"
~subject:"Time series analysis"
~subject:"Volatility"
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
Volatility
1990-2005
1
Börsenkurs
1
CAPM
1
Share price
1
USA
1
United States
1
VAR model
1
VAR-Modell
1
Volatilität
1
more ...
less ...
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Nielsen, Morten Ørregaard
Sucarrat, Genaro
Bollerslev, Tim
2
Diebold, Francis X.
2
Engle, Robert F.
2
Mertens, Elmar
2
Ahmed, Shaghil
1
Aizenman, Joshua
1
Andersen, Torben
1
Balke, Nathan S.
1
Bell, Gregory K.
1
Benigno, Pierpaolo
1
Berge, Travis J.
1
Bidarkota, Prasad V.
1
Bryan, Michael F.
1
Campa, José Manuel
1
Carey, Collen
1
Carriero, Andrea
1
Cecchetti, Stephen G.
1
Christensen, Bent Jesper
1
Christoffersen, Peter F.
1
Chun, Hyunbae
1
Clark, Todd E.
1
Comin, Diego
1
Cunningham, Christopher R.
1
Daniele, Federica
1
Davig, Troy
1
Di Giovanni, Julian
1
Dijk, Dick van
1
Dimmock, Stephen G.
1
Doh, Taeyoung
1
Edwards, Sebastian
1
Elsby, Michael W. L.
1
Fatás, Antonio
1
Foellmi, Reto
1
Gallant, A. Ronald
1
Gallo, Giampiero M.
1
Ghysels, Eric
1
Gschwandtner, Adelina
1
Harrison, Paul
1
Hobijn, Bart
1
Holland, Stephen P.
1
more ...
less ...
Published in...
All
The review of economics and statistics
Queen's Economics Department working paper
7
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
6
Journal of econometrics
3
CORE discussion papers : DP
2
Discussion papers / UCL, Département des Sciences Economiques
2
International journal of forecasting
2
Journal of empirical finance
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
CREATES research paper
1
Economic modelling
1
Economics : the open-access, open-assessment e-journal
1
Economics : the open-access, open-assessment journal
1
Economics Discussion Paper
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Energy economics
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Nouvelle série
1
Oxford bulletin of economics and statistics
1
UC3M working papers
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The effect of long memory in volatility on stock market fluctuations
Christensen, Bent Jesper
;
Nielsen, Morten Ørregaard
- In:
The review of economics and statistics
89
(
2007
)
4
,
pp. 684-700
Persistent link: https://www.econbiz.de/10003567153
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->