//--> //--> //-->
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:"Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business"
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
Consistent Ranking of Volatili...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
4
Theory
4
ARCH model
2
ARCH-Modell
2
Börsenkurs
2
Share price
2
Statistical test
2
Statistischer Test
2
Time series analysis
2
USA
2
United States
2
Volatility
2
Volatilität
2
Zeitreihenanalyse
2
1985-1997
1
1999-2000
1
Calendar effect
1
Capital income
1
Core
1
Data Mining
1
Data mining
1
Estimation theory
1
Financial analysis
1
Finanzanalyse
1
Heteroscedasticity
1
Heteroskedastizität
1
Kalendereffekt
1
Kapitaleinkommen
1
Market microstructure
1
Marktmikrostruktur
1
Noise Trading
1
Noise trading
1
Schätztheorie
1
Statistical distribution
1
Statistische Verteilung
1
more ...
less ...
Type of publication
All
Book / Working Paper
7
Type of publication (narrower categories)
All
Arbeitspapier
6
Graue Literatur
6
Non-commercial literature
6
Working Paper
6
Language
All
English
7
Author
All
Lunde, Asger
7
Hansen, Peter Reinhard
5
Barndorff-Nielsen, Ole E.
2
Shephard, Neil G.
2
Jensen, Morten Berg
1
Timmermann, Allan
1
Institution
All
Centre for Analytical Finance <Århus>
5
Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
CREATES research paper
23
CREATES Research Papers
19
Journal of econometrics
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
Working Paper
10
Working papers / Brown University, Department of Economics
10
The econometrics journal
7
Working Papers / Brown University, Department of Economics
7
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
Journal of applied econometrics
5
Journal of financial econometrics
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
Econometric modelling of durations between economic events
4
Economics Papers / Economics Group, Nuffield College, University of Oxford
4
Economics Working Papers / Department of Economics, European University Institute
4
Journal of Econometrics
4
OFRC Working Papers Series
4
Department of Economics discussion paper series / University of Oxford
3
Discussion paper / Department of Economics, University of California San Diego
3
EUI working paper
3
Econometrica
3
Economics discussion papers
3
Economics letters
3
Financial markets and portfolio management
3
Journal of Applied Econometrics
3
Journal of Business & Economic Statistics
3
Journal of Financial Econometrics
3
The journal of futures markets
3
University of California at San Diego, Economics Working Paper Series
3
Working Paper / Federal Reserve Bank of Atlanta
3
Discussion paper / Centre for Economic Policy Research
2
Econometric Society World Congress 2000 Contributed Papers
2
Econometric reviews
2
Econometrics Journal
2
Energy economics
2
Financial Markets and Portfolio Management
2
Global COE Hi-Stat Discussion Paper Series
2
Global COE Hi-Stat discussion paper series
2
Journal of empirical finance
2
more ...
less ...
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Designing realised kernels to measure the ex-post variation of equity prices in the presence of noise
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
-
2006
Persistent link: https://www.econbiz.de/10003341258
Saved in:
2
Regular and modified kernel-based estimators of integrated variance : the case with independent noise
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491800
Saved in:
3
A comparison of volatility models : does anything beat a GARCH(1,1)?
Hansen, Peter Reinhard
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563856
Saved in:
4
Testing the significance of calendar effects
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001732977
Saved in:
5
Consistent preordering with an estimated criterion function, with an application to evaluation and comparison of volatility models
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001732980
Saved in:
6
Duration dependence in stock prices : an analysis of bull and bear markets
Lunde, Asger
(
contributor
);
Timmermann, Allan
(
contributor
)
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001533118
Saved in:
7
The NIG-S&ARCH model : a fat tailed, stochastic, and autoregressive conditional heteroskedastic volatility model
Jensen, Morten Berg
(
contributor
);
Lunde, Asger
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563855
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->