//--> //--> //--> //-->
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
~person:"Gupta, Rangan"
~person:"Härdle, Wolfgang"
~person:"Renault, Eric"
~subject:"Stochastischer Prozess"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Aufsatzsammlung"
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
Employment protection legislat...
Similar by subject
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Stochastischer Prozess
Volatilität
Theorie
183
Theory
183
Forecasting model
43
Prognoseverfahren
43
Volatility
43
Time series analysis
31
Zeitreihenanalyse
31
Estimation
30
Schätzung
30
Börsenkurs
20
Share price
20
USA
20
United States
20
Capital income
18
Kapitaleinkommen
18
Nichtparametrisches Verfahren
18
Nonparametric statistics
18
Risiko
18
Risk
18
Aktienmarkt
15
CAPM
15
Stock market
15
ARCH model
14
ARCH-Modell
14
Inflation
14
Portfolio selection
13
Portfolio-Management
13
Risikoprämie
12
Risk premium
12
Economic growth
11
Regression analysis
11
Regressionsanalyse
11
Wirtschaftswachstum
11
Exchange rate
10
Risikomaß
10
Risk measure
10
Stochastic process
10
VAR model
10
more ...
less ...
Online availability
All
Undetermined
22
Free
4
Type of publication
All
Article
44
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
Aufsatzsammlung
Aufsatz in Zeitschrift
45
Arbeitspapier
44
Working Paper
44
Graue Literatur
42
Non-commercial literature
42
Aufsatz im Buch
4
Book section
4
Amtsdruckschrift
3
Collection of articles of several authors
3
Government document
3
Sammelwerk
3
Lehrbuch
2
Textbook
2
more ...
less ...
Language
All
English
46
Author
All
Gupta, Rangan
Härdle, Wolfgang
Renault, Eric
Escudero, Laureano F.
35
McAleer, Michael
25
Gendreau, Michel
23
Phillips, Peter C. B.
22
Bollerslev, Tim
21
Wong, Wing Keung
18
Yu, Jun
18
Siu, Tak Kuen
16
Taylor, Robert
16
Andersen, Torben
15
Asai, Manabu
15
Shapiro, Alexander
15
Liu, Ming
14
Wallace, Stein W.
14
Chan, Joshua
13
Escobar, Marcos
13
Maggioni, Francesca
13
Wang, Yudong
13
Caporin, Massimiliano
12
Carr, Peter
12
Fabozzi, Frank J.
12
Madan, Dilip B.
12
Rossi, Roberto
12
Tarim, S. Armagan
12
Aït-Sahalia, Yacine
11
Benth, Fred Espen
11
Caporale, Guglielmo Maria
11
Chu, Feng
11
Garín, María Araceli
11
Ghysels, Eric
11
Li, Kai
11
Mele, Antonio
11
Platen, Eckhard
11
Post, Thierry
11
Rei, Walter
11
Tsionas, Efthymios G.
11
Tzeng, Larry Y.
11
Ulmer, Marlin Wolf
11
more ...
less ...
Published in...
All
Journal of econometrics
6
Finance research letters
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Energy economics
2
Journal of forecasting
2
Annals of financial economics
1
Applied economics
1
Applied financial economics
1
Digital finance : smart data analytics, investment innovation, and financial technology
1
Econometric reviews
1
Econometric theory
1
Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Finance and stochastics
1
International review of economics & finance : IREF
1
International review of financial analysis
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of central banking theory and practice
1
Journal of international financial markets, institutions & money
1
Journal of macroeconomics
1
Journal of multinational financial management
1
Journal of risk
1
Journal of the Operational Research Society
1
Nonparametric dynamic modelling
1
Pacific-Basin finance journal
1
Quantitative finance
1
Review of derivatives research
1
Structural change and economic dynamics : SC+ED
1
The European journal of finance
1
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
1
The journal of real estate finance and economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
46
Showing
1
-
10
of
46
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Factor stochastic volatility in mean models : a GMM approach
Doz, Catherine
;
Renault, Eric
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 275-309
Persistent link: https://www.econbiz.de/10003355766
Saved in:
2
GARCH and irregularly spaced data
Meddahi, Nour
;
Renault, Eric
;
Werker, Bas J. M.
- In:
Economics letters
90
(
2006
)
2
,
pp. 200-204
Persistent link: https://www.econbiz.de/10003275843
Saved in:
3
Indirect inference and calibration of dynamic stochastic general equilibrium models
Dridi, Ramdan
;
Guay, Alain
;
Renault, Eric
- In:
Journal of econometrics
136
(
2007
)
2
,
pp. 397-430
Persistent link: https://www.econbiz.de/10003412637
Saved in:
4
Special issue on "Multivariate volatility models"
Garcia, René
(
contributor
);
Ghysels, Eric
(
contributor
); …
-
2009
Persistent link: https://www.econbiz.de/10003907531
Saved in:
5
Forecasting volatility with support vector machine-based GARCH model
Shiyi, Chen
;
Härdle, Wolfgang
;
Jeong, Kiho
- In:
Journal of forecasting
29
(
2010
)
4
,
pp. 406-433
Persistent link: https://www.econbiz.de/10003989791
Saved in:
6
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:
7
Causality effects in return volatility measures with random times
Renault, Eric
;
Werker, Bas J. M.
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 272-279
Persistent link: https://www.econbiz.de/10009242519
Saved in:
8
Estimation of objective and risk-neutral distributions based on moments of integrated volatility
Garcia, René
;
Lewis, Marc-André
;
Pastorello, Sergio
; …
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 22-32
Persistent link: https://www.econbiz.de/10009242563
Saved in:
9
Modelling the volatility of the Dow Jones Islamic Market World Index using a fractionally integrated time-varying GARCH (FITVGARCH) model
Nasr, Adnen Ben
;
Ajmi, Ahdi Noomen
;
Gupta, Rangan
- In:
Applied financial economics
24
(
2014
)
13/15
,
pp. 993-1004
Persistent link: https://www.econbiz.de/10010415355
Saved in:
10
Realized volatility when sampling times are possibly endogenous
Li, Yingying
;
Mykland, Per A.
;
Renault, Eric
;
Zhang, Lan
; …
- In:
Econometric theory
30
(
2014
)
3
,
pp. 580-605
Persistent link: https://www.econbiz.de/10010500887
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->