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:"Hounyo, Ulrich"
~person:"Nielsen, Morten Ørregaard"
~person:"Sucarrat, Genaro"
~subject:"Time series analysis"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
Volatilität
74
Volatility
66
Theorie
43
Zeitreihenanalyse
40
Theory
37
Wechselkurs
22
Capital income
21
Kapitaleinkommen
21
Bootstrap approach
20
Bootstrap-Verfahren
20
ARCH-Modell
18
Exchange rate
18
ARCH model
16
Estimation
14
Schätzung
14
Prognose
12
Börsenkurs
11
Estimation theory
10
Forecast
10
Market microstructure
10
Marktmikrostruktur
10
Nichtparametrisches Verfahren
10
Schätztheorie
10
Share price
10
Nonparametric statistics
9
Prognoseverfahren
9
realized volatility
9
Kointegration
8
Stochastischer Prozess
8
Cointegration
7
Forecasting model
7
Noise Trading
7
Noise trading
7
Stochastic process
7
VAR-Modell
7
Monte Carlo simulation
6
VAR model
6
Aktienindex
5
Bootstrap
5
more ...
less ...
Online availability
All
Free
18
Undetermined
9
Type of publication
All
Book / Working Paper
22
Article
14
Type of publication (narrower categories)
All
Arbeitspapier
16
Graue Literatur
16
Non-commercial literature
16
Working Paper
16
Article in journal
15
Aufsatz in Zeitschrift
15
Language
All
English
36
Author
All
Hounyo, Ulrich
Nielsen, Morten Ørregaard
Sucarrat, Genaro
McAleer, Michael
54
Caporale, Guglielmo Maria
49
Koopman, Siem Jan
42
Gil-Alaña, Luis A.
38
Lux, Thomas
32
Bollerslev, Tim
30
Gupta, Rangan
29
Härdle, Wolfgang
29
Andersen, Torben
24
Lucas, André
24
Tauchen, George Eugene
23
Dijk, Dick van
21
Sibbertsen, Philipp
20
Todorov, Viktor
20
Chan, Joshua
19
Asai, Manabu
17
Chang, Chia-Lin
17
Hafner, Christian M.
17
Rodriguez, Gabriel
17
Hallin, Marc
16
Kim, Donggyu
16
Hansen, Peter Reinhard
15
Li, Jia
15
Taylor, Robert
15
Teräsvirta, Timo
15
Caporin, Massimiliano
14
Engle, Robert F.
14
Hautsch, Nikolaus
14
Bos, Charles S.
13
Cavaliere, Giuseppe
13
Baruník, Jozef
12
Clark, Todd E.
12
Cross, Jamie
12
Diebold, Francis X.
12
Gonçalves, Sílvia
12
Kumar, Dilip
12
Lütkepohl, Helmut
12
Ma, Feng
12
more ...
less ...
Published in...
All
CREATES research paper
3
Journal of econometrics
3
International journal of forecasting
2
Queen's Economics Department working paper
2
Série scientifique / CIRANO, Centre Interuniversitaire de Recherche en Analyse des Organisations
2
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
2
CORE Discussion Paper
1
CORE discussion papers : DP
1
Discussion papers / UCL, Département des Sciences Economiques
1
Econometric theory
1
Economics / Discussion papers : the open-access, open-assessment e-journal
1
Economics / Journal articles : the open-access, open-assessment journal
1
Economics Discussion Paper
1
Energy economics
1
IDEI working papers
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Quantitative economics : QE ; journal of the Econometric Society
1
The econometrics journal
1
UC3M working papers
1
Working papers / Department of Economics, Universidad Carlos III de Madrid
1
Working papers / Economics Series / Department of Economics, Universidad Carlos III de Madrid
1
Working papers / TSE : WP
1
more ...
less ...
Source
All
ECONIS (ZBW)
36
Showing
1
-
10
of
36
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Equation-by-equation estimation of multivariate periodic electricity price volatility
Escribano, Álvaro
;
Sucarrat, Genaro
-
2016
Persistent link: https://www.econbiz.de/10011541411
Saved in:
2
Bootstrapping pre-averaged realized volatility under market microstructure noise
Hounyo, Ulrich
;
Gonçalves, Sílvia
;
Meddahi, Nour
-
2016
Persistent link: https://www.econbiz.de/10011479764
Saved in:
3
Bootrstrapping high-frequency jump tests
Dovonon, Prosper
;
Gonçalves, Sílvia
;
Hounyo, Ulrich
; …
-
2016
Persistent link: https://www.econbiz.de/10011479788
Saved in:
4
Validity of Edgeworth expansions for realized volatility estimators
Hounyo, Ulrich
;
Veliyev, Bezirgen
- In:
The econometrics journal
19
(
2016
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011487524
Saved in:
5
Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 557-579
Persistent link: https://www.econbiz.de/10011499761
Saved in:
6
Is the diurnal pattern sufficient to explain intraday variation in volatility? : a nonparametric assessment
Christensen, Kim
;
Hounyo, Ulrich
;
Podolskij, Mark
- In:
Journal of econometrics
205
(
2018
)
2
,
pp. 336-362
Persistent link: https://www.econbiz.de/10012110287
Saved in:
7
Bootstrap inference for pre-averaged realized volatility based on nonoverlapping returns
Gonçalves, Sílvia
;
Hounyo, Ulrich
;
Meddahi, Nour
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
4
,
pp. 679-707
Persistent link: https://www.econbiz.de/10010512286
Saved in:
8
Validity of Edgeworth expansions for realized volatility estimators
Hounyo, Ulrich
;
Veliyev, Bezirgen
-
2015
Persistent link: https://www.econbiz.de/10010529455
Saved in:
9
A local Gaussian bootstrap method for realized volatility and realized beta
Hounyo, Ulrich
- In:
Econometric theory
35
(
2019
)
2
,
pp. 360-416
Persistent link: https://www.econbiz.de/10012146140
Saved in:
10
Bootstrapping pre-averaged realized volatility under market microstructure noise
Hounyo, Ulrich
;
Gonçalves, Sílvia
;
Meddahi, Nour
-
2017
Persistent link: https://www.econbiz.de/10011731265
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
