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A test for the rank of the vol...
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Volatilität
39,869
Volatility
39,841
Theorie
13,197
Theory
13,195
Börsenkurs
9,528
Share price
9,524
Estimation
9,387
Schätzung
9,386
Capital income
7,301
Kapitaleinkommen
7,301
ARCH model
6,532
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6,532
Statistischer Test
6,461
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6,421
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5,927
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4,897
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4,897
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4,627
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4,623
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4,536
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4,527
Prognoseverfahren
4,329
Forecasting model
4,328
Stochastischer Prozess
4,220
Stochastic process
4,216
Optionspreistheorie
4,101
Zeitreihenanalyse
4,096
Option pricing theory
4,095
Time series analysis
4,082
Schätztheorie
3,257
Estimation theory
3,255
Risk
2,671
Risiko
2,638
Portfolio selection
2,542
Portfolio-Management
2,542
Oil price
2,376
Ölpreis
2,375
Spillover effect
2,332
Spillover-Effekt
2,332
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Free
17,809
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Article
26,321
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2
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9,032
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9,032
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1,429
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808
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629
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212
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644
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8
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4
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2
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1
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McAleer, Michael
310
Gupta, Rangan
251
Caporale, Guglielmo Maria
183
Bollerslev, Tim
145
Bouri, Elie
116
Chang, Chia-Lin
113
Diebold, Francis X.
112
Phillips, Peter C. B.
105
Pesaran, M. Hashem
101
Pierdzioch, Christian
100
Andersen, Torben
98
Ma, Feng
94
Spagnolo, Nicola
92
Härdle, Wolfgang
90
Aizenman, Joshua
88
Bekaert, Geert
83
Bahmani-Oskooee, Mohsen
80
Gil-Alaña, Luis A.
75
Koopman, Siem Jan
75
Engle, Robert F.
74
Hammoudeh, Shawkat
74
Tiwari, Aviral Kumar
73
Clark, Todd E.
71
Todorov, Viktor
70
Caporin, Massimiliano
69
Kočenda, Evžen
69
McMillan, David G.
68
Chiarella, Carl
65
Dufour, Jean-Marie
65
Asai, Manabu
62
Herwartz, Helmut
62
Linton, Oliver
62
Corbet, Shaen
60
Lucey, Brian M.
60
Wohar, Mark E.
60
Ghysels, Eric
59
Sentana, Enrique
59
Kang, Sang Hoon
58
Dijk, Dick van
56
Lux, Thomas
56
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All
National Bureau of Economic Research
546
OECD
113
Organisation for Economic Co-operation and Development
71
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
65
Centre for Analytical Finance <Århus>
27
World Bank
19
International Monetary Fund
17
Ekonomiska forskningsinstitutet <Stockholm>
16
European University Institute / Department of Economics
15
Federal Reserve Bank of St. Louis
13
Svenska Handelshögskolan <Helsinki>
13
Center for Economic Research <Tilburg>
12
Institut für Weltwirtschaft
11
Internationaler Währungsfonds / Research Department
11
University of Canterbury / Dept. of Economics and Finance
11
Centre for Growth and Business Cycle Research <Manchester>
10
Chambre de commerce et d'industrie de Paris
9
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
9
Econometrisch Instituut <Rotterdam>
9
Federal Reserve Bank of New York
8
Rodney L. White Center for Financial Research
8
Brown University / Department of Economics
7
Columbia University / Department of Economics
7
Instituto Valenciano de Investigaciones Económicas
7
Nationalekonomiska Institutionen <Lund>
7
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
6
Federal Reserve Bank of San Francisco
6
Gottfried Wilhelm Leibniz Universität Hannover
6
Institute of Finance and Accounting <London>
6
Springer Fachmedien Wiesbaden
6
The Wharton Financial Institutions Center
6
University of Cambridge / Department of Applied Economics
6
Birkbeck College / Department of Economics
5
Federal Reserve System / Division of Research and Statistics
5
Forschungsinstitut zur Zukunft der Arbeit
5
Massachusetts Institute of Technology / Department of Economics
5
Université de Montréal / Département de sciences économiques
5
Aarhus Universitet / Afdeling for Nationaløkonomi
4
Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
4
Centre for Economic Policy Research
4
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Published in...
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Journal of econometrics
674
Energy economics
654
Finance research letters
636
NBER working paper series
527
Working paper / National Bureau of Economic Research, Inc.
504
NBER Working Paper
456
International review of financial analysis
430
Applied economics
427
Economics letters
413
Journal of banking & finance
398
International review of economics & finance : IREF
375
The journal of futures markets
370
Economic modelling
367
Applied economics letters
341
The North American journal of economics and finance : a journal of financial economics studies
331
Working paper
298
Research in international business and finance
292
International journal of theoretical and applied finance
290
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
287
Journal of empirical finance
286
Discussion paper / Centre for Economic Policy Research
284
Applied financial economics
282
Discussion paper / Tinbergen Institute
242
Journal of international financial markets, institutions & money
241
Journal of international money and finance
239
Econometric reviews
223
Quantitative finance
208
Journal of risk and financial management : JRFM
203
CESifo working papers
202
Journal of financial economics
200
International journal of forecasting
183
Pacific-Basin finance journal
178
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
177
International Journal of Energy Economics and Policy : IJEEP
172
The European journal of finance
172
Journal of economic dynamics & control
167
IMF working papers
166
Finance and stochastics
159
International journal of finance & economics : IJFE
155
Econometric theory
154
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Source
All
ECONIS (ZBW)
RePEc
2,354
EconStor
1,314
USB Cologne (EcoSocSci)
176
USB Cologne (business full texts)
164
BASE
117
Other ZBW resources
99
OLC EcoSci
11
ArchiDok
4
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Showing
1
-
10
of
47,179
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Asymptotically distribution-free tests for the
volatility
function of a diffusion
Chen, Qiang
;
Zheng, Xu
;
Pan, Zhiyuan
- In:
Journal of econometrics
184
(
2015
)
1
,
pp. 124-144
Persistent link: https://www.econbiz.de/10011326801
Saved in:
2
A test for the rank of the
volatility
process : the random perturbation approach
Jacod, Jean
;
Podolskij, Mark
-
2012
Persistent link: https://www.econbiz.de/10009682608
Saved in:
3
Exact Bayesian moment based inference for the distribution of the small-time movements of an Itô semimartingale
Gallant, A. Ronald
;
Tauchen, George Eugene
- In:
Journal of econometrics
205
(
2018
)
1
,
pp. 140-155
Persistent link: https://www.econbiz.de/10012110246
Saved in:
4
Rank tests at jump events
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
;
Lin, Huidi
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
2
,
pp. 312-321
Persistent link: https://www.econbiz.de/10012177350
Saved in:
5
Testing for non-correlation between price and
volatility
jumps
Jacod, Jean
;
Klüppelberg, Claudia
;
Müller, Gernot
- In:
Journal of econometrics
197
(
2017
)
2
,
pp. 284-297
Persistent link: https://www.econbiz.de/10011818360
Saved in:
6
Martingale
effect of conventional vs. Islamic stock indices : evidence from the UAE
Marashdeh, Hazem
;
Ashraf, Sania
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
12
(
2022
)
3
,
pp. 279-290
Persistent link: https://www.econbiz.de/10013326345
Saved in:
7
Are Asian stock markets efficient? : evidence from new multiple variance ratio tests
Kim, Jae H.
;
Shamsuddin, Abul
- In:
Journal of empirical finance
15
(
2008
)
3
,
pp. 518-532
Persistent link: https://www.econbiz.de/10003759569
Saved in:
8
A test of
martingale
hypothesis
Park, Joon Y.
(
contributor
);
Wang, Yoon-Jae
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
9
(
2005
)
2
,
pp. 1-29
Persistent link: https://www.econbiz.de/10003283215
Saved in:
9
Asymptotically distribution-free goodness-of-fit testing : a unifying view
Li, Bo
- In:
Econometric reviews
28
(
2009
)
6
,
pp. 632-657
Persistent link: https://www.econbiz.de/10003881210
Saved in:
10
Specification tests for the distribution of errors in nonoarametric regression : a
martingale
approach
Mora, Juan
;
Pérez-Alonso, Alicia
-
2008
Persistent link: https://www.econbiz.de/10003871481
Saved in:
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