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
~subject:"Aktienmarkt"
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
What good is a volatility mode...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Aktienmarkt
Theorie
133
Theory
133
Time series analysis
81
Zeitreihenanalyse
81
Volatility
80
Volatilität
80
USA
68
United States
68
Forecasting model
67
Prognoseverfahren
67
ARCH model
60
ARCH-Modell
60
Estimation
59
Schätzung
59
Capital income
47
Estimation theory
47
Kapitaleinkommen
47
Schätztheorie
47
Börsenkurs
39
Share price
39
Portfolio selection
37
Portfolio-Management
37
Correlation
33
Korrelation
33
Risikomanagement
24
Risk management
24
Welt
24
World
24
Option pricing theory
20
Optionspreistheorie
20
Risiko
20
Risk
20
Systemic risk
20
Systemrisiko
20
CAPM
19
Stock market
19
Financial market
18
Finanzmarkt
18
Bank risk
17
more ...
less ...
Online availability
All
Undetermined
5
Free
3
Type of publication
All
Book / Working Paper
11
Article
8
Type of publication (narrower categories)
All
Arbeitspapier
7
Article in journal
7
Aufsatz in Zeitschrift
7
Graue Literatur
7
Non-commercial literature
7
Working Paper
7
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
19
Author
All
Engle, Robert F.
18
De Nard, Gianluca
4
Ledoit, Olivier
4
Wolf, Michael
4
Cappiello, Lorenzo
2
Lange, Joe
2
Sheppard, Kevin
2
Susmel, Raul
2
Alan, Nazli Sila
1
Bollerslev, Tim
1
Colacito, Riccardo
1
Ding, Zhuanxin
1
Gallo, Giampiero M.
1
Granger, C. W. J.
1
Karagozoglu, Ahmet K.
1
Lee, Gary G. J.
1
Patton, Andrew J.
1
Rangel, Jose Gonzalo
1
Russell, Jeffrey R.
1
Sokalska, Magdalena E.
1
Velucchi, Margherita
1
Zhang, Haozhe
1
more ...
less ...
Published in...
All
Discussion paper / Department of Economics, University of California San Diego
5
Working paper series / University of Zurich, Department of Economics
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Economics letters
1
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
The journal of portfolio management : JPM
1
The known, the unknown, and the unknowable in financial risk management : measurement and theory advancing practice
1
The review of economics and statistics
1
Working paper / National Bureau of Economic Research, Inc.
1
Working paper series / Czech National Bank
1
Working paper series / European Central Bank ; Eurosystem
1
more ...
less ...
Source
All
ECONIS (ZBW)
19
Showing
1
-
10
of
19
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Equity clusters through the lens of realized semicorrelations
Bollerslev, Tim
;
Patton, Andrew J.
;
Zhang, Haozhe
- In:
Economics letters
211
(
2022
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013172536
Saved in:
2
Hourly volatility spillovers between international equity markets
Susmel, Raul
;
Engle, Robert F.
-
1992
Persistent link: https://www.econbiz.de/10000841632
Saved in:
3
Common volatility in international equity markets
Engle, Robert F.
;
Susmel, Raul
-
1992
Persistent link: https://www.econbiz.de/10000841634
Saved in:
4
A long memory property of stock market returns and a new model
Ding, Zhuanxin
;
Granger, C. W. J.
;
Engle, Robert F.
-
1992
Persistent link: https://www.econbiz.de/10000841643
Saved in:
5
Long run volatility forecasting for individual stocks in a one factor model
Engle, Robert F.
;
Lee, Gary G. J.
-
1993
Persistent link: https://www.econbiz.de/10000877958
Saved in:
6
Measuring, forecasting and explaining time varying liquidity in the stock market
Engle, Robert F.
;
Lange, Joe
-
1997
Persistent link: https://www.econbiz.de/10000637524
Saved in:
7
The spline GARCH model for unconditional volatility and its global macroeconomic causes
Engle, Robert F.
;
Rangel, Jose Gonzalo
-
2005
Persistent link: https://www.econbiz.de/10003331373
Saved in:
8
The term structure of risk, the role of known and unknown risks, and nonstationary distributions
Colacito, Riccardo
;
Engle, Robert F.
- In:
The known, the unknown, and the unknowable in financial …
,
(pp. 59-73)
.
2010
Persistent link: https://www.econbiz.de/10003991894
Saved in:
9
Asymmetric dynamics in the correlations of global equity and bond returns
Cappiello, Lorenzo
;
Engle, Robert F.
;
Sheppard, Kevin
- In:
Journal of financial econometrics : official journal of …
4
(
2006
)
4
,
pp. 537-572
Persistent link: https://www.econbiz.de/10003565737
Saved in:
10
Forecasting intraday volatility in the US equity market : multiplicative component GARCH
Engle, Robert F.
;
Sokalska, Magdalena E.
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
1
,
pp. 54-83
Persistent link: https://www.econbiz.de/10009519713
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
