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:"Finanzmarkt"
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
Finanzmarkt
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
Aktienmarkt
19
CAPM
19
Stock market
19
Financial market
18
Bank risk
17
more ...
less ...
Online availability
All
Undetermined
3
Free
2
Type of publication
All
Article
11
Book / Working Paper
7
Type of publication (narrower categories)
All
Article in journal
10
Aufsatz in Zeitschrift
10
Arbeitspapier
4
Graue Literatur
4
Non-commercial literature
4
Working Paper
4
Aufsatz im Buch
1
Aufsatzsammlung
1
Book section
1
Collection of articles of several authors
1
Festschrift
1
Sammelwerk
1
more ...
less ...
Language
All
English
17
German
1
Author
All
Engle, Robert F.
12
Patton, Andrew J.
6
Ramadorai, Tarun
3
De Lira Salvatierra, Irving Arturo
2
Fabozzi, Frank J.
2
Gallo, Giampiero M.
2
Russell, Jeffrey R.
2
Streatfield, Michael
2
Bollerslev, Tim
1
Focardi, Sergio
1
Focardi, Sergio M.
1
Granger, C. W. J.
1
Hassler, Uwe
1
Lunde, Asger
1
Ramadoral, Tarun
1
Watson, Mark W.
1
more ...
less ...
Published in...
All
Journal of econometrics
3
Discussion paper / Centre for Economic Policy Research
2
The journal of finance : the journal of the American Finance Association
2
Advanced texts in econometrics
1
Discussion paper / Department of Economics, University of California San Diego
1
ERID working paper
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
The econometrics institute lectures
1
The journal of economic perspectives : EP ; a journal of the American Economic Association
1
The journal of portfolio management : a publication of Institutional Investor
1
Valuation, financial modeling, and quantitative tools
1
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
1
Working paper / National Bureau of Economic Research, Inc.
1
more ...
less ...
Source
All
ECONIS (ZBW)
18
Showing
1
-
10
of
18
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Volatility and time series econometrics : essays in honor of Robert Engle
Bollerslev, Tim
(
ed.
);
Engle, Robert F.
(
honouree
); …
-
2010
-
1. publ.
Persistent link: https://www.econbiz.de/10003861657
Saved in:
2
Zeitabhängige Volatilität und instationäre Zeitreihen : zum Nobelpreis an Robert F. Engle und Clive W. J. Granger
Hassler, Uwe
- In:
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
83
(
2003
)
12
,
pp. 811-816
Persistent link: https://www.econbiz.de/10001858207
Saved in:
3
On the dynamics of hedge fund risk exposures
Patton, Andrew J.
;
Ramadorai, Tarun
-
2010
Persistent link: https://www.econbiz.de/10003969312
Saved in:
4
Change you can believe in? : hedge fund data revisions
Patton, Andrew J.
;
Ramadorai, Tarun
;
Streatfield, Michael
-
2012
Persistent link: https://www.econbiz.de/10009526526
Saved in:
5
Change you can believe in? : hedge fund data revisions
Patton, Andrew J.
;
Ramadoral, Tarun
;
Streatfield, Michael
- In:
The journal of finance : the journal of the American …
70
(
2015
)
3
,
pp. 963-999
Persistent link: https://www.econbiz.de/10011317973
Saved in:
6
On the high-frequency dynamics of hedge fund risk exposures
Patton, Andrew J.
;
Ramadorai, Tarun
- In:
The journal of finance : the journal of the American …
68
(
2013
)
2
,
pp. 597-635
Persistent link: https://www.econbiz.de/10009730850
Saved in:
7
Dynamic copula models and high frequency data
De Lira Salvatierra, Irving Arturo
;
Patton, Andrew J.
-
2013
Persistent link: https://www.econbiz.de/10010231950
Saved in:
8
Dynamic copula models and high frequency data
De Lira Salvatierra, Irving Arturo
;
Patton, Andrew J.
- In:
Journal of empirical finance
30
(
2015
),
pp. 120-135
Persistent link: https://www.econbiz.de/10011489292
Saved in:
9
ARCH/GARCH models in applied financial econometrics
Engle, Robert F.
;
Focardi, Sergio
;
Fabozzi, Frank J.
-
2008
Persistent link: https://www.econbiz.de/10003765831
Saved in:
10
A multiple indicators model for volatility using intra-daily data
Engle, Robert F.
;
Gallo, Giampiero M.
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 3-27
Persistent link: https://www.econbiz.de/10003298558
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
