//--> //--> //--> //-->
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:"Share price"
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
Identifying jumps in financial...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Share price
Börsenkurs
52,166
Volatility
40,564
Volatilität
40,375
Kapitaleinkommen
39,142
Capital income
39,042
Theorie
32,059
Theory
31,267
Schätzung
20,497
Estimation
20,061
Aktienmarkt
18,854
Stock market
18,656
USA
14,947
Optionspreistheorie
14,743
United States
14,590
Option pricing theory
14,285
Portfolio-Management
10,273
Portfolio selection
10,224
Prognoseverfahren
9,250
Forecasting model
9,132
Welt
8,791
Nichtparametrisches Verfahren
8,734
World
8,630
CAPM
8,616
Nonparametric statistics
8,362
ARCH-Modell
7,505
ARCH model
7,401
Anlageverhalten
7,362
Behavioural finance
7,297
Schätztheorie
7,156
Estimation theory
7,010
Statistischer Test
6,677
Ankündigungseffekt
6,511
Zeitreihenanalyse
6,481
Announcement effect
6,461
Statistical test
6,364
Time series analysis
6,293
Stochastischer Prozess
6,114
Risk
6,052
Risiko
5,990
more ...
less ...
Online availability
All
Free
17,349
Undetermined
12,362
Type of publication
All
Article
29,089
Book / Working Paper
21,479
Journal
63
Database
1
Type of publication (narrower categories)
All
Article in journal
27,546
Aufsatz in Zeitschrift
27,546
Graue Literatur
6,651
Non-commercial literature
6,651
Arbeitspapier
6,038
Working Paper
6,038
Hochschulschrift
1,445
Aufsatz im Buch
1,404
Book section
1,404
Thesis
1,188
Collection of articles written by one author
293
Sammlung
293
Collection of articles of several authors
182
Sammelwerk
182
Conference paper
172
Konferenzbeitrag
172
Bibliografie enthalten
162
Bibliography included
162
Aufsatzsammlung
88
Konferenzschrift
66
Systematic review
60
Übersichtsarbeit
60
Amtsdruckschrift
53
Government document
53
Statistik
53
Statistics
47
Conference proceedings
44
Case study
37
Fallstudie
37
No longer published / No longer aquired
35
Forschungsbericht
23
Handbook
23
Handbuch
23
Reprint
22
Glossar enthalten
20
Glossary included
20
Mehrbändiges Werk
20
Multi-volume publication
20
Rezension
19
Lehrbuch
17
more ...
less ...
Language
All
English
48,712
German
1,336
French
268
Spanish
136
Italian
50
Dutch
28
Polish
26
Swedish
18
Portuguese
15
Danish
14
Norwegian
14
Russian
12
Hungarian
9
Czech
7
Croatian
5
Undetermined
4
Chinese
4
Finnish
3
Bulgarian
2
Turkish
2
Japanese
1
Korean
1
Lithuanian
1
Slovak
1
Ukrainian
1
more ...
less ...
Author
All
Caporale, Guglielmo Maria
199
Gupta, Rangan
186
Narayan, Paresh Kumar
103
Zaremba, Adam
99
Stulz, René M.
92
Campbell, John Y.
84
McMillan, David G.
82
Gil-Alaña, Luis A.
79
McAleer, Michael
74
Ryu, Doojin
73
Pierdzioch, Christian
71
Shleifer, Andrei
68
Bohl, Martin T.
67
Hautsch, Nikolaus
67
Plastun, Alex
67
Wohar, Mark E.
67
Allen, David E.
65
Schiereck, Dirk
65
Lux, Thomas
62
Timmermann, Allan
62
Morck, Randall
61
Faff, Robert W.
60
Bali, Turan G.
59
Bekaert, Geert
56
Theissen, Erik
56
Veronesi, Pietro
55
Madura, Jeff
53
Shiller, Robert J.
53
Tiwari, Aviral Kumar
53
Ma, Feng
52
Bollerslev, Tim
51
Cakici, Nusret
49
Subrahmanyam, Avanidhar
49
Engle, Robert F.
48
Foucault, Thierry
48
Hassan, M. Kabir
48
Weber, Michael
48
Hong, Harrison G.
47
Stambaugh, Robert F.
47
Corbet, Shaen
46
more ...
less ...
Institution
All
National Bureau of Economic Research
683
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
22
Ekonomiska forskningsinstitutet <Stockholm>
16
OECD
14
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
13
School of Finance and Business Economics <Perth, Western Australia>
12
Chambre de commerce et d'industrie de Paris
10
Federal Reserve System / Division of Research and Statistics
10
Rodney L. White Center for Financial Research
9
Birkbeck College / Department of Economics
8
Center for Economic Research <Tilburg>
8
Federal Reserve System / Board of Governors
8
Centre for Economic Policy Research
7
The Wharton Financial Institutions Center
7
University of Chicago / Center for Research in Security Prices
7
Federal Reserve Bank of St. Louis
6
Institut für Weltwirtschaft
6
Institute of Finance and Accounting <London>
6
Internationaler Währungsfonds / Research Department
6
Universität Mannheim
6
Zentrum für Europäische Wirtschaftsforschung
6
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
Deutsche Forschungsgemeinschaft
5
Federal Reserve Bank of New York
5
New York Stock Exchange
5
Springer Fachmedien Wiesbaden
5
Svenska Handelshögskolan <Helsinki>
5
Banca d'Italia
4
Bank Austria <Wien>
4
Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
4
Christian-Albrechts-Universität zu Kiel
4
Erasmus Research Institute of Management
4
Federal Reserve Bank of San Francisco
4
Goethe-Universität Frankfurt am Main / Institut für Kapitalmarktforschung
4
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
4
Kansantaloustieteen Laitos <Tampere>
4
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
4
USA / Division of Market Regulation
4
University of Canterbury / Dept. of Economics and Finance
4
University of Exeter / Department of Economics
4
more ...
less ...
Published in...
All
Finance research letters
785
NBER working paper series
676
Working paper / National Bureau of Economic Research, Inc.
600
International review of financial analysis
587
Journal of banking & finance
578
The journal of finance : the journal of the American Finance Association
515
NBER Working Paper
491
Journal of financial economics
483
Pacific-Basin finance journal
465
International review of economics & finance : IREF
417
Applied economics letters
387
Applied economics
377
The review of financial studies
336
Applied financial economics
324
The North American journal of economics and finance : a journal of financial economics studies
306
Journal of financial and quantitative analysis : JFQA
304
Review of quantitative finance and accounting
298
Research in international business and finance
294
Journal of empirical finance
287
Journal of international financial markets, institutions & money
281
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
261
Economic modelling
254
Discussion paper / Centre for Economic Policy Research
239
Economics letters
237
Energy economics
230
The European journal of finance
218
The journal of corporate finance : contracting, governance and organization
216
Journal of financial markets
214
The journal of futures markets
209
International journal of economics and financial issues : IJEFI
202
International journal of economics and finance
200
Journal of risk and financial management : JRFM
190
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
166
Management science : journal of the Institute for Operations Research and the Management Sciences
163
Investment management and financial innovations
156
Finance India : the quarterly journal of Indian Institute of Finance
155
CESifo working papers
154
Global finance journal
154
Cogent economics & finance
151
The financial review : the official publication of the Eastern Finance Association
151
more ...
less ...
Source
All
ECONIS (ZBW)
50,629
RePEc
3
Showing
1
-
10
of
50,632
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Identifying jumps in financial assets : a comparison between nonparametric jump tests
Dumitru, Ana-Maria
;
Urga, Giovanni
- In:
Journal of business & economic statistics : JBES ; a …
30
(
2012
)
2
,
pp. 242-255
Persistent link: https://www.econbiz.de/10009657355
Saved in:
2
Identifying Jumps in Financial Assets : A Comparison between Nonparametric Jump Tests [Extended Version]
Dumitru, Ana-Maria H.
-
2011
volatility
, persistence in
volatility
, degree of contamination with microstructure noise, jump size and intensity. The overall …
Persistent link: https://www.econbiz.de/10013119580
Saved in:
3
High-frequency jump tests : which test should we use?
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2020
-
(Revised working paper 17/18)
Persistent link: https://www.econbiz.de/10012606872
Saved in:
4
High-frequency jump tests : which test should we use?
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 478-487
Persistent link: https://www.econbiz.de/10012483405
Saved in:
5
Testing for jumps based on high-frequency data : a method exploiting microstructure noise
Liu, Guangying
;
Xiang, Jing
;
Cang, Yuquan
- In:
Quantitative finance
20
(
2020
)
11
,
pp. 1795-1809
Persistent link: https://www.econbiz.de/10012313515
Saved in:
6
Terror attacks and stock-market fluctuations : evidence based on a nonparametric causality-in-quantiles test for the G7 countries
Balcilar, Mehmet
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
The European journal of finance
24
(
2018
)
4/6
,
pp. 333-346
Persistent link: https://www.econbiz.de/10012244323
Saved in:
7
Testing hypotheses on the innovations distribution in semi-parametric conditional
volatility
models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1443-1482
Persistent link: https://www.econbiz.de/10014444685
Saved in:
8
Dynamic price jumps : the performance of high frequency tests and measures, and the robustness of inference
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2018
Persistent link: https://www.econbiz.de/10012583570
Saved in:
9
Dynamic asset price jumps and the performance of high frequency tests and measures
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2017
Persistent link: https://www.econbiz.de/10011782238
Saved in:
10
Nonparametric testing for anomaly effects in empirical asset pricing models
Jin, Sainan
;
Su, Liangjun
;
Zhang, Yonghui
- In:
Empirical economics : a journal of the Institute for …
48
(
2015
)
1
,
pp. 9-36
Persistent link: https://www.econbiz.de/10011285985
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->