//--> //--> //--> //-->
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:"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
Emerging Bond Market Volatilit...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Time series analysis
Volatility
41,046
Volatilität
39,947
Theorie
10,960
Theory
10,944
Börsenkurs
9,627
Share price
9,605
Schätzung
9,191
Estimation
9,162
Öffentliche Anleihe
8,261
Public bond
8,260
Capital income
7,592
Kapitaleinkommen
7,592
ARCH-Modell
6,442
ARCH model
6,433
Aktienmarkt
5,899
Stock market
5,886
Welt
5,685
World
5,666
USA
5,082
United States
5,049
Exchange rate
4,647
Wechselkurs
4,641
Prognoseverfahren
3,928
Forecasting model
3,918
Optionspreistheorie
3,886
Option pricing theory
3,874
Stochastischer Prozess
3,828
Stochastic process
3,821
Zeitreihenanalyse
3,227
Yield curve
3,036
Zinsstruktur
3,036
Risk
2,840
Risiko
2,773
EU-Staaten
2,664
EU countries
2,658
volatility
2,655
Spillover-Effekt
2,554
Spillover effect
2,551
Finanzmarkt
2,543
more ...
less ...
Online availability
All
Free
1,212
Undetermined
1,056
Type of publication
All
Article
1,927
Book / Working Paper
1,285
Type of publication (narrower categories)
All
Article in journal
1,843
Aufsatz in Zeitschrift
1,843
Graue Literatur
750
Non-commercial literature
750
Arbeitspapier
726
Working Paper
726
Aufsatz im Buch
80
Book section
80
Hochschulschrift
70
Thesis
51
Collection of articles of several authors
22
Sammelwerk
22
Aufsatzsammlung
15
Collection of articles written by one author
15
Sammlung
15
Conference paper
7
Konferenzbeitrag
7
Lehrbuch
6
Textbook
6
Bibliografie enthalten
3
Bibliography included
3
Rezension
3
Systematic review
3
Übersichtsarbeit
3
Case study
2
Fallstudie
2
Handbook
2
Handbuch
2
Advisory report
1
Amtsdruckschrift
1
Conference proceedings
1
Festschrift
1
Forschungsbericht
1
Government document
1
Gutachten
1
Konferenzschrift
1
Mikroform
1
Reprint
1
more ...
less ...
Language
All
English
3,172
German
38
French
3
Czech
1
Undetermined
1
Author
All
McAleer, Michael
53
Caporale, Guglielmo Maria
47
Koopman, Siem Jan
39
Gil-Alaña, Luis A.
38
Gupta, Rangan
33
Lux, Thomas
32
Bollerslev, Tim
30
Härdle, Wolfgang
29
Andersen, Torben
24
Lucas, André
23
Sibbertsen, Philipp
21
Tauchen, George Eugene
20
Todorov, Viktor
20
Chan, Joshua
19
Dijk, Dick van
18
Hafner, Christian M.
18
Asai, Manabu
17
Chang, Chia-Lin
17
Rodriguez, Gabriel
17
Caporin, Massimiliano
16
Hallin, Marc
16
Kim, Donggyu
16
Hansen, Peter Reinhard
15
Li, Jia
15
Taylor, Robert
15
Teräsvirta, Timo
15
Hautsch, Nikolaus
14
Hounyo, Ulrich
14
Bos, Charles S.
13
Cavaliere, Giuseppe
13
Sucarrat, Genaro
13
Baruník, Jozef
12
Bauwens, Luc
12
Cross, Jamie
12
Diebold, Francis X.
12
Gonçalves, Sílvia
12
Kumar, Dilip
12
Ma, Feng
12
Meddahi, Nour
12
Patton, Andrew J.
12
more ...
less ...
Institution
All
National Bureau of Economic Research
11
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
7
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
Ekonomiska forskningsinstitutet <Stockholm>
5
Centre for Growth and Business Cycle Research <Manchester>
4
Centre for Analytical Finance <Århus>
3
Gottfried Wilhelm Leibniz Universität Hannover
3
Christian-Albrechts-Universität zu Kiel
2
Econometrisch Instituut <Rotterdam>
2
Université de Montréal / Département de sciences économiques
2
Aarhus Universitet / Afdeling for Nationaløkonomi
1
Bundesanstalt für Geowissenschaften und Rohstoffe
1
Business Information Centre <Toronto>
1
Carleton University / Department of Economics
1
Center for Economic Research <Tilburg>
1
Centre for Quantitative Economics & Computing
1
Chambre de commerce et d'industrie de Paris
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
EconWPA
1
Hamburgisches WeltWirtschaftsInstitut
1
Institut for Finansiering <Frederiksberg>
1
Institute of Finance and Accounting <London>
1
International Workshop on Statistics and Finance <1999, Hongkong>
1
Internationaler Währungsfonds / Asia and Pacific Department
1
Internationaler Währungsfonds / Western Hemisphere Department
1
Leibniz-Institut für Agrarentwicklung in Transformationsökonomien
1
Rodney L. White Center for Financial Research
1
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
1
Springer Fachmedien Wiesbaden
1
Springer International Publishing
1
The Wharton Financial Institutions Center
1
University of California, San Diego / Department of Economics
1
University of Strathclyde / Department of Economics
1
University of Western Sydney, Macarthur / Department of Economics and Finance
1
Westfälische Wilhelms-Universität Münster
1
William Davidson Institute <Ann Arbor, Mich.>
1
Zentrum für Europäische Wirtschaftsforschung
1
more ...
less ...
Published in...
All
Journal of econometrics
104
Discussion paper / Tinbergen Institute
77
Energy economics
70
International journal of forecasting
60
Economic modelling
57
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
57
Journal of empirical finance
48
Finance research letters
47
Economics letters
36
Applied economics
34
Journal of forecasting
34
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
34
Econometric reviews
33
The North American journal of economics and finance : a journal of financial economics studies
33
International review of financial analysis
30
International review of economics & finance : IREF
28
Journal of banking & finance
27
Journal of financial econometrics
27
Quantitative finance
26
Working paper
26
CREATES research paper
25
Journal of financial econometrics : official journal of the Society for Financial Econometrics
24
Computational economics
23
Journal of risk and financial management : JRFM
23
Research in international business and finance
21
SFB 649 discussion paper
18
CESifo working papers
17
Journal of economic dynamics & control
17
Applied economics letters
16
CAMA working paper series
16
Econometrics : open access journal
16
Applied financial economics
14
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
14
Economics working paper
14
Journal of international financial markets, institutions & money
14
The econometrics journal
14
Journal of economics and finance
13
Journal of financial economics
13
Econometric Institute research papers
12
Econometric theory
12
more ...
less ...
Source
All
ECONIS (ZBW)
3,210
RePEc
2
Showing
1
-
10
of
3,212
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Time-varying
volatility
and the dynamic behavior of the term structure
Engle, Robert F.
;
Ng, Victor K.
-
1991
Persistent link: https://www.econbiz.de/10000812958
Saved in:
2
Enhancing risk-adjusted return using time series momentum in sovereign bonds
Hambusch, Gerhard
;
Hong, KiHoon Jimmy
;
Webster, Ellenora
- In:
The journal of fixed income
25
(
2015
)
1
,
pp. 96-111
Persistent link: https://www.econbiz.de/10011399838
Saved in:
3
Modeling transmissions of
volatility
shocks : application to CDS spreads during the euro area sovereign crisis
Bellalah, Makram
;
Bellalah, Mondher
;
Boussada, Haifa
- In:
International journal of business
21
(
2016
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011457828
Saved in:
4
Sovereign bond return prediction with realized higher moments
Kinateder, Harald
;
Papavassiliou, Vassilios G.
- In:
Journal of international financial markets, …
62
(
2019
),
pp. 53-73
Persistent link: https://www.econbiz.de/10012262440
Saved in:
5
Modeling euro area bond yields using a time-varying factor model
Adam, Tomáš
;
Lo Duca, Marco
-
2017
with time-varying loading coefficients and stochastic
volatility
, which allows for capturing changes in the pricing …
Persistent link: https://www.econbiz.de/10011637545
Saved in:
6
Forecasting sovereign bond realized
volatility
using time-varying coefficients model
Malinska, Barbora
-
2021
This paper studies predictability of realized
volatility
of U.S. Treasury futures using high-frequency data for 2-year … to generate systemic under-predictions of future realized
volatility
. …
Persistent link: https://www.econbiz.de/10012542381
Saved in:
7
Time-Varying
Volatility
and the Dynamic Behavior of the Term Structure
Engle, Robert F.
-
1991
volatility
of the Treasury bill market. We demonstrate that differently shaped yield curves can result given different … combinations of
volatility
and expectations about future spot rates. Moreover, adjusting the forward rate for the
volatility
…
Persistent link: https://www.econbiz.de/10012475329
Saved in:
8
From bond yield to macroeconomic instability : a parsimonious affine model
Recchioni, Maria Cristina
;
Tedeschi, Gabriele
- In:
European journal of operational research : EJOR
262
(
2017
)
3
,
pp. 1116-1135
Persistent link: https://www.econbiz.de/10011802489
Saved in:
9
Time-varying pricing of risk in sovereign bond futures returns
Malinská, Barbora
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10013455827
Saved in:
10
Modelling Australian bank bill rates : a Kalman filter approach
Bhar, Ramaprasad
-
1993
Persistent link: https://www.econbiz.de/10000878038
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...
//-->