//--> //--> //--> //-->
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:"United States"
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
Introduction to: Reflections o...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
United States
Theorie
148
Theory
146
Volatility
104
Volatilität
102
Time series analysis
97
Zeitreihenanalyse
97
Estimation
84
Schätzung
84
Prognoseverfahren
81
Forecasting model
80
Estimation theory
77
Schätztheorie
77
Börsenkurs
55
Capital income
55
Kapitaleinkommen
55
Share price
55
USA
55
Stochastic process
39
Stochastischer Prozess
39
Risk premium
38
Risikoprämie
37
CAPM
35
Saisonale Schwankungen
24
Seasonal variations
24
Regression analysis
23
Regressionsanalyse
23
Aktienmarkt
22
Stock market
22
ECONOMETRICS
18
Risiko
18
Risk
18
ARCH model
17
ARCH-Modell
17
Monetary policy
17
Econometrics
16
Financial market
16
Finanzmarkt
16
stochastic volatility
16
Geldpolitik
15
more ...
less ...
Online availability
All
Undetermined
15
Free
11
Type of publication
All
Article
32
Book / Working Paper
22
Type of publication (narrower categories)
All
Article in journal
30
Aufsatz in Zeitschrift
30
Arbeitspapier
18
Graue Literatur
18
Non-commercial literature
18
Working Paper
18
Aufsatz im Buch
2
Book section
2
Aufsatzsammlung
1
more ...
less ...
Language
All
English
54
Author
All
Ghysels, Eric
44
Tauchen, George Eugene
10
Andreou, Elena
4
Engle, Robert F.
4
Gallant, A. Ronald
4
Santa-Clara, Pedro
4
Valkanov, Rossen I.
4
Bollerslev, Tim
3
Chabot, Benjamin
3
Fleming, Michael J.
3
Jagannathan, Ravi
3
Zhou, Hao
3
Ball, Ryan
2
Bansal, Ravi
2
Brownlees, Christian
2
Chabot, Ben
2
Gagliardini, Patrick
2
Kurz, Christopher J.
2
Nguyen, Giang H.
2
Ozkan, Nazire
2
Plazzi, Alberto
2
Rossi, Peter E.
2
Rubin, Mirco
2
Valkanov, Rossen
2
Wright, Jonathan H.
2
Anderson, Ewan W.
1
Brown, Gregory W.
1
Callan, Myles
1
Campbell, Bryan
1
Canova, Fabio
1
Cao, Charles Q.
1
Chernov, Mikhail
1
Colacito, Riccardo
1
Eriksson, Anders
1
Forsberg, Lars
1
Granger, C. W. J.
1
Gredil, Oleg R.
1
Guérin, Pierre
1
Hatheway, Frank
1
Horan, Casidhe
1
more ...
less ...
Published in...
All
Discussion paper / Centre for Economic Policy Research
7
The review of financial studies
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
The review of economics and statistics
4
Working paper / National Bureau of Economic Research, Inc.
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Finance and economics discussion series
2
Journal of econometrics
2
Journal of financial economics
2
Working papers / Federal Reserve Bank of Chicago
2
Advances in economics and econometrics: theory and applications ; Vol. 3
1
CREATES research paper
1
Computation and estimation in finance and economics
1
Discussion papers / CEPR
1
Econometric Society monographs
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
European financial management : the journal of the European Financial Management Association
1
Handbook of economic forecasting ; Volume 2A
1
International journal of forecasting
1
Journal of economic dynamics & control
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Macroeconomic dynamics
1
Research paper series / Swiss Finance Institute
1
Southern economic journal
1
Special issue on new developments in time series econometrics
1
Staff reports / Federal Reserve Bank of New York
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The journal of finance : the journal of the American Finance Association
1
UNC Kenan-Flagler Research Paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
54
Showing
1
-
10
of
54
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
New minimum chi-square methods in empirical finance
Tauchen, George Eugene
-
1997
Persistent link: https://www.econbiz.de/10001328729
Saved in:
2
Volatility in equilibrium : asymmetries and dynamic dependencies
Bollerslev, Tim
;
Sizova, Natalia
;
Tauchen, George Eugene
-
2009
Persistent link: https://www.econbiz.de/10003849492
Saved in:
3
Expected stock returns and variance risk premia
Bollerslev, Tim
;
Tauchen, George Eugene
;
Zhou, Hao
- In:
The review of financial studies
22
(
2009
)
11
,
pp. 4463-4492
Persistent link: https://www.econbiz.de/10003896321
Saved in:
4
The realized Laplace transform of volatility
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
3
,
pp. 1105-1127
Persistent link: https://www.econbiz.de/10009629019
Saved in:
5
Regime shifts, risk premiums in the term structure, and the business cycle
Bansal, Ravi
;
Tauchen, George Eugene
;
Zhou, Hao
- In:
Journal of business & economic statistics : JBES ; a …
22
(
2004
)
4
,
pp. 396-409
Persistent link: https://www.econbiz.de/10002372889
Saved in:
6
Regime-shifts, risk premiums in the term structure, and the business cycle
Bansal, Ravi
;
Tauchen, George Eugene
;
Zhou, Hao
-
2003
Persistent link: https://www.econbiz.de/10001764084
Saved in:
7
Using daily range data to calibrate volatility diffusions and extract the forward integrated variance
Gallant, A. Ronald
;
Hsu, Chiente
;
Tauchen, George Eugene
- In:
The review of economics and statistics
81
(
1999
)
4
,
pp. 617-631
Persistent link: https://www.econbiz.de/10001437376
Saved in:
8
Stock prices and volume
Gallant, A. Ronald
- In:
The review of financial studies
5
(
1992
)
2
,
pp. 199-242
Persistent link: https://www.econbiz.de/10001123796
Saved in:
9
Nonlinear dynamic structures
Gallant, A. Ronald
- In:
Econometrica : journal of the Econometric Society, an …
61
(
1993
)
4
,
pp. 871-907
Persistent link: https://www.econbiz.de/10001147138
Saved in:
10
Estimation of continuous-time models for stock returns and interest rates
Gallant, A. Ronald
- In:
Macroeconomic dynamics
1
(
1997
)
1
,
pp. 135-168
Persistent link: https://www.econbiz.de/10001337436
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->