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:"Volatilität"
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
Shortcomings of tests for auto...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatilität
Theorie
622,115
Theory
607,029
USA
40,743
United States
39,659
Schätzung
29,670
Estimation
28,922
Welt
24,516
World
23,901
Geldpolitik
22,272
Deutschland
22,270
Monetary policy
21,553
Germany
20,899
Portfolio-Management
18,662
Portfolio selection
18,459
Risiko
17,263
Risk
17,056
Mathematische Optimierung
16,736
Mathematical programming
16,631
Prognoseverfahren
14,048
Forecasting model
13,774
Zeitreihenanalyse
13,499
Wirtschaftswachstum
13,185
Time series analysis
13,103
Spieltheorie
12,638
Economic growth
12,609
Game theory
11,922
Schätztheorie
11,744
Estimation theory
11,346
Experiment
11,170
Börsenkurs
11,145
Share price
10,940
Asymmetrische Information
10,505
Asymmetric information
10,221
Wettbewerb
10,189
Wohlfahrtsanalyse
10,109
Welfare analysis
9,937
Volatility
9,912
Competition
9,833
Stochastischer Prozess
9,648
more ...
less ...
Online availability
All
Free
4,050
Undetermined
2,107
Type of publication
All
Book / Working Paper
5,324
Article
4,840
Type of publication (narrower categories)
All
Article in journal
4,491
Aufsatz in Zeitschrift
4,491
Working Paper
2,486
Graue Literatur
2,412
Non-commercial literature
2,412
Arbeitspapier
2,264
Hochschulschrift
358
Aufsatz im Buch
322
Book section
322
Thesis
298
Collection of articles written by one author
91
Sammlung
91
Collection of articles of several authors
53
Sammelwerk
53
Bibliografie enthalten
43
Bibliography included
43
Conference paper
26
Konferenzbeitrag
26
Aufsatzsammlung
22
Systematic review
22
Übersichtsarbeit
22
Forschungsbericht
19
Konferenzschrift
17
Amtsdruckschrift
12
Government document
12
Conference proceedings
8
Lehrbuch
8
Rezension
8
Textbook
8
Article
7
Reprint
6
Handbook
5
Handbuch
5
Bibliografie
3
Accompanied by computer file
2
Elektronischer Datenträger als Beilage
2
Glossar enthalten
2
Glossary included
2
Amtliche Publikation
1
CD-ROM, DVD
1
more ...
less ...
Language
All
English
9,911
German
205
French
26
Spanish
16
Italian
5
Polish
2
Portuguese
2
Czech
1
Hungarian
1
Dutch
1
Norwegian
1
Chinese
1
more ...
less ...
Author
All
Bollerslev, Tim
78
Diebold, Francis X.
63
McAleer, Michael
59
Koopman, Siem Jan
50
Andersen, Torben
49
Lux, Thomas
47
Härdle, Wolfgang
38
Gupta, Rangan
36
Aizenman, Joshua
33
Pierdzioch, Christian
33
Caporin, Massimiliano
32
Chiarella, Carl
32
Hautsch, Nikolaus
31
Bekaert, Geert
30
Asai, Manabu
28
Herwartz, Helmut
27
Fernández-Villaverde, Jesús
25
Schlag, Christian
25
Hafner, Christian M.
24
Lucas, André
24
Todorov, Viktor
24
Yu, Jun
24
Andersen, Torben G.
23
Christoffersen, Peter F.
23
Aït-Sahalia, Yacine
22
Clark, Todd E.
22
Ghysels, Eric
22
Meddahi, Nour
22
Caballero, Ricardo J.
21
Mittnik, Stefan
21
Westerhoff, Frank H.
21
Bauwens, Luc
20
Engle, Robert F.
20
Gonçalves, Sílvia
20
Bos, Charles S.
19
Chan, Joshua
19
Giglio, Stefano
19
Li, Kai
19
Liesenfeld, Roman
19
Lütkepohl, Helmut
19
more ...
less ...
Institution
All
National Bureau of Economic Research
181
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
12
Ekonomiska forskningsinstitutet <Stockholm>
8
European University Institute / Department of Economics
8
Centre for Analytical Finance <Århus>
7
Rodney L. White Center for Financial Research
7
Internationaler Währungsfonds / Research Department
6
Birkbeck College / Department of Economics
5
Institute of Finance and Accounting <London>
5
Svenska Handelshögskolan <Helsinki>
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
4
Instituto Valenciano de Investigaciones Económicas
4
The Wharton Financial Institutions Center
4
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
3
Federal Reserve Bank of San Francisco
3
Federal Reserve System / Division of Research and Statistics
3
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
3
Springer Fachmedien Wiesbaden
3
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
3
World Bank
3
Brown University / Department of Economics
2
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification <Paris>
2
Centre for Economic Policy Research
2
Centre for Growth and Business Cycle Research <Manchester>
2
Christian-Albrechts-Universität zu Kiel
2
Danmarks Nationalbank
2
Deutsche Börse AG
2
Erasmus Research Institute of Management
2
Federal Reserve Bank of New York
2
Forschungsinstitut zur Zukunft der Arbeit
2
Goethe-Universität Frankfurt am Main
2
Gottfried Wilhelm Leibniz Universität Hannover
2
Institut für Weltwirtschaft
2
International Monetary Fund
2
Internationaler Währungsfonds / Western Hemisphere Department
2
Judge Institute of Management Studies
2
Kansantaloustieteen Laitos <Tampere>
2
Umeå Universitet / Institutionen för Nationalekonomi
2
University of British Columbia / Finance Division
2
University of Exeter / Department of Economics
2
more ...
less ...
Published in...
All
NBER working paper series
174
Working paper / National Bureau of Economic Research, Inc.
161
NBER Working Paper
156
Journal of econometrics
139
Journal of banking & finance
110
Economics letters
87
Finance research letters
86
Journal of empirical finance
84
Discussion paper / Tinbergen Institute
83
Discussion paper / Centre for Economic Policy Research
79
Economic modelling
79
International journal of forecasting
77
International journal of theoretical and applied finance
76
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
74
Mathematical finance : an international journal of mathematics, statistics and financial theory
72
Journal of financial economics
71
Journal of economic dynamics & control
70
Working paper
67
International review of financial analysis
66
Journal of international money and finance
66
The European journal of finance
66
Energy economics
64
International review of economics & finance : IREF
60
Applied economics
59
The review of financial studies
57
Journal of forecasting
55
Econometric reviews
54
Quantitative finance
51
Journal of financial econometrics : official journal of the Society for Financial Econometrics
49
Applied economics letters
48
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
46
The North American journal of economics and finance : a journal of financial economics studies
46
Applied mathematical finance
45
Computational economics
45
Research paper series / Swiss Finance Institute
45
The journal of finance : the journal of the American Finance Association
44
Finance and stochastics
42
CREATES research paper
41
The journal of futures markets
41
Journal of monetary economics
40
more ...
less ...
Source
All
ECONIS (ZBW)
9,925
EconStor
230
USB Cologne (EcoSocSci)
4
RePEc
2
USB Cologne (business full texts)
1
ArchiDok
1
OLC EcoSci
1
more ...
less ...
Showing
1
-
10
of
10,164
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A consistent and robust test for autocorrelated jump occurrences
Kwok, Simon Sai Man
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 157-186
Persistent link: https://www.econbiz.de/10014526309
Saved in:
2
On the robustness of Ljung-Box and McLeod-Li Q tests : a simulation study
Chen, Yi-ting
(
contributor
)
- In:
Economics bulletin : EB
(
2002
)
Persistent link: https://www.econbiz.de/10001740184
Saved in:
3
Testing for
autocorrelation
using a modified box-pierce Q test
Lobato, Ignacio N.
;
Nankervis, John C.
;
Savin, N. Eugene
- In:
International economic review
42
(
2001
)
1
,
pp. 187-205
Persistent link: https://www.econbiz.de/10001562214
Saved in:
4
A CUSUM test for a long memory heterogeneous autoregressive model
Hwang, Eunju
;
Shin, Dong-wan
- In:
Economics letters
121
(
2013
)
3
,
pp. 379-383
Persistent link: https://www.econbiz.de/10010392170
Saved in:
5
The long memory of order flow in the foreign exchange spot market
Gould, Martin
;
Porter, Mason A.
;
Howison, Sam
- In:
Market microstructure and liquidity
2
(
2016
)
1
,
pp. 1-40
Persistent link: https://www.econbiz.de/10011588230
Saved in:
6
Drawdown measures and return moments
Möller, Philipp M.
- In:
International journal of theoretical and applied finance
21
(
2018
)
7
,
pp. 1-42
Persistent link: https://www.econbiz.de/10011957033
Saved in:
7
A latent factor model for forecasting realized variances
Calzolari, Giorgio
;
Halbleib, Roxana
;
Zagidullina, Aygul
- In:
Journal of financial econometrics
19
(
2021
)
5
,
pp. 860-909
Persistent link: https://www.econbiz.de/10012799052
Saved in:
8
Dynamic
autocorrelation
and international portfolio allocation
Kinnunen, Jyri
;
Martikainen, Minna
- In:
Multinational finance journal
21
(
2017
)
1
,
pp. 21-48
Persistent link: https://www.econbiz.de/10012547453
Saved in:
9
Large fluctuations in financial models
Borkovec, Milan
-
1999
Persistent link: https://www.econbiz.de/10001377628
Saved in:
10
Nonlinear dynamics of realized minimum-variance hedge ratios : a two-regime self-exciting threshold autoregressive approach
Lai, Yu-Sheng
- In:
The empirical economics letters : a monthly …
14
(
2015
)
9
,
pp. 899-905
Persistent link: https://www.econbiz.de/10011459137
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...
