//--> //--> //--> //-->
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
Stochastic volatility duration...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatilität
Theorie
324
Theory
322
Estimation theory
132
Schätztheorie
132
Time series analysis
103
Zeitreihenanalyse
103
Prognoseverfahren
81
Forecasting model
80
Estimation
75
Schätzung
75
Volatility
65
USA
51
United States
50
CAPM
48
Portfolio-Management
41
Portfolio selection
40
Börsenkurs
38
Kreditrisiko
38
Share price
38
Credit risk
37
Econometrics
37
Yield curve
34
Zinsstruktur
34
Ökonometrie
34
Risikoprämie
32
Capital income
31
Derivat
31
Derivative
31
Kapitaleinkommen
31
Risiko
31
Risk
31
Risk premium
31
Saisonale Schwankungen
25
Seasonal variations
25
Stochastic process
25
Stochastischer Prozess
25
Statistical theory
24
Statistische Methodenlehre
24
ECONOMETRICS
21
more ...
less ...
Online availability
All
Free
18
Undetermined
11
Type of publication
All
Article
33
Book / Working Paper
30
Type of publication (narrower categories)
All
Article in journal
30
Aufsatz in Zeitschrift
30
Arbeitspapier
18
Working Paper
18
Graue Literatur
17
Non-commercial literature
17
Aufsatz im Buch
4
Book section
4
Amtsdruckschrift
3
Government document
3
Collection of articles of several authors
1
Sammelwerk
1
more ...
less ...
Language
All
English
63
Author
All
Ghysels, Eric
48
Gouriéroux, Christian
18
Jasiak, Joann
13
Andreou, Elena
7
Valkanov, Rossen I.
5
Wang, Fangfang
5
Engle, Robert F.
4
Monfort, Alain
4
Renault, Eric
4
Santa-Clara, Pedro
4
Chen, Xilong
3
Fleming, Michael J.
3
Sufana, Razvan
3
Chernov, Mikhail
2
Dossani, Asad
2
Gagliardini, Patrick
2
Garcia, René
2
Harvey, Andrew C.
2
Nguyen, Giang
2
Nguyen, Giang H.
2
Plazzi, Alberto
2
Sinko, Arthur
2
Sohn, Bumjean
2
Valkanov, Rossen
2
Andreou, Alena
1
Bossaerts, Peter L.
1
Chabot, Benjamin
1
Conrad, Christian
1
Custovic, Anessa
1
Forsberg, Lars
1
Gallant, A. Ronald
1
Goyenko, Ruslan
1
Jagannathan, Ravi
1
Liu, Hanwei
1
Lu, Yang
1
Raymond, Steve
1
Rodrigues, Paulo M. M.
1
Rubia, Antonio
1
Rubin, M.
1
Rubin, Mirco
1
more ...
less ...
Institution
All
National Bureau of Economic Research
1
Published in...
All
Journal of econometrics
10
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
Série des documents de travail / Centre de Recherche en Économie et Statistique
5
Econometric reviews
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Série des documents de travail
3
Discussion paper / Centre for Economic Policy Research
2
Research paper series / Swiss Finance Institute
2
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
2
Working paper / National Bureau of Economic Research, Inc.
2
CORE discussion paper : DP
1
Cahier / Département de Sciences Économiques, Université de Montréal
1
Discussion papers / CEPR
1
Econometric analysis of financial and economic time series ; part a
1
Econometric theory
1
Journal of applied econometrics
1
Journal of empirical finance
1
Journal of financial economics
1
Journal of risk and financial management : JRFM
1
Journal of time series econometrics
1
Kenan Institute of Private Enterprise Research Paper
1
NBER Working Paper
1
NBER working paper series
1
Staff reports / Federal Reserve Bank of New York
1
Statistical methods in finance
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Swiss Finance Institute Research Paper
1
The review of economics and statistics
1
The review of financial studies
1
Tools and techniques
1
Uncertainty analysis in econometrics with applications : [This volume contains papers presented at TES 2013 - The Sixth International Conference of the Thailand Econometric Society, which is held in Chiang Mai, Thailand, during January 10th - 11th, 2013 ...]
1
Working paper / Department of Economics, University of Cyprus
1
more ...
less ...
Source
All
ECONIS (ZBW)
63
Showing
1
-
10
of
63
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Trading patterns, time deformation and stochastic volatility in foreign exchange markets
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1996
Persistent link: https://www.econbiz.de/10000952887
Saved in:
2
Stochastic volatility duration models
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of econometrics
119
(
2004
)
2
,
pp. 413-433
Persistent link: https://www.econbiz.de/10001956379
Saved in:
3
A degeneracy in the analysis of volatility and covolatility effects
Gouriéroux, Christian
;
Jasiak, Joann
-
2006
Persistent link: https://www.econbiz.de/10003468054
Saved in:
4
The Wishart Autoregressive process of multivariate stochastic volatility
Gouriéroux, Christian
;
Jasiak, Joann
;
Sufana, Razvan
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 167-181
Persistent link: https://www.econbiz.de/10003858506
Saved in:
5
The wishart autoregressive of multivariate stochastic volatility
Gouriéroux, Christian
;
Jasiak, Joann
;
Sufana, Razvan
-
2004
Persistent link: https://www.econbiz.de/10002597955
Saved in:
6
Size distortion in the analysis of volatility and covolatility effects
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Uncertainty analysis in econometrics with applications …
,
(pp. 91-118)
.
2013
Persistent link: https://www.econbiz.de/10009711160
Saved in:
7
Multivariate Jacobi process with application to smooth transitions
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 475-505
Persistent link: https://www.econbiz.de/10003298607
Saved in:
8
Dynamic factor models
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Econometric reviews
20
(
2001
)
4
,
pp. 385-424
Persistent link: https://www.econbiz.de/10001620897
Saved in:
9
Dynamic factor models
Gouriéroux, Christian
;
Jasiak, Joann
-
1999
Persistent link: https://www.econbiz.de/10001380657
Saved in:
10
Stationary bubble equilibria in rational expectation models
Gouriéroux, Christian
;
Jasiak, Joann
;
Monfort, Alain
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 714-735
Persistent link: https://www.econbiz.de/10012483178
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->