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~subject:"Volatilität"
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Volatilität
Schätztheorie
36,062
Estimation theory
35,435
Zeitreihenanalyse
29,817
Time series analysis
28,795
Theorie
20,950
Theory
20,294
Schätzung
10,201
Estimation
10,014
Prognoseverfahren
7,160
Forecasting model
6,999
Regressionsanalyse
4,582
Regression analysis
4,554
USA
4,188
Volatility
4,114
United States
4,054
Nichtparametrisches Verfahren
3,969
Nonparametric statistics
3,842
Kointegration
2,772
Cointegration
2,724
ARCH-Modell
2,475
Börsenkurs
2,467
ARCH model
2,434
Statistischer Test
2,421
Share price
2,408
Kapitaleinkommen
2,375
Capital income
2,368
Statistical test
2,345
Panel
2,338
Panel study
2,282
Stochastischer Prozess
2,184
Konjunktur
2,177
Stochastic process
2,125
Business cycle
2,099
Bayes-Statistik
2,080
Bayesian inference
2,047
VAR-Modell
2,022
VAR model
1,988
Statistische Verteilung
1,880
Statistical distribution
1,843
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Online availability
All
Free
1,629
Undetermined
1,273
Type of publication
All
Article
2,447
Book / Working Paper
1,749
Type of publication (narrower categories)
All
Article in journal
2,332
Aufsatz in Zeitschrift
2,332
Working Paper
949
Graue Literatur
898
Non-commercial literature
898
Arbeitspapier
874
Aufsatz im Buch
111
Book section
111
Hochschulschrift
83
Thesis
62
Collection of articles of several authors
24
Sammelwerk
24
Collection of articles written by one author
17
Sammlung
17
Aufsatzsammlung
15
Conference paper
8
Konferenzbeitrag
8
Lehrbuch
6
Textbook
6
Forschungsbericht
4
Systematic review
4
Übersichtsarbeit
4
Bibliografie enthalten
3
Bibliography included
3
Rezension
3
Amtsdruckschrift
2
Article
2
Dissertation u.a. Prüfungsschriften
2
Government document
2
Handbook
2
Handbuch
2
Konferenzschrift
2
Advisory report
1
Case study
1
Conference proceedings
1
Fallstudie
1
Festschrift
1
Gutachten
1
Mikroform
1
Reprint
1
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Language
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English
4,144
German
51
French
4
Czech
1
Author
All
McAleer, Michael
56
Caporale, Guglielmo Maria
49
Koopman, Siem Jan
47
Lux, Thomas
42
Härdle, Wolfgang
36
Bollerslev, Tim
35
Gupta, Rangan
34
Gil-Alaña, Luis A.
33
Todorov, Viktor
29
Andersen, Torben
27
Hafner, Christian M.
27
Lucas, André
26
Hautsch, Nikolaus
25
Tauchen, George Eugene
25
Li, Jia
24
Kumar, Dilip
23
Sibbertsen, Philipp
22
Dijk, Dick van
21
Diebold, Francis X.
20
Rodriguez, Gabriel
20
Asai, Manabu
19
Brandt, Michael W.
19
Chan, Joshua
19
Teräsvirta, Timo
19
Caporin, Massimiliano
18
Chang, Chia-Lin
18
Kim, Donggyu
18
Swanson, Norman R.
18
Bauwens, Luc
17
Bos, Charles S.
17
Li, Yingying
17
Maheswaran, S.
17
Cavaliere, Giuseppe
16
Hallin, Marc
16
Hansen, Peter Reinhard
16
Liu, Zhi
16
Meddahi, Nour
16
Patton, Andrew J.
15
Sucarrat, Genaro
15
Taylor, Robert
15
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Institution
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National Bureau of Economic Research
17
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
10
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
Birkbeck College / Department of Economics
4
Centre for Growth and Business Cycle Research <Manchester>
4
Ekonomiska forskningsinstitutet <Stockholm>
4
Rodney L. White Center for Financial Research
4
Centre for Analytical Finance <Århus>
3
Gottfried Wilhelm Leibniz Universität Hannover
3
Christian-Albrechts-Universität zu Kiel
2
Econometrisch Instituut <Rotterdam>
2
Springer Fachmedien Wiesbaden
2
Université de Montréal / Département de sciences économiques
2
Aarhus Universitet / Afdeling for Nationaløkonomi
1
Banque de France / Direction des Etudes Economiques et de la Recherche
1
Bundesanstalt für Geowissenschaften und Rohstoffe
1
Business Information Centre <Toronto>
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
European University Institute / Department of Economics
1
Federal Reserve Bank of Cleveland
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
Manchester Business School
1
School of Economics <Bundoora, Victoria> / Department of Economics
1
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
1
Springer International Publishing
1
The Wharton Financial Institutions Center
1
University of California, San Diego / Department of Economics
1
University of Chicago / Graduate School of Business
1
University of Chicago / Graduate School of Business / Department of Economics
1
University of Exeter / Department of Economics
1
University of Strathclyde / Department of Economics
1
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Published in...
All
Journal of econometrics
169
Discussion paper / Tinbergen Institute
85
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
81
Energy economics
72
International journal of forecasting
66
Economic modelling
65
Journal of empirical finance
62
Finance research letters
56
Economics letters
55
Econometric reviews
43
Journal of forecasting
41
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
40
The North American journal of economics and finance : a journal of financial economics studies
38
Applied economics
37
Journal of banking & finance
35
Journal of financial econometrics : official journal of the Society for Financial Econometrics
34
Quantitative finance
34
International review of economics & finance : IREF
32
International review of financial analysis
32
CREATES research paper
31
Journal of financial econometrics
31
Journal of risk and financial management : JRFM
28
Computational economics
27
Working paper
26
Research in international business and finance
24
SFB 649 discussion paper
23
Econometric theory
22
Econometrics : open access journal
21
The econometrics journal
20
Applied economics letters
19
International journal of theoretical and applied finance
19
Journal of economic dynamics & control
18
Applied financial economics
17
CESifo working papers
17
CAMA working paper series
16
International journal of economics and financial issues : IJEFI
16
Journal of financial economics
16
Journal of international financial markets, institutions & money
16
Economics working paper
15
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
15
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Source
All
ECONIS (ZBW)
4,113
EconStor
78
USB Cologne (EcoSocSci)
3
USB Cologne (business full texts)
2
Showing
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1
Testing of binary regime switching models using squeeze duration analysis
Das, Milan Kumar
;
Goswami, Anindya
- In:
International journal of financial engineering
6
(
2019
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10012028860
Saved in:
2
A note on the normalized residuals from ARCH and stochastic volatility models
Nelson, Daniel B.
-
1990
-
Rev
Persistent link: https://www.econbiz.de/10000809491
Saved in:
3
The ARCH Effect : a model of gradual anticipation for autoregressive conditional heteroskedasticity in asset returns
El Din, Tarek Mohy
-
1997
Persistent link: https://www.econbiz.de/10000623956
Saved in:
4
Modeling volatility dynamics
Diebold, Francis X.
;
Lopez, Jose A.
-
1995
Persistent link: https://www.econbiz.de/10000587223
Saved in:
5
Modelling long memory in stock market volatility : a fractionally integrated generalised arch approach
Psaradakis, Zacharias
;
Sola, Martin
-
1995
Persistent link: https://www.econbiz.de/10000151421
Saved in:
6
Nonparametric modelling of financial time series
Heid, Frank
-
1998
Persistent link: https://www.econbiz.de/10000668367
Saved in:
7
Nonlinear time series with long memory : a model for stochastic volatility
Robinson, Peter M.
;
Zaffaroni, Paolo
-
1997
Persistent link: https://www.econbiz.de/10000954585
Saved in:
8
Nonlinearities and regime shifts in financial time series
Åsbrink, Stefan E.
-
1997
Persistent link: https://www.econbiz.de/10000958387
Saved in:
9
A new non-linear GARCH model
Hagerud, Gustaf E.
-
1997
Persistent link: https://www.econbiz.de/10000958392
Saved in:
10
Peut-on exploiter le lien statistique entre cours et volumes? : Le cas de quatre bourses de valeurs
Chauveau, Thierry
-
1997
Persistent link: https://www.econbiz.de/10000962614
Saved in:
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