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~subject:"Volatilität"
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Volatilität
Theorie
625,552
Theory
610,650
Schätzung
131,052
Estimation
124,928
USA
55,017
United States
53,187
Deutschland
37,145
Welt
36,363
World
35,203
Germany
33,997
Zeitreihenanalyse
29,738
Time series analysis
28,716
Geldpolitik
26,724
Monetary policy
25,813
Portfolio-Management
21,185
Wirtschaftswachstum
20,987
Portfolio selection
20,933
Prognoseverfahren
20,731
Simulation
20,352
Forecasting model
20,294
Risiko
20,153
Volatility
20,120
Economic growth
20,088
Risk
19,914
Börsenkurs
19,251
Share price
18,901
Schätztheorie
18,729
Estimation theory
18,297
Mathematische Optimierung
17,311
Mathematical programming
17,205
EU-Staaten
15,900
Kapitaleinkommen
15,824
Capital income
15,768
EU countries
15,182
Wirkungsanalyse
13,837
Impact assessment
13,453
Konjunktur
13,151
Spieltheorie
13,032
Business cycle
12,730
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Free
7,704
Undetermined
5,613
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Article
11,699
Book / Working Paper
8,839
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Article in journal
11,101
Aufsatz in Zeitschrift
11,101
Working Paper
4,298
Graue Literatur
4,059
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4,059
Arbeitspapier
3,913
Aufsatz im Buch
561
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561
Hochschulschrift
451
Thesis
364
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124
Sammlung
124
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70
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70
Conference paper
63
Konferenzbeitrag
63
Bibliografie enthalten
46
Bibliography included
46
Aufsatzsammlung
32
Systematic review
25
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25
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23
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20
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13
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13
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11
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9
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9
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9
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7
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6
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6
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5
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5
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5
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English
20,196
German
271
French
33
Spanish
25
Italian
7
Czech
3
Portuguese
3
Polish
2
Undetermined
2
Hungarian
1
Dutch
1
Norwegian
1
Romanian
1
Chinese
1
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Author
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McAleer, Michael
202
Gupta, Rangan
152
Bollerslev, Tim
112
Caporale, Guglielmo Maria
95
Diebold, Francis X.
83
Pierdzioch, Christian
79
Ma, Feng
78
Andersen, Torben
76
Koopman, Siem Jan
73
Chang, Chia-Lin
71
Bouri, Elie
64
Lux, Thomas
59
Hautsch, Nikolaus
57
Todorov, Viktor
57
Caporin, Massimiliano
55
Engle, Robert F.
55
Härdle, Wolfgang
55
Asai, Manabu
53
Hafner, Christian M.
44
Herwartz, Helmut
44
Gil-Alaña, Luis A.
41
Tiwari, Aviral Kumar
41
Wang, Yudong
41
Bauwens, Luc
40
McMillan, David G.
40
Zhang, Yaojie
40
Chiarella, Carl
39
Christoffersen, Peter F.
39
Bahmani-Oskooee, Mohsen
37
Bekaert, Geert
37
Kang, Sang Hoon
37
Kumar, Dilip
37
Belke, Ansgar
36
Fernández-Villaverde, Jesús
36
Mensi, Walid
36
Spagnolo, Nicola
36
Wohar, Mark E.
36
Hansen, Peter Reinhard
35
Rodriguez, Gabriel
35
Aizenman, Joshua
34
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National Bureau of Economic Research
244
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
23
Centre for Analytical Finance <Århus>
10
Ekonomiska forskningsinstitutet <Stockholm>
10
European University Institute / Department of Economics
8
Rodney L. White Center for Financial Research
8
University of Canterbury / Dept. of Economics and Finance
8
Institut für Weltwirtschaft
7
Svenska Handelshögskolan <Helsinki>
7
Centre for Growth and Business Cycle Research <Manchester>
6
Internationaler Währungsfonds / Research Department
6
Birkbeck College / Department of Economics
5
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
Federal Reserve Bank of St. Louis
5
Institute of Finance and Accounting <London>
5
The Wharton Financial Institutions Center
5
Federal Reserve System / Division of Research and Statistics
4
Gottfried Wilhelm Leibniz Universität Hannover
4
Instituto Valenciano de Investigaciones Económicas
4
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
4
World Bank
4
Brown University / Department of Economics
3
Chambre de commerce et d'industrie de Paris
3
Econometrisch Instituut <Rotterdam>
3
Federal Reserve Bank of New York
3
Federal Reserve Bank of San Francisco
3
Forschungsinstitut zur Zukunft der Arbeit
3
International Monetary Fund
3
Kansantaloustieteen Laitos <Tampere>
3
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
3
Springer Fachmedien Wiesbaden
3
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
3
Australian National University / Faculty of Economics and Commerce
2
Business Information Centre <Toronto>
2
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification <Paris>
2
Centre for Economic Policy Research
2
Centre for Quantitative Economics & Computing
2
Christian-Albrechts-Universität zu Kiel
2
Danmarks Nationalbank
2
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Published in...
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Energy economics
367
Finance research letters
298
Journal of econometrics
242
NBER working paper series
236
Economic modelling
231
Working paper / National Bureau of Economic Research, Inc.
225
Applied economics
222
International review of financial analysis
218
NBER Working Paper
210
International review of economics & finance : IREF
204
Journal of banking & finance
195
The North American journal of economics and finance : a journal of financial economics studies
183
Journal of empirical finance
180
Economics letters
161
Research in international business and finance
154
Discussion paper / Tinbergen Institute
148
Working paper
142
Applied financial economics
134
Journal of international financial markets, institutions & money
134
Applied economics letters
133
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
131
Journal of international money and finance
130
International journal of forecasting
127
The journal of futures markets
126
Journal of risk and financial management : JRFM
120
Discussion paper / Centre for Economic Policy Research
113
The European journal of finance
107
Journal of financial economics
102
Journal of forecasting
101
International journal of theoretical and applied finance
96
Journal of economic dynamics & control
93
CESifo working papers
89
International journal of finance & economics : IJFE
89
Quantitative finance
88
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
88
International Journal of Energy Economics and Policy : IJEEP
82
Journal of financial econometrics : official journal of the Society for Financial Econometrics
81
Econometric reviews
79
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
79
Mathematical finance : an international journal of mathematics, statistics and financial theory
73
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Source
All
ECONIS (ZBW)
20,115
EconStor
401
USB Cologne (EcoSocSci)
12
OLC EcoSci
4
USB Cologne (business full texts)
3
ArchiDok
2
RePEc
1
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Showing
1
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10
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20,538
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date (oldest first)
1
Value-at-risk and expected shortfall when there is long range dependence
Härdle, Wolfgang
(
contributor
);
Mungo, Julius
(
contributor
)
-
2008
portfolio (Bayer, Siemens and Volkswagen). Classical V aR
estimation
methodology such as exponential moving average (EMA) as …
Persistent link: https://www.econbiz.de/10003636008
Saved in:
2
Do common volatility models capture cyclical behaviour in volatility?
Clements, Adam
;
Collet, Jérôme
- In:
Applied financial economics
18
(
2008
)
7/9
,
pp. 599-604
Persistent link: https://www.econbiz.de/10003739247
Saved in:
3
Conditional correlations and volatility spillovers between crude oil and stock index returns
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008669344
Saved in:
4
Estimating and forecasting volatility of financial time series in Pakistan with GARCH-type models
Pasha, G. R.
;
Qasim, Tahira
;
Chaudhary, Mohammad Aslam
- In:
The Lahore journal of economics
12
(
2007
)
2
,
pp. 115-149
Persistent link: https://www.econbiz.de/10003679727
Saved in:
5
Conditional correlations and volatility spillovers between crude oil and stock index returns
Tansuchat, Roengchai
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10003987330
Saved in:
6
Long memory and nonlinearity in conditional variances : a smooth transition FIGARCH model
Kiliç, Rehim
- In:
Journal of empirical finance
18
(
2011
)
2
,
pp. 368-378
Persistent link: https://www.econbiz.de/10009301107
Saved in:
7
Modelling exchange rates volatility with multivariate long-memory ARCH processes
Teyssière, Gilles
-
1999
-
Rev.
, and the Deutschmark-US dollar. The
estimation
results for both models show: (i) that the unrestricted model outperforms …
Persistent link: https://www.econbiz.de/10009579181
Saved in:
8
Long-term vs. short-term comovements in stock markets : the use of Markov-switching multifractal models
Idier, Julien
- In:
The European journal of finance
17
(
2011
)
1/2
,
pp. 27-48
Persistent link: https://www.econbiz.de/10009155466
Saved in:
9
Selected techniques of detecting structural breaks in financial volatility
Stawiarski, Bartosz
- In:
E-Finanse : finansowy kwartalnik internetowy
11
(
2015
)
1
,
pp. 32-43
is carried out via numerical
simulation
in the case of simulated T-GARCH models and two real series, namely German and US …
Persistent link: https://www.econbiz.de/10011393264
Saved in:
10
Testing the long-memory features in return and volatility of NSE index
Ahamed, Naseem
;
Kalita, Mamoni
;
Tiwari, Aviral Kumar
- In:
Theoretical economics letters
5
(
2015
)
3
,
pp. 431-440
Persistent link: https://www.econbiz.de/10011396558
Saved in:
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