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
A structural econometric model...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatilität
Theorie
623,661
Theory
608,763
USA
41,021
United States
39,880
Schätzung
29,321
Estimation
28,584
Welt
24,672
World
24,061
Deutschland
22,445
Geldpolitik
22,324
Monetary policy
21,602
Germany
20,981
Portfolio-Management
18,698
Portfolio selection
18,497
Risiko
17,326
Risk
17,120
Mathematische Optimierung
16,880
Mathematical programming
16,775
Prognoseverfahren
13,776
Forecasting model
13,513
Wirtschaftswachstum
13,246
Zeitreihenanalyse
12,929
Spieltheorie
12,760
Economic growth
12,683
Time series analysis
12,512
Game theory
12,021
Experiment
11,258
Börsenkurs
10,943
Share price
10,745
Asymmetrische Information
10,550
Asymmetric information
10,268
Wettbewerb
10,247
Wohlfahrtsanalyse
10,202
Schätztheorie
10,130
Welfare analysis
10,030
Competition
9,892
Volatility
9,761
Estimation theory
9,735
Allgemeines Gleichgewicht
9,579
more ...
less ...
Online availability
All
Free
4,008
Undetermined
2,078
Type of publication
All
Book / Working Paper
5,269
Article
4,746
Type of publication (narrower categories)
All
Article in journal
4,397
Aufsatz in Zeitschrift
4,397
Working Paper
2,454
Graue Literatur
2,385
Non-commercial literature
2,385
Arbeitspapier
2,233
Hochschulschrift
360
Aufsatz im Buch
321
Book section
321
Thesis
299
Collection of articles written by one author
92
Sammlung
92
Collection of articles of several authors
54
Sammelwerk
54
Bibliografie enthalten
43
Bibliography included
43
Conference paper
26
Konferenzbeitrag
26
Aufsatzsammlung
23
Systematic review
22
Übersichtsarbeit
22
Forschungsbericht
19
Konferenzschrift
17
Amtsdruckschrift
11
Government document
11
Lehrbuch
9
Textbook
9
Conference proceedings
8
Rezension
8
Article
7
Handbook
6
Handbuch
6
Reprint
6
Bibliografie
3
Accompanied by computer file
2
Elektronischer Datenträger als Beilage
2
Glossar enthalten
2
Glossary included
2
CD-ROM, DVD
1
Case study
1
more ...
less ...
Language
All
English
9,763
German
204
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
76
Diebold, Francis X.
63
McAleer, Michael
59
Lux, Thomas
47
Koopman, Siem Jan
46
Andersen, Torben
45
Härdle, Wolfgang
40
Aizenman, Joshua
33
Chiarella, Carl
32
Gupta, Rangan
32
Hautsch, Nikolaus
32
Caporin, Massimiliano
31
Bekaert, Geert
30
Pierdzioch, Christian
30
Asai, Manabu
27
Herwartz, Helmut
27
Fernández-Villaverde, Jesús
25
Schlag, Christian
25
Todorov, Viktor
25
Hafner, Christian M.
24
Andersen, Torben G.
23
Christoffersen, Peter F.
23
Lucas, André
23
Meddahi, Nour
23
Caballero, Ricardo J.
22
Clark, Todd E.
22
Ghysels, Eric
22
Westerhoff, Frank H.
22
Yu, Jun
22
Mittnik, Stefan
21
Aït-Sahalia, Yacine
20
Bauwens, Luc
20
Chan, Joshua
20
Engle, Robert F.
20
Gonçalves, Sílvia
20
Giglio, Stefano
19
Li, Kai
19
Liesenfeld, Roman
19
Lütkepohl, Helmut
19
Mumtaz, Haroon
19
more ...
less ...
Institution
All
National Bureau of Economic Research
179
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
172
Working paper / National Bureau of Economic Research, Inc.
161
NBER Working Paper
155
Journal of econometrics
126
Journal of banking & finance
109
Finance research letters
90
Economics letters
82
Journal of empirical finance
81
Discussion paper / Tinbergen Institute
79
Discussion paper / Centre for Economic Policy Research
78
Economic modelling
76
International journal of forecasting
76
International journal of theoretical and applied finance
76
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
75
Mathematical finance : an international journal of mathematics, statistics and financial theory
72
Journal of economic dynamics & control
71
Journal of financial economics
71
Working paper
68
Journal of international money and finance
65
International review of financial analysis
61
Energy economics
60
The European journal of finance
59
International review of economics & finance : IREF
58
The review of financial studies
58
Applied economics
57
Journal of forecasting
55
Econometric reviews
51
Quantitative finance
51
Computational economics
47
Applied economics letters
46
The North American journal of economics and finance : a journal of financial economics studies
46
Journal of financial econometrics : official journal of the Society for Financial Econometrics
45
Research paper series / Swiss Finance Institute
45
Applied mathematical finance
44
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
44
The journal of finance : the journal of the American Finance Association
43
Finance and stochastics
42
Journal of monetary economics
40
The journal of futures markets
40
CREATES research paper
39
more ...
less ...
Source
All
ECONIS (ZBW)
9,776
EconStor
229
USB Cologne (EcoSocSci)
4
USB Cologne (business full texts)
2
BASE
1
ArchiDok
1
OLC EcoSci
1
RePEc
1
more ...
less ...
Showing
1
-
10
of
10,015
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
Time change, volatility, and turbulence
Barndorff-Nielsen, Ole E.
;
Schmiegel, Jürgen
- In:
Mathematical control theory and finance
,
(pp. 29-53)
.
2008
Persistent link: https://www.econbiz.de/10003755554
Saved in:
3
Option pricing with stochastic volatility : information-time vs. calendar-time
Chang, Carolyn C. W.
- In:
Management science : journal of the Institute for …
42
(
1996
)
7
,
pp. 974-991
Persistent link: https://www.econbiz.de/10001204540
Saved in:
4
Information-time option pricing :
theory
and empirical evidence
Chang, Carolyn C. W.
- In:
Journal of financial economics
48
(
1998
)
2
,
pp. 211-242
Persistent link: https://www.econbiz.de/10001238938
Saved in:
5
The demand for liquid assets : evidence from the Minflex Laurent demand system with conditionally heteroskedastic errors
Chang, Dongfeng
;
Serletis, Apostolos
- In:
Macroeconomic dynamics
23
(
2019
)
7
,
pp. 2941-2958
Persistent link: https://www.econbiz.de/10012127403
Saved in:
6
The
econometrics
of stochastic volatility
Harvey, Andrew C.
;
Shephard, Neil G.
-
1993
Persistent link: https://www.econbiz.de/10000865088
Saved in:
7
Statistical methods in finance
Maddala, Gangadharrao S.
(
contributor
); …
-
1996
Persistent link: https://www.econbiz.de/10000610528
Saved in:
8
Applied quantitative finance
Härdle, Wolfgang
(
ed.
);
Hautsch, Nikolaus
(
ed.
); …
-
2009
-
2. ed.
Persistent link: https://www.econbiz.de/10003719524
Saved in:
9
On the correlation structure of microstructure noise in
theory
and practice
Diebold, Francis X.
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003769457
Saved in:
10
On the correlation structure of microstructure noise in
theory
and practice
Diebold, Francis X.
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003790675
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...
