//--> //--> //--> //-->
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
An algorithm for robust fittin...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatilität
ARMA-Modell
1,434
ARMA model
1,399
Zeitreihenanalyse
675
Time series analysis
656
Theorie
570
Theory
546
Prognoseverfahren
468
Forecasting model
456
Schätztheorie
174
Estimation theory
171
Schätzung
168
ARCH-Modell
161
Estimation
160
ARCH model
155
USA
145
Volatility
145
United States
139
VAR-Modell
83
VAR model
82
Börsenkurs
79
Inflation
78
Forecast
75
Prognose
75
Kointegration
74
Stochastischer Prozess
74
Cointegration
73
Kapitaleinkommen
71
Stochastic process
71
Capital income
70
Share price
70
Aktienmarkt
63
Stock market
61
ARIMA
59
Wechselkurs
59
Exchange rate
56
Großbritannien
52
Zustandsraummodell
51
State space model
50
United Kingdom
50
more ...
less ...
Online availability
All
Free
53
Undetermined
39
Type of publication
All
Article
91
Book / Working Paper
57
Type of publication (narrower categories)
All
Article in journal
84
Aufsatz in Zeitschrift
84
Working Paper
40
Graue Literatur
39
Non-commercial literature
39
Arbeitspapier
35
Aufsatz im Buch
7
Book section
7
Hochschulschrift
4
Thesis
3
Collection of articles written by one author
2
Sammlung
2
Aufsatzsammlung
1
Lehrbuch
1
Textbook
1
more ...
less ...
Language
All
English
147
German
1
Author
All
Chan, Joshua
5
Koopman, Siem Jan
5
Österholm, Pär
5
Chan, Joshua C. C.
4
Sibbertsen, Philipp
4
Zhang, Bo
4
Beechey, Meredith Jane
3
Cross, Jamie
3
Liesenfeld, Roman
3
Rodriguez, Gabriel
3
Taylor, Robert
3
Ubukata, Masato
3
Watanabe, Toshiaki
3
Baillie, Richard
2
Bianchi, Michele Leonardo
2
Breitung, Jörg
2
Caporale, Guglielmo Maria
2
Carnero, M. Angeles
2
Cavaliere, Giuseppe
2
Cho, Dooyeon
2
Dufrénot, Gilles
2
Fabozzi, Frank J.
2
Fantazzini, Dean
2
Gandali Alikhani, Nadiya
2
Gereben, Áron
2
Golosnoy, Vasyl
2
Gribisch, Bastian
2
Guégan, Dominique
2
Hafner, Christian M.
2
Hecq, Alain W. J.
2
Karanasos, Menelaos
2
Laurent, Sébastien
2
Li, Handong
2
Lieberman, Offer
2
Martens, Martin
2
McAleer, Michael
2
Mitov, Ivan
2
Naderi, Esmaeil
2
Neely, Christopher J.
2
Neusser, Klaus
2
more ...
less ...
Institution
All
Federal Reserve Bank of St. Louis
1
Gottfried Wilhelm Leibniz Universität Hannover
1
Springer International Publishing
1
Published in...
All
Discussion paper / Tinbergen Institute
7
Journal of econometrics
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
CAMA working paper series
3
International journal of forecasting
3
Computational economics
2
Discussion papers in economics
2
Economic modelling
2
Forecasting volatility in the financial markets
2
International journal of economics and finance
2
International journal of economics and financial issues : IJEFI
2
Journal of Asian economics
2
Journal of banking & finance
2
Journal of empirical finance
2
Journal of international financial markets, institutions & money
2
Quantitative finance
2
Research in international business and finance
2
Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration
2
The North American journal of economics and finance : a journal of financial economics studies
2
Tinbergen Institute Discussion Paper
2
Working paper
2
ANU working papers in economics and econometrics
1
Acta Universitatis Oeconomicae Helsingiensis / A
1
Advances in Pacific Basin financial markets
1
Algorithmic approaches to financial technology : forecasting, trading, and optimization
1
Annals of finance
1
Applied economics
1
Applied economics letters
1
Asia-Pacific financial markets
1
Asian Academy of Management journal
1
BGPE discussion paper : Bavarian graduate program in economics
1
CAMA Working Paper
1
CAMA Working Paper 31/2013
1
CORE discussion paper : DP
1
CORE discussion papers : DP
1
CREATES research paper
1
Central Bank review / The Central Bank of the Republic of Turkey
1
Cowles Foundation discussion paper
1
Current issues in finance, economy and politics : theoretical and empirical finance and economic researches
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
more ...
less ...
Source
All
ECONIS (ZBW)
143
EconStor
5
Showing
1
-
10
of
148
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Long memory in Southern African stock markets
Jefferis, Keith R.
;
Thupayagale, Pako
- In:
The South African journal of economics
76
(
2008
)
3
,
pp. 384-398
Persistent link: https://www.econbiz.de/10003780006
Saved in:
2
In favour of a fund to stabilize commodity exporters' income
Cohen, Daniel
;
Fally, Thribault
;
Villermot, Sebastien
-
2006
Persistent link: https://www.econbiz.de/10003310784
Saved in:
3
Dynamics of realized volatilities and correlations : an empirical study
Ferland, René
;
Lalancette, Simon
- In:
Journal of banking & finance
30
(
2006
)
7
,
pp. 2109-2130
Persistent link: https://www.econbiz.de/10003339530
Saved in:
4
Forecasting foreign exchange volatility : why is implied volatility biased and inefficient? ; and does it matter?
Neely, Christopher J.
- In:
Journal of international financial markets, …
19
(
2009
)
1
,
pp. 188-205
Persistent link: https://www.econbiz.de/10003797288
Saved in:
5
Volatility modelling and forecasting in finance
Xiao, Linlan
;
Aydemir, Abdurrahman
- In:
Forecasting volatility in the financial markets
,
(pp. 1-45)
.
2007
Persistent link: https://www.econbiz.de/10003872808
Saved in:
6
Implied volatility forecasting : a comparison of different procedures including fractionally integrated models with applications to UK equity options
Hwang, Soosung
;
Satchell, Stephen
- In:
Forecasting volatility in the financial markets
,
(pp. 249-277)
.
2007
Persistent link: https://www.econbiz.de/10003872982
Saved in:
7
Refined inference on long memory in realized volatility
Lieberman, Offer
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003468435
Saved in:
8
Ramadan effect on price movements : evidence from Pakistan
Akmal, Muhammad Shahbaz
;
Abbasi, Muhammad Usman
-
2010
Persistent link: https://www.econbiz.de/10003935088
Saved in:
9
Long memory in return volatility
Yoon, Gawon
- In:
Applied economics letters
17
(
2010
)
4/6
,
pp. 345-349
Persistent link: https://www.econbiz.de/10003979468
Saved in:
10
Forecasting multivariate volatility using the VARFIMA model on realized covariance Cholesky factors
Halbleib, Roxana
;
Voev, Valeri
- In:
Jahrbücher für Nationalökonomie und Statistik
231
(
2011
)
1
,
pp. 134-152
Persistent link: https://www.econbiz.de/10008902886
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...
//-->