//--> //--> //--> //-->
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
Impacts of trades in an error-...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatilität
Theorie
178
Theory
178
Time series analysis
109
Zeitreihenanalyse
109
Volatility
104
Forecasting model
84
Prognoseverfahren
84
Estimation
80
Schätzung
80
USA
72
ARCH model
71
United States
71
ARCH-Modell
70
Capital income
64
Kapitaleinkommen
64
Estimation theory
62
Schätztheorie
62
Börsenkurs
52
Share price
52
Portfolio selection
49
Portfolio-Management
49
Correlation
42
Korrelation
39
Welt
37
World
37
Risiko
35
Risk
35
Risikomanagement
33
CAPM
31
Risk management
31
Systemic risk
29
Systemrisiko
28
Hedging
27
Option pricing theory
26
Optionspreistheorie
26
Financial market
25
Finanzmarkt
25
Aktienmarkt
24
Stock market
24
more ...
less ...
Online availability
All
Free
39
Undetermined
17
Type of publication
All
Book / Working Paper
62
Article
39
Type of publication (narrower categories)
All
Article in journal
34
Aufsatz in Zeitschrift
34
Arbeitspapier
29
Working Paper
29
Graue Literatur
25
Non-commercial literature
25
Aufsatz im Buch
5
Book section
5
Aufsatzsammlung
1
Festschrift
1
more ...
less ...
Language
All
English
100
German
1
Author
All
Engle, Robert F.
72
Patton, Andrew J.
28
Bollerslev, Tim
10
Quaedvlieg, Rogier
8
Sheppard, Kevin
8
Gallo, Giampiero M.
6
Kane, Alex
6
Noh, Jaesun
6
De Nard, Gianluca
5
Ledoit, Olivier
5
Wolf, Michael
5
Ghysels, Eric
4
Lee, Gary G. J.
4
Ng, Victor K.
4
Burns, Patrick
3
Diebold, Francis X.
3
Fleming, Michael J.
3
Mezrich, Joseph
3
Rangel, Jose Gonzalo
3
Rosenberg, Joshua V.
3
Alan, Nazli Sila
2
Cappiello, Lorenzo
2
Conrad, Christian
2
De Lira Salvatierra, Irving Arturo
2
Figlewski, Stephen
2
Hansen, Martin Klint
2
Ito, Takatoshi
2
Itō, Takatoshi
2
Jondeau, Eric
2
Karagozoglu, Ahmet K.
2
Kelly, Bryan T.
2
Lunde, Asger
2
Medeiros, Marcelo C.
2
Nguyen, Giang H.
2
Rockinger, Michael
2
Siriwardane, Emil N.
2
Susmel, Raul
2
Zhang, Haozhe
2
Brownlees, Christian
1
Brownlees, Christian T.
1
more ...
less ...
Institution
All
National Bureau of Economic Research
5
Rodney L. White Center for Financial Research
1
The Wharton Financial Institutions Center
1
Published in...
All
Discussion paper / Department of Economics, University of California San Diego
12
Journal of econometrics
10
Working paper / National Bureau of Economic Research, Inc.
6
NBER working paper series
5
NBER Working Paper
3
The review of economics and statistics
3
Working paper series / University of Zurich, Department of Economics
3
CREATES research paper
2
ERID working paper
2
Handbook of financial time series
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of financial economics
2
NYU Stern School of Business
2
Review of finance : journal of the European Finance Association
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
The review of financial studies
2
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
2
Working papers
2
Advanced texts in econometrics
1
Discussion paper series
1
Econometrics : open access journal
1
Economic Research Initiatives at Duke (ERID) Working Paper
1
Economics letters
1
Finance and economics discussion series
1
Forecasting volatility in the financial markets
1
HKUST Business School Research Paper
1
Handbook of economic forecasting ; Volume 2B
1
Harvard Business School Finance Working Paper
1
International journal of forecasting
1
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
Journal of financial econometrics
1
Journal of risk
1
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
1
Research paper series / Swiss Finance Institute
1
Review of derivatives research
1
Staff reports / Federal Reserve Bank of New York
1
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
1
The Review of Finance, Forthcoming
1
more ...
less ...
Source
All
ECONIS (ZBW)
101
Showing
1
-
10
of
101
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
What good is a volatility model?
Engle, Robert F.
;
Patton, Andrew J.
- In:
Forecasting volatility in the financial markets
,
(pp. 47-63)
.
2007
Persistent link: https://www.econbiz.de/10003872831
Saved in:
2
Copula-based models for financial time series
Patton, Andrew J.
- In:
Handbook of financial time series
,
(pp. 767-785)
.
2009
Persistent link: https://www.econbiz.de/10003834225
Saved in:
3
Volatillity forecast comparison using imperfect volatility proxies
Patton, Andrew J.
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 246-256
Persistent link: https://www.econbiz.de/10009242521
Saved in:
4
Data-based ranking of realised volatility estimators
Patton, Andrew J.
- In:
Journal of econometrics
161
(
2011
)
2
,
pp. 284-303
Persistent link: https://www.econbiz.de/10009242129
Saved in:
5
Zeitabhängige Volatilität und instationäre Zeitreihen : zum Nobelpreis an Robert F. Engle und Clive W. J. Granger
Hassler, Uwe
- In:
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
83
(
2003
)
12
,
pp. 811-816
Persistent link: https://www.econbiz.de/10001858207
Saved in:
6
Volatility and time series econometrics : essays in honor of Robert Engle
Bollerslev, Tim
(
ed.
);
Engle, Robert F.
(
honouree
); …
-
2010
-
1. publ.
Persistent link: https://www.econbiz.de/10003861657
Saved in:
7
The Nobel memorial prize for Robert Engle
Diebold, Francis X.
(
contributor
);
Engle, Robert F.
(
honouree
)
-
2004
Persistent link: https://www.econbiz.de/10003229527
Saved in:
8
Does anything beat 5-minute RV? : a comparison of realized measures across multiple asset classes
Liu, Lily Y.
;
Patton, Andrew J.
;
Sheppard, Kevin
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 293-311
Persistent link: https://www.econbiz.de/10011499439
Saved in:
9
Copula methods for forecasting multivariate time series
Patton, Andrew J.
-
2013
Persistent link: https://www.econbiz.de/10011507033
Saved in:
10
Exploiting the errors : a simple approach for improved volatility forecasting
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011610646
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...
//-->