//--> //--> //--> //-->
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
Nonstationary panel models wit...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatilität
Theorie
623,126
Theory
608,229
Schätzung
130,729
Estimation
124,606
USA
54,571
United States
52,777
Deutschland
37,455
Welt
36,456
World
35,293
Germany
34,275
Zeitreihenanalyse
29,653
Time series analysis
28,630
Geldpolitik
26,559
Monetary policy
25,660
Wirtschaftswachstum
21,648
Portfolio-Management
20,779
Economic growth
20,759
Portfolio selection
20,526
Prognoseverfahren
20,044
Risiko
19,790
Forecasting model
19,611
Risk
19,539
Schätztheorie
19,093
Panel
18,780
Estimation theory
18,659
Börsenkurs
18,341
Share price
17,996
Panel study
17,824
Volatility
17,189
Mathematische Optimierung
16,941
Mathematical programming
16,833
EU-Staaten
15,900
EU countries
15,202
Kapitaleinkommen
14,954
Capital income
14,902
Wirkungsanalyse
13,242
Konjunktur
13,118
Impact assessment
12,885
Spieltheorie
12,773
more ...
less ...
Online availability
All
Free
6,863
Undetermined
4,545
Type of publication
All
Article
9,464
Book / Working Paper
8,128
Type of publication (narrower categories)
All
Article in journal
8,934
Aufsatz in Zeitschrift
8,934
Working Paper
3,958
Graue Literatur
3,743
Non-commercial literature
3,743
Arbeitspapier
3,589
Aufsatz im Buch
501
Book section
501
Hochschulschrift
433
Thesis
352
Collection of articles written by one author
110
Sammlung
110
Collection of articles of several authors
67
Sammelwerk
67
Conference paper
54
Konferenzbeitrag
54
Bibliografie enthalten
46
Bibliography included
46
Aufsatzsammlung
31
Systematic review
25
Übersichtsarbeit
25
Konferenzschrift
22
Forschungsbericht
19
Amtsdruckschrift
11
Government document
11
Article
9
Conference proceedings
9
Lehrbuch
9
Rezension
9
Textbook
9
Dissertation u.a. Prüfungsschriften
6
Reprint
6
Handbook
5
Handbuch
5
Bibliografie
4
Case study
4
Fallstudie
4
Research Report
3
Accompanied by computer file
2
Elektronischer Datenträger als Beilage
2
more ...
less ...
Language
All
English
17,271
German
265
French
30
Spanish
16
Italian
7
Czech
2
Polish
2
Portuguese
2
Undetermined
2
Hungarian
1
Dutch
1
Norwegian
1
Chinese
1
more ...
less ...
Author
All
McAleer, Michael
153
Gupta, Rangan
118
Bollerslev, Tim
107
Caporale, Guglielmo Maria
79
Diebold, Francis X.
78
Pierdzioch, Christian
73
Koopman, Siem Jan
71
Andersen, Torben
69
Lux, Thomas
58
Hautsch, Nikolaus
57
Härdle, Wolfgang
54
Todorov, Viktor
54
Caporin, Massimiliano
53
Asai, Manabu
51
Engle, Robert F.
42
Herwartz, Helmut
42
Gil-Alaña, Luis A.
40
Chiarella, Carl
39
Hafner, Christian M.
38
Chang, Chia-Lin
37
Bekaert, Geert
36
Belke, Ansgar
36
Bouri, Elie
36
Buch, Claudia M.
36
Fernández-Villaverde, Jesús
36
Aizenman, Joshua
34
Andersen, Torben G.
34
Bahmani-Oskooee, Mohsen
34
Christoffersen, Peter F.
34
Döpke, Jörg
34
Ma, Feng
34
Rodriguez, Gabriel
34
Wohar, Mark E.
34
Ghysels, Eric
33
Hansen, Peter Reinhard
33
Lucas, André
33
Dijk, Dick van
31
Mumtaz, Haroon
31
Tauchen, George Eugene
31
Chan, Joshua
29
more ...
less ...
Institution
All
National Bureau of Economic Research
242
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
23
Centre for Analytical Finance <Århus>
9
Ekonomiska forskningsinstitutet <Stockholm>
9
European University Institute / Department of Economics
8
Institut für Weltwirtschaft
7
Rodney L. White Center for Financial Research
7
University of Canterbury / Dept. of Economics and Finance
7
Centre for Growth and Business Cycle Research <Manchester>
6
Internationaler Währungsfonds / Research Department
6
Svenska Handelshögskolan <Helsinki>
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
Institute of Finance and Accounting <London>
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
The Wharton Financial Institutions Center
4
World Bank
4
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
Federal Reserve Bank of St. Louis
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
Australian National University / Faculty of Economics and Commerce
2
Brown University / Department of Economics
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
Deutsche Börse AG
2
more ...
less ...
Published in...
All
Energy economics
237
NBER working paper series
234
Journal of econometrics
229
Working paper / National Bureau of Economic Research, Inc.
221
Finance research letters
209
NBER Working Paper
209
Economic modelling
185
Applied economics
179
Journal of banking & finance
171
International review of financial analysis
165
International review of economics & finance : IREF
158
Journal of empirical finance
148
Economics letters
137
Discussion paper / Tinbergen Institute
136
The North American journal of economics and finance : a journal of financial economics studies
131
Working paper
128
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
120
Journal of international money and finance
117
Applied economics letters
115
Discussion paper / Centre for Economic Policy Research
112
International journal of forecasting
108
Journal of international financial markets, institutions & money
99
The journal of futures markets
99
Journal of financial economics
98
Applied financial economics
97
Research in international business and finance
96
The European journal of finance
95
Journal of risk and financial management : JRFM
94
International journal of theoretical and applied finance
91
Journal of economic dynamics & control
89
CESifo working papers
80
Journal of forecasting
79
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
79
Econometric reviews
77
Quantitative finance
75
Mathematical finance : an international journal of mathematics, statistics and financial theory
73
Journal of financial econometrics : official journal of the Society for Financial Econometrics
70
International journal of finance & economics : IJFE
69
Research paper series / Swiss Finance Institute
64
CREATES research paper
63
more ...
less ...
Source
All
ECONIS (ZBW)
17,191
EconStor
383
USB Cologne (EcoSocSci)
11
USB Cologne (business full texts)
3
OLC EcoSci
2
ArchiDok
1
RePEc
1
more ...
less ...
Showing
1
-
10
of
17,592
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Detecting nonlinear dependencies in eurozone peripheral equity markets : a multistep filtering approach
Avdoulas, Christos
;
Bekiros, Stelios
;
Boubaker, Sabri
- In:
Economic modelling
58
(
2016
),
pp. 580-587
Persistent link: https://www.econbiz.de/10011647569
Saved in:
2
Impact of
nonstationarity
on estimating and modeling empirical copulas of daily stock returns
Wollschläger, Marcel
;
Schäfer, Rudi
- In:
Journal of risk
19
(
2016
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011579750
Saved in:
3
Conditional correlation models of autoregressive conditional heteroscedasticity with nonstationary GARCH equations
Amado, Cristina
;
Teräsvirta, Timo
- In:
Journal of business & economic statistics : JBES ; a …
32
(
2014
)
1
,
pp. 69-87
Persistent link: https://www.econbiz.de/10010380478
Saved in:
4
Conditional Gauss-Hermite filtering with application to volatility
estimation
Singer, Hermann
-
2008
Persistent link: https://www.econbiz.de/10003795449
Saved in:
5
Non-linearity, persistence and spillover effects in stock returns : the role of the volatility index
Wu, Po-Chin
;
Pan, Sheng-Chieh
;
Tai, Xue-Ling
- In:
Empirica : journal of european economics
42
(
2015
)
3
,
pp. 597-613
Persistent link: https://www.econbiz.de/10011485602
Saved in:
6
The relation between overreaction in forecasts and uncertainty : a nonlinear approach
Leppin, Julian Sebastian
-
2014
-
This version: November 2014
account impacts from oil price return and oil price volatility on forecast changes. The
panel
smooth transition regression …
Persistent link: https://www.econbiz.de/10010438928
Saved in:
7
Testing for asymmetric nonlinear short and long-run relationships between remittances and exchange rate volatility
Barguellil, Achouak
- In:
International journal of entrepreneurship and small …
47
(
2022
)
2/3
,
pp. 142-155
Persistent link: https://www.econbiz.de/10013455505
Saved in:
8
What drives commodity prices?
Chen, Shu-Ling
;
Jackson, John D.
;
Kim, Hyeongwoo
; …
- In:
American journal of agricultural economics
96
(
2014
)
5
,
pp. 1455-1468
Persistent link: https://www.econbiz.de/10011279858
Saved in:
9
The Markov switching multi-fractal model of asset returns :
estimation
and forecasting of dynamic volatitility with multinomial specifications
Lee, Hwa Taek
-
2007
Persistent link: https://www.econbiz.de/10003767966
Saved in:
10
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:
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...
//-->