//--> //--> //--> //-->
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:"Volatility"
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 note on the superiority of v...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
Schätztheorie
36,062
Estimation theory
35,435
Zeitreihenanalyse
29,817
Time series analysis
28,795
Theorie
21,166
Theory
20,504
Schätzung
10,354
Estimation
10,158
Prognoseverfahren
7,278
Forecasting model
7,111
Regressionsanalyse
4,588
Regression analysis
4,560
USA
4,258
Volatilität
4,231
United States
4,120
Nichtparametrisches Verfahren
3,978
Nonparametric statistics
3,851
Kointegration
2,794
Cointegration
2,747
Börsenkurs
2,631
Share price
2,567
ARCH-Modell
2,487
Statistischer Test
2,460
ARCH model
2,446
Kapitaleinkommen
2,443
Capital income
2,435
Statistical test
2,383
Panel
2,342
Panel study
2,286
Stochastischer Prozess
2,210
Konjunktur
2,181
Stochastic process
2,148
Business cycle
2,103
Bayes-Statistik
2,091
Bayesian inference
2,058
VAR-Modell
2,029
VAR model
1,995
Statistische Verteilung
1,887
Statistical distribution
1,850
more ...
less ...
Online availability
All
Free
1,564
Undetermined
1,283
Type of publication
All
Article
2,475
Book / Working Paper
1,678
Type of publication (narrower categories)
All
Article in journal
2,355
Aufsatz in Zeitschrift
2,355
Graue Literatur
903
Non-commercial literature
903
Working Paper
885
Arbeitspapier
879
Aufsatz im Buch
112
Book section
112
Hochschulschrift
79
Thesis
60
Collection of articles of several authors
23
Sammelwerk
23
Collection of articles written by one author
17
Sammlung
17
Aufsatzsammlung
14
Conference paper
8
Konferenzbeitrag
8
Lehrbuch
6
Textbook
6
Forschungsbericht
4
Systematic review
4
Übersichtsarbeit
4
Bibliografie enthalten
3
Bibliography included
3
Rezension
3
Amtsdruckschrift
2
Government document
2
Handbook
2
Handbuch
2
Konferenzschrift
2
Advisory report
1
Article
1
Case study
1
Conference proceedings
1
Fallstudie
1
Festschrift
1
Gutachten
1
Mikroform
1
Reprint
1
more ...
less ...
Language
All
English
4,104
German
43
Undetermined
5
French
4
Czech
1
Author
All
McAleer, Michael
56
Koopman, Siem Jan
46
Caporale, Guglielmo Maria
45
Lux, Thomas
37
Härdle, Wolfgang
36
Bollerslev, Tim
35
Gupta, Rangan
34
Gil-Alaña, Luis A.
33
Todorov, Viktor
29
Hafner, Christian M.
28
Andersen, Torben
27
Lucas, André
25
Tauchen, George Eugene
25
Li, Jia
24
Kumar, Dilip
23
Dijk, Dick van
21
Sibbertsen, Philipp
21
Diebold, Francis X.
20
Hautsch, Nikolaus
20
Rodriguez, Gabriel
20
Asai, Manabu
19
Brandt, Michael W.
19
Chan, Joshua
19
Teräsvirta, Timo
19
Caporin, Massimiliano
18
Chang, Chia-Lin
18
Kim, Donggyu
18
Maheswaran, S.
18
Li, Yingying
17
Bauwens, Luc
16
Cavaliere, Giuseppe
16
Hallin, Marc
16
Hansen, Peter Reinhard
16
Liu, Zhi
16
Meddahi, Nour
16
Swanson, Norman R.
16
Patton, Andrew J.
15
Taylor, Robert
15
Bos, Charles S.
14
Hounyo, Ulrich
14
more ...
less ...
Institution
All
National Bureau of Economic Research
17
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
10
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
Birkbeck College / Department of Economics
4
Centre for Growth and Business Cycle Research <Manchester>
4
Ekonomiska forskningsinstitutet <Stockholm>
4
Rodney L. White Center for Financial Research
4
Centre for Analytical Finance <Århus>
3
Gottfried Wilhelm Leibniz Universität Hannover
3
Christian-Albrechts-Universität zu Kiel
2
Econometrisch Instituut <Rotterdam>
2
Springer Fachmedien Wiesbaden
2
Université de Montréal / Département de sciences économiques
2
Aarhus Universitet / Afdeling for Nationaløkonomi
1
Banque de France / Direction des Etudes Economiques et de la Recherche
1
Bundesanstalt für Geowissenschaften und Rohstoffe
1
Business Information Centre <Toronto>
1
Center for Economic Research <Tilburg>
1
Centre for Quantitative Economics & Computing
1
Chambre de commerce et d'industrie de Paris
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
EconWPA
1
European University Institute / Department of Economics
1
Federal Reserve Bank of Cleveland
1
Federal Reserve Bank of St. Louis
1
Hamburgisches WeltWirtschaftsInstitut
1
Institut for Finansiering <Frederiksberg>
1
Institute of Finance and Accounting <London>
1
International Workshop on Statistics and Finance <1999, Hongkong>
1
Internationaler Währungsfonds / Asia and Pacific Department
1
Internationaler Währungsfonds / Western Hemisphere Department
1
Leibniz-Institut für Agrarentwicklung in Transformationsökonomien
1
School of Economics <Bundoora, Victoria> / Department of Economics
1
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
1
Springer International Publishing
1
The Wharton Financial Institutions Center
1
University of California, San Diego / Department of Economics
1
University of Cambridge / Department of Applied Economics
1
University of Chicago / Graduate School of Business
1
University of Chicago / Graduate School of Business / Department of Economics
1
more ...
less ...
Published in...
All
Journal of econometrics
169
Discussion paper / Tinbergen Institute
85
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
81
Energy economics
72
Economic modelling
66
International journal of forecasting
66
Journal of empirical finance
63
Finance research letters
56
Economics letters
55
Econometric reviews
43
Journal of forecasting
42
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
40
The North American journal of economics and finance : a journal of financial economics studies
38
Applied economics
37
Journal of banking & finance
35
Journal of financial econometrics : official journal of the Society for Financial Econometrics
34
Quantitative finance
34
International review of economics & finance : IREF
32
International review of financial analysis
32
CREATES research paper
31
Journal of financial econometrics
31
Journal of risk and financial management : JRFM
28
Computational economics
27
Working paper
27
Research in international business and finance
25
SFB 649 discussion paper
23
Econometric theory
22
Econometrics : open access journal
21
International journal of theoretical and applied finance
21
The econometrics journal
20
Applied economics letters
19
Journal of economic dynamics & control
18
Applied financial economics
17
CESifo working papers
17
CAMA working paper series
16
International journal of economics and financial issues : IJEFI
16
Journal of financial economics
16
Journal of international financial markets, institutions & money
16
Economics working paper
15
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
15
more ...
less ...
Source
All
ECONIS (ZBW)
4,140
EconStor
7
RePEc
6
Showing
1
-
10
of
4,153
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
An ARCH model without intercept
Hafner, Christian M.
;
Preminger, Arie
- In:
Economics letters
129
(
2015
),
pp. 13-17
Persistent link: https://www.econbiz.de/10011421858
Saved in:
2
On the modeling of financial time series
Kutergin, Aleksey
;
Filimonov, Vladimir
- In:
Financial econometrics and empirical market microstructure
,
(pp. 131-151)
.
2015
Persistent link: https://www.econbiz.de/10011326692
Saved in:
3
An automatic bias correction procedure for volatility estimation using extreme values of asset prices
Maheswaran, S.
;
Kumar, Dilip
- In:
Economic modelling
33
(
2013
),
pp. 701-712
Persistent link: https://www.econbiz.de/10010194420
Saved in:
4
A reflection principle for a random walk with implications for volatility estimation using extreme values of asset prices
Kumar, Dilip
;
Maheswaran, S.
- In:
Economic modelling
38
(
2014
),
pp. 33-44
Persistent link: https://www.econbiz.de/10010418224
Saved in:
5
Do bitcoins follow a random walk model?
Aggarwal, Divya
- In:
Research in economics : an international review of economics
73
(
2019
)
1
,
pp. 15-22
Persistent link: https://www.econbiz.de/10012305863
Saved in:
6
A new statistic to capture the level dependence in stock price volatility
Padmakumari, Lakshmi
;
Maheswaran, S.
- In:
The quarterly review of economics and finance : journal …
65
(
2017
),
pp. 355-362
Persistent link: https://www.econbiz.de/10011792503
Saved in:
7
Is there long memory in Indian stock market returns? : an empirical search
Hiremath, Gourishankar S.
;
Kumari, Jyoti
- In:
Journal of Asia Pacific business
16
(
2015
)
2
,
pp. 128-145
Persistent link: https://www.econbiz.de/10011289921
Saved in:
8
Forecasting random walks under drift instability
Pesaran, M. Hashem
;
Pick, Andreas
-
2008
Persistent link: https://www.econbiz.de/10003850869
Saved in:
9
Forecasting random walks under drift instability
Pesaran, M. Hashem
(
contributor
);
Pick, Andreas
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003711763
Saved in:
10
Modelling financial time series
Taylor, Stephen
-
2007
-
2. edition
Persistent link: https://www.econbiz.de/10003553502
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...
//-->