//--> //--> //--> //-->
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
Simple diagnostic tests for li...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
USA
330,382
United States
291,787
Theorie
50,439
Theory
49,759
Wechselkurs
27,955
Exchange rate
26,762
Schätzung
21,030
Estimation
20,127
Deutschland
13,006
Großbritannien
11,918
EU-Staaten
11,481
Geldpolitik
11,152
EU countries
11,019
Germany
10,839
Japan
10,815
Monetary policy
10,668
Welt
10,661
World
10,387
United Kingdom
10,268
Vereinigte Staaten
8,714
Volatilität
8,519
Börsenkurs
8,321
Share price
8,169
Vergleich
7,569
Kanada
7,542
Wirkungsanalyse
7,484
Impact assessment
7,281
Comparison
7,191
Canada
7,003
Konjunktur
6,272
Wahrscheinlichkeitsrechnung
6,109
Wirtschaftswachstum
5,996
Business cycle
5,946
Finanzkrise
5,919
Kapitaleinkommen
5,842
Probability theory
5,829
China
5,828
Capital income
5,810
Financial crisis
5,803
more ...
less ...
Online availability
All
Free
2,597
Undetermined
1,671
Type of publication
All
Article
5,043
Book / Working Paper
3,277
Journal
1
Type of publication (narrower categories)
All
Article in journal
4,747
Aufsatz in Zeitschrift
4,747
Graue Literatur
1,978
Non-commercial literature
1,978
Working Paper
1,886
Arbeitspapier
1,877
Aufsatz im Buch
277
Book section
277
Hochschulschrift
165
Thesis
141
Collection of articles written by one author
66
Sammlung
66
Conference paper
29
Konferenzbeitrag
29
Amtsdruckschrift
19
Collection of articles of several authors
19
Government document
19
Sammelwerk
19
Bibliografie enthalten
17
Bibliography included
17
Systematic review
13
Übersichtsarbeit
13
Konferenzschrift
8
Article
7
Aufsatzsammlung
7
Forschungsbericht
6
Conference proceedings
5
Case study
3
Fallstudie
3
Rezension
3
Lehrbuch
2
Reprint
2
Textbook
2
Bibliografie
1
Festschrift
1
Glossar enthalten
1
Glossary included
1
Guidebook
1
Market information
1
Marktinformation
1
more ...
less ...
Language
All
English
8,180
German
67
French
21
Spanish
19
Undetermined
16
Portuguese
9
Polish
5
Russian
3
Italian
2
Czech
1
Danish
1
more ...
less ...
Author
All
Bahmani-Oskooee, Mohsen
72
Gupta, Rangan
72
McAleer, Michael
58
Caporale, Guglielmo Maria
48
Belke, Ansgar
43
Kočenda, Evžen
38
Bollerslev, Tim
37
Pierdzioch, Christian
32
Diebold, Francis X.
30
Neely, Christopher J.
29
Hegerty, Scott W.
28
Andersen, Torben
27
Chang, Chia-Lin
27
Schnabl, Gunther
25
Sarno, Lucio
24
Spagnolo, Nicola
24
Brandt, Michael W.
22
Gros, Daniel
21
Hammoudeh, Shawkat
21
Wohar, Mark E.
21
Engle, Robert F.
19
Lanne, Markku
19
Devereux, Michael B.
18
Kim, Suk-Joong
18
Laurent, Sébastien
18
MacDonald, Ronald
18
Moffitt, Robert A.
18
Rodriguez, Gabriel
18
Salisu, Afees A.
18
Bali, Turan G.
17
Beine, Michel
17
Davis, Steven J.
17
Gil-Alaña, Luis A.
17
Rose, Andrew
17
Spagnolo, Fabio
17
Égert, Balázs
17
Asai, Manabu
16
Bouri, Elie
16
Hautsch, Nikolaus
16
Lux, Thomas
16
more ...
less ...
Institution
All
National Bureau of Economic Research
86
Federal Reserve Bank of St. Louis
12
European University Institute / Department of Economics
7
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
6
Internationaler Währungsfonds / Research Department
6
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
6
Federal Reserve Bank of New York
5
Rodney L. White Center for Financial Research
5
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
5
Centre for Growth and Business Cycle Research <Manchester>
4
Federal Reserve System / Board of Governors
4
International Monetary Fund
4
University of Canterbury / Dept. of Economics and Finance
4
Centre for Analytical Finance <Århus>
3
Federal Reserve Bank of Cleveland
3
New York Stock Exchange
3
Brown University / Department of Economics
2
Center for Economic Research <Tilburg>
2
Centre for International Economic Studies, School of Economics
2
Centre for Quantitative Economics & Computing
2
Department of Economics and Finance, La Trobe Business School
2
Ekonomiska forskningsinstitutet <Stockholm>
2
Europäisches Institut für Internationale Wirtschaftsbeziehungen
2
Federal Reserve Bank of San Francisco
2
Federal Reserve System / Division of Research and Statistics
2
Forschungsinstitut zur Zukunft der Arbeit
2
Institut für Weltwirtschaft
2
Institute of Finance and Accounting <London>
2
Instituto Valenciano de Investigaciones Económicas
2
Massachusetts Institute of Technology / Department of Economics
2
School of Accounting, Economics and Finance <Geelong>
2
School of Economics and Finance <Brisbane>
2
Svenska Handelshögskolan <Helsinki>
2
USA / General Accounting Office
2
Umeå Universitet / Institutionen för Nationalekonomi
2
William Davidson Institute <Ann Arbor, Mich.>
2
African Economic Research Consortium
1
American Enterprise Institute for Public Policy Research
1
Australian National University / Faculty of Economics and Commerce
1
Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
1
more ...
less ...
Published in...
All
Working paper / National Bureau of Economic Research, Inc.
210
The journal of futures markets
133
Discussion paper / Centre for Economic Policy Research
101
Journal of international money and finance
100
Applied economics
86
The North American journal of economics and finance : a journal of financial economics studies
85
Journal of banking & finance
84
NBER working paper series
82
The review of financial studies
82
Applied financial economics
78
Energy economics
76
Journal of international financial markets, institutions & money
72
International review of economics & finance : IREF
70
NBER Working Paper
69
Economic modelling
67
Finance research letters
65
Working paper
63
The journal of finance : the journal of the American Finance Association
59
Applied economics letters
58
Journal of empirical finance
58
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
57
International review of financial analysis
56
CESifo working papers
52
Economics letters
52
Research in international business and finance
51
International journal of finance & economics : IJFE
49
Journal of financial and quantitative analysis : JFQA
48
Journal of financial economics
44
International Journal of Energy Economics and Policy : IJEEP
41
International journal of economics and financial issues : IJEFI
39
Discussion paper / Tinbergen Institute
38
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
37
IMF working papers
36
Global finance journal
35
Journal of econometrics
35
Journal of money, credit and banking : JMCB
34
Journal of risk and financial management : JRFM
33
Finance and economics discussion series
32
The review of economics and statistics
31
International finance discussion papers
29
more ...
less ...
Source
All
ECONIS (ZBW)
8,285
RePEc
18
EconStor
16
BASE
1
ArchiDok
1
Showing
1
-
10
of
8,321
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modeling the distribution of highly volatile exchange-rate time series
Čobanov, Georgi S.
(
contributor
)
-
1996
Persistent link: https://www.econbiz.de/10000955836
Saved in:
2
Simple diagnostic procedures for modeling financial time series
Palm, Franz C.
- In:
Allgemeines statistisches Archiv : AStA ; journal of …
81
(
1997
)
1
,
pp. 85-101
Persistent link: https://www.econbiz.de/10001217274
Saved in:
3
Performance of alternative currency option pricing models : a study of the Japanese yen
Dupoyet, Brice Valery
-
2003
Persistent link: https://www.econbiz.de/10003564768
Saved in:
4
Modeling the persistence of conditional volatility with GARCH-stable processes
Mittnik, Stefan
-
1997
Persistent link: https://www.econbiz.de/10000984425
Saved in:
5
Volatility forecasting revisited using Markov-switching with time-varying probability transition
Wang, Jiqian
;
Ma, Feng
;
Liang, Chao
;
Chen, Zhonglu
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 1387-1400
Persistent link: https://www.econbiz.de/10012815077
Saved in:
6
The discontinuation of the EUR/CHF minimum exchange rate : information from option-implied break probabilities
Funke, Michael
;
Loermann, Julius
;
Moessner, Richhild
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
3
,
pp. 63-79
Persistent link: https://www.econbiz.de/10012594159
Saved in:
7
A simple nonparametric approach to derivative security valuation
Stutzer, Michael J.
- In:
The journal of finance : the journal of the American …
51
(
1996
)
5
,
pp. 1633-1652
Persistent link: https://www.econbiz.de/10001211779
Saved in:
8
Recovering probability distributions from option prices
Jackwerth, Jens Carsten
- In:
The journal of finance : the journal of the American …
51
(
1996
)
5
,
pp. 1611-1631
Persistent link: https://www.econbiz.de/10001211781
Saved in:
9
A maximum likelihood approach for non-Gaussian stochastic volatility models
Fridman, Moshe
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
3
,
pp. 284-291
Persistent link: https://www.econbiz.de/10001246512
Saved in:
10
Seasonal processes in the Euro-US Dollar daily exchange rate
Cellini, Roberto
;
Cuccia, Tiziana
- In:
Applied financial economics
24
(
2014
)
1/3
,
pp. 161-174
Persistent link: https://www.econbiz.de/10010391453
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...
//-->