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~subject:"Volatility"
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Volatility
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Bollerslev, Tim
90
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86
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69
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59
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59
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51
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Chiarella, Carl
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Pierdzioch, Christian
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32
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Bekaert, Geert
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Herwartz, Helmut
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Meddahi, Nour
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Rodriguez, Gabriel
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Yu, Jun
26
Aït-Sahalia, Yacine
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International Monetary Fund
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World Bank
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NBER working paper series
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Journal of banking & finance
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Finance research letters
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Energy economics
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International journal of forecasting
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International review of economics & finance : IREF
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Journal of economic dynamics & control
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Econometric reviews
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The North American journal of economics and finance : a journal of financial economics studies
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Journal of forecasting
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Quantitative finance
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Journal of international money and finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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The European journal of finance
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Applied economics letters
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CREATES research paper
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The review of financial studies
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Journal of risk and financial management : JRFM
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Computational economics
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Research paper series / Swiss Finance Institute
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Finance and stochastics
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The journal of futures markets
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ECONIS (ZBW)
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EconStor
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RePEc
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ArchiDok
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1
Long memory analysis : an empirical investigation
Nazarian, Rafik
;
Naderi, Esmaeil
;
Gandali Alikhani, Nadiya
- In:
International journal of economics and financial issues …
4
(
2014
)
1
,
pp. 16-26
Persistent link: https://www.econbiz.de/10010519739
Saved in:
2
Forecasting global stock market implied volatility indices
Degiannakis, Stavros
;
Filis, George
;
Hassani, Hossein
- In:
Journal of empirical finance
46
(
2018
),
pp. 111-129
Persistent link: https://www.econbiz.de/10012103431
Saved in:
3
Approximating long-memory processes with low-order autoregressions : implications for modeling realized volatility
Baillie, Richard
;
Cho, Dooyeon
;
Rho, Seunghwa
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
6
,
pp. 2911-2937
Persistent link: https://www.econbiz.de/10014329017
Saved in:
4
Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process
Wang, Xiaohu
;
Xiao, Weilin
;
Yu, Jun
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 389-415
Persistent link: https://www.econbiz.de/10014339985
Saved in:
5
Nonlinear time series with long memory : a model for stochastic volatility
Robinson, Peter M.
;
Zaffaroni, Paolo
-
1997
Persistent link: https://www.econbiz.de/10000954585
Saved in:
6
Nonlinearities and regime shifts in financial time series
Åsbrink, Stefan E.
-
1997
Persistent link: https://www.econbiz.de/10000958387
Saved in:
7
A new non-linear GARCH model
Hagerud, Gustaf E.
-
1997
Persistent link: https://www.econbiz.de/10000958392
Saved in:
8
Peut-on exploiter le lien statistique entre cours et volumes? : Le cas de quatre bourses de valeurs
Chauveau, Thierry
-
1997
Persistent link: https://www.econbiz.de/10000962614
Saved in:
9
Locally time homogeneous time series modelling
Elagin, Mstislav
;
Spokojnyj, Vladimir G.
-
2008
Persistent link: https://www.econbiz.de/10003805435
Saved in:
10
A no arbitrage fractional cointegration analysis of the range based volatility
Rossi, Eduardo
;
Santucci de Magistris, Paolo
-
2009
Persistent link: https://www.econbiz.de/10003863181
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