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
The specification of linear re...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
Schätztheorie
35,884
Estimation theory
35,257
Zeitreihenanalyse
29,728
Time series analysis
28,706
Theorie
23,523
Theory
22,848
Statistik
19,836
Schätzung
10,369
Estimation
10,167
Prognoseverfahren
7,285
Forecasting model
7,103
Applied statistics
5,236
USA
4,983
United States
4,739
Regressionsanalyse
4,648
Statistische Methodenlehre
4,612
Statistical theory
4,601
Regression analysis
4,592
Volatilität
4,228
Nichtparametrisches Verfahren
3,990
Deutschland
3,951
Nonparametric statistics
3,857
Kointegration
2,859
Cointegration
2,810
Statistischer Test
2,539
Börsenkurs
2,536
Share price
2,477
ARCH-Modell
2,470
Statistical test
2,449
Germany
2,442
ARCH model
2,429
Kapitaleinkommen
2,408
Capital income
2,401
Panel
2,377
Panel study
2,291
Konjunktur
2,247
Stochastischer Prozess
2,231
Bayes-Statistik
2,215
Bayesian inference
2,181
more ...
less ...
Online availability
All
Free
1,568
Undetermined
1,268
Type of publication
All
Article
2,461
Book / Working Paper
1,682
Type of publication (narrower categories)
All
Article in journal
2,346
Aufsatz in Zeitschrift
2,346
Graue Literatur
899
Non-commercial literature
899
Working Paper
882
Arbeitspapier
876
Aufsatz im Buch
112
Book section
112
Hochschulschrift
81
Thesis
62
Collection of articles of several authors
26
Sammelwerk
26
Collection of articles written by one author
17
Sammlung
17
Aufsatzsammlung
13
Conference paper
8
Konferenzbeitrag
8
Lehrbuch
6
Textbook
6
Bibliografie enthalten
4
Bibliography included
4
Forschungsbericht
4
Konferenzschrift
4
Systematic review
4
Übersichtsarbeit
4
Handbook
3
Handbuch
3
Rezension
3
Amtsdruckschrift
2
Conference proceedings
2
Government document
2
Advisory report
1
Bibliografie
1
Case study
1
Diskette
1
Fallstudie
1
Festschrift
1
Floppy disk
1
Gutachten
1
Mikroform
1
more ...
less ...
Language
All
English
4,097
German
44
French
4
Czech
1
Undetermined
1
Author
All
McAleer, Michael
56
Koopman, Siem Jan
46
Caporale, Guglielmo Maria
45
Lux, Thomas
37
Härdle, Wolfgang
36
Bollerslev, Tim
34
Gil-Alaña, Luis A.
33
Gupta, Rangan
32
Todorov, Viktor
28
Andersen, Torben
27
Hafner, Christian M.
26
Lucas, André
25
Tauchen, George Eugene
25
Kumar, Dilip
23
Li, Jia
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
Cavaliere, Giuseppe
18
Chang, Chia-Lin
18
Kim, Donggyu
18
Maheswaran, S.
17
Hallin, Marc
16
Hansen, Peter Reinhard
16
Li, Yingying
16
Liu, Zhi
16
Meddahi, Nour
16
Swanson, Norman R.
16
Taylor, Robert
16
Bauwens, Luc
15
Patton, Andrew J.
15
Bos, Charles S.
14
Ghysels, Eric
14
more ...
less ...
Institution
All
National Bureau of Economic Research
18
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
11
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
Hamburgisches WeltWirtschaftsInstitut
1
Institut for Finansiering <Frederiksberg>
1
Institute of Finance and Accounting <London>
1
International Workshop Empirical Science of Financial Fluctuations <2000, Tōkyō, Tokio>
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
Nihon Keizai Shinbunsha
1
Nikkei Econophysics Symposium <2, 2002, Tokio>
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 Chicago / Graduate School of Business
1
more ...
less ...
Published in...
All
Journal of econometrics
160
Discussion paper / Tinbergen Institute
85
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
80
Energy economics
71
Economic modelling
67
International journal of forecasting
66
Journal of empirical finance
62
Finance research letters
56
Economics letters
54
Econometric reviews
44
Journal of forecasting
41
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
39
Applied economics
36
Journal of banking & finance
35
Quantitative finance
35
Journal of financial econometrics : official journal of the Society for Financial Econometrics
34
International review of financial analysis
33
International review of economics & finance : IREF
32
CREATES research paper
31
Journal of financial econometrics
31
Journal of risk and financial management : JRFM
28
Computational economics
27
Research in international business and finance
26
Working paper
26
SFB 649 discussion paper
23
Econometric theory
22
Econometrics : open access journal
21
The econometrics journal
20
Applied economics letters
19
International journal of theoretical and applied finance
19
Journal of economic dynamics & control
18
Applied financial economics
17
CESifo working papers
17
International journal of economics and financial issues : IJEFI
17
CAMA working paper series
16
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
16
International Journal of Energy Economics and Policy : IJEEP
16
International journal of finance & economics : IJFE
16
Journal of financial economics
16
more ...
less ...
Source
All
ECONIS (ZBW)
4,135
EconStor
6
RePEc
2
Showing
1
-
10
of
4,143
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Augmented half-life estimation based on high-frequency data
Huang, Mao-Lung
;
Liao, Shu-Yi
;
Lin, Kuo-Chin
- In:
Journal of forecasting
34
(
2015
)
7
,
pp. 523-532
Persistent link: https://www.econbiz.de/10011390442
Saved in:
2
Exploring relationship between the stock price of Taiwan and the exchange rate : an autoregressive distributed lag model with a quantile regression
Hsu, Tzu-Kuang
- In:
International journal of economics and finance
8
(
2016
)
1
,
pp. 72-78
Persistent link: https://www.econbiz.de/10011427778
Saved in:
3
Testing the lag structure of assets' realized volatility dynamics
Audrino, Francesco
;
Camponovo, Lorenzo
;
Roth, Constantin
-
2015
Persistent link: https://www.econbiz.de/10011289179
Saved in:
4
Lag length selection for unit root tests in the presence of nonstationary volatility
Cavaliere, Giuseppe
;
Phillips, Peter C. B.
;
Smeekes, Stephan
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 512-536
Persistent link: https://www.econbiz.de/10011373261
Saved in:
5
Essays in long memory and stock market volatility
Liu, Ming
-
1996
Persistent link: https://www.econbiz.de/10001353978
Saved in:
6
Time-varying autoregressive distributed lag model with changing volatility for stress test
Zhou, Leilei
;
Zhu, Wei
- In:
Journal of risk management in financial institutions
14
(
2020/2021
)
2
,
pp. 195-208
Persistent link: https://www.econbiz.de/10012613982
Saved in:
7
Stock prices and ZAR/USD exchange rates : a quantile autoregressive distributed lag approach
Hsu, Tzu-Kuang
- In:
The empirical economics letters : a monthly …
17
(
2018
)
10
,
pp. 1195-1202
Persistent link: https://www.econbiz.de/10012006802
Saved in:
8
Testing the lag structure of assets' realized volatility dynamics
Audrino, Francesco
;
Camponovo, Lorenzo
;
Roth, Constantin
- In:
Quantitative finance and economics
1
(
2017
)
4
,
pp. 363-387
Persistent link: https://www.econbiz.de/10012137836
Saved in:
9
Exchange rate volatility and India-U.S. export at commodity level : evidence from an autoregressive distributed lag approach
Gupta, Mohini
;
Varshney, Sakshi
- In:
Iranian economic review : journal of University of Tehran
26
(
2022
)
4
,
pp. 853-875
Persistent link: https://www.econbiz.de/10013531083
Saved in:
10
Testing of binary regime switching models using squeeze duration analysis
Das, Milan Kumar
;
Goswami, Anindya
- In:
International journal of financial engineering
6
(
2019
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10012028860
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...
