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~subject:"Volatility"
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Volatility
Theorie
139
Theory
139
Volatilität
89
Time series analysis
85
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85
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77
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76
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English
90
Italian
2
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1
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Engle, Robert F.
75
Sheppard, Kevin
19
Gallo, Giampiero M.
8
Shephard, Neil G.
7
Kane, Alex
6
Noh, Jaesun
6
Patton, Andrew J.
6
De Nard, Gianluca
5
Ledoit, Olivier
5
Wolf, Michael
5
Ghysels, Eric
4
Lee, Gary G. J.
4
Ng, Victor K.
4
Burns, Patrick
3
Cipollini, Fabrizio
3
Diebold, Francis X.
3
Fleming, Michael J.
3
Mezrich, Joseph
3
Noureldin, Diaa
3
Rangel, Jose Gonzalo
3
Rosenberg, Joshua V.
3
Xu, Wen
3
Alan, Nazli Sila
2
Cappiello, Lorenzo
2
Conrad, Christian
2
Figlewski, Stephen
2
Hansen, Martin Klint
2
Ito, Takatoshi
2
Itō, Takatoshi
2
Jondeau, Eric
2
Karagozoglu, Ahmet K.
2
Kelly, Bryan T.
2
Lunde, Asger
2
Nguyen, Giang H.
2
Rockinger, Michael
2
Siriwardane, Emil N.
2
Sokalska, Magdalena E.
2
Susmel, Raul
2
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1
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1
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National Bureau of Economic Research
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2
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1
Rodney L. White Center for Financial Research
1
Society for Computational Economics - SCE
1
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Discussion paper / Department of Economics, University of California San Diego
12
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6
Journal of econometrics
5
NBER working paper series
5
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3
NBER Working Paper
3
The review of economics and statistics
3
Working paper series / University of Zurich, Department of Economics
3
Econometrics Working Papers Archive
2
Journal of applied econometrics
2
Journal of financial econometrics
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
NYU Stern School of Business
2
Review of finance : journal of the European Finance Association
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
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2
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2
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2
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Computing in Economics and Finance 2005
1
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1
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1
Economics Series Working Papers / Department of Economics, Oxford University
1
Economics discussion papers
1
Forecasting volatility in the financial markets
1
HKUST Business School Research Paper
1
Handbook of financial time series
1
Harvard Business School Finance Working Paper
1
International journal of forecasting
1
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial economics
1
Journal of risk
1
Research paper series / Swiss Finance Institute
1
Review of derivatives research
1
Staff reports / Federal Reserve Bank of New York
1
The Review of Finance, Forthcoming
1
The journal of portfolio management : JPM
1
The known, the unknown, and the unknowable in financial risk management : measurement and theory advancing practice
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ECONIS (ZBW)
89
RePEc
4
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1
Asymmetric dynamics in the correlations of global equity and bond returns
Cappiello, Lorenzo
;
Engle, Robert F.
;
Sheppard, Kevin
- In:
Journal of financial econometrics : official journal of …
4
(
2006
)
4
,
pp. 537-572
Persistent link: https://www.econbiz.de/10003565737
Saved in:
2
Fitting vast dimensional time-varying covariance models
Pakel, Cavit
;
Shephard, Neil G.
;
Sheppard, Kevin
; …
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
3
,
pp. 652-668
Persistent link: https://www.econbiz.de/10012588005
Saved in:
3
Asymmetric dynamics in the correlations of global equity and bond return
Cappiello, Lorenzo
-
2003
Persistent link: https://www.econbiz.de/10013434528
Saved in:
4
Volatility and time series econometrics : essays in honor of Robert Engle
Bollerslev, Tim
(
ed.
);
Engle, Robert F.
(
honouree
); …
-
2010
-
1. publ.
Persistent link: https://www.econbiz.de/10003861657
Saved in:
5
The Nobel memorial prize for Robert Engle
Diebold, Francis X.
(
contributor
);
Engle, Robert F.
(
honouree
)
-
2004
Persistent link: https://www.econbiz.de/10003229527
Saved in:
6
Zeitabhängige Volatilität und instationäre Zeitreihen : zum Nobelpreis an Robert F. Engle und Clive W. J. Granger
Hassler, Uwe
- In:
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
83
(
2003
)
12
,
pp. 811-816
Persistent link: https://www.econbiz.de/10001858207
Saved in:
7
Evaluating volatility and correlation forecasts
Patton, Andrew J.
;
Sheppard, Kevin
- In:
Handbook of financial time series
,
(pp. 801-838)
.
2009
Persistent link: https://www.econbiz.de/10003834236
Saved in:
8
Optimal combinations of realised volatility estimators
Patton, Andrew J.
;
Sheppard, Kevin
- In:
International journal of forecasting
25
(
2009
)
2
,
pp. 218-238
Persistent link: https://www.econbiz.de/10003870045
Saved in:
9
Realising the future : forecasting with high-frequency-based volatility (heavy) models
Shephard, Neil G.
;
Sheppard, Kevin
- In:
Journal of applied econometrics
25
(
2010
)
2
,
pp. 197-231
Persistent link: https://www.econbiz.de/10008667609
Saved in:
10
Multivariate high-frequency-based volatility (HEAVY) models
Noureldin, Diaa
;
Shephard, Neil G.
;
Sheppard, Kevin
-
2011
Persistent link: https://www.econbiz.de/10008842201
Saved in:
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