//--> //--> //--> //-->
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
Some econometric results for t...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
Theorie
628,990
Theory
614,088
USA
42,710
United States
41,536
Schätzung
32,734
Estimation
31,941
Zeitreihenanalyse
29,889
Time series analysis
28,868
Welt
26,129
World
25,487
Geldpolitik
23,213
Deutschland
23,027
Monetary policy
22,449
Germany
21,573
Portfolio-Management
19,108
Portfolio selection
18,901
Risiko
17,779
Risk
17,574
Mathematische Optimierung
17,073
Mathematical programming
16,967
Prognoseverfahren
16,780
Forecasting model
16,440
Wirtschaftswachstum
14,208
Schätztheorie
14,076
Estimation theory
13,675
Economic growth
13,603
Börsenkurs
13,000
Share price
12,764
Spieltheorie
12,694
Volatilität
12,103
Game theory
11,969
Experiment
11,357
Asymmetrische Information
10,627
Asymmetric information
10,343
Wettbewerb
10,312
Finanzmarkt
10,258
Wohlfahrtsanalyse
10,211
Stochastischer Prozess
10,210
Konjunktur
10,081
more ...
less ...
Online availability
All
Free
4,586
Undetermined
2,790
Type of publication
All
Article
6,040
Book / Working Paper
5,787
Type of publication (narrower categories)
All
Article in journal
5,637
Aufsatz in Zeitschrift
5,637
Graue Literatur
2,784
Non-commercial literature
2,784
Working Paper
2,665
Arbeitspapier
2,654
Aufsatz im Buch
367
Book section
367
Hochschulschrift
365
Thesis
301
Collection of articles written by one author
96
Sammlung
96
Collection of articles of several authors
62
Sammelwerk
62
Bibliografie enthalten
45
Bibliography included
45
Conference paper
30
Konferenzbeitrag
30
Aufsatzsammlung
26
Systematic review
21
Übersichtsarbeit
21
Forschungsbericht
19
Konferenzschrift
19
Amtsdruckschrift
11
Government document
11
Conference proceedings
9
Lehrbuch
9
Rezension
9
Textbook
9
Reprint
6
Handbook
5
Handbuch
5
Accompanied by computer file
2
Bibliografie
2
Case study
2
Elektronischer Datenträger als Beilage
2
Fallstudie
2
Mehrbändiges Werk
2
Multi-volume publication
2
Advisory report
1
more ...
less ...
Language
All
English
11,566
German
204
French
29
Spanish
16
Italian
5
Undetermined
5
Czech
2
Polish
2
Portuguese
2
Hungarian
1
Dutch
1
Norwegian
1
Chinese
1
more ...
less ...
Author
All
McAleer, Michael
88
Bollerslev, Tim
87
Diebold, Francis X.
66
Gupta, Rangan
63
Koopman, Siem Jan
59
Andersen, Torben
57
Caporale, Guglielmo Maria
51
Härdle, Wolfgang
50
Lux, Thomas
50
Caporin, Massimiliano
42
Todorov, Viktor
40
Gil-Alaña, Luis A.
37
Pierdzioch, Christian
35
Asai, Manabu
34
Fernández-Villaverde, Jesús
34
Aizenman, Joshua
33
Chiarella, Carl
32
Bekaert, Geert
31
Lucas, André
31
Hafner, Christian M.
30
Herwartz, Helmut
30
Hautsch, Nikolaus
29
Tauchen, George Eugene
27
Andersen, Torben G.
26
Chan, Joshua
26
Engle, Robert F.
26
Hansen, Peter Reinhard
26
Yu, Jun
26
Christoffersen, Peter F.
25
Clark, Todd E.
25
Meddahi, Nour
25
Dijk, Dick van
24
Ghysels, Eric
24
Rodriguez, Gabriel
24
Maheu, John M.
23
Mumtaz, Haroon
23
Bauwens, Luc
22
Caballero, Ricardo J.
22
Christensen, Bent Jesper
22
Schlag, Christian
22
more ...
less ...
Institution
All
National Bureau of Economic Research
188
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
15
Centre for Analytical Finance <Århus>
9
Ekonomiska forskningsinstitutet <Stockholm>
8
European University Institute / Department of Economics
8
Rodney L. White Center for Financial Research
7
Centre for Growth and Business Cycle Research <Manchester>
6
Internationaler Währungsfonds / Research Department
6
Birkbeck College / Department of Economics
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
Institute of Finance and Accounting <London>
5
International Monetary Fund
5
Svenska Handelshögskolan <Helsinki>
5
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
4
Instituto Valenciano de Investigaciones Económicas
4
The Wharton Financial Institutions Center
4
Econometrisch Instituut <Rotterdam>
3
Federal Reserve Bank of San Francisco
3
Federal Reserve System / Division of Research and Statistics
3
Gottfried Wilhelm Leibniz Universität Hannover
3
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
3
Springer Fachmedien Wiesbaden
3
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
3
World Bank
3
Brown University / Department of Economics
2
Business Information Centre <Toronto>
2
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification <Paris>
2
Centre for Economic Policy Research
2
Centre for Quantitative Economics & Computing
2
Christian-Albrechts-Universität zu Kiel
2
Danmarks Nationalbank
2
Deutsche Börse AG
2
Erasmus Research Institute of Management
2
Federal Reserve Bank of New York
2
Forschungsinstitut zur Zukunft der Arbeit
2
Goethe-Universität Frankfurt am Main
2
Institut für Weltwirtschaft
2
Internationaler Währungsfonds / Western Hemisphere Department
2
Judge Institute of Management Studies
2
Kansantaloustieteen Laitos <Tampere>
2
more ...
less ...
Published in...
All
Journal of econometrics
193
NBER working paper series
181
Working paper / National Bureau of Economic Research, Inc.
167
NBER Working Paper
161
Energy economics
124
Finance research letters
124
Journal of banking & finance
123
Discussion paper / Tinbergen Institute
117
Economic modelling
111
Journal of empirical finance
105
Economics letters
104
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
102
International journal of forecasting
93
Working paper
85
Applied economics
83
Discussion paper / Centre for Economic Policy Research
83
International review of financial analysis
82
Journal of financial economics
82
Journal of economic dynamics & control
80
International journal of theoretical and applied finance
79
International review of economics & finance : IREF
79
Journal of international money and finance
73
Mathematical finance : an international journal of mathematics, statistics and financial theory
72
Econometric reviews
68
The North American journal of economics and finance : a journal of financial economics studies
68
Journal of forecasting
67
Quantitative finance
65
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
64
The European journal of finance
61
The review of financial studies
60
Applied economics letters
59
CREATES research paper
57
Journal of financial econometrics : official journal of the Society for Financial Econometrics
56
Journal of risk and financial management : JRFM
55
Computational economics
54
Research paper series / Swiss Finance Institute
50
Applied mathematical finance
46
Finance and stochastics
46
The journal of futures markets
46
Journal of international financial markets, institutions & money
44
more ...
less ...
Source
All
ECONIS (ZBW)
11,807
EconStor
11
RePEc
6
Other ZBW resources
2
ArchiDok
1
Showing
1
-
10
of
11,827
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The microeconomic foundations of instability in financial markets
Kirman, Alan P.
- In:
Long memory in economics : with 50 tables
,
(pp. 311-344)
.
2006
Persistent link: https://www.econbiz.de/10003375653
Saved in:
2
Smooth transition regime shifts and pil price dynamics
Cifarelli, Giulio
- In:
Energy economics
38
(
2013
),
pp. 160-167
Persistent link: https://www.econbiz.de/10009764597
Saved in:
3
Tests for explosive financial
bubbles
in the presence of non-stationary volatility
Harvey, David I.
;
Leybourne, Stephen James
;
Sollis, Robert
- In:
Journal of empirical finance
38
(
2016
),
pp. 548-574
Persistent link: https://www.econbiz.de/10011663370
Saved in:
4
Identification of mixed causal-noncausal models in finite samples
Hecq, Alain W. J.
;
Lieb, Lenard
;
Telg, Sean
- In:
Annals of economics and statistics
123/124
(
2016
),
pp. 307-331
Persistent link: https://www.econbiz.de/10011592754
Saved in:
5
Testing explosive
bubbles
with time-varying volatility
Harvey, David I.
;
Leybourne, Stephen James
;
Zu, Yang
- In:
Econometric reviews
38
(
2019
)
10
,
pp. 1131-1151
Persistent link: https://www.econbiz.de/10012181398
Saved in:
6
Asymmetric adjustment and smooth breaks in dividend yields : evidence from international stock markets
Chen, Shyh-Wei
;
Xie, Zixiong
- In:
International review of economics & finance : IREF
48
(
2017
),
pp. 339-354
Persistent link: https://www.econbiz.de/10011747311
Saved in:
7
A study on asset price bubble dynamics : explosive trend or quadratic variation?
Jarrow, Robert A.
;
Kwok, Simon Sai Man
- In:
Quantitative finance
24
(
2024
)
5
,
pp. 613-626
Persistent link: https://www.econbiz.de/10014552111
Saved in:
8
Time-transformed test for
bubbles
under non-stationary volatility
Kurozumi, Eiji
;
Skrobotov, Anton
;
Tsarev, Alexey
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1282-1307
Persistent link: https://www.econbiz.de/10014391459
Saved in:
9
Testing explosive
bubbles
with time-varying volatility : the case of Spanish public debt
Esteve García, Vicente
;
Prats Albentosa, María Asuncíon
- In:
Finance research letters
51
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014304848
Saved in:
10
Testing explosive
bubbles
with time-varying volatility : the case of the Spanish public debt, 1850-2021
Esteve García, Vicente
;
Prats Albentosa, María Asuncíon
-
2022
procedures to test for explosive
bubbles
under the presence of time-varying volatility (Harvey, Leybourne, Sollis and Taylor …
Persistent link: https://www.econbiz.de/10015069806
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...
//-->