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
A Heavy Traffic Approximation...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
Random walk
1,063
Random Walk
974
Theorie
395
Theory
383
random walk
332
Efficient market hypothesis
232
Effizienzmarkthypothese
229
Schätzung
222
Börsenkurs
220
Share price
215
Estimation
214
Queueing
212
Zeitreihenanalyse
209
Time series analysis
205
Prognoseverfahren
183
Wechselkurs
179
Forecasting model
176
Stock market
176
Aktienmarkt
175
Exchange rate
175
Queueing theory
153
Warteschlangentheorie
151
heavy tails
127
Kapitaleinkommen
114
Capital income
112
Heavy tails
112
Statistische Verteilung
97
Statistical distribution
95
queueing
94
USA
86
United States
82
Volatilität
82
equation
80
statistics
77
Schätztheorie
76
correlation
75
Estimation theory
74
Stochastischer Prozess
71
equations
71
more ...
less ...
Online availability
All
Undetermined
36
Free
18
Type of publication
All
Article
63
Book / Working Paper
23
Type of publication (narrower categories)
All
Article in journal
55
Aufsatz in Zeitschrift
55
Arbeitspapier
13
Graue Literatur
13
Non-commercial literature
13
Working Paper
13
Aufsatz im Buch
2
Book section
2
Article
1
Conference paper
1
Hochschulschrift
1
Konferenzbeitrag
1
Thesis
1
more ...
less ...
Language
All
English
81
Undetermined
5
Author
All
Maheswaran, S.
6
Pesaran, M. Hashem
5
Pick, Andreas
5
Lucas, André
4
Opschoor, Anne
4
Della Corte, Pasquale
3
Kayal, Parthajit
3
Kuklik, Robert G.
3
Sarno, Lucio
3
Sattarhoff, Cristina
3
Tsiakas, Ilias
3
Aggarwal, Divya
2
Corrado, Luisa
2
Dutta, Shantanu
2
Hafner, Christian M.
2
Jun, Tackseung
2
Kumar, Dilip
2
Lux, Thomas
2
Miller, Marcus
2
Opong, Kwaku K.
2
Preminger, Arie
2
Roy, Bijan
2
Saadi, Samir
2
Singal, Vijay
2
Vacek, Vladislav
2
Zhang, Lei
2
Aguilar, Mike
1
Al-Nasser, Amjad D.
1
Aldrich, Eric M.
1
Alupoaiei, Alexie
1
Anatolyev, Stanislav
1
Ankudinov, Andrej B.
1
Barros Júnior, Fernando Antônio de
1
Bennedsen, Mikkel
1
Biekpe, Nicholas
1
Boroumand, Raphaël Homayoun
1
Chan, Jennifer S. K.
1
Chan, Joshua
1
Chaudhuri, Tamal D.
1
Chen, Ping
1
more ...
less ...
Institution
All
Federal Reserve Bank of St. Louis
1
University of Cambridge / Department of Applied Economics
1
Published in...
All
Applied economics
3
Research in international business and finance
3
Cambridge working papers in economics
2
Discussion paper / Centre for Economic Policy Research
2
Economic modelling
2
Economics letters
2
European Financial and Accounting Journal
2
International journal of forecasting
2
International journal of theoretical and applied finance
2
Journal of econometrics
2
Journal of emerging market finance
2
Afro-Asian Journal of Finance and Accounting : AAJFA
1
Agricultural finance review
1
Applied economics letters
1
Applied mathematical finance
1
Asia Pacific financial markets
1
Asia-Pacific financial markets
1
Borsa Istanbul Review
1
CESifo Working Paper Series
1
CESifo working papers
1
Computational Statistics
1
DNB working paper
1
Discussion paper / Tinbergen Institute
1
Documents de recherche / ESSEC Centre de Recherche
1
Econometrics : open access journal
1
Economic Theory
1
Economic theory : official journal of the Society for the Advancement of Economic Theory
1
Economics Letters
1
Economics working paper
1
Eurasian economic review : a journal in applied macroeconomics and finance
1
European financial and accounting journal : EFAJ
1
Finance and stochastics
1
Financial Management Association survey and synthesis series
1
Financial econometrics and empirical market microstructure
1
IEPR Working Paper
1
IIMB management review
1
Indian journal of economics & business : IJEB
1
International Journal of Financial Research
1
Japan and the world economy : international journal of theory and policy
1
Journal of Asia Pacific business
1
more ...
less ...
Source
All
ECONIS (ZBW)
80
RePEc
5
EconStor
1
Showing
1
-
10
of
86
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Is there long memory in Indian stock market returns? : an empirical search
Hiremath, Gourishankar S.
;
Kumari, Jyoti
- In:
Journal of Asia Pacific business
16
(
2015
)
2
,
pp. 128-145
Persistent link: https://www.econbiz.de/10011289921
Saved in:
2
Welfare costs due to economic fluctuations according to different model setups
Alupoaiei, Alexie
- In:
Theoretical and applied economics : GAER review
22
(
2015
)
1
,
pp. 199-208
Persistent link: https://www.econbiz.de/10011558460
Saved in:
3
An empirical study on the stock price volatility of small and medium enterprise board in China
Chi, Qishui
;
Huo, Jieyi
- In:
Research in world economy
8
(
2017
)
2
,
pp. 12-24
Persistent link: https://www.econbiz.de/10011784337
Saved in:
4
Hybrid scheme for Brownian semistationary processes
Bennedsen, Mikkel
;
Lunde, Asger
;
Pakkanen, Mikko S.
- In:
Finance and stochastics
21
(
2017
)
4
,
pp. 931-965
Persistent link: https://www.econbiz.de/10011944457
Saved in:
5
Inference on the tail process with application to financial time series modeling
Davis, Richard A.
;
Drees, Holger
;
Segers, Johan
; …
- In:
Journal of econometrics
205
(
2018
)
2
,
pp. 508-525
Persistent link: https://www.econbiz.de/10012110330
Saved in:
6
Forecasting random walks under drift instability
Pesaran, M. Hashem
;
Pick, Andreas
-
2008
Persistent link: https://www.econbiz.de/10003850869
Saved in:
7
An economic evaluation of empirical exchange rate models
Della Corte, Pasquale
;
Sarno, Lucio
;
Tsiakas, Ilias
- In:
The review of financial studies
22
(
2009
)
9
,
pp. 3491-3530
Persistent link: https://www.econbiz.de/10003885717
Saved in:
8
Evaluating volatility dynamics and the forecasting ability of Markov switching models
Parikakis, George S.
;
Merika, Anna
- In:
Journal of forecasting
28
(
2009
)
8
,
pp. 736-744
Persistent link: https://www.econbiz.de/10003918209
Saved in:
9
An economic evaluation of empirical exchange rate models
Della Corte, Pasquale
;
Sarno, Lucio
;
Tsiakas, Ilias
-
2007
Persistent link: https://www.econbiz.de/10003618043
Saved in:
10
Forecasting random walks under drift instability
Pesaran, M. Hashem
(
contributor
);
Pick, Andreas
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003711763
Saved in:
1
2
3
4
5
6
7
8
9
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
