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 conditional autoregressive r...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
Volatilität
40,285
Theorie
17,937
Theory
17,436
Optionspreistheorie
14,730
Option pricing theory
14,272
ARCH-Modell
10,473
Schätzung
10,441
ARCH model
10,292
Börsenkurs
10,215
Estimation
10,192
Share price
10,054
Statistische Verteilung
8,452
Kapitaleinkommen
8,268
Statistical distribution
8,239
Capital income
8,233
Aktienmarkt
6,415
Stock market
6,344
Stochastischer Prozess
5,757
Stochastic process
5,648
USA
5,551
United States
5,367
Welt
5,222
World
5,108
Prognoseverfahren
5,088
Forecasting model
5,015
Wechselkurs
4,849
Exchange rate
4,749
Zeitreihenanalyse
4,402
Time series analysis
4,282
Portfolio-Management
4,026
Portfolio selection
3,994
Risk
3,695
Risiko
3,662
Schätztheorie
3,586
Estimation theory
3,518
Derivat
3,314
Optionsgeschäft
3,311
Derivative
3,304
Option trading
3,289
more ...
less ...
Online availability
All
Free
15,429
Undetermined
10,655
Type of publication
All
Article
22,806
Book / Working Paper
17,644
Other
12
Journal
1
Type of publication (narrower categories)
All
Article in journal
21,041
Aufsatz in Zeitschrift
21,041
Graue Literatur
7,148
Non-commercial literature
7,148
Working Paper
6,993
Arbeitspapier
6,898
Aufsatz im Buch
1,183
Book section
1,183
Hochschulschrift
628
Thesis
502
Collection of articles written by one author
174
Sammlung
174
Collection of articles of several authors
145
Sammelwerk
145
Conference paper
128
Konferenzbeitrag
128
Aufsatzsammlung
70
Bibliografie enthalten
52
Bibliography included
52
Amtsdruckschrift
48
Government document
48
Konferenzschrift
41
Systematic review
40
Übersichtsarbeit
40
Article
34
Forschungsbericht
29
Case study
21
Fallstudie
21
Conference proceedings
20
Rezension
18
Lehrbuch
16
Textbook
15
Handbook
9
Handbuch
9
Reprint
9
Bibliografie
6
Ratgeber
6
Guidebook
5
Accompanied by computer file
4
Elektronischer Datenträger als Beilage
4
more ...
less ...
Language
All
English
38,907
Undetermined
862
German
455
French
89
Spanish
82
Portuguese
31
Italian
14
Polish
12
Czech
5
Dutch
5
Romanian
4
Russian
4
Danish
1
Croatian
1
Hungarian
1
Norwegian
1
Serbian
1
Swedish
1
Chinese
1
more ...
less ...
Author
All
McAleer, Michael
325
Gupta, Rangan
237
Caporale, Guglielmo Maria
172
Bollerslev, Tim
144
Chang, Chia-Lin
126
Bouri, Elie
111
Diebold, Francis X.
108
Andersen, Torben
98
Pierdzioch, Christian
98
Ma, Feng
94
Spagnolo, Nicola
92
Aizenman, Joshua
89
Bekaert, Geert
79
Hammoudeh, Shawkat
79
Koopman, Siem Jan
78
Engle, Robert F.
75
Bahmani-Oskooee, Mohsen
74
Härdle, Wolfgang
72
Todorov, Viktor
68
Caporin, Massimiliano
67
McMillan, David G.
67
Tiwari, Aviral Kumar
66
Asai, Manabu
64
Kočenda, Evžen
64
Chiarella, Carl
62
Lux, Thomas
61
Corbet, Shaen
60
Clements, Adam
58
Lucey, Brian M.
58
Kang, Sang Hoon
56
Wohar, Mark E.
56
Christoffersen, Peter F.
55
Gil-Alaña, Luis A.
55
Caballero, Ricardo J.
53
Hautsch, Nikolaus
53
Mensi, Walid
53
Buch, Claudia M.
52
Fernández-Villaverde, Jesús
52
Hafner, Christian M.
52
Ghysels, Eric
51
more ...
less ...
Institution
All
National Bureau of Economic Research
497
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
88
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
28
C.E.P.R. Discussion Papers
22
Centre for Analytical Finance <Århus>
19
World Bank
18
International Monetary Fund
17
Université Paris-Dauphine (Paris IX)
15
Federal Reserve Bank of St. Louis
13
Svenska Handelshögskolan <Helsinki>
12
European University Institute / Department of Economics
11
Internationaler Währungsfonds / Research Department
11
University of Canterbury / Dept. of Economics and Finance
11
Centre for Growth and Business Cycle Research <Manchester>
10
Ekonomiska forskningsinstitutet <Stockholm>
10
Institut für Weltwirtschaft
10
Chambre de commerce et d'industrie de Paris
9
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
9
Cowles Foundation for Research in Economics, Yale University
9
National Centre for Econometric Research (NCER)
9
Department of Economics, Oxford University
8
EconWPA
8
Federal Reserve Bank of New York
8
Rodney L. White Center for Financial Research
8
European Central Bank
7
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
7
Instituto Valenciano de Investigaciones Económicas
7
School of Economics and Management, University of Aarhus
7
Banque de France
6
Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance
6
Department of Economics and Finance, College of Business and Economics
6
Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Università degli Studi di Firenze
6
Federal Reserve Bank of San Francisco
6
Gottfried Wilhelm Leibniz Universität Hannover
6
Institute of Economic Research, Kyoto University
6
Institute of Finance and Accounting <London>
6
Tinbergen Instituut
6
Birkbeck College / Department of Economics
5
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
more ...
less ...
Published in...
All
Energy economics
610
Finance research letters
572
NBER working paper series
485
Working paper / National Bureau of Economic Research, Inc.
466
International review of financial analysis
419
NBER Working Paper
416
Applied economics
378
Journal of banking & finance
375
International review of economics & finance : IREF
368
The journal of futures markets
360
Economic modelling
340
The North American journal of economics and finance : a journal of financial economics studies
324
Journal of econometrics
321
Applied financial economics
265
Journal of empirical finance
265
Applied economics letters
261
Research in international business and finance
255
Economics letters
246
International journal of theoretical and applied finance
245
Working paper
245
Journal of international financial markets, institutions & money
239
Discussion paper / Centre for Economic Policy Research
238
Journal of international money and finance
230
Discussion paper / Tinbergen Institute
198
Journal of risk and financial management : JRFM
197
Quantitative finance
191
Journal of financial economics
184
Pacific-Basin finance journal
172
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
172
CESifo working papers
169
International Journal of Energy Economics and Policy : IJEEP
166
The European journal of finance
157
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
150
IMF working papers
148
Journal of economic dynamics & control
147
International journal of finance & economics : IJFE
146
International journal of forecasting
145
Journal of forecasting
131
The review of financial studies
125
Research paper series / Swiss Finance Institute
118
more ...
less ...
Source
All
ECONIS (ZBW)
39,272
RePEc
1,017
EconStor
131
BASE
39
ArchiDok
3
Other ZBW resources
1
Showing
1
-
10
of
40,463
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting
volatility
with component conditional autoregressive range model
Wu, Xinyu
;
Hou, Xinmeng
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012659660
Saved in:
2
Skewed generalized error distribution of financial assets and option pricing
Theodossiou, Panayiotis
- In:
Multinational finance journal : MF ; quarterly …
19
(
2015
)
3/4
,
pp. 223-266
Persistent link: https://www.econbiz.de/10011434223
Saved in:
3
Model-based pricing for financial derivatives
Zhu, Ke
;
Ling, Shiqing
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 447-457
Persistent link: https://www.econbiz.de/10011499705
Saved in:
4
COMFORT: a common market factor non-Gaussian returns model
Paolella, Marc S.
;
Polak, Pawel
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 593-605
Persistent link: https://www.econbiz.de/10011499783
Saved in:
5
Option valuation with
volatility
components, fat tails, and nonmonotonic pricing Kernels
Babaoğlu, Kadir
;
Christoffersen, Peter F.
;
Heston, …
- In:
Review of asset pricing studies
8
(
2018
)
2
,
pp. 183-231
Persistent link: https://www.econbiz.de/10012002169
Saved in:
6
Option valuation with
volatility
components, fat tails, and nonlinear pricing kernels
Babaoğlu, Kadir
;
Christoffersen, Peter F.
;
Heston, …
-
2015
Persistent link: https://www.econbiz.de/10011398641
Saved in:
7
Multivariate moments expansion density : application of the dynamic equicorrelation model
Ñíguez, Trino-Manuel
;
Perote, Javier
- In:
Journal of banking & finance
72
(
2016
),
pp. 216-232
Persistent link: https://www.econbiz.de/10011637138
Saved in:
8
Multivariate moments expansion density : application of the dynamic equicorrelation model
Ñíguez, Trino-Manuel
;
Perote, Javier
-
2016
Persistent link: https://www.econbiz.de/10011799240
Saved in:
9
Calibrating the Italian smile with time-varying
volatility
and heavy-tailed models
Bianchi, Michele Leonardo
;
Račev, Svetlozar T.
; …
- In:
Computational economics
51
(
2018
)
3
,
pp. 339-378
Persistent link: https://www.econbiz.de/10011963681
Saved in:
10
Moments expansion densities for quantifying financial risk
Ñíguez, Trino-Manuel
;
Perote, Javier
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 53-69
Persistent link: https://www.econbiz.de/10011938073
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...
