//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic 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 successive linear programmin...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
Theorie
731,057
Theory
716,147
Prognoseverfahren
43,648
Forecasting model
42,651
Schätzung
41,506
Estimation
40,627
Welt
36,299
USA
36,185
World
35,641
United States
34,640
Zeitreihenanalyse
31,847
Time series analysis
30,838
Mathematische Optimierung
28,419
Mathematical programming
28,369
Risiko
27,093
Risk
26,891
Deutschland
25,531
Geldpolitik
25,233
Monetary policy
24,487
Portfolio-Management
24,483
Portfolio selection
24,272
Germany
23,870
Stochastischer Prozess
19,606
Stochastic process
19,159
Wirtschaftswachstum
18,095
Volatilität
17,978
Schätztheorie
17,841
Economic growth
17,433
Estimation theory
17,429
Börsenkurs
17,136
Share price
16,886
Kapitaleinkommen
14,082
Capital income
14,036
Spieltheorie
13,370
Konsumentenverhalten
13,285
Consumer behaviour
13,142
Game theory
12,626
Finanzmarkt
12,571
Experiment
12,488
more ...
less ...
Online availability
All
Free
6,946
Undetermined
4,871
CC license
357
Type of publication
All
Article
9,633
Book / Working Paper
8,068
Other
1
Type of publication (narrower categories)
All
Article in journal
9,054
Aufsatz in Zeitschrift
9,054
Graue Literatur
3,460
Non-commercial literature
3,460
Working Paper
3,346
Arbeitspapier
3,332
Aufsatz im Buch
470
Book section
470
Hochschulschrift
412
Thesis
328
Collection of articles written by one author
103
Sammlung
103
Collection of articles of several authors
77
Sammelwerk
77
Bibliografie enthalten
45
Bibliography included
45
Conference paper
44
Konferenzbeitrag
44
Aufsatzsammlung
42
Forschungsbericht
23
Systematic review
22
Übersichtsarbeit
22
Konferenzschrift
18
Rezension
15
Amtsdruckschrift
14
Government document
14
Lehrbuch
12
Textbook
10
Conference proceedings
8
Handbook
8
Handbuch
8
Reprint
7
Article
4
Bibliografie
4
research-article
4
Accompanied by computer file
3
Case study
3
Elektronischer Datenträger als Beilage
3
Fallstudie
3
Festschrift
3
more ...
less ...
Language
All
English
17,423
German
206
French
31
Undetermined
19
Spanish
16
Italian
6
Czech
2
Polish
2
Portuguese
2
Hungarian
1
Dutch
1
Norwegian
1
Chinese
1
more ...
less ...
Author
All
Gupta, Rangan
173
McAleer, Michael
154
Bollerslev, Tim
107
Andersen, Torben
92
Ma, Feng
82
Pierdzioch, Christian
81
Koopman, Siem Jan
75
Diebold, Francis X.
74
Caporin, Massimiliano
65
Härdle, Wolfgang
62
Asai, Manabu
61
Lux, Thomas
58
Todorov, Viktor
57
Caporale, Guglielmo Maria
56
Chiarella, Carl
51
Gil-Alaña, Luis A.
51
Bekaert, Geert
47
Engle, Robert F.
46
Dijk, Dick van
45
Chan, Joshua
43
Zhang, Yaojie
43
Christoffersen, Peter F.
42
Lucas, André
42
Aït-Sahalia, Yacine
41
Tauchen, George Eugene
41
Ghysels, Eric
39
Clements, Adam
38
Liang, Chao
38
Degiannakis, Stavros
35
Hafner, Christian M.
35
Herwartz, Helmut
35
Cui, Zhenyu
34
Lunde, Asger
34
Wang, Yudong
34
Bouri, Elie
33
Rodriguez, Gabriel
33
Aizenman, Joshua
32
Gallo, Giampiero M.
32
Hansen, Peter Reinhard
32
Meddahi, Nour
32
more ...
less ...
Institution
All
National Bureau of Economic Research
215
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
21
Centre for Analytical Finance <Århus>
12
Ekonomiska forskningsinstitutet <Stockholm>
9
European University Institute / Department of Economics
7
Rodney L. White Center for Financial Research
7
Centre for Growth and Business Cycle Research <Manchester>
6
Federal Reserve Bank of St. Louis
6
Gottfried Wilhelm Leibniz Universität Hannover
6
Institute of Finance and Accounting <London>
6
Internationaler Währungsfonds / Research Department
6
Svenska Handelshögskolan <Helsinki>
6
Birkbeck College / Department of Economics
5
Chambre de commerce et d'industrie de Paris
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
European Central Bank
5
International Monetary Fund
5
Centre for Economic Policy Research
4
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
4
Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel
4
Instituto Valenciano de Investigaciones Económicas
4
The Wharton Financial Institutions Center
4
University of Canterbury / Dept. of Economics and Finance
4
Brown University / Department of Economics
3
Econometrisch Instituut <Rotterdam>
3
Federal Reserve Bank of San Francisco
3
Federal Reserve System / Division of Research and Statistics
3
Nuffield College
3
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
3
Springer Fachmedien Wiesbaden
3
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
3
University of Chicago / Graduate School of Business
3
Business Information Centre <Toronto>
2
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification <Paris>
2
Centre for Quantitative Economics & Computing
2
Christian-Albrechts-Universität zu Kiel
2
Christian-Albrechts-Universität zu Kiel / Institut für Weltwirtschaft
2
Danmarks Nationalbank
2
Departamento de Economía, Pontificia Universidad Católica del Perú
2
Deutsche Börse AG
2
more ...
less ...
Published in...
All
Journal of econometrics
271
Finance research letters
265
Energy economics
242
NBER working paper series
206
International journal of theoretical and applied finance
190
Working paper / National Bureau of Economic Research, Inc.
183
NBER Working Paper
181
Economic modelling
178
Journal of banking & finance
176
Quantitative finance
167
Discussion paper / Tinbergen Institute
158
Applied economics
156
International review of economics & finance : IREF
152
Journal of empirical finance
149
Journal of forecasting
147
International review of financial analysis
146
Economics letters
141
The North American journal of economics and finance : a journal of financial economics studies
138
International journal of forecasting
135
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
130
Working paper
121
Journal of financial economics
118
Journal of economic dynamics & control
116
The journal of futures markets
106
Computational economics
100
Journal of international money and finance
95
Mathematical finance : an international journal of mathematics, statistics and financial theory
93
Applied mathematical finance
92
The European journal of finance
89
Discussion paper / Centre for Economic Policy Research
85
Journal of financial econometrics : official journal of the Society for Financial Econometrics
85
Econometric reviews
84
Applied economics letters
83
Journal of risk and financial management : JRFM
82
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
81
Finance and stochastics
79
Research paper series / Swiss Finance Institute
76
Journal of international financial markets, institutions & money
75
Applied financial economics
74
CREATES research paper
72
more ...
less ...
Source
All
ECONIS (ZBW)
17,645
RePEc
32
EconStor
18
Other ZBW resources
5
BASE
1
ArchiDok
1
Showing
51
-
60
of
17,702
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
51
Large mixed-frequency VARs with a parsimonious time-varying parameter structure
Götz, Thomas B.
;
Hauzenberger, Klemens
- In:
The econometrics journal
24
(
2021
)
3
,
pp. 442-461
Persistent link: https://www.econbiz.de/10012620715
Saved in:
52
The signal and the noise volatilities
Chaker, Selma
- In:
Research in international business and finance
50
(
2019
),
pp. 79-105
Persistent link: https://www.econbiz.de/10012177017
Saved in:
53
Stochastic tail index model for high frequency financial data with Bayesian analysis
Mao, Guangyu
;
Zhang, Zhengjun
- In:
Journal of econometrics
205
(
2018
)
2
,
pp. 470-487
Persistent link: https://www.econbiz.de/10012110325
Saved in:
54
Efficient modelling and
forecasting
with range based volatility models and its application
Kok Haur Ng
;
Peiris, Shelton
;
Chan, Jennifer So-kuen
; …
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 448-460
Persistent link: https://www.econbiz.de/10011938162
Saved in:
55
Time-varying trend models for
forecasting
inflation in Australia
Guo, Na
;
Zhang, Bo
;
Cross, Jamie
-
2020
Persistent link: https://www.econbiz.de/10012437562
Saved in:
56
Addressing COVID-19 Outliers in BVARs with stochastic volatility
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
-
2021
Persistent link: https://www.econbiz.de/10012489794
Saved in:
57
Time-varying trend models for
forecasting
inflation in Australia
Guo, Na
;
Zhang, Bo
;
Cross, Jamie
-
2020
Persistent link: https://www.econbiz.de/10012534328
Saved in:
58
Stochastic volatility models with ARMA innovations : an application to G7 inflation forecasts
Zhang, Bo
;
Chan, Joshua
;
Cross, Jamie
- In:
International journal of forecasting
36
(
2020
)
4
,
pp. 1318-1328
Persistent link: https://www.econbiz.de/10012546706
Saved in:
59
Forecasting
volatility for an optimal portfolio with stylized facts using copulas
Karmous, Aida
;
Boubaker, Heni
;
Belkacem, Lotfi
- In:
Computational economics
58
(
2021
)
2
,
pp. 461-482
Persistent link: https://www.econbiz.de/10012615046
Saved in:
60
Addressing Covid-19 outliers in bvars with stochastic volatility
Marcellino, Massimiliano
;
Clark, Todd E.
;
Carriero, Andrea
-
2021
Persistent link: https://www.econbiz.de/10012495968
Saved in:
First
Prev
1
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->