//--> //--> //--> //-->
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
On metastability
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
Theorie
620,975
Theory
605,890
USA
41,264
United States
40,173
Schätzung
30,853
Estimation
30,105
Welt
24,752
World
24,134
Deutschland
22,412
Geldpolitik
22,402
Monetary policy
21,678
Germany
21,030
Portfolio-Management
19,320
Portfolio selection
19,120
Risiko
17,699
Risk
17,495
Mathematische Optimierung
17,180
Mathematical programming
17,072
Stochastischer Prozess
16,994
Stochastic process
16,552
Prognoseverfahren
14,623
Forecasting model
14,349
Zeitreihenanalyse
13,691
Time series analysis
13,293
Wirtschaftswachstum
13,212
Spieltheorie
13,099
Volatilität
12,994
Economic growth
12,620
Game theory
12,381
Schätztheorie
11,902
Börsenkurs
11,562
Estimation theory
11,502
Experiment
11,414
Share price
11,356
Asymmetrische Information
10,530
Asymmetric information
10,247
Wettbewerb
10,184
Wohlfahrtsanalyse
10,107
Welfare analysis
9,935
more ...
less ...
Online availability
All
Free
4,878
Undetermined
3,106
Type of publication
All
Article
6,577
Book / Working Paper
6,150
Type of publication (narrower categories)
All
Article in journal
6,171
Aufsatz in Zeitschrift
6,171
Graue Literatur
2,783
Non-commercial literature
2,783
Working Paper
2,648
Arbeitspapier
2,639
Aufsatz im Buch
381
Book section
381
Hochschulschrift
364
Thesis
297
Collection of articles written by one author
92
Sammlung
92
Collection of articles of several authors
59
Sammelwerk
59
Bibliografie enthalten
41
Bibliography included
41
Conference paper
38
Konferenzbeitrag
38
Aufsatzsammlung
24
Forschungsbericht
22
Systematic review
21
Übersichtsarbeit
21
Konferenzschrift
16
Amtsdruckschrift
15
Government document
15
Lehrbuch
10
Rezension
9
Textbook
9
Conference proceedings
8
Handbook
7
Handbuch
7
Reprint
6
Accompanied by computer file
3
Elektronischer Datenträger als Beilage
3
Bibliografie
2
Glossar enthalten
2
Glossary included
2
CD-ROM, DVD
1
Case study
1
Diskette
1
more ...
less ...
Language
All
English
12,487
German
189
French
26
Spanish
17
Italian
5
Undetermined
3
Polish
2
Portuguese
2
Czech
1
Hungarian
1
Dutch
1
Norwegian
1
Chinese
1
more ...
less ...
Author
All
McAleer, Michael
98
Bollerslev, Tim
87
Diebold, Francis X.
64
Andersen, Torben
61
Koopman, Siem Jan
54
Chiarella, Carl
52
Gupta, Rangan
49
Asai, Manabu
47
Todorov, Viktor
46
Härdle, Wolfgang
43
Caporin, Massimiliano
41
Lux, Thomas
40
Christoffersen, Peter F.
37
Cui, Zhenyu
34
Aizenman, Joshua
33
Chan, Joshua
33
Hafner, Christian M.
33
Bekaert, Geert
30
Pierdzioch, Christian
30
Platen, Eckhard
30
Clark, Todd E.
29
Herwartz, Helmut
29
Tauchen, George Eugene
29
Lucas, André
28
Mumtaz, Haroon
28
Aït-Sahalia, Yacine
27
Yu, Jun
27
Andersen, Torben G.
26
Barndorff-Nielsen, Ole E.
26
Caporale, Guglielmo Maria
26
Fernández-Villaverde, Jesús
26
Shephard, Neil G.
26
Carriero, Andrea
25
Escobar, Marcos
25
Fouque, Jean-Pierre
25
Ghysels, Eric
25
Hautsch, Nikolaus
25
Meddahi, Nour
25
Renò, Roberto
24
Rodriguez, Gabriel
24
more ...
less ...
Institution
All
National Bureau of Economic Research
191
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
17
Centre for Analytical Finance <Århus>
10
Ekonomiska forskningsinstitutet <Stockholm>
8
European University Institute / Department of Economics
8
Rodney L. White Center for Financial Research
7
Internationaler Währungsfonds / Research Department
6
Birkbeck College / Department of Economics
5
Institute of Finance and Accounting <London>
5
Svenska Handelshögskolan <Helsinki>
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
4
Instituto Valenciano de Investigaciones Económicas
4
The Wharton Financial Institutions Center
4
Chambre de commerce et d'industrie de Paris
3
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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 Canterbury / Dept. of Economics and Finance
3
World Bank
3
Brown University / Department of Economics
2
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification <Paris>
2
Centre for Economic Policy Research
2
Centre for Growth and Business Cycle Research <Manchester>
2
Christian-Albrechts-Universität zu Kiel
2
Danmarks Nationalbank
2
Deutsche Börse AG
2
Econometrisch Instituut <Rotterdam>
2
Erasmus Research Institute of Management
2
Federal Reserve Bank of New York
2
Federal Reserve Bank of St. Louis
2
Forschungsinstitut zur Zukunft der Arbeit
2
Goethe-Universität Frankfurt am Main
2
Gottfried Wilhelm Leibniz Universität Hannover
2
Institut für Weltwirtschaft
2
International Center for Financial Asset Management and Engineering
2
International Monetary Fund
2
more ...
less ...
Published in...
All
Journal of econometrics
210
International journal of theoretical and applied finance
185
NBER working paper series
182
NBER Working Paper
163
Working paper / National Bureau of Economic Research, Inc.
162
Journal of banking & finance
141
Quantitative finance
127
Finance research letters
119
Discussion paper / Tinbergen Institute
107
Energy economics
106
Economics letters
104
Journal of empirical finance
104
Journal of economic dynamics & control
102
Economic modelling
100
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
100
Mathematical finance : an international journal of mathematics, statistics and financial theory
90
Working paper
90
Applied mathematical finance
89
International journal of forecasting
86
Journal of financial economics
84
The North American journal of economics and finance : a journal of financial economics studies
83
Computational economics
81
International review of financial analysis
81
Applied economics
80
Discussion paper / Centre for Economic Policy Research
79
International review of economics & finance : IREF
78
The European journal of finance
76
The journal of futures markets
72
Econometric reviews
67
Journal of international money and finance
67
Journal of financial econometrics : official journal of the Society for Financial Econometrics
66
Finance and stochastics
65
Research paper series / Swiss Finance Institute
65
The journal of computational finance
64
Journal of forecasting
62
Applied economics letters
60
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
60
Journal of risk and financial management : JRFM
58
The review of financial studies
58
European journal of operational research : EJOR
55
more ...
less ...
Source
All
ECONIS (ZBW)
12,714
EconStor
9
RePEc
3
ArchiDok
1
Showing
1
-
10
of
12,727
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
An empirical application of a stochastic volatility model with GH skew Student's t-distribution to the volatility of Latin-American stock returns
Lengua Lafosse, Patricia
;
Rodriguez, Gabriel
- In:
The quarterly review of economics and finance : journal …
69
(
2018
),
pp. 155-173
Persistent link: https://www.econbiz.de/10012035007
Saved in:
2
Flexible modeling of dependence in volatility processes
Kalli, Maria
;
Griffin, Jim
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
1
,
pp. 102-113
Persistent link: https://www.econbiz.de/10011389911
Saved in:
3
Equity index variance : evidence from flexible parametric jump-diffusion models
Kaeck, Andreas
;
Rodrigues, Paulo Jorge Maurício
; …
- In:
Journal of banking & finance
83
(
2017
),
pp. 85-103
Persistent link: https://www.econbiz.de/10011816827
Saved in:
4
Stochastic volatility model with regime-switching skewness in heavy-tailed errors for exchange rate returns
Nakajima, Jouchi
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
5
,
pp. 499-520
Persistent link: https://www.econbiz.de/10010228561
Saved in:
5
Regime switching stochastic volatility with skew, fat tails and leverage using returns and realized volatility contemporaneously
Trojan, Sebastian
-
2013
Persistent link: https://www.econbiz.de/10010243571
Saved in:
6
Bayesian estimation of non-Gaussian stochastic volatility models
Elabed, Asma Graja
;
Masmoudi, Afif
- In:
Journal of mathematical finance
4
(
2014
)
2
,
pp. 95-103
Persistent link: https://www.econbiz.de/10010380909
Saved in:
7
A jumping index of jumping stocks? : an MCMC analysis of continuous-time models for individual stocks
Pollastri, Alessandro
;
Rodrigues, Paulo Jorge Maurício
; …
- In:
Journal of empirical finance
70
(
2023
),
pp. 322-341
Persistent link: https://www.econbiz.de/10014423714
Saved in:
8
Conditional value-at-risk forecasts of an optimal foreign currency portfolio
Kim, Dongwhan
;
Kang, Kyu Ho
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 838-861
Persistent link: https://www.econbiz.de/10012792873
Saved in:
9
High-dimensional DSGE models : pointers on prior, estimation, comparison, and prediction
Chib, Siddhartha
;
Shin, Minchul
;
Tan, Fei
-
2020
Persistent link: https://www.econbiz.de/10012373015
Saved in:
10
Incorporating realized quarticity into a realized stochastic volatility model
Nugroho, Didit B.
;
Morimoto, Takayuki
- In:
Asia-Pacific financial markets
26
(
2019
)
4
,
pp. 495-528
Persistent link: https://www.econbiz.de/10012309817
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...
//-->