//--> //--> //--> //-->
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
Econometric Methods for Fracti...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
Theorie
625,588
Theory
610,686
USA
40,634
United States
39,515
Schätzung
29,080
Estimation
28,353
Welt
24,811
World
24,200
Deutschland
22,481
Geldpolitik
22,386
Monetary policy
21,664
Germany
21,021
Portfolio-Management
18,739
Portfolio selection
18,538
Risiko
17,419
Risk
17,212
Mathematische Optimierung
16,929
Mathematical programming
16,824
Prognoseverfahren
13,822
Forecasting model
13,560
Wirtschaftswachstum
13,301
Zeitreihenanalyse
12,952
Economic growth
12,734
Spieltheorie
12,734
Time series analysis
12,536
Game theory
11,993
Experiment
11,210
Börsenkurs
10,980
Share price
10,782
Asymmetrische Information
10,557
Asymmetric information
10,275
Wettbewerb
10,241
Wohlfahrtsanalyse
10,161
Volatilität
10,053
Schätztheorie
10,048
Welfare analysis
9,989
Competition
9,884
Estimation theory
9,653
Stochastischer Prozess
9,596
more ...
less ...
Online availability
All
Free
3,820
Undetermined
2,086
Type of publication
All
Book / Working Paper
5,042
Article
4,757
Type of publication (narrower categories)
All
Article in journal
4,414
Aufsatz in Zeitschrift
4,414
Graue Literatur
2,384
Non-commercial literature
2,384
Working Paper
2,259
Arbeitspapier
2,250
Hochschulschrift
342
Aufsatz im Buch
320
Book section
320
Thesis
285
Collection of articles written by one author
91
Sammlung
91
Collection of articles of several authors
52
Sammelwerk
52
Bibliografie enthalten
41
Bibliography included
41
Conference paper
26
Konferenzbeitrag
26
Aufsatzsammlung
21
Systematic review
21
Übersichtsarbeit
21
Forschungsbericht
19
Konferenzschrift
16
Amtsdruckschrift
11
Government document
11
Lehrbuch
9
Textbook
9
Conference proceedings
8
Rezension
8
Reprint
6
Handbook
5
Handbuch
5
Accompanied by computer file
2
Bibliografie
2
Elektronischer Datenträger als Beilage
2
CD-ROM, DVD
1
Case study
1
Diskette
1
Elektronischer Datenträger
1
Fallstudie
1
more ...
less ...
Language
All
English
9,565
German
185
French
26
Spanish
16
Italian
5
Polish
2
Portuguese
2
Czech
1
Hungarian
1
Dutch
1
Norwegian
1
Undetermined
1
Chinese
1
more ...
less ...
Author
All
Bollerslev, Tim
75
Diebold, Francis X.
60
McAleer, Michael
57
Andersen, Torben
45
Koopman, Siem Jan
41
Lux, Thomas
40
Härdle, Wolfgang
39
Aizenman, Joshua
33
Chiarella, Carl
32
Gupta, Rangan
32
Caporin, Massimiliano
31
Bekaert, Geert
30
Herwartz, Helmut
27
Pierdzioch, Christian
27
Asai, Manabu
25
Fernández-Villaverde, Jesús
25
Todorov, Viktor
25
Hafner, Christian M.
24
Hautsch, Nikolaus
23
Meddahi, Nour
23
Caballero, Ricardo J.
22
Clark, Todd E.
22
Ghysels, Eric
22
Lucas, André
22
Westerhoff, Frank H.
22
Yu, Jun
22
Andersen, Torben G.
21
Bauwens, Luc
21
Christoffersen, Peter F.
21
Schlag, Christian
21
Aït-Sahalia, Yacine
20
Chan, Joshua
20
Engle, Robert F.
20
Giglio, Stefano
19
Gonçalves, Sílvia
19
Li, Kai
19
Mittnik, Stefan
19
Mumtaz, Haroon
19
Renault, Eric
19
Brandt, Michael W.
18
more ...
less ...
Institution
All
National Bureau of Economic Research
180
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
12
Ekonomiska forskningsinstitutet <Stockholm>
8
European University Institute / Department of Economics
8
Centre for Analytical Finance <Århus>
7
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
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
International Monetary Fund
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
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
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
Gottfried Wilhelm Leibniz Universität Hannover
2
Institut für Weltwirtschaft
2
Internationaler Währungsfonds / Western Hemisphere Department
2
Judge Institute of Management Studies
2
Kansantaloustieteen Laitos <Tampere>
2
Umeå Universitet / Institutionen för Nationalekonomi
2
University of British Columbia / Finance Division
2
University of Exeter / Department of Economics
2
more ...
less ...
Published in...
All
NBER working paper series
173
Working paper / National Bureau of Economic Research, Inc.
160
NBER Working Paper
155
Journal of econometrics
126
Journal of banking & finance
109
Finance research letters
96
Economics letters
83
Discussion paper / Tinbergen Institute
81
Journal of empirical finance
81
Economic modelling
77
Discussion paper / Centre for Economic Policy Research
76
International journal of forecasting
76
International journal of theoretical and applied finance
76
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
75
Mathematical finance : an international journal of mathematics, statistics and financial theory
72
Journal of economic dynamics & control
71
Journal of financial economics
71
Working paper
69
Journal of international money and finance
65
Energy economics
61
International review of financial analysis
61
The European journal of finance
59
International review of economics & finance : IREF
58
The review of financial studies
58
Applied economics
57
Journal of forecasting
55
Econometric reviews
51
Quantitative finance
51
Applied economics letters
46
Computational economics
46
The North American journal of economics and finance : a journal of financial economics studies
46
Journal of financial econometrics : official journal of the Society for Financial Econometrics
45
Research paper series / Swiss Finance Institute
45
Applied mathematical finance
44
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
44
The journal of finance : the journal of the American Finance Association
43
Finance and stochastics
42
The journal of futures markets
40
CREATES research paper
39
IMF working papers
39
more ...
less ...
Source
All
ECONIS (ZBW)
9,785
EconStor
9
RePEc
2
BASE
1
ArchiDok
1
Other ZBW resources
1
Showing
1
-
10
of
9,799
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The
econometrics
of stochastic volatility
Harvey, Andrew C.
;
Shephard, Neil G.
-
1993
Persistent link: https://www.econbiz.de/10000865088
Saved in:
2
Statistical methods in finance
Maddala, Gangadharrao S.
(
contributor
); …
-
1996
Persistent link: https://www.econbiz.de/10000610528
Saved in:
3
Applied quantitative finance
Härdle, Wolfgang
(
ed.
);
Hautsch, Nikolaus
(
ed.
); …
-
2009
-
2. ed.
Persistent link: https://www.econbiz.de/10003719524
Saved in:
4
On the correlation structure of microstructure noise in
theory
and practice
Diebold, Francis X.
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003769457
Saved in:
5
On the correlation structure of microstructure noise in
theory
and practice
Diebold, Francis X.
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003790675
Saved in:
6
Volatility and time series
econometrics
: essays in honor of Robert Engle
Bollerslev, Tim
(
ed.
);
Engle, Robert F.
(
honouree
); …
-
2010
-
1. publ.
Persistent link: https://www.econbiz.de/10003861657
Saved in:
7
Variation, jumps and high-frequency data in financial
econometrics
Barndorff-Nielsen, Ole E.
;
Shephard, Neil G.
-
2007
Persistent link: https://www.econbiz.de/10003691562
Saved in:
8
Topics on high-frequency financial
econometrics
: measuring and forecasting volatility
Christensen, Kim
-
2007
Persistent link: https://www.econbiz.de/10003596774
Saved in:
9
Nonlinear financial
econometrics
: Markov switching models, persistence and nonlinear cointegration
Gregoriou, Greg N.
(
ed.
);
Pascalau, Razvan
(
contributor
)
-
2011
Persistent link: https://www.econbiz.de/10008654596
Saved in:
10
Econometric analysis of jump-driven stochastic volatility models
Todorov, Viktor
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 12-21
Persistent link: https://www.econbiz.de/10009242565
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...
//-->