//--> //--> //--> //-->
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
Resurrecting the Conditional C...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
Theorie
181
Theory
180
Capital income
147
Kapitaleinkommen
147
Volatilität
115
Börsenkurs
106
Share price
106
Estimation
104
Schätzung
104
USA
101
United States
100
Risk
85
Risiko
84
Time series analysis
83
Zeitreihenanalyse
83
Portfolio selection
72
Portfolio-Management
72
ARCH model
71
ARCH-Modell
70
Aktienmarkt
64
Stock market
64
Forecasting model
63
Prognoseverfahren
63
CAPM
59
Estimation theory
55
Schätztheorie
55
Welt
48
World
48
Correlation
41
Korrelation
41
Hedging
39
Option pricing theory
39
Optionspreistheorie
39
Risikoprämie
37
Risk premium
36
Risikomanagement
35
Risk management
33
Capital market returns
29
Kapitalmarktrendite
29
more ...
less ...
Online availability
All
Free
46
Undetermined
13
Type of publication
All
Book / Working Paper
69
Article
49
Type of publication (narrower categories)
All
Article in journal
47
Aufsatz in Zeitschrift
47
Arbeitspapier
26
Working Paper
26
Graue Literatur
22
Non-commercial literature
22
Aufsatz im Buch
2
Book section
2
Aufsatzsammlung
1
Festschrift
1
more ...
less ...
Language
All
English
115
Italian
2
German
1
Author
All
Engle, Robert F.
75
Bali, Turan G.
41
Cakici, Nusret
10
Gallo, Giampiero M.
8
Ang, Andrew
7
Kane, Alex
6
Noh, Jaesun
6
An, Byeong-Je
5
De Nard, Gianluca
5
Ledoit, Olivier
5
Wolf, Michael
5
Demirtas, K. Ozgur
4
Ghysels, Eric
4
Lee, Gary G. J.
4
Murray, Scott
4
Ng, Victor K.
4
Atilgan, Yigit
3
Burns, Patrick
3
Cipollini, Fabrizio
3
Diebold, Francis X.
3
Fleming, Michael J.
3
Karagozoglu, Ahmet K.
3
Mezrich, Joseph
3
Neftci, Salih N.
3
Rangel, Jose Gonzalo
3
Rosenberg, Joshua V.
3
Sheppard, Kevin
3
Alan, Nazli Sila
2
Bai, Jennie
2
Cappiello, Lorenzo
2
Conrad, Christian
2
Figlewski, Stephen
2
Hansen, Martin Klint
2
Hovakimian, Armen
2
Ito, Takatoshi
2
Itō, Takatoshi
2
Jondeau, Eric
2
Kelly, Bryan T.
2
Lunde, Asger
2
Nguyen, Giang H.
2
more ...
less ...
Institution
All
National Bureau of Economic Research
7
Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Università degli Studi di Firenze
2
Rodney L. White Center for Financial Research
1
Society for Computational Economics - SCE
1
The Wharton Financial Institutions Center
1
Published in...
All
Discussion paper / Department of Economics, University of California San Diego
12
NBER working paper series
7
Working paper / National Bureau of Economic Research, Inc.
7
The journal of futures markets
5
NBER Working Paper
4
Journal of econometrics
3
Journal of financial and quantitative analysis : JFQA
3
Journal of financial economics
3
Management science : journal of the Institute for Operations Research and the Management Sciences
3
Working paper series / University of Zurich, Department of Economics
3
Econometrics Working Papers Archive
2
Georgetown McDonough School of Business Research Paper
2
Journal of banking & finance
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of empirical finance
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
NYU Stern School of Business
2
Review of finance : journal of the European Finance Association
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
The journal of finance : the journal of the American Finance Association
2
The journal of fixed income
2
The review of economics and statistics
2
The review of financial studies
2
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
2
Working papers
2
AFA 2011 Denver Meetings Paper
1
Advanced texts in econometrics
1
CREATES research paper
1
Computing in Economics and Finance 2005
1
Discussion paper series
1
Econometrics : open access journal
1
Economics letters
1
Forecasting volatility in the financial markets
1
HKUST Business School Research Paper
1
Harvard Business School Finance Working Paper
1
Journal of applied econometrics
1
Journal of economic dynamics & control
1
Journal of financial econometrics
1
Journal of risk
1
Netspar Discussion Paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
115
RePEc
3
Showing
1
-
10
of
118
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
The Nobel memorial prize for Robert Engle
Diebold, Francis X.
(
contributor
);
Engle, Robert F.
(
honouree
)
-
2004
Persistent link: https://www.econbiz.de/10003229527
Saved in:
3
Zeitabhängige Volatilität und instationäre Zeitreihen : zum Nobelpreis an Robert F. Engle und Clive W. J. Granger
Hassler, Uwe
- In:
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
83
(
2003
)
12
,
pp. 811-816
Persistent link: https://www.econbiz.de/10001858207
Saved in:
4
An extreme value approach to estimating interest-rate volatility: pricing implications for interest-rate options
Bali, Turan G.
- In:
Management science : journal of the Institute for …
53
(
2007
)
2
,
pp. 323-339
Persistent link: https://www.econbiz.de/10003435740
Saved in:
5
An extreme value approach to estimating volatility and value at risk
Bali, Turan G.
- In:
The journal of business : B
76
(
2003
)
1
,
pp. 83-108
Persistent link: https://www.econbiz.de/10001743598
Saved in:
6
Testing the empirical performance of stochastic volatility models of the short-term interest rate
Bali, Turan G.
- In:
Journal of financial and quantitative analysis : JFQA
35
(
2000
)
2
,
pp. 191-215
Persistent link: https://www.econbiz.de/10001510057
Saved in:
7
An empirical comparison of continuous time models of the short term interest rate
Bali, Turan G.
- In:
The journal of futures markets
19
(
1999
)
7
,
pp. 777-797
Persistent link: https://www.econbiz.de/10001443351
Saved in:
8
Modeling the conditional mean and variance of the short rate using diffusion, GARCH, and moving average models
Bali, Turan G.
- In:
The journal of futures markets
20
(
2000
)
8
,
pp. 717-751
Persistent link: https://www.econbiz.de/10001523755
Saved in:
9
The generalized extreme value distribution
Bali, Turan G.
- In:
Economics letters
79
(
2003
)
3
,
pp. 423-427
Persistent link: https://www.econbiz.de/10001755303
Saved in:
10
A model-independent measure of aggregate idiosyncratic risk
Bali, Turan G.
;
Cakici, Nusret
;
Levy, Haim
- In:
Journal of empirical finance
15
(
2008
)
5
,
pp. 878-896
Persistent link: https://www.econbiz.de/10003776398
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...
//-->