//--> //--> //--> //-->
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:"Zeitreihenanalyse"
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
Examining Bitcoin Price Volati...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Zeitreihenanalyse
Volatility
40,917
Volatilität
40,649
Theorie
18,157
Theory
17,805
Preis
14,937
Derivat
13,959
Derivative
13,925
Börsenkurs
10,836
Schätzung
10,746
Share price
10,680
ARCH-Modell
10,582
Estimation
10,496
ARCH model
10,401
Price
9,688
Kapitaleinkommen
8,066
Capital income
8,031
USA
7,917
United States
7,603
Welt
7,005
World
6,865
Aktienmarkt
6,533
Stock market
6,462
Optionspreistheorie
5,977
Option pricing theory
5,886
Wechselkurs
5,083
Exchange rate
4,944
Prognoseverfahren
4,798
Forecasting model
4,730
Stochastischer Prozess
4,398
Rohstoffderivat
4,366
Commodity derivative
4,345
Stochastic process
4,328
Time series analysis
4,105
Portfolio-Management
3,835
Portfolio selection
3,820
Risk
3,627
Risiko
3,596
Hedging
3,403
Ölpreis
3,200
more ...
less ...
Online availability
All
Free
1,637
Undetermined
1,245
Type of publication
All
Article
2,422
Book / Working Paper
1,789
Type of publication (narrower categories)
All
Article in journal
2,305
Aufsatz in Zeitschrift
2,305
Working Paper
1,018
Graue Literatur
944
Non-commercial literature
944
Arbeitspapier
932
Aufsatz im Buch
108
Book section
108
Hochschulschrift
101
Thesis
76
Collection of articles of several authors
27
Sammelwerk
27
Collection of articles written by one author
18
Sammlung
18
Aufsatzsammlung
17
Lehrbuch
12
Textbook
11
Bibliografie enthalten
10
Bibliography included
10
Conference paper
9
Konferenzbeitrag
9
Systematic review
5
Übersichtsarbeit
5
Dissertation u.a. Prüfungsschriften
4
Forschungsbericht
4
Article
3
Rezension
3
Handbook
2
Handbuch
2
Konferenzschrift
2
Mehrbändiges Werk
2
Multi-volume publication
2
Advisory report
1
Amtsdruckschrift
1
Case study
1
Conference proceedings
1
Fallstudie
1
Festschrift
1
Government document
1
Gutachten
1
more ...
less ...
Language
All
English
4,138
German
64
Italian
4
French
3
Undetermined
3
Czech
1
Hungarian
1
Spanish
1
more ...
less ...
Author
All
McAleer, Michael
82
Caporale, Guglielmo Maria
48
Koopman, Siem Jan
45
Lux, Thomas
41
Gupta, Rangan
39
Gil-Alaña, Luis A.
36
Härdle, Wolfgang
34
Bollerslev, Tim
33
Teräsvirta, Timo
32
Caporin, Massimiliano
31
Lucas, André
28
Andersen, Torben
24
Hafner, Christian M.
24
Asai, Manabu
22
Dijk, Dick van
22
Lütkepohl, Helmut
22
Bauwens, Luc
21
Engle, Robert F.
21
Tauchen, George Eugene
21
Chang, Chia-Lin
20
Medeiros, Marcelo C.
20
Todorov, Viktor
20
Chan, Joshua
19
Hautsch, Nikolaus
19
Cavaliere, Giuseppe
18
Nielsen, Morten Ørregaard
18
Sibbertsen, Philipp
18
Taylor, Robert
18
Blasques, Francisco
17
Hallin, Marc
17
Rodriguez, Gabriel
17
Shephard, Neil G.
17
Allen, David E.
16
Bos, Charles S.
16
Kim, Donggyu
16
Sucarrat, Genaro
16
Conrad, Christian
15
Hansen, Peter Reinhard
15
Hounyo, Ulrich
15
Li, Jia
15
more ...
less ...
Institution
All
National Bureau of Economic Research
16
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
10
Ekonomiska forskningsinstitutet <Stockholm>
7
Centre for Analytical Finance <Århus>
6
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
Centre for Growth and Business Cycle Research <Manchester>
4
Econometrisch Instituut <Rotterdam>
3
Gottfried Wilhelm Leibniz Universität Hannover
3
Christian-Albrechts-Universität zu Kiel
2
Escola de Pós-Graduação em Economia <Rio de Janeiro>
2
United States International Trade Commission / Office of Industries
2
University of Canterbury / Dept. of Economics and Finance
2
Université de Montréal / Département de sciences économiques
2
William Davidson Institute <Ann Arbor, Mich.>
2
Aarhus Universitet / Afdeling for Nationaløkonomi
1
Bundesanstalt für Geowissenschaften und Rohstoffe
1
Business Information Centre <Toronto>
1
Center for Economic Research <Tilburg>
1
Centre for Quantitative Economics & Computing
1
Chambre de commerce et d'industrie de Paris
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
European University Institute / Department of Economics
1
Fachhochschule Stralsund / Fachbereich Wirtschaft
1
Hamburgisches WeltWirtschaftsInstitut
1
Institut for Finansiering <Frederiksberg>
1
Institute of Finance and Accounting <London>
1
International Center for Financial Asset Management and Engineering
1
International Workshop on Statistics and Finance <1999, Hongkong>
1
Internationaler Währungsfonds / Asia and Pacific Department
1
Internationaler Währungsfonds / Western Hemisphere Department
1
Konjunkturinstitutet <Stockholm>
1
Leibniz-Institut für Agrarentwicklung in Transformationsökonomien
1
Manchester Business School
1
Pontifícia Universidade Católica do Rio de Janeiro / Departamento de Economia
1
Rodney L. White Center for Financial Research
1
Shakai-Keizai-Kenkyūsho <Osaka>
1
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
1
Springer Fachmedien Wiesbaden
1
Springer International Publishing
1
Suntory and Toyota International Centres for Economics and Related Disciplines
1
more ...
less ...
Published in...
All
Journal of econometrics
121
Discussion paper / Tinbergen Institute
91
Energy economics
89
International journal of forecasting
69
Economic modelling
66
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
66
Finance research letters
56
Journal of empirical finance
56
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
52
Applied economics
49
Economics letters
48
Journal of forecasting
44
Econometric reviews
39
CREATES research paper
38
Working paper
37
The North American journal of economics and finance : a journal of financial economics studies
36
International review of financial analysis
31
Journal of banking & finance
31
Journal of financial econometrics : official journal of the Society for Financial Econometrics
30
International review of economics & finance : IREF
29
Journal of financial econometrics
29
Quantitative finance
29
Computational economics
28
Journal of risk and financial management : JRFM
28
Research in international business and finance
28
Econometric Institute research papers
22
International Journal of Energy Economics and Policy : IJEEP
22
Applied economics letters
21
SFB 649 discussion paper
21
The econometrics journal
21
Applied financial economics
20
Econometric theory
20
Journal of economic dynamics & control
20
Econometrics : open access journal
19
CESifo working papers
18
Journal of international financial markets, institutions & money
18
CAMA working paper series
17
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
16
International journal of economics and finance
15
Journal of time series econometrics
15
more ...
less ...
Source
All
ECONIS (ZBW)
4,113
EconStor
90
USB Cologne (EcoSocSci)
5
USB Cologne (business full texts)
2
RePEc
1
Showing
1
-
10
of
4,211
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting the conditional
volatility
of oil spot and futures prices with structural breaks and long memory models
Arouri, Mohamed
;
Lahiani, Amine
;
Lévy, Aldo
;
Nguyen, …
- In:
Energy economics
34
(
2012
)
1
,
pp. 283-293
Persistent link: https://www.econbiz.de/10009618848
Saved in:
2
The time-varying and asymmetric dependence between crude oil spot and futures markets : evidence from the mixture copula-based ARJI-GARCH model
Chang, Kuang-liang
- In:
Economic modelling
29
(
2012
)
6
,
pp. 2298-2309
Persistent link: https://www.econbiz.de/10009673749
Saved in:
3
Do VaR exceptions have seasonality? : an empirical study on Indian commodity spot prices
Gupta, Apoorv
;
Rajib, Prabina
- In:
IIMB management review
30
(
2018
)
4
,
pp. 369-384
Persistent link: https://www.econbiz.de/10012042010
Saved in:
4
The dynamics in the spot, futures, and call options with basis asymmetries : an intraday analysis in a generalized multivariate GARCH-M MSKST framework
Wang, Kai-li
;
Chen, Mei-ling
- In:
Review of quantitative finance and accounting
29
(
2007
)
4
,
pp. 371-394
Persistent link: https://www.econbiz.de/10003600297
Saved in:
5
Smooth
volatility
shifts and spillovers in U.S. crude oil and corn futures markets
Teterin, Pavel
;
Brooks, Robert
;
Enders, Walter
- In:
Journal of empirical finance
38
(
2016
),
pp. 22-36
Persistent link: https://www.econbiz.de/10011663220
Saved in:
6
Volatility
forecasting in the Chinese commodity futures market with intraday data
Jiang, Ying
;
Ahmed, Shamim
;
Liu, Xiaoquan
- In:
Review of quantitative finance and accounting
48
(
2017
)
4
,
pp. 1123-1173
Persistent link: https://www.econbiz.de/10011797006
Saved in:
7
Futures pricing in electricity markets based on stable CARMA spot models
Benth, Fred Espen
;
Klüppelberg, Claudia
;
Müller, Gernot
; …
- In:
Energy economics
44
(
2014
),
pp. 392-406
Persistent link: https://www.econbiz.de/10010457150
Saved in:
8
Causal relationship between spot and futures prices with multiple time horizons : a nonparametric wavelet Granger causality test
Torun, Erdost
;
Chang, Tzu-pu
;
Chou, Ray Yeutien
- In:
Research in international business and finance
52
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012543339
Saved in:
9
Unit root properties of natural gas spot and futures prices : the relevance of heteroskedasticity in high frequency data
Mishra, Vinod
;
Smyth, Russell
-
2014
Persistent link: https://www.econbiz.de/10010349921
Saved in:
10
On the importance of the long-term seasonal component in day-ahead electricity
price
forecasting
Nowotarski, Jakub
;
Weron, Rafał
- In:
Energy economics
57
(
2016
),
pp. 228-235
Persistent link: https://www.econbiz.de/10011698464
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...
//-->