//--> //--> //--> //-->
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
~type_genre:"Article in journal"
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
Trading patterns and prices in...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
53
Volatilität
53
Theorie
50
Theory
50
USA
35
United States
35
Estimation
30
Schätzung
30
Capital income
26
Kapitaleinkommen
26
Forecasting model
20
Prognoseverfahren
20
Börsenkurs
19
Share price
19
Time series analysis
19
Zeitreihenanalyse
19
Estimation theory
18
Schätztheorie
18
Exchange rate
14
Wechselkurs
14
Risikoprämie
13
Risk premium
13
Devisenmarkt
10
Foreign exchange market
10
Aktienmarkt
9
CAPM
9
Electronic trading
9
Elektronisches Handelssystem
9
High-frequency data
9
Stock market
9
ARCH model
8
ARCH-Modell
8
Deutsche Mark
8
Portfolio selection
8
Portfolio-Management
8
Welt
8
World
8
Ankündigungseffekt
7
Announcement effect
7
Market microstructure
7
more ...
less ...
Online availability
All
Undetermined
21
Free
1
Type of publication
All
Article
123
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
125
Working Paper
97
Arbeitspapier
86
Graue Literatur
76
Non-commercial literature
76
Aufsatz im Buch
15
Book section
15
Systematic review
4
Übersichtsarbeit
4
Thesis
3
Article
2
Collection of articles of several authors
2
Rezension
2
Sammelwerk
2
Aufsatzsammlung
1
Bibliografie enthalten
1
Bibliography included
1
Festschrift
1
Hochschulschrift
1
more ...
less ...
Language
All
English
124
French
1
Author
All
Bollerslev, Tim
85
Domowitz, Ian
42
Andersen, Torben
17
Baillie, Richard
8
Todorov, Viktor
8
Patton, Andrew J.
7
Tauchen, George Eugene
6
Zhou, Hao
6
Diebold, Francis X.
5
Li, Jia
5
Quaedvlieg, Rogier
5
Meddahi, Nour
4
Borkovec, Milan
3
Coppejans, Mark
3
Engle, Robert F.
3
Glen, Jack D.
3
Hubbard, R. Glenn
3
Li, Sophia Zhengzi
3
Madhavan, Ananth Narayan
3
Petersen, Bruce C.
3
Xu, Lai
3
Brandes, Yossi
2
Byrne, John Aidan
2
El-Gamal, Mahmoud A.
2
Giritharan, Kumar
2
Mikkelsen, Hans Ole Æ.
2
Sartain, Robert L.
2
Schwartz, Robert A.
2
Sizova, Natalia
2
Steil, Benn
2
Vega, Clara
2
Wang, Jian-xin
2
Wooldridge, Jeffrey M.
2
Wright, Jonathan H.
2
Yegerman, Henry
2
Alexopoulos, Michelle
1
Brooks, Andrew M.
1
Cai, Jun
1
Calomiris, Charles W.
1
Chaves, Leonardo Salim Saker
1
more ...
less ...
Published in...
All
Journal of econometrics
24
The journal of trading
11
The journal of finance : the journal of the American Finance Association
9
Journal of applied econometrics
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Journal of financial economics
5
The review of economics and statistics
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Journal of empirical finance
4
Journal of international money and finance
4
Journal of financial and quantitative analysis : JFQA
3
Econometric reviews
2
International economic review
2
International finance
2
Journal of economic dynamics & control
2
Journal of financial services research : JFSR
2
Journal of international economics
2
The American economic review
2
The review of economic studies
2
The review of financial studies
2
Advances in quantitative analysis of finance and accounting : a research annual
1
American economic review
1
Annales d'économie et de statistique
1
Brookings-Wharton papers on financial services
1
Econometric theory
1
Economics letters
1
European financial management : the journal of the European Financial Management Association
1
Journal of development economics
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial intermediation
1
Journal of financial markets
1
Journal of money, credit and banking : JMCB
1
Journal of political economy
1
Journal of time series econometrics
1
Microstructure of world trading markets
1
NBER reporter online
1
Oxford bulletin of economics and statistics
1
Quantitative economics : QE ; journal of the Econometric Society
1
Review of finance : journal of the European Finance Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
125
Showing
1
-
10
of
125
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Price volatility, spread variability, and the role of alternative market mechanisms
Bollerslev, Tim
- In:
Review of futures markets
10
(
1992
)
1
,
pp. 78-102
Persistent link: https://www.econbiz.de/10001132152
Saved in:
2
Order flow and the bid-ask spread : an empirical probability model of screen-based trading
Bollerslev, Tim
- In:
Journal of economic dynamics & control
21
(
1997
)
8
,
pp. 1471-1491
Persistent link: https://www.econbiz.de/10001222036
Saved in:
3
Modelling the coherence in short-run nominal exchange rates : a multivariate generalized ARCH model
Bollerslev, Tim
- In:
The review of economics and statistics
72
(
1990
)
3
,
pp. 498-505
Persistent link: https://www.econbiz.de/10001093160
Saved in:
4
Generalized autoregressive conditional heteroskedasticity
Bollerslev, Tim
- In:
Journal of econometrics
3
(
1986
),
pp. 307-327
Persistent link: https://www.econbiz.de/10001036197
Saved in:
5
A conditionally heteroskedastic time series model for speculative prices and rates of return
Bollerslev, Tim
- In:
The review of economics and statistics
69
(
1987
)
3
,
pp. 542-547
Persistent link: https://www.econbiz.de/10001032369
Saved in:
6
Financial econometrics: past developments and future challenges
Bollerslev, Tim
- In:
Journal of econometrics
100
(
2001
)
1
,
pp. 41-51
Persistent link: https://www.econbiz.de/10001546139
Saved in:
7
Realized semi(co)variation : signs that all volatilities are not created equal
Bollerslev, Tim
- In:
Journal of financial econometrics
20
(
2022
)
2
,
pp. 219-252
Persistent link: https://www.econbiz.de/10013187965
Saved in:
8
Long-term equity anticipation securities and stock market volatility dynamics
Bollerslev, Tim
;
Mikkelsen, Hans Ole Æ.
- In:
Journal of econometrics
92
(
1999
)
1
,
pp. 75-99
Persistent link: https://www.econbiz.de/10001400092
Saved in:
9
Answering the skeptics : yes, standard volatility models do provide accurate forecasts
Andersen, Torben
- In:
International economic review
39
(
1998
)
4
,
pp. 885-905
Persistent link: https://www.econbiz.de/10001338809
Saved in:
10
Common persistence in conditional variances
Bollerslev, Tim
- In:
Econometrica : journal of the Econometric Society, an …
61
(
1993
)
1
,
pp. 167-186
Persistent link: https://www.econbiz.de/10001139697
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...
//-->