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
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
Comparison of volatility measu...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
72
Theory
71
Volatility
52
Volatilität
46
Prognoseverfahren
44
Forecasting model
43
Estimation
29
Schätzung
29
ARCH model
20
ARCH-Modell
20
USA
17
United States
17
Measurement
16
Messung
16
Börsenkurs
15
Share price
15
Time series analysis
15
Zeitreihenanalyse
15
Estimation theory
13
Schätztheorie
13
GARCH
12
Capital income
11
Kapitaleinkommen
11
Systemic risk
11
Systemrisiko
11
MEM
10
Financial crisis
9
Financial market
9
Finanzkrise
9
Finanzmarkt
9
Portfolio selection
9
Portfolio-Management
9
Wirtschaftsprognose
9
Economic forecast
8
Forecasting
8
Mathematics
8
Mathematik
8
Multiplicative Error Model
8
realized volatility
8
Aktienmarkt
7
more ...
less ...
Online availability
All
Free
116
Undetermined
52
Type of publication
All
Book / Working Paper
149
Article
105
Type of publication (narrower categories)
All
Article in journal
53
Aufsatz in Zeitschrift
53
Working Paper
35
Graue Literatur
34
Non-commercial literature
34
Arbeitspapier
31
Aufsatz im Buch
5
Book section
5
Amtsdruckschrift
2
Government document
2
Hochschulschrift
2
Rezension
2
Thesis
2
research-article
2
Article
1
Collection of articles of several authors
1
Collection of articles written by one author
1
Sammelwerk
1
Sammlung
1
more ...
less ...
Language
All
English
163
Undetermined
64
Italian
26
French
1
Author
All
Gallo, Giampiero M.
189
Brownlees, Christian T.
46
Engle, Robert F.
45
Brownlees, Christian
40
Cipollini, Fabrizio
39
Otranto, Edoardo
24
Pacini, Barbara
14
Barigozzi, Matteo
12
Jeon, Yongil
12
Velucchi, Margherita
10
Avesani, Renzo G.
9
Ghysels, Eric
6
Hans, Christina
6
Perez-Amaral, Teodosio
6
Veredas, David
6
White, Halbert
6
Abbassi, Puriya
5
Don, Henk
5
Granger, C. W. J.
5
Granger, Clive W.J.
5
Palandri, Alessandro
5
Podlich, Natalia
5
Candila, Vincenzo
4
Chabot, Ben
4
Gallo, Giampiero
4
Lacava, Demetrio
4
Marcellino, Massimiliano
4
Nualart, Eulalia
4
Rossi, Alessandro
4
Salmon, Mark H.
4
Sun, Yucheng
4
De Luca, Giovanni
3
Kurz, Christopher J.
3
Llorens-Terrazas, Jordi
3
Mesters, Geert
3
Vannucci, Marina
3
White, Halbert L.
3
Acharya, Viral V.
2
Amendola, Alessandra
2
Barnichon, Regis
2
more ...
less ...
Institution
All
Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Università degli Studi di Firenze
28
European University Institute / Department of Economics
5
National Bureau of Economic Research
3
National Bureau of Economic Research (NBER)
3
Department of Economics, University of California-San Diego (UCSD)
2
Dipartimento di Economia e Management, Università degli Studi di Trento
2
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
2
(EC)2 Conference <7, 1996, Florenz>
1
Barcelona Graduate School of Economics (Barcelona GSE)
1
Department of Economics and Business, Universitat Pompeu Fabra
1
Deutsche Bank Research
1
IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University
1
Institut d'Economie et Econométrie, Université de Genève
1
more ...
less ...
Published in...
All
Econometrics Working Papers Archive
28
EUI working paper / ECO
10
International journal of forecasting
6
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
6
Journal of econometrics
5
NYU Working Paper
5
Working papers
5
Econometric reviews
4
Oxford bulletin of economics and statistics
4
Applied financial economics
3
Discussion paper / Centre for Economic Policy Research
3
International journal of finance & economics : IJFE
3
Journal of Applied Econometrics
3
Journal of Financial Econometrics
3
Journal of empirical finance
3
NBER Working Paper
3
Research memoranda / Central Planning Bureau
3
Research notes in economics & statistics
3
The review of economics and statistics
3
Australian economic papers
2
Barcelona GSE working paper series : working paper
2
Bundesbank Discussion Paper
2
Computational Statistics & Data Analysis
2
Department of Economics Working Papers / Dipartimento di Economia e Management, Università degli Studi di Trento
2
Discussion paper / Department of Economics, University of California San Diego
2
Documentos de Trabajo del ICAE
2
Econometric theory
2
Economia politica : journal of analytical and institutional economics
2
Economie & prévision : EP
2
IMF Staff Papers
2
IMF staff papers
2
International Journal of Forecasting
2
Journal of Econometrics
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of monetary economics
2
Journal of risk
2
NBER Working Papers
2
NBER working paper series
2
Studies in Nonlinear Dynamics & Econometrics
2
Technical working paper / National Bureau of Economic Research
2
more ...
less ...
Source
All
ECONIS (ZBW)
160
RePEc
63
OLC EcoSci
20
EconStor
5
Other ZBW resources
4
BASE
1
USB Cologne (EcoSocSci)
1
more ...
less ...
Showing
81
-
90
of
254
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
81
Detecting granular time series in large panels
Brownlees, Christian
;
Mesters, Geert
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 544-561
Persistent link: https://www.econbiz.de/10012618565
Saved in:
82
Bank credit risk networks : evidence from the Eurozone
Brownlees, Christian
;
Hans, Christina
;
Nualart, Eulalia
- In:
Journal of monetary economics
117
(
2021
),
pp. 585-599
Persistent link: https://www.econbiz.de/10012603037
Saved in:
83
Backtesting global growth-at-Risk
Brownlees, Christian
;
Souza, André B. M.
- In:
Journal of monetary economics
118
(
2021
),
pp. 312-330
Persistent link: https://www.econbiz.de/10012603779
Saved in:
84
Detecting groups in large Vector Autoregressions
Guðmundsson, Guðmundur Stefán
;
Brownlees, Christian
- In:
Journal of econometrics
225
(
2021
)
1
,
pp. 2-26
Persistent link: https://www.econbiz.de/10013279003
Saved in:
85
Corporate hedging and the variance of stock returns
Biguri, Kizkitza
;
Brownlees, Christian
;
Ippolito, Filippo
- In:
The journal of corporate finance : contracting, …
72
(
2022
),
pp. 1-32
Persistent link: https://www.econbiz.de/10013209814
Saved in:
86
Measuring systemic risk
Acharya, Viral V.
;
Brownlees, Christian
;
Engle, Robert F.
; …
- In:
Managing and measuring risk : emerging global standards …
,
(pp. 65-98)
.
2012
Persistent link: https://www.econbiz.de/10009742628
Saved in:
87
On the estimation of integrated volatility in the presence of jumps and microstructure noise
Brownlees, Christian
;
Nualart, Eulalia
;
Sun, Yucheng
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 991-1013
Persistent link: https://www.econbiz.de/10012406198
Saved in:
88
A practical guide to volatility forecasting through calm and storm
Brownlees, Christian
;
Engle, Robert F.
;
Kelly, Bryan T.
- In:
Journal of risk
14
(
2011/12
)
2
,
pp. 3-22
Persistent link: https://www.econbiz.de/10009422364
Saved in:
89
Back to the future : backtesting systemic risk measures during historical bank runs and the great depression
Brownlees, Christian
;
Chabot, Ben
;
Ghysels, Eric
;
Kurz, …
- In:
Journal of banking & finance
113
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012226121
Saved in:
90
Back to the future : backtesting systemic risk measures during historical bank runs and the great depression
Brownlees, Christian
;
Chabot, Ben
;
Ghysels, Eric
;
Kurz, …
-
2017
Persistent link: https://www.econbiz.de/10011717009
Saved in:
First
Prev
5
6
7
8
9
10
11
12
13
14
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
