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
Correcting the Errors: Volatil...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Volatilität
246
Volatility
244
Theorie
159
Theory
157
Capital income
122
Kapitaleinkommen
122
Schätzung
97
Estimation
96
Zeitreihenanalyse
84
Time series analysis
82
Prognoseverfahren
78
Forecasting model
77
USA
77
United States
74
Börsenkurs
69
Share price
69
Estimation theory
58
Schätztheorie
58
Risikoprämie
48
Risk premium
48
ARCH-Modell
45
ARCH model
44
Stochastischer Prozess
39
Stochastic process
38
CAPM
33
Exchange rate
33
Wechselkurs
33
Ankündigungseffekt
30
Market microstructure
30
Marktmikrostruktur
30
Statistical distribution
30
Statistische Verteilung
30
realized volatility
30
Announcement effect
29
Financial market
27
Finanzmarkt
27
Risk
27
high-frequency data
26
Deutschland
25
Risiko
25
more ...
less ...
Online availability
All
Free
380
Undetermined
158
Type of publication
All
Book / Working Paper
471
Article
369
Type of publication (narrower categories)
All
Working Paper
153
Article in journal
141
Aufsatz in Zeitschrift
141
Arbeitspapier
138
Graue Literatur
132
Non-commercial literature
132
Aufsatz im Buch
10
Book section
10
Collection of articles of several authors
4
Sammelwerk
4
Systematic review
4
Übersichtsarbeit
4
Konferenzschrift
3
Thesis
3
Article
2
Aufsatzsammlung
2
Festschrift
2
Bibliografie enthalten
1
Bibliography included
1
Conference proceedings
1
Hochschulschrift
1
Rezension
1
research-article
1
more ...
less ...
Language
All
English
487
Undetermined
346
French
6
Hungarian
1
Author
All
Bollerslev, Tim
525
Andersen, Torben G.
278
Diebold, Francis X.
153
Andersen, Torben
151
Meddahi, Nour
108
Todorov, Viktor
82
Zhou, Hao
44
Christoffersen, Peter F.
36
Vega, Clara
36
Dobrev, Dobrislav
34
Bondarenko, Oleg
33
Benzoni, Luca
32
Labys, Paul
32
Tauchen, George
31
Schaumburg, Ernst
26
Fusari, Nicola
25
Patton, Andrew J.
23
Gonçalves, Sílvia
22
Sizova, Natalia
16
Quaedvlieg, Rogier
15
Varneskov, Rasmus Tangsgaard
15
Wu, Jin
15
Diebold, Francis
14
Lund, Jesper
13
Tauchen, George Eugene
13
Xu, Lai
13
Garcia, René
12
Hounyo, Ulrich
12
Baillie, Richard
11
Baillie, Richard T.
11
Engle, Robert F.
11
Anderson, Torben G.
10
Bontemps, Christian
10
Christoffersen, Peter
10
Kretschmer, Uta
10
Li, Jia
10
Li, Sophia Zhengzi
10
MEDDAHI, Nour
10
Pigorsch, Christian
10
Tédongap, Roméo
10
more ...
less ...
Institution
All
School of Economics and Management, University of Aarhus
37
National Bureau of Economic Research
29
National Bureau of Economic Research (NBER)
24
Center for Financial Studies
12
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
10
Duke University, Department of Economics
8
Federal Reserve Board (Board of Governors of the Federal Reserve System)
8
Department of Economics, University of Pennsylvania
7
Département de Sciences Économiques, Université de Montréal
7
Financial Institutions Center, Wharton School of Business
6
Bank of Canada
4
Rodney L. White Center for Financial Research
4
Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ)
3
Econometric Society
3
Federal Reserve Bank of Chicago
3
Finance Department, Stern School of Business
3
The Wharton Financial Institutions Center
3
Université de Montréal / Département de sciences économiques
3
Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE)
2
Institute of Economic Research, Hitotsubashi University
2
Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
Center for Economic Research <Tilburg>
1
Conference on Realized Volatility <2006, Montréal>
1
Department of Economics, Oxford University
1
Economics Department, Massachusetts Institute of Technology (MIT)
1
Economics Department, Queen's University
1
Economics and Econometrics Research Institute (EERI)
1
Federal Reserve Bank of New York
1
Finance Research Centre, Oxford University
1
Oxford University Press
1
Society for Computational Economics - SCE
1
Toulouse School of Economics (TSE)
1
University of Chicago / Graduate School of Business / Department of Economics
1
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
1
Weiss Center for International Financial Research, Wharton School of Business
1
Økonomisk Institut, Københavns Universitet
1
more ...
less ...
Published in...
All
Journal of econometrics
69
CREATES Research Papers
37
CREATES research paper
33
Journal of Econometrics
29
NBER working paper series
28
NBER Working Paper
26
Working paper / National Bureau of Economic Research, Inc.
24
NBER Working Papers
23
Working paper / National Bureau of Economic Research, Inc
19
The journal of finance : the journal of the American Finance Association
18
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
17
CFS Working Paper Series
13
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
11
Journal of Business & Economic Statistics
11
CIRANO Working Papers
10
Cahiers de recherche
10
CREATES Research Paper
9
ERID working paper
9
Journal of Finance
9
Journal of applied econometrics
9
Journal of financial economics
9
CFS working paper series
8
Econometric theory
8
Working Papers / Duke University, Department of Economics
8
PIER Working Paper Archive
7
The review of financial studies
7
Working papers / Financial Institutions Center
7
CFS Working Paper
6
Center for Financial Institutions Working Papers
6
Finance and economics discussion series
6
Journal of international money and finance
6
The review of economics and statistics
6
Economic Research Initiatives at Duke (ERID) Working Paper
5
Finance and Economics Discussion Series
5
Econometric reviews
4
Econometrica
4
IDEI working papers
4
International economic review
4
Journal of Applied Econometrics
4
Journal of International Money and Finance
4
more ...
less ...
Source
All
ECONIS (ZBW)
460
RePEc
255
OLC EcoSci
100
EconStor
17
BASE
4
Other ZBW resources
3
USB Cologne (EcoSocSci)
1
more ...
less ...
Showing
51
-
60
of
840
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
51
Deutsche Mark-dollar volatility : intraday activity patterns, macroeconomic announcements, and longer run dependencies
Andersen, Torben
;
Bollerslev, Tim
- In:
Foreign exchange markets
,
(pp. 133-179)
.
2005
Persistent link: https://www.econbiz.de/10003290893
Saved in:
52
A framework for exploring the macroeconomic determinants of systematic risk
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
- In:
The American economic review
95
(
2005
)
2
,
pp. 398-404
Persistent link: https://www.econbiz.de/10003214098
Saved in:
53
Roughing it up : including jump components in the measurement, modeling and forecasting of return volatility
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
-
2005
Persistent link: https://www.econbiz.de/10003217674
Saved in:
54
Parametric and nonparametric volatility measurement
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10003229526
Saved in:
55
Real-time price discovery in stock, bond and foreign exchange markets
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2004
-
rev
Persistent link: https://www.econbiz.de/10003229579
Saved in:
56
Real-time price discovery in stock, bond and foreign exchange markets
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2005
Persistent link: https://www.econbiz.de/10002815851
Saved in:
57
Practical volatility and correlation modeling for financial market risk management
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2005
Persistent link: https://www.econbiz.de/10002569521
Saved in:
58
A framework for exploring the macroeconomic determinants of systematic risk
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2005
Persistent link: https://www.econbiz.de/10002634153
Saved in:
59
Practical volatility and correlation modeling for financial market risk management
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2005
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002636035
Saved in:
60
A framework for exploring the macroeconomic determinants of systematic risk
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2005
Persistent link: https://www.econbiz.de/10002636085
Saved in:
First
Prev
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
