//--> //--> //--> //-->
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
accessRights:"restricted"
subject:"Volatilität"
~person:"Bollerslev, Tim"
~person:"Shi, Yanlin"
~subject:"ARCH model"
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
Search: subject_exact:"Estimation"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Volatilität
ARCH model
Estimation
28
Schätzung
28
Volatility
21
Capital income
15
Kapitaleinkommen
15
Börsenkurs
13
Share price
13
Forecasting model
10
Prognoseverfahren
10
ARCH-Modell
9
Time series analysis
9
Zeitreihenanalyse
9
High-frequency data
7
Ankündigungseffekt
5
Announcement effect
5
Stochastic process
5
Stochastischer Prozess
5
Theorie
5
Theory
5
Estimation theory
4
Risikoprämie
4
Risk premium
4
Schätztheorie
4
Aktienmarkt
3
China
3
Jumps
3
Market microstructure
3
Markov chain
3
Markov-Kette
3
Marktmikrostruktur
3
Mortality
3
News sentiment
3
Public information arrival
3
Risiko
3
Risk
3
Sterblichkeit
3
Stock market
3
Asset volatility
2
more ...
less ...
Online availability
All
Undetermined
Free
20
Type of publication
All
Article
21
Type of publication (narrower categories)
All
Article in journal
20
Aufsatz in Zeitschrift
20
Language
All
English
21
Author
All
Bollerslev, Tim
Shi, Yanlin
Gupta, Rangan
56
Ma, Feng
24
Bahmani-Oskooee, Mohsen
22
Bouri, Elie
22
Balcilar, Mehmet
20
Pierdzioch, Christian
19
Xuan Vinh Vo
17
Todorov, Viktor
16
Wohar, Mark E.
16
Kang, Sang Hoon
15
Tiwari, Aviral Kumar
15
Mensi, Walid
14
Yoon, Seong-min
14
Li, Jia
13
Wei, Yu
13
Wu, Xinyu
12
Zhu, Huiming
12
Kumar, Dilip
11
Lee, Chien-chiang
11
Nonejad, Nima
11
Wang, Yudong
11
Brooks, Robert
10
Demirer, Rıza
10
Jawadi, Fredj
10
Zhang, Yaojie
10
Chevallier, Julien
9
Chiang, Thomas C.
9
Hammoudeh, Shawkat
9
Kelly, Bryan T.
9
McAleer, Michael
9
Sehgal, Sanjay
9
Apergēs, Nikolaos
8
Clements, Adam
8
Gil-Alaña, Luis A.
8
Ji, Qiang
8
Salisu, Afees A.
8
Serletis, Apostolos
8
Tauchen, George Eugene
8
more ...
less ...
Published in...
All
Journal of econometrics
5
Journal of financial economics
4
Finance research letters
2
Journal of financial econometrics
2
Handbook of economic forecasting ; 1
1
International review of economics & finance : IREF
1
International review of financial analysis
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of the Operational Research Society
1
Pacific-Basin finance journal
1
The journal of futures markets
1
The review of economic studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
21
Showing
1
-
10
of
21
Sort
Relevance
Date (newest first)
Date (oldest first)
1
A closed-form solution for the stochastic volatility model with applications on international stock markets
Shi, Yanlin
- In:
Journal of the Operational Research Society
74
(
2023
)
4
,
pp. 1183-1197
Persistent link: https://www.econbiz.de/10014334888
Saved in:
2
The jump leverage risk premium
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462640
Saved in:
3
Modeling and forecasting volatilities of financial assets with an asymmetric zero-drift GARCH model
Shi, Yanlin
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1308-1345
Persistent link: https://www.econbiz.de/10014391461
Saved in:
4
From zero to hero : realized partial (co)variances
Bollerslev, Tim
;
Medeiros, Marcelo C.
;
Patton, Andrew J.
; …
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 348-360
Persistent link: https://www.econbiz.de/10013464800
Saved in:
5
Realized semibetas : disentangling "good" and "bad" downside risks
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of financial economics
144
(
2022
)
1
,
pp. 227-246
Persistent link: https://www.econbiz.de/10013407090
Saved in:
6
Robust information share measures with an application on the international crude oil markets
Li, Hong
;
Shi, Yanlin
- In:
The journal of futures markets
42
(
2022
)
4
,
pp. 555-579
Persistent link: https://www.econbiz.de/10013187561
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
How does news sentiment affect the states of Japanese stock return volatility?
Feng, Lingbing
;
Fu, Tong
;
Shi, Yanlin
- In:
International review of financial analysis
84
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013472878
Saved in:
9
Occupation density estimation for noisy high-frequency data
Zhang, Congshan
;
Li, Jia
;
Bollerslev, Tim
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 189-211
Persistent link: https://www.econbiz.de/10013441646
Saved in:
10
News sentiment and states of stock return volatility : evidence from long memory and discrete choice models
Shi, Yanlin
;
Ho, Kin-Yip
- In:
Finance research letters
38
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012485650
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->