//--> //--> //-->
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
isPartOf:"Journal of applied econometrics"
subject:"Volatility"
~person:"Forbes, Catherine Scipione"
~person:"Mele, Antonio"
~source:"econis"
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
Volatility
Estimation
2
Schätzung
2
Theorie
2
Theory
2
Volatilität
2
Aktienmarkt
1
Bayes-Statistik
1
Bayesian Markov chain Monte Carlo
1
Bayesian inference
1
Börsenkurs
1
Dynamic price and volatility jumps
1
Financial crisis
1
Financial market
1
Finanzkrise
1
Finanzmarkt
1
Global financial crisis
1
Hawkes process
1
Markov chain
1
Markov-Kette
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Nonlinear state space model
1
Share price
1
State space model
1
Stochastic process
1
Stochastic volatility
1
Stochastischer Prozess
1
Stock market
1
Time series analysis
1
Welt
1
World
1
Zeitreihenanalyse
1
Zustandsraummodell
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Forbes, Catherine Scipione
Mele, Antonio
Andersen, Torben
1
Baum, Christopher F.
1
Beck, Günter W.
1
Bocart, Fabian Y. R.
1
Bollerslev, Tim
1
Caglayan, Mustafa
1
Chortareas, Georgios E.
1
Clark, Todd E.
1
Delle Chiaie, Simona
1
Dijk, Dick van
1
Eisenstat, Eric
1
Ferrara, Laurent
1
Fong, Wai-mun
1
Fornari, Fabio
1
Frederiksen, Per
1
Garratt, Anthony
1
Giannone, Domenico
1
Hafner, Christian M.
1
Hansen, Peter Reinhard
1
Hospido, Laura
1
Huang, Zhuo
1
Hubrich, Kirstin
1
Jung, Robert
1
Kapetanios, George
1
Liao, Wenting
1
Liesenfeld, Roman
1
Liu, Chun
1
Ma, Jun
1
Maheu, John M.
1
Maneesoonthorn, Worapree
1
Marcellino, Massimiliano
1
Martin, Gael M.
1
Nielsen, Morten Ørregaard
1
Opschoor, Anne
1
Ozkan, Neslihan
1
Petrella, Ivan
1
Rapach, David E.
1
Ravazzolo, Francesco
1
more ...
less ...
Published in...
All
Journal of applied econometrics
Discussion papers / CEPR
1
Journal of econometrics
1
Research paper series / Swiss Finance Institute
1
Temi di discussione del Servizio Studi / Banca d'Italia
1
Working paper / Department of Econometrics and Business Statistics, Monash University
1
Source
All
ECONIS (ZBW)
Showing
1
-
2
of
2
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Inference on self-exciting jumps in prices and volatility using high-frequency measures
Maneesoonthorn, Worapree
;
Forbes, Catherine Scipione
; …
- In:
Journal of applied econometrics
32
(
2017
)
3
,
pp. 504-532
Persistent link: https://www.econbiz.de/10011694633
Saved in:
2
Sign- and volatility-switching ARCH models : theory and applications to international stock markets
Fornari, Fabio
- In:
Journal of applied econometrics
12
(
1997
)
1
,
pp. 49-65
Persistent link: https://www.econbiz.de/10001215437
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->