//--> //--> //--> //-->
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 econometrics"
~isPartOf:"Applied economics"
~subject:"Statistische Verteilung"
~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
Search: subject_exact:"Volatility"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Statistische Verteilung
Volatility
696
Volatilität
696
Estimation
227
Schätzung
227
Theorie
181
Theory
181
ARCH model
170
ARCH-Modell
170
Börsenkurs
164
Share price
164
Capital income
146
Kapitaleinkommen
146
Time series analysis
133
Zeitreihenanalyse
133
Stochastic process
124
Stochastischer Prozess
124
Estimation theory
122
Schätztheorie
122
Forecasting model
99
Prognoseverfahren
99
Aktienmarkt
92
Stock market
92
Exchange rate
71
Wechselkurs
71
Welt
68
World
68
Option pricing theory
60
Optionspreistheorie
60
USA
56
United States
56
Market microstructure
43
Marktmikrostruktur
43
Spillover effect
43
Spillover-Effekt
43
Nichtparametrisches Verfahren
42
Nonparametric statistics
42
Statistical distribution
40
Financial market
38
Finanzmarkt
38
more ...
less ...
Online availability
All
Undetermined
25
Type of publication
All
Article
40
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
40
Language
All
English
40
Author
All
Bollerslev, Tim
3
Todorov, Viktor
3
Corradi, Valentina
2
Meddahi, Nour
2
Paolella, Marc S.
2
Polak, Pawel
2
Swanson, Norman R.
2
Xu, Dinghai
2
Aguilar, Mike
1
Augustyniak, Maciej
1
Badescu, Alexandru
1
Bandi, Federico M.
1
Belhachemi, Rachid
1
Bondarenko, Oleg
1
Boroumand, Raphaël Homayoun
1
Bouezmarni, Taoufik
1
Buccheri, Giuseppe
1
Bégin, Jean-François
1
Calvet, Laurent E.
1
Caporin, Massimiliano
1
Chang, Chia-Lin
1
Christensen, Kim
1
Chu, Guoqing
1
Corsi, Fulvio
1
Dalderop, Jeroen
1
Davis, Richard A.
1
Ding, Jin
1
Distaso, Walter
1
Drees, Holger
1
El Ghouch, Anouar
1
Elyasiani, Elyas
1
Fisher, Adlai
1
Flandoli, Franco
1
Francq, Christian
1
Gambarelli, Luca
1
Garcia, René
1
Gonçalves, Sílvia
1
Gouriéroux, Christian
1
Goutte, Stéphane
1
Harvey, Andrew C.
1
more ...
less ...
Published in...
All
Journal of econometrics
Applied economics
International journal of theoretical and applied finance
16
Economic modelling
13
International journal of forecasting
13
Computational economics
12
International review of financial analysis
12
Journal of banking & finance
12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
12
Quantitative finance
12
Finance research letters
11
Journal of empirical finance
10
Journal of risk and financial management : JRFM
10
Energy economics
9
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
9
The North American journal of economics and finance : a journal of financial economics studies
9
Journal of forecasting
8
International journal of financial engineering
7
International review of economics & finance : IREF
7
Journal of international financial markets, institutions & money
7
The European journal of finance
7
The journal of derivatives : the official publication of the International Association of Financial Engineers
7
The journal of futures markets
7
Econometrics : open access journal
6
Economics letters
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Journal of financial economics
6
Journal of mathematical finance
6
Review of quantitative finance and accounting
6
Journal of economic dynamics & control
5
Risks : open access journal
5
European journal of operational research : EJOR
4
Investment management and financial innovations
4
Quantitative finance and economics
4
Review of derivatives research
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Annals of finance
3
Applied economics letters
3
Asia-Pacific financial markets
3
Asia-Pacific journal of financial studies
3
more ...
less ...
Source
All
ECONIS (ZBW)
40
Showing
1
-
10
of
40
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
Saved in:
2
Market volatility, market skewness, and the cross-section of expected returns in Chinese equity markets
Liu, Qing
;
Wang, Shouyang
;
Sui, Cong
- In:
Applied economics
55
(
2023
)
49
,
pp. 5816-5832
Persistent link: https://www.econbiz.de/10014335824
Saved in:
3
A discrete-time hedging framework with multiple factors and fat tails : on what matters
Augustyniak, Maciej
;
Badescu, Alexandru
;
Bégin, …
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 416-444
Persistent link: https://www.econbiz.de/10014339997
Saved in:
4
Nonparametric jump variation measures from options
Todorov, Viktor
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 255-280
Persistent link: https://www.econbiz.de/10013463804
Saved in:
5
ß in the tails
Bandi, Federico M.
;
Renò, Roberto
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 134-150
Persistent link: https://www.econbiz.de/10013441641
Saved in:
6
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:
7
Adaptive Bayesian estimation of conditional discrete-continuous distributions with an application to stock market trading activity
Norets, Andriy
;
Pelenis, Justinas
- In:
Journal of econometrics
230
(
2022
)
1
,
pp. 62-82
Persistent link: https://www.econbiz.de/10013441915
Saved in:
8
Modelling asset returns in the presence of price limits with Markov-switching mixture of truncated normal GARCH distribution : evidence from China
Wang, Donghua
;
Ding, Jin
;
Chu, Guoqing
;
Xu, Dinghai
; …
- In:
Applied economics
53
(
2021
)
7
,
pp. 781-804
Persistent link: https://www.econbiz.de/10012416088
Saved in:
9
The continuous-time limit of score-driven volatility models
Buccheri, Giuseppe
;
Corsi, Fulvio
;
Flandoli, Franco
; …
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 655-675
Persistent link: https://www.econbiz.de/10012619254
Saved in:
10
Jumps and volatility dynamics in agricultural commodity spot prices
Boroumand, Raphaël Homayoun
;
Goutte, Stéphane
; …
- In:
Applied economics
49
(
2017
)
40
,
pp. 4035-4054
Persistent link: https://www.econbiz.de/10011820009
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->