//--> //--> //--> //-->
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:"Finance research letters"
~isPartOf:"Journal of banking & finance"
~subject:"Statistische Verteilung"
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
1,210
Volatilität
1,209
Börsenkurs
357
Share price
357
Capital income
323
Kapitaleinkommen
323
Theorie
311
Theory
311
Estimation
303
Schätzung
302
ARCH model
249
ARCH-Modell
249
Stock market
209
Aktienmarkt
208
Forecasting model
189
Prognoseverfahren
189
Stochastic process
173
Stochastischer Prozess
173
Time series analysis
163
Zeitreihenanalyse
163
Option pricing theory
156
Optionspreistheorie
156
Estimation theory
141
Schätztheorie
141
Welt
140
World
140
Risk
111
USA
110
United States
110
Risiko
108
Portfolio selection
93
Portfolio-Management
93
Risikoprämie
83
Risk premium
83
CAPM
78
Spillover effect
74
Spillover-Effekt
74
Option trading
71
Optionsgeschäft
71
China
66
more ...
less ...
Online availability
All
Undetermined
38
Type of publication
All
Article
57
Type of publication (narrower categories)
All
Article in journal
57
Aufsatz in Zeitschrift
57
Language
All
English
57
Author
All
Bollerslev, Tim
3
Paolella, Marc S.
3
Polak, Pawel
3
Todorov, Viktor
3
Corradi, Valentina
2
Meddahi, Nour
2
Santucci de Magistris, Paolo
2
Swanson, Norman R.
2
Walker, Patrick S.
2
Wu, Xinyu
2
Aguilar, Mike
1
Augustyniak, Maciej
1
Aydin, Nezir
1
Badescu, Alexandru
1
Bandi, Federico M.
1
Barletta, Andrea
1
Bondarenko, Oleg
1
Bouezmarni, Taoufik
1
Buccheri, Giuseppe
1
Bégin, Jean-François
1
Calvet, Laurent E.
1
Caporin, Massimiliano
1
Carr, Peter
1
Chalamandaris, Georgios
1
Chan, Kam Fong
1
Chang, Chia-Lin
1
Changchien, Chang-Cheng
1
Chen, Qihao
1
Christensen, Kim
1
Cifter, Atilla
1
Corsi, Fulvio
1
Dalderop, Jeroen
1
Davis, Richard A.
1
Diavatopoulos, Dean
1
Dingec, Kemal Dincer
1
Distaso, Walter
1
Doran, James S.
1
Drees, Holger
1
El Ghouch, Anouar
1
Ewald, Christian-Oliver
1
more ...
less ...
Published in...
All
Journal of econometrics
Finance research letters
Journal of banking & finance
International journal of theoretical and applied finance
16
Discussion paper / Tinbergen Institute
13
Economic modelling
13
International journal of forecasting
13
Working paper
13
Computational economics
12
International review of financial analysis
12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
12
Quantitative finance
12
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
Research paper series / Swiss Finance Institute
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
Applied economics
6
Econometrics : open access journal
6
Economics letters
6
Empirical science of financial fluctuations : the advent of econophysics [proceedings of a workshop hosted by the Nihon Keizai Shimbun, Inc., and held in Tokyo, Nov. 15-17, 2000]
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
Swiss Finance Institute Research Paper
6
CREATES research paper
5
Journal of economic dynamics & control
5
Risks : open access journal
5
Econometric Institute research papers
4
European journal of operational research : EJOR
4
International finance discussion papers
4
more ...
less ...
Source
All
ECONIS (ZBW)
57
Showing
1
-
10
of
57
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
Measuring systemic risk with high-frequency data : a realized GARCH approach
Chen, Qihao
;
Huang, Zhuo
;
Liang, Fang
- In:
Finance research letters
54
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014472723
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
The sum of all fears : forecasting international returns using option-implied risk measures
Gagnon, Marie-Hélène
;
Power, Gabriel J.
;
Toupin, Dominique
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014248207
Saved in:
5
What can we learn from firm-level jump-induced tail risk around earnings announcements?
Liu, Mengxi
;
Chan, Kam Fong
;
Faff, Robert W.
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013461866
Saved in:
6
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:
7
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:
8
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:
9
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:
10
Higher moments, extreme returns, and cross-section of cryptocurrency returns
Jia, Yuecheng
;
Liu, Yuzheng
;
Yan, Shu
- In:
Finance research letters
39
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012804999
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->