//--> //--> //--> //-->
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 financial economics"
~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
1,019
Volatilität
1,019
Börsenkurs
329
Share price
329
Capital income
295
Kapitaleinkommen
295
Theorie
273
Theory
273
Estimation
257
Schätzung
257
ARCH model
203
ARCH-Modell
203
Stock market
178
Aktienmarkt
177
Forecasting model
162
Prognoseverfahren
162
Stochastic process
156
Stochastischer Prozess
156
Time series analysis
152
Zeitreihenanalyse
152
Estimation theory
132
Schätztheorie
132
Welt
115
World
115
Risk
112
Risiko
110
Option pricing theory
108
Optionspreistheorie
108
CAPM
91
USA
86
United States
86
Portfolio selection
80
Portfolio-Management
80
Risikoprämie
77
Risk premium
77
China
60
Financial market
58
Finanzmarkt
58
Market microstructure
57
Marktmikrostruktur
57
more ...
less ...
Online availability
All
Undetermined
32
Type of publication
All
Article
51
Type of publication (narrower categories)
All
Article in journal
51
Aufsatz in Zeitschrift
51
Language
All
English
51
Author
All
Bollerslev, Tim
3
Todorov, Viktor
3
Christoffersen, Peter F.
2
Corradi, Valentina
2
Jacobs, Kris
2
Maheu, John M.
2
McCurdy, Thomas H.
2
Meddahi, Nour
2
Paolella, Marc S.
2
Polak, Pawel
2
Swanson, Norman R.
2
Wu, Xinyu
2
Aguilar, Mike
1
Amaya, Diego
1
Andersen, Torben
1
Augustyniak, Maciej
1
Aydin, Nezir
1
Badescu, Alexandru
1
Bandi, Federico M.
1
Barinov, Alexander
1
Bondarenko, Oleg
1
Bouezmarni, Taoufik
1
Buccheri, Giuseppe
1
Bégin, Jean-François
1
Calvet, Laurent E.
1
Caporin, Massimiliano
1
Carr, Peter
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
Dingec, Kemal Dincer
1
Distaso, Walter
1
Drees, Holger
1
Durham, Garland B.
1
El Ghouch, Anouar
1
more ...
less ...
Published in...
All
Journal of econometrics
Finance research letters
Journal of financial economics
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 banking & finance
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 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)
51
Showing
1
-
10
of
51
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
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
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:
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
A realized EGARCH-MIDAS model with higher moments
Wu, Xinyu
;
Xie, Haibin
- In:
Finance research letters
38
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012485028
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->