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isPartOf:"Journal of econometrics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Share price"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Volatility"
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Share price
Zeitreihenanalyse
Volatility
645
Volatilität
645
Estimation
198
Schätzung
198
Börsenkurs
182
Theorie
170
Theory
170
ARCH model
167
ARCH-Modell
167
Capital income
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165
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131
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130
Estimation theory
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127
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111
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110
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Option pricing theory
77
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61
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49
Market microstructure
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275
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Tauchen, George Eugene
9
Todorov, Viktor
9
McAleer, Michael
7
Bollerslev, Tim
6
Li, Jia
6
Andersen, Torben
5
Gupta, Rangan
5
Kim, Donggyu
5
Li, Yingying
5
Patton, Andrew J.
5
Dai, Zhifeng
4
Hallin, Marc
4
Asai, Manabu
3
Aït-Sahalia, Yacine
3
Barigozzi, Matteo
3
Boswijk, Herman Peter
3
Chang, Chia-Lin
3
Christensen, Kim
3
Fan, Jianqing
3
Francq, Christian
3
Kang, Sang Hoon
3
Kong, Xin-Bing
3
Liu, Zhi
3
Mykland, Per A.
3
Qiao, Gaoxiu
3
Taylor, Robert
3
Wang, Yazhen
3
Xiu, Dacheng
3
Xuan Vinh Vo
3
Zakoïan, Jean-Michel
3
Zhang, Yaojie
3
Zheng, Tingguo
3
Bibinger, Markus
2
Caporin, Massimiliano
2
Cavaliere, Giuseppe
2
Chan, Joshua
2
Chiang, Thomas C.
2
Cho, Hoon
2
Clinet, Simon
2
Dijk, Dick van
2
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Journal of econometrics
The North American journal of economics and finance : a journal of financial economics studies
Finance research letters
220
Energy economics
180
International review of financial analysis
152
Economic modelling
134
NBER working paper series
134
International review of economics & finance : IREF
133
Working paper / National Bureau of Economic Research, Inc.
124
Journal of banking & finance
122
Applied economics
121
Journal of empirical finance
114
Research in international business and finance
102
Discussion paper / Tinbergen Institute
98
Applied economics letters
97
NBER Working Paper
96
Journal of international financial markets, institutions & money
87
Journal of financial economics
81
Journal of risk and financial management : JRFM
81
Applied financial economics
75
International journal of forecasting
74
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
74
The journal of futures markets
73
Working paper
72
Pacific-Basin finance journal
71
Economics letters
70
International Journal of Energy Economics and Policy : IJEEP
68
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
64
Journal of forecasting
58
The European journal of finance
53
CESifo working papers
50
Discussion paper / Centre for Economic Policy Research
50
Cogent economics & finance
48
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
46
Finance India : the quarterly journal of Indian Institute of Finance
46
Quantitative finance
46
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
46
International journal of finance & economics : IJFE
44
Journal of financial econometrics : official journal of the Society for Financial Econometrics
43
CREATES research paper
42
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ECONIS (ZBW)
275
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1
Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel F.
;
Sun, Yixiao
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1281-1309
Persistent link: https://www.econbiz.de/10014471377
Saved in:
2
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
3
Comparing stochastic volatility specifications for large Bayesian VARs
Chan, Joshua
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1419-1446
Persistent link: https://www.econbiz.de/10014471398
Saved in:
4
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
Saved in:
5
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
6
Large stochastic volatility in mean VARs
Cross, Jamie
;
Hou, Chenghan
;
Koop, Gary
;
Poon, Aubrey
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014332245
Saved in:
7
High-dimensional conditionally Gaussian state space models with missing data
Chan, Joshua
;
Poon, Aubrey
;
Zhu, Dan
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332310
Saved in:
8
Moments, shocks and spillovers in Markov-switching VAR models
Kole, Erik
;
Dijk, Dick van
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365495
Saved in:
9
Forecasting the realized volatility of Energy Stock Market : a multimodel comparison
Li, Houjian
;
Zhou, Deheng
;
Hu, Jiayu
;
Li, Junwen
;
Su, …
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014483435
Saved in:
10
The fluctuation correlation between investor sentiment and stock index using VMD-LSTM : evidence from China stock market
Gao, Zhenbin
;
Zhang, Jie
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014483735
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