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isPartOf:"Journal of econometrics"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~subject:"Statistische Verteilung"
~type_genre:"Article in journal"
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Search: subject_exact:"Volatility"
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Statistische Verteilung
Volatility
492
Volatilität
489
Theorie
147
Theory
147
Estimation
141
Schätzung
141
Börsenkurs
127
Share price
127
Capital income
124
Kapitaleinkommen
124
Estimation theory
118
Schätztheorie
118
Stochastic process
113
Stochastischer Prozess
113
Time series analysis
108
Zeitreihenanalyse
108
ARCH model
104
ARCH-Modell
104
Aktienmarkt
70
Stock market
70
USA
69
United States
69
Forecasting model
63
Prognoseverfahren
63
Option pricing theory
48
Optionspreistheorie
48
Market microstructure
44
Marktmikrostruktur
44
Nichtparametrisches Verfahren
43
Nonparametric statistics
43
Statistical distribution
38
Stochastic volatility
35
Exchange rate
31
Wechselkurs
31
CAPM
29
Financial market
29
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29
Correlation
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Bollerslev, Tim
3
Todorov, Viktor
3
Corradi, Valentina
2
Meddahi, Nour
2
Paolella, Marc S.
2
Polak, Pawel
2
Serna, Gregorio
2
Swanson, Norman R.
2
Aguilar, Mike
1
Augustyniak, Maciej
1
Badescu, Alexandru
1
Bandi, Federico M.
1
Bondarenko, Oleg
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
Corsi, Fulvio
1
Dalderop, Jeroen
1
Davis, Richard A.
1
Distaso, Walter
1
Drees, Holger
1
El Ghouch, Anouar
1
Fisher, Adlai
1
Flandoli, Franco
1
Francq, Christian
1
Garcia, René
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Gonçalves, Sílvia
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Gouriéroux, Christian
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Harvey, Andrew C.
1
Hill, Jonathan B.
1
Jasiak, Joann
1
Kim, Jihyun
1
Kim, Young Shin
1
Lee, Jaesung
1
Lengua Lafosse, Patricia
1
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Journal of econometrics
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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
Applied economics
6
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
Annals of finance
3
Applied economics letters
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Asia-Pacific financial markets
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Asia-Pacific journal of financial studies
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ECONIS (ZBW)
38
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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
On the predictive ability of conditional market skewness
Serna, Gregorio
- In:
The quarterly review of economics and finance : journal …
91
(
2023
),
pp. 186-191
Persistent link: https://www.econbiz.de/10014461560
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
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:
9
No country for old distributions? : on the comparison of implied option parameters between the Brownian motion and variance gamma process
Ulze, Markus
;
Stadler, Johannes
;
Rathgeber, Andreas W.
- In:
The quarterly review of economics and finance : journal …
82
(
2021
),
pp. 163-184
Persistent link: https://www.econbiz.de/10013258472
Saved in:
10
Volatility regressions with fat tails
Kim, Jihyun
;
Meddahi, Nour
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 690-713
Persistent link: https://www.econbiz.de/10012483177
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