//--> //--> //--> //-->
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:"Working paper / National Bureau of Economic Research, Inc."
~subject:"Börsenkurs"
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
| 3 applied filters
Year of publication
From:
To:
Subject
All
Börsenkurs
Volatilität
788
Volatility
787
Theorie
286
Theory
286
USA
198
United States
198
Estimation
183
Schätzung
183
Share price
182
Capital income
134
Kapitaleinkommen
134
Estimation theory
122
Schätztheorie
122
Stochastic process
114
Stochastischer Prozess
114
Time series analysis
109
Zeitreihenanalyse
109
ARCH model
74
ARCH-Modell
74
Business cycle
68
Konjunktur
67
Forecasting model
64
Prognoseverfahren
64
Welt
60
World
60
Exchange rate
58
Wechselkurs
58
Aktienmarkt
56
Financial market
56
Finanzmarkt
56
Stock market
56
CAPM
50
Option pricing theory
48
Optionspreistheorie
48
Market microstructure
44
Marktmikrostruktur
44
Schock
44
Shock
44
Nichtparametrisches Verfahren
43
more ...
less ...
Online availability
All
Undetermined
85
Free
53
Type of publication
All
Book / Working Paper
115
Article
67
Type of publication (narrower categories)
All
Arbeitspapier
115
Working Paper
115
Graue Literatur
96
Non-commercial literature
96
Article in journal
67
Aufsatz in Zeitschrift
67
Systematic review
2
Übersichtsarbeit
2
more ...
less ...
Language
All
English
182
Author
All
Tauchen, George Eugene
9
Todorov, Viktor
8
Schwert, George William
7
Bansal, Ravi
5
Li, Jia
5
Andersen, Torben
4
Ang, Andrew
4
Aït-Sahalia, Yacine
4
Bekaert, Geert
4
Bollerslev, Tim
4
Campbell, John Y.
4
Kim, Donggyu
4
Lettau, Martin
4
Stulz, René M.
4
Bloom, Nicholas
3
Farmer, Roger E. A.
3
Gallant, A. Ronald
3
Ghysels, Eric
3
Hale, Galina
3
Ludvigson, Sydney C.
3
Morck, Randall
3
Razin, Asaf
3
Tong, Hui
3
Wang, Yazhen
3
Weidenmier, Marc D.
3
Baker, Scott
2
Bartram, Söhnke M.
2
Ben-David, Itzhak
2
Bianchi, Francesco
2
Brown, Gregory W.
2
Carlin, Bruce Ian
2
Christensen, Kim
2
Clinet, Simon
2
Comin, Diego
2
Dumas, Bernard
2
Edwards, Sebastian
2
Francq, Christian
2
Franzoni, Francesco
2
Gertler, Mark
2
Giglio, Stefano
2
more ...
less ...
Published in...
All
Journal of econometrics
Working paper / National Bureau of Economic Research, Inc.
Finance research letters
188
International review of financial analysis
134
NBER working paper series
125
Energy economics
123
The North American journal of economics and finance : a journal of financial economics studies
115
International review of economics & finance : IREF
112
Journal of banking & finance
102
Applied economics
97
Economic modelling
93
NBER Working Paper
88
Journal of empirical finance
86
Research in international business and finance
86
Applied economics letters
85
Journal of international financial markets, institutions & money
77
Journal of financial economics
74
Journal of risk and financial management : JRFM
70
Pacific-Basin finance journal
69
The journal of futures markets
68
Applied financial economics
64
International Journal of Energy Economics and Policy : IJEEP
60
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
60
Working paper
51
The European journal of finance
47
Discussion paper / Centre for Economic Policy Research
46
Finance India : the quarterly journal of Indian Institute of Finance
46
Cogent economics & finance
43
Economics letters
43
CESifo working papers
41
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
41
The journal of finance : the journal of the American Finance Association
40
Journal of financial markets
39
Research paper series / Swiss Finance Institute
38
Journal of financial and quantitative analysis : JFQA
37
International journal of finance & economics : IJFE
36
Review of quantitative finance and accounting
36
The review of financial studies
36
Discussion paper / Tinbergen Institute
35
Emerging markets, finance and trade : EMFT
35
more ...
less ...
Source
All
ECONIS (ZBW)
182
Showing
1
-
10
of
182
Sort
Relevance
Date (newest first)
Date (oldest first)
1
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:
2
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:
3
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:
4
A simple joint model for returns, volatility and volatility of volatility
Ding, Yashuang
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 521-543
Persistent link: https://www.econbiz.de/10014340096
Saved in:
5
Identifying latent factors based on high-frequency data
Sun, Yucheng
;
Xu, Wen
;
Zhang, Chuanhai
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 251-270
Persistent link: https://www.econbiz.de/10014341048
Saved in:
6
Expectations of fundamentals and stock market puzzles
Bordalo, Pedro
;
Gennaioli, Nicola
;
La Porta, Rafael
; …
-
2020
Persistent link: https://www.econbiz.de/10012240160
Saved in:
7
Volatility expectations and returns
Lochstoer, Lars A.
;
Muir, Tyler
-
2020
Persistent link: https://www.econbiz.de/10012405468
Saved in:
8
Words speak as loudly as actions : central bank communication and the response of equity prices to macroeconomic announcements
Gardner, Ben
;
Scotti, Chiara
;
Vega, Clara
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 387-409
Persistent link: https://www.econbiz.de/10013464819
Saved in:
9
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:
10
Variation and efficiency of high-frequency betas
Zhang, Congshan
;
Li, Jia
;
Todorov, Viktor
;
Tauchen, …
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 156-175
Persistent link: https://www.econbiz.de/10013441735
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->