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subject:"Theorie"
~isPartOf:"CREATES research paper"
~isPartOf:"Economics letters"
~language:"eng"
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Search: subject_exact:"Volatility"
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Theorie
Volatility
347
Volatilität
347
Theory
121
Estimation
75
Schätzung
75
ARCH model
70
ARCH-Modell
70
Börsenkurs
62
Capital income
62
Kapitaleinkommen
62
Share price
62
Time series analysis
60
Zeitreihenanalyse
60
Stochastic process
49
Stochastischer Prozess
49
Estimation theory
39
Forecasting model
39
Prognoseverfahren
39
Schätztheorie
39
USA
34
United States
34
Aktienmarkt
33
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33
Business cycle
32
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32
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30
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30
Welt
29
World
29
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28
Wechselkurs
28
Schock
27
Shock
27
Option pricing theory
22
Optionspreistheorie
22
Correlation
20
Korrelation
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18
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18
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Santucci de Magistris, Paolo
5
Barndorff-Nielsen, Ole E.
3
Bollerslev, Tim
3
Hounyo, Ulrich
3
Lunde, Asger
3
Meddahi, Nour
3
Rossi, Eduardo
3
Todorov, Viktor
3
Veliyev, Bezirgen
3
Veraart, Almut E. D.
3
Andersen, Torben
2
Andreasen, Martin Møller
2
Balaban, Ercan
2
Bennedsen, Mikkel
2
Blackburn, Keith
2
Caporin, Massimiliano
2
Christensen, Bent Jesper
2
Christensen, Kim
2
Dimitrakopoulos, Stefanos
2
Hansen, Peter Reinhard
2
Offick, Sven
2
Pakkanen, Mikko S.
2
Podolskij, Mark
2
Wohltmann, Hans-Werner
2
Aboura, Sofiane
1
Al-Abri, Almukhtar S.
1
Andreasen, Martin M.
1
Archakov, Ilya
1
Augustyniak, Maciej
1
Avino, Davide
1
Babuscu, Senol
1
Bahal, Girish
1
Bakhshi, Hasan
1
Bariviera, Aurelio Fernández
1
Barucci, Emilio
1
Basu, Parantap
1
Benzoni, Luca
1
Bewley, Ronald A.
1
Bolko, Anine E.
1
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CREATES research paper
Economics letters
NBER working paper series
172
Working paper / National Bureau of Economic Research, Inc.
161
NBER Working Paper
155
Journal of econometrics
125
Journal of banking & finance
109
Journal of empirical finance
81
Discussion paper / Tinbergen Institute
79
Discussion paper / Centre for Economic Policy Research
78
Economic modelling
77
Finance research letters
77
International journal of theoretical and applied finance
76
International journal of forecasting
73
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
72
Mathematical finance : an international journal of mathematics, statistics and financial theory
72
Journal of financial economics
71
Journal of economic dynamics & control
70
Working paper
67
Journal of international money and finance
64
International review of financial analysis
60
The European journal of finance
58
Applied economics
57
The review of financial studies
57
International review of economics & finance : IREF
56
Energy economics
55
Journal of forecasting
55
Econometric reviews
51
Quantitative finance
46
Applied economics letters
45
Journal of financial econometrics : official journal of the Society for Financial Econometrics
45
Research paper series / Swiss Finance Institute
45
The North American journal of economics and finance : a journal of financial economics studies
45
Applied mathematical finance
44
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
44
The journal of finance : the journal of the American Finance Association
43
Computational economics
42
Finance and stochastics
42
Journal of monetary economics
40
The journal of futures markets
39
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ECONIS (ZBW)
121
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1
A machine learning approach to volatility forecasting
Christensen, Kim
;
Siggaard, Mathias Voldum
;
Veliyev, …
-
2021
Persistent link: https://www.econbiz.de/10012434010
Saved in:
2
The incremental information in the yield curve about future interest rate risk
Christensen, Bent Jesper
;
Kjær, Mads Markvart
; …
-
2021
-
This version: June 28, 2021
Persistent link: https://www.econbiz.de/10012621334
Saved in:
3
Is central bank news good news for loan interest rates volatility?
Chrysanthopoulou, Xakousti
;
Tsioutsios, Alexandros
; …
- In:
Economics letters
233
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014506275
Saved in:
4
Industries on the edge : the most exposed sectors to microeconomic shocks
Bahal, Girish
;
Lenzo, Damian
- In:
Economics letters
232
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014464189
Saved in:
5
Asymmetric volatility impulse response functions
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Economics letters
222
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014232851
Saved in:
6
A parsimonious model of trade, finance and endogenous currency choices in international reserves
Lu, Dong
;
Mu, Yuhao
- In:
Economics letters
225
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014308612
Saved in:
7
Roughness in spot variance? : a GMM approach for estimation of fractional log-normal stochastic volatility models using realized measures
Bolko, Anine E.
;
Christensen, Kim
;
Pakkanen, Mikko S.
; …
-
2020
Persistent link: https://www.econbiz.de/10012318238
Saved in:
8
Implied betas for the Frankel-Wei regression framework
Kunkler, Michael
- In:
Economics letters
218
(
2022
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013466507
Saved in:
9
Infectious disease and corporate activities
Suleman, Muhammad Tahir
;
Yaghoubi, Mona
- In:
Economics letters
212
(
2022
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013442047
Saved in:
10
Explaining bond return predictability in an estimated New Keynesian model
Andreasen, Martin Møller
-
2019
Persistent link: https://www.econbiz.de/10012063989
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