//--> //--> //--> //-->
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 money, credit and banking : JMCB"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of econometrics"
~subject:"Volatility"
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
Die Informationseffizienz der...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Estimation
1,137
Schätzung
1,132
Theorie
563
Theory
563
Estimation theory
361
Schätztheorie
361
Statistical test
332
Statistischer Test
332
Volatilität
298
Financial crisis
265
Finanzkrise
264
Capital income
236
Kapitaleinkommen
236
USA
234
United States
233
Börsenkurs
232
Share price
232
Time series analysis
231
Zeitreihenanalyse
231
Welt
197
World
197
Forecasting model
169
Prognoseverfahren
169
Nichtparametrisches Verfahren
164
Nonparametric statistics
164
Panel
160
Panel study
160
Regression analysis
153
Regressionsanalyse
153
Stock market
148
Aktienmarkt
147
Emerging economies
131
Schwellenländer
131
Geldpolitik
119
Monetary policy
119
ARCH model
103
ARCH-Modell
103
Exchange rate
102
Wechselkurs
101
more ...
less ...
Online availability
All
Undetermined
202
Free
4
Type of publication
All
Article
297
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
296
Aufsatz in Zeitschrift
296
Collection of articles of several authors
1
Conference paper
1
Konferenzbeitrag
1
Sammelwerk
1
Language
All
English
298
Author
All
Todorov, Viktor
13
Bollerslev, Tim
8
Tauchen, George Eugene
8
Andersen, Torben
6
Aït-Sahalia, Yacine
6
Li, Jia
6
McAleer, Michael
6
Gupta, Rangan
5
Kim, Donggyu
5
Xiu, Dacheng
4
Xuan Vinh Vo
4
Asai, Manabu
3
Balcilar, Mehmet
3
Brooks, Robert
3
Caporin, Massimiliano
3
Christensen, Kim
3
Francq, Christian
3
Kang, Sang Hoon
3
Mensi, Walid
3
Patton, Andrew J.
3
Taylor, Robert
3
Wang, Yazhen
3
Yin, Libo
3
Zakoïan, Jean-Michel
3
Ashcraft, Adam B.
2
Balli, Faruk
2
Barigozzi, Matteo
2
Bibinger, Markus
2
Boswijk, Herman Peter
2
Bouri, Elie
2
Cavaliere, Giuseppe
2
Chang, Chia-Lin
2
Chang, Kuang-Liang
2
Chen, Qiang
2
Chen, Wang
2
Chiu, Chien-Liang
2
Creal, Drew
2
Do, Hung Xuan
2
Ergemen, Yunus Emre
2
Fan, Jianqing
2
more ...
less ...
Published in...
All
Journal of money, credit and banking : JMCB
International review of economics & finance : IREF
Journal of econometrics
Energy economics
186
Finance research letters
176
Applied economics
161
Economic modelling
156
International review of financial analysis
151
The North American journal of economics and finance : a journal of financial economics studies
133
NBER working paper series
132
Working paper / National Bureau of Economic Research, Inc.
128
Journal of banking & finance
121
Journal of international money and finance
118
Research in international business and finance
118
NBER Working Paper
115
Journal of international financial markets, institutions & money
112
Applied financial economics
103
Applied economics letters
100
Working paper
97
Journal of empirical finance
92
CESifo working papers
77
Economics letters
76
Journal of risk and financial management : JRFM
75
The journal of futures markets
75
Discussion paper / Tinbergen Institute
70
Discussion paper / Centre for Economic Policy Research
67
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
67
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
65
International journal of finance & economics : IJFE
64
The European journal of finance
63
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
57
Pacific-Basin finance journal
57
Journal of financial economics
54
IMF working papers
50
International journal of forecasting
50
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
49
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
49
International Journal of Energy Economics and Policy : IJEEP
45
Global finance journal
43
International journal of economics and finance
43
Cogent economics & finance
40
more ...
less ...
Source
All
ECONIS (ZBW)
298
Showing
1
-
10
of
298
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Exchange rate dynamics with crash risk and interventions
Hui, Cho-Hoi
;
Lo, Chi-Fai
;
Liu, Chi-Hei
- In:
International review of economics & finance : IREF
79
(
2022
),
pp. 18-37
Persistent link: https://www.econbiz.de/10013342065
Saved in:
2
How much bang for the buck? : Mexico and dollarization
Levine, Ross
;
Carkovic, Maria Vicenta
- In:
Journal of money, credit and banking : JMCB
33
(
2001
)
2,2
,
pp. 339-363
Persistent link: https://www.econbiz.de/10001580602
Saved in:
3
Oil prices and effective dollar exchange rates
Beckmann, Joscha
;
Czudaj, Robert
- In:
International review of economics & finance : IREF
27
(
2013
),
pp. 621-636
Persistent link: https://www.econbiz.de/10009741978
Saved in:
4
Modeling realized volatility of the EUR/USD exchange rate : does implied volatility really matter?
Plíhal, Tomáš
;
Lyócsa, Štefan
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 811-829
Persistent link: https://www.econbiz.de/10012630769
Saved in:
5
Do the dynamics of macroeconomic attention drive the yen/dollar exchange market volatility?
Luo, Tao
;
Sun, Huaping
;
Zhang, Lixia
;
Bai, Jiancheng
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 597-611
Persistent link: https://www.econbiz.de/10014446795
Saved in:
6
Testing for non-correlation between price and volatility jumps
Jacod, Jean
;
Klüppelberg, Claudia
;
Müller, Gernot
- In:
Journal of econometrics
197
(
2017
)
2
,
pp. 284-297
Persistent link: https://www.econbiz.de/10011818360
Saved in:
7
Asymptotically distribution-free tests for the volatility function of a diffusion
Chen, Qiang
;
Zheng, Xu
;
Pan, Zhiyuan
- In:
Journal of econometrics
184
(
2015
)
1
,
pp. 124-144
Persistent link: https://www.econbiz.de/10011326801
Saved in:
8
The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing
Christensen, Kim
;
Thyrsgaard, Martin
;
Veliyev, Bezirgen
- In:
Journal of econometrics
212
(
2019
)
2
,
pp. 556-583
Persistent link: https://www.econbiz.de/10012304092
Saved in:
9
High-frequency jump tests : which test should we use?
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 478-487
Persistent link: https://www.econbiz.de/10012483405
Saved in:
10
Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 557-579
Persistent link: https://www.econbiz.de/10011499761
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...
//-->