//--> //--> //--> //-->
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:"Journal of econometrics"
~subject:"Theory"
~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
Theory
Volatility
Estimation
661
Schätzung
657
Theorie
404
Estimation theory
354
Schätztheorie
354
Statistical test
327
Statistischer Test
327
Time series analysis
184
Zeitreihenanalyse
184
USA
169
United States
168
Nichtparametrisches Verfahren
154
Nonparametric statistics
154
Volatilität
146
Regression analysis
130
Regressionsanalyse
130
Panel
118
Panel study
118
Forecasting model
104
Prognoseverfahren
104
Financial crisis
103
Finanzkrise
103
Capital income
80
Kapitaleinkommen
80
Stochastic process
78
Stochastischer Prozess
78
Börsenkurs
72
Share price
72
Geldpolitik
64
Monetary policy
64
Welt
58
World
58
Bootstrap approach
53
Bootstrap-Verfahren
53
Method of moments
48
Momentenmethode
48
Schock
47
Shock
47
more ...
less ...
Online availability
All
Undetermined
197
Free
2
Type of publication
All
Article
500
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
496
Aufsatz in Zeitschrift
496
Collection of articles of several authors
3
Sammelwerk
3
Conference paper
1
Conference proceedings
1
Konferenzbeitrag
1
Konferenzschrift
1
more ...
less ...
Language
All
English
503
Author
All
Todorov, Viktor
13
Tauchen, George Eugene
9
Bollerslev, Tim
8
Aït-Sahalia, Yacine
7
Andersen, Torben
6
Dufour, Jean-Marie
6
Li, Jia
6
Phillips, Peter C. B.
6
Ghysels, Eric
5
Khalaf, Lynda
5
Kim, Donggyu
5
Koop, Gary
5
Taylor, Robert
5
Boswijk, Herman Peter
4
Fan, Jianqing
4
Gallant, A. Ronald
4
Hong, Yongmiao
4
McAleer, Michael
4
Pesaran, M. Hashem
4
Whang, Yoon-jae
4
Xiu, Dacheng
4
Zakoïan, Jean-Michel
4
Andreou, Elena
3
Christensen, Kim
3
Delgado, Miguel A.
3
Francq, Christian
3
Frühwirth-Schnatter, Sylvia
3
Hallin, Marc
3
Linton, Oliver
3
Park, Joon Y.
3
Patton, Andrew J.
3
Schmitt-Grohé, Stephanie
3
Shin, Yongcheol
3
Sickles, Robin C.
3
Steel, Mark F. J.
3
Sun, Yixiao
3
Timmermann, Allan
3
Uribe, Martín
3
Varneskov, Rasmus Tangsgaard
3
Velasco, Carlos
3
more ...
less ...
Published in...
All
Journal of money, credit and banking : JMCB
Journal of econometrics
Working paper / National Bureau of Economic Research, Inc.
968
NBER working paper series
877
NBER Working Paper
805
Discussion paper / Centre for Economic Policy Research
602
Applied economics
498
Economics letters
392
CESifo working papers
390
Economic modelling
382
Journal of international money and finance
339
Journal of banking & finance
332
Discussion paper series / IZA
322
Working paper
322
Applied economics letters
302
International review of economics & finance : IREF
283
Finance research letters
277
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
259
Energy economics
256
International review of financial analysis
244
Discussion paper / Tinbergen Institute
238
IMF working papers
235
Journal of economic dynamics & control
227
Journal of international economics
207
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
205
Discussion papers / CEPR
204
Applied financial economics
203
The North American journal of economics and finance : a journal of financial economics studies
202
Discussion paper
201
IMF working paper
193
Journal of empirical finance
188
Journal of applied econometrics
187
Journal of financial economics
183
Journal of monetary economics
178
Journal of international financial markets, institutions & money
170
IZA Discussion Paper
167
Europäische Hochschulschriften / 5
166
Journal of macroeconomics
158
Econometric reviews
153
International journal of forecasting
148
Working paper series / European Central Bank
145
more ...
less ...
Source
All
ECONIS (ZBW)
503
Showing
1
-
10
of
503
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Capital markets and the exchange rate, with special reference to the dollarization debate in Latin America
Calvo, Guillermo
- In:
Journal of money, credit and banking : JMCB
33
(
2001
)
2,2
,
pp. 312-334
Persistent link: https://www.econbiz.de/10001580600
Saved in:
2
Central bank transparency and the crowding out of private information in financial markets
Kool, Clemens
;
Middeldorp, Menno
;
Rosenkranz, Stephanie
- In:
Journal of money, credit and banking : JMCB
43
(
2011
)
4
,
pp. 765-774
Persistent link: https://www.econbiz.de/10009238045
Saved in:
3
Exchange rate crises and fiscal solvency
Daniel, Betty Carolyn
- In:
Journal of money, credit and banking : JMCB
42
(
2010
)
6
,
pp. 1110-1135
Persistent link: https://www.econbiz.de/10008821689
Saved in:
4
Reserve uncertainty and the supply of international credit
Aizenman, Joshua
;
Marion, Nancy Peregrim
- In:
Journal of money, credit and banking : JMCB
34
(
2002
)
3,1
,
pp. 631-649
Persistent link: https://www.econbiz.de/10001698117
Saved in:
5
The predictive ability of several models of exchange rate volatility
West, Kenneth D.
- In:
Journal of econometrics
69
(
1995
)
2
,
pp. 367-391
Persistent link: https://www.econbiz.de/10001188565
Saved in:
6
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:
7
Specification and structural break tests for additive models with applications to realized variance data
Fengler, Matthias
;
Mammen, Enno
;
Vogt, Michael
- In:
Journal of econometrics
188
(
2015
)
1
,
pp. 196-218
Persistent link: https://www.econbiz.de/10011500308
Saved in:
8
A multiple testing approach to the regularisation of large sample correlation matrices
Bailey, Natalia
;
Pesran, M. Hashem
;
Smith, L. Vanessa
- In:
Journal of econometrics
208
(
2019
)
2
,
pp. 507-534
Persistent link: https://www.econbiz.de/10012145084
Saved in:
9
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:
10
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:
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...
//-->