//--> //--> //--> //-->
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:"CREATES research paper"
~isPartOf:"Journal of econometrics"
~subject:"Volatilität"
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
Strategic delegation in oligop...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Volatilität
Theorie
1,818
Theory
1,818
Time series analysis
396
Zeitreihenanalyse
396
Estimation theory
391
Schätztheorie
391
Estimation
199
Schätzung
199
Forecasting model
175
Prognoseverfahren
175
Volatility
164
Nichtparametrisches Verfahren
154
Nonparametric statistics
154
Statistical test
139
Statistischer Test
139
Stochastic process
139
Stochastischer Prozess
139
Regression analysis
123
Regressionsanalyse
123
USA
115
United States
115
Bayes-Statistik
99
Bayesian inference
99
Panel
99
Panel study
99
Statistical distribution
90
Statistische Verteilung
90
Ökonometrie
87
Cointegration
85
Econometrics
85
Kointegration
85
Method of moments
83
Momentenmethode
83
Markov chain
80
Markov-Kette
80
Monte Carlo simulation
80
Monte-Carlo-Simulation
80
VAR model
78
VAR-Modell
78
more ...
less ...
Online availability
All
Undetermined
50
Free
39
Type of publication
All
Article
124
Book / Working Paper
40
Type of publication (narrower categories)
All
Article in journal
124
Aufsatz in Zeitschrift
124
Arbeitspapier
39
Graue Literatur
39
Non-commercial literature
39
Working Paper
39
Collection of articles of several authors
1
Sammelwerk
1
more ...
less ...
Language
All
English
164
Author
All
Bollerslev, Tim
8
Todorov, Viktor
7
Andersen, Torben
6
Aït-Sahalia, Yacine
6
Santucci de Magistris, Paolo
6
Barndorff-Nielsen, Ole E.
4
Christensen, Bent Jesper
4
Christensen, Kim
4
Hallin, Marc
4
Lunde, Asger
4
McAleer, Michael
4
Meddahi, Nour
4
Renault, Eric
4
Rossi, Eduardo
4
Tauchen, George Eugene
4
Veliyev, Bezirgen
4
Asai, Manabu
3
Barigozzi, Matteo
3
Caporin, Massimiliano
3
Cavaliere, Giuseppe
3
Gonçalves, Sílvia
3
Hansen, Peter Reinhard
3
Hounyo, Ulrich
3
Nielsen, Morten Ørregaard
3
Patton, Andrew J.
3
Veraart, Almut E. D.
3
Yu, Jun
3
Banerjee, Anindya
2
Bennedsen, Mikkel
2
Boswijk, Herman Peter
2
Chan, Joshua
2
Diebold, Francis X.
2
Dijk, Dick van
2
Ergemen, Yunus Emre
2
Gallant, A. Ronald
2
Ghysels, Eric
2
Gouriéroux, Christian
2
Harvey, Andrew C.
2
Jasiak, Joann
2
Jensen, Mark J.
2
more ...
less ...
Published in...
All
CREATES research paper
Journal of econometrics
NBER working paper series
174
Working paper / National Bureau of Economic Research, Inc.
164
NBER Working Paper
157
Journal of banking & finance
109
Economics letters
82
Journal of empirical finance
81
Discussion paper / Centre for Economic Policy Research
79
Discussion paper / Tinbergen Institute
79
Finance research letters
79
Economic modelling
76
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
Journal of financial economics
72
Mathematical finance : an international journal of mathematics, statistics and financial theory
72
Journal of economic dynamics & control
70
Working paper
66
Journal of international money and finance
64
International review of financial analysis
61
The European journal of finance
58
The review of financial studies
58
Applied economics
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
The North American journal of economics and finance : a journal of financial economics studies
45
Applied mathematical finance
44
Research paper series / Swiss Finance Institute
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
44
Computational economics
43
Finance and stochastics
42
Journal of monetary economics
40
The journal of futures markets
39
more ...
less ...
Source
All
ECONIS (ZBW)
164
Showing
1
-
10
of
164
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Local polynomial estimators of the volatility function in nonparametric autoregression
Härdle, Wolfgang
- In:
Journal of econometrics
81
(
1997
)
1
,
pp. 223-242
Persistent link: https://www.econbiz.de/10001336796
Saved in:
2
Estimation of stochastic volatility models with diagnostics
Gallant, A. Ronald
- In:
Journal of econometrics
81
(
1997
)
1
,
pp. 159-192
Persistent link: https://www.econbiz.de/10001336798
Saved in:
3
The detection and estimation of long memory in stochastic volatility
Breidt, F. Jay
- In:
Journal of econometrics
83
(
1998
)
1
,
pp. 325-348
Persistent link: https://www.econbiz.de/10001336943
Saved in:
4
Efficient method of moments estimation of a stochastic volatility model : a Monte Carlo study
Andersen, Torben
;
Chung, Hyung-Jin
;
Sørensen, Bent E.
- In:
Journal of econometrics
91
(
1999
)
1
,
pp. 61-87
Persistent link: https://www.econbiz.de/10001382157
Saved in:
5
Dynamic equilibrium and volatility in financial asset markets
Aït-Sahalia, Yacine
- In:
Journal of econometrics
84
(
1998
)
1
,
pp. 93-127
Persistent link: https://www.econbiz.de/10001234470
Saved in:
6
Estimating continuous-time stochastic volatility models of the short-term interest rate
Andersen, Torben
- In:
Journal of econometrics
77
(
1997
)
2
,
pp. 343-377
Persistent link: https://www.econbiz.de/10001212838
Saved in:
7
Estimation of stochastic volatility models via Monte Carlo maximum likelihood
Sandmann, Gleb
- In:
Journal of econometrics
87
(
1998
)
2
,
pp. 271-301
Persistent link: https://www.econbiz.de/10001246644
Saved in:
8
Testing for a slowly changing level with special reference to stochastic volatility
Harvey, Andrew C.
- In:
Journal of econometrics
87
(
1998
)
1
,
pp. 167-189
Persistent link: https://www.econbiz.de/10001248302
Saved in:
9
A causality-in-variance test and its application to financial market prices
Cheung, Yin-Wong
- In:
Journal of econometrics
72
(
1996
)
1
,
pp. 33-48
Persistent link: https://www.econbiz.de/10001198033
Saved in:
10
Augmented GARCH (p,q) process and its diffusion limit
Duan, Jin-Chuan
- In:
Journal of econometrics
79
(
1997
)
1
,
pp. 97-127
Persistent link: https://www.econbiz.de/10001220068
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...
//-->