//--> //--> //--> //-->
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:"Applied economics"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~subject:"Theory"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Theory
Volatilität
1,168
Volatility
1,167
Theorie
343
Estimation
308
Schätzung
308
Börsenkurs
282
Share price
282
USA
230
United States
230
Capital income
211
Kapitaleinkommen
211
ARCH model
180
ARCH-Modell
180
Time series analysis
142
Zeitreihenanalyse
142
Aktienmarkt
137
Stock market
137
Stochastic process
134
Stochastischer Prozess
134
Estimation theory
128
Schätztheorie
128
Welt
125
World
125
Exchange rate
116
Wechselkurs
116
Forecasting model
115
Prognoseverfahren
115
Business cycle
81
Konjunktur
80
Financial market
78
Finanzmarkt
78
Option pricing theory
70
Optionspreistheorie
70
Risiko
68
Risk
68
CAPM
63
Schock
58
Shock
58
Risikoprämie
54
more ...
less ...
Online availability
All
Undetermined
130
Free
63
Type of publication
All
Article
181
Book / Working Paper
162
Type of publication (narrower categories)
All
Article in journal
181
Aufsatz in Zeitschrift
181
Arbeitspapier
161
Working Paper
161
Graue Literatur
137
Non-commercial literature
137
Collection of articles of several authors
1
Sammelwerk
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
343
Author
All
Andersen, Torben
12
Aït-Sahalia, Yacine
11
Bollerslev, Tim
11
Aizenman, Joshua
8
Diebold, Francis X.
8
Engel, Charles
5
Todorov, Viktor
5
Bates, David S.
4
Bekaert, Geert
4
Campbell, John Y.
4
Hallin, Marc
4
McAleer, Michael
4
Renault, Eric
4
Rose, Andrew
4
Tauchen, George Eugene
4
Agénor, Pierre-Richard
3
Asai, Manabu
3
Barigozzi, Matteo
3
Caballero, Ricardo J.
3
Calvet, Laurent E.
3
Cavaliere, Giuseppe
3
Christoffersen, Peter F.
3
Cochrane, John H.
3
Farmer, Roger E. A.
3
Gertler, Mark
3
Giglio, Stefano
3
Nielsen, Morten Ørregaard
3
Yu, Jun
3
Acemoglu, Daron
2
Anderson, Torben G.
2
Ang, Andrew
2
Banerjee, Anindya
2
Bansal, Ravi
2
Bollen, Bernard
2
Boswijk, Herman Peter
2
Brandt, Michael W.
2
Caporin, Massimiliano
2
Chan, Joshua
2
Chari, Varadarajan V.
2
Christensen, Bent Jesper
2
more ...
less ...
Published in...
All
Journal of econometrics
Applied economics
Working paper / National Bureau of Economic Research, Inc.
NBER working paper series
173
NBER Working Paper
155
Journal of banking & finance
109
Finance research letters
96
Economics letters
82
Journal of empirical finance
81
Discussion paper / Tinbergen Institute
79
Discussion paper / Centre for Economic Policy Research
78
Economic modelling
77
International journal of forecasting
76
International journal of theoretical and applied finance
76
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
75
Mathematical finance : an international journal of mathematics, statistics and financial theory
72
Journal of economic dynamics & control
71
Journal of financial economics
71
Working paper
69
Journal of international money and finance
65
International review of financial analysis
61
Energy economics
60
The European journal of finance
59
International review of economics & finance : IREF
58
The review of financial studies
58
Journal of forecasting
55
Econometric reviews
51
Quantitative finance
50
Applied economics letters
46
Computational economics
46
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
Finance and stochastics
42
Journal of monetary economics
40
The journal of futures markets
40
CREATES research paper
39
more ...
less ...
Source
All
ECONIS (ZBW)
343
Showing
1
-
10
of
343
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Spillovers from stock markets to currency markets : evidence from Copula-CoVar with time-varying higher moments
Usman, Muhammad
;
Umar, Zaghum
;
Gubareva, Mariya
;
Dang …
- In:
Applied economics
55
(
2023
)
52
,
pp. 6091-6114
Persistent link: https://www.econbiz.de/10014381519
Saved in:
2
Linear time-varying regression with copula-DCC-asymmetric-GARCH models for volatility : the co-movement between industrial electricity demand and financial factors
Kim, Yunsun
;
Hwang, Sun Young
;
Kim, Jong-Min
;
Kim, Sahm
- In:
Applied economics
55
(
2023
)
3
,
pp. 255-272
Persistent link: https://www.econbiz.de/10013494421
Saved in:
3
Is Bitcoin really a currency? : a viewpoint of a stochastic volatility model
Kunimoto, Noriyuki
;
Kakamu, Kazuhiko
- In:
Applied economics
54
(
2022
)
57
,
pp. 6536-6550
Persistent link: https://www.econbiz.de/10013494160
Saved in:
4
Political heterogeneity, subjective optimism, and stock market outcomes
Bonaparte, Yosef
;
Christie-David, Rohan
;
Koslowsky, David
- In:
Applied economics
54
(
2022
)
13
,
pp. 1487-1506
Persistent link: https://www.econbiz.de/10012875387
Saved in:
5
Forecasting exchange rate volatility : is economic policy uncertainty better?
Ruan, Qingsong
;
Zhang, Jiarui
;
Lv, Dayong
- In:
Applied economics
56
(
2024
)
13
,
pp. 1526-1544
Persistent link: https://www.econbiz.de/10014473121
Saved in:
6
Flexible markov-switching models with evolving regime-specific parameters : an application to Brazilian business cycles
Gomes, Fábio A.
;
Melo, Lívia C. M.
;
Soave, Gian Paulo
- In:
Applied economics
56
(
2024
)
14
,
pp. 1705-1722
Persistent link: https://www.econbiz.de/10014473203
Saved in:
7
Momentum and reversal : information from prior returns
Kolari, James W.
;
Shin, Sang-Ook
- In:
Applied economics
56
(
2024
)
3
,
pp. 318-336
Persistent link: https://www.econbiz.de/10014439916
Saved in:
8
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:
9
Large stochastic volatility in mean VARs
Cross, Jamie
;
Hou, Chenghan
;
Koop, Gary
;
Poon, Aubrey
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014332245
Saved in:
10
High-dimensional conditionally Gaussian state space models with missing data
Chan, Joshua
;
Poon, Aubrey
;
Zhu, Dan
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332310
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...
//-->