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isPartOf:"Journal of econometrics"
~isPartOf:"Asia-Pacific journal of financial studies"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~subject:"Statistische Verteilung"
~type_genre:"Article in journal"
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Search: subject_exact:"Volatility"
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Statistische Verteilung
Volatility
533
Volatilität
529
Estimation
151
Theorie
151
Theory
151
Schätzung
150
Börsenkurs
139
Share price
139
Capital income
130
Kapitaleinkommen
130
Estimation theory
120
Schätztheorie
120
Stochastic process
119
Stochastischer Prozess
119
ARCH model
114
ARCH-Modell
114
Time series analysis
110
Zeitreihenanalyse
110
Aktienmarkt
77
Stock market
77
USA
70
United States
70
Forecasting model
67
Prognoseverfahren
67
Option pricing theory
62
Optionspreistheorie
62
Nichtparametrisches Verfahren
45
Nonparametric statistics
45
Market microstructure
44
Marktmikrostruktur
44
Statistical distribution
41
Stochastic volatility
39
Exchange rate
32
Wechselkurs
32
CAPM
31
Financial market
31
Finanzmarkt
31
Correlation
29
Korrelation
29
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Article in journal
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41
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English
41
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Bollerslev, Tim
3
Todorov, Viktor
3
Corradi, Valentina
2
Kim, Sol
2
Lee, Geul
2
Meddahi, Nour
2
Paolella, Marc S.
2
Polak, Pawel
2
Serna, Gregorio
2
Swanson, Norman R.
2
Aguilar, Mike
1
Augustyniak, Maciej
1
Badescu, Alexandru
1
Bandi, Federico M.
1
Bondarenko, Oleg
1
Bouezmarni, Taoufik
1
Buccheri, Giuseppe
1
Bégin, Jean-François
1
Calvet, Laurent E.
1
Caporin, Massimiliano
1
Chang, Chia-Lin
1
Christensen, Kim
1
Corsi, Fulvio
1
Dalderop, Jeroen
1
Davis, Richard A.
1
Distaso, Walter
1
Drees, Holger
1
El Ghouch, Anouar
1
Fisher, Adlai
1
Flandoli, Franco
1
Francq, Christian
1
Garcia, René
1
Gonçalves, Sílvia
1
Gouriéroux, Christian
1
Harvey, Andrew C.
1
Hill, Jonathan B.
1
Jasiak, Joann
1
Kim, Jihyun
1
Kim, Young Shin
1
Lee, Jaesung
1
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Journal of econometrics
Asia-Pacific journal of financial studies
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
International journal of theoretical and applied finance
16
Economic modelling
13
International journal of forecasting
13
Computational economics
12
International review of financial analysis
12
Journal of banking & finance
12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
12
Quantitative finance
12
Finance research letters
11
Journal of empirical finance
10
Journal of risk and financial management : JRFM
10
Energy economics
9
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
9
The North American journal of economics and finance : a journal of financial economics studies
9
Journal of forecasting
8
International journal of financial engineering
7
International review of economics & finance : IREF
7
Journal of international financial markets, institutions & money
7
The European journal of finance
7
The journal of derivatives : the official publication of the International Association of Financial Engineers
7
The journal of futures markets
7
Applied economics
6
Econometrics : open access journal
6
Economics letters
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Journal of financial economics
6
Journal of mathematical finance
6
Review of quantitative finance and accounting
6
Journal of economic dynamics & control
5
Risks : open access journal
5
European journal of operational research : EJOR
4
Investment management and financial innovations
4
Quantitative finance and economics
4
Review of derivatives research
4
Annals of finance
3
Applied economics letters
3
Asia-Pacific financial markets
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ECONIS (ZBW)
41
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1
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41
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1
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
Saved in:
2
On the predictive ability of conditional market skewness
Serna, Gregorio
- In:
The quarterly review of economics and finance : journal …
91
(
2023
),
pp. 186-191
Persistent link: https://www.econbiz.de/10014461560
Saved in:
3
A discrete-time hedging framework with multiple factors and fat tails : on what matters
Augustyniak, Maciej
;
Badescu, Alexandru
;
Bégin, …
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 416-444
Persistent link: https://www.econbiz.de/10014339997
Saved in:
4
Nonparametric jump variation measures from options
Todorov, Viktor
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 255-280
Persistent link: https://www.econbiz.de/10013463804
Saved in:
5
ß in the tails
Bandi, Federico M.
;
Renò, Roberto
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 134-150
Persistent link: https://www.econbiz.de/10013441641
Saved in:
6
Occupation density estimation for noisy high-frequency data
Zhang, Congshan
;
Li, Jia
;
Bollerslev, Tim
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 189-211
Persistent link: https://www.econbiz.de/10013441646
Saved in:
7
Adaptive Bayesian estimation of conditional discrete-continuous distributions with an application to stock market trading activity
Norets, Andriy
;
Pelenis, Justinas
- In:
Journal of econometrics
230
(
2022
)
1
,
pp. 62-82
Persistent link: https://www.econbiz.de/10013441915
Saved in:
8
The continuous-time limit of score-driven volatility models
Buccheri, Giuseppe
;
Corsi, Fulvio
;
Flandoli, Franco
; …
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 655-675
Persistent link: https://www.econbiz.de/10012619254
Saved in:
9
No country for old distributions? : on the comparison of implied option parameters between the Brownian motion and variance gamma process
Ulze, Markus
;
Stadler, Johannes
;
Rathgeber, Andreas W.
- In:
The quarterly review of economics and finance : journal …
82
(
2021
),
pp. 163-184
Persistent link: https://www.econbiz.de/10013258472
Saved in:
10
Volatility regressions with fat tails
Kim, Jihyun
;
Meddahi, Nour
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 690-713
Persistent link: https://www.econbiz.de/10012483177
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