//--> //--> //--> //-->
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:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Econometric Reviews"
~person:"Ghysels, Eric"
~person:"Marcellino, Massimiliano"
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Volatility
16
Volatilität
15
Forecasting model
6
Prognoseverfahren
6
Estimation
5
Schätzung
5
Stochastic process
5
Stochastischer Prozess
5
Theorie
5
Theory
5
VAR model
5
VAR-Modell
5
USA
4
United States
4
Bayes-Statistik
3
Bayesian inference
3
Börsenkurs
3
Estimation theory
3
Schätztheorie
3
Share price
3
ARCH model
2
ARCH-Modell
2
CAPM
2
EU countries
2
EU-Staaten
2
Economic growth
2
Factor analysis
2
Faktorenanalyse
2
Public bond
2
Risikoprämie
2
Risk
2
Risk premium
2
Stochastic volatility
2
Wirtschaftswachstum
2
Öffentliche Anleihe
2
1999-2010
1
ARCH filters
1
Aktienmarkt
1
Arbitrage Pricing
1
Arbitrage pricing
1
more ...
less ...
Online availability
All
Undetermined
12
Type of publication
All
Article
10
Book / Working Paper
6
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Arbeitspapier
6
Graue Literatur
6
Non-commercial literature
6
Working Paper
6
Language
All
English
15
Undetermined
1
Author
All
Ghysels, Eric
Marcellino, Massimiliano
Bollerslev, Tim
20
Todorov, Viktor
17
Tauchen, George Eugene
15
Andersen, Torben
12
Aït-Sahalia, Yacine
11
McAleer, Michael
9
Meddahi, Nour
8
Xiu, Dacheng
8
Li, Jia
7
Mykland, Per A.
7
Patton, Andrew J.
7
Cavaliere, Giuseppe
6
Fernández-Villaverde, Jesús
6
Kim, Donggyu
6
Lettau, Martin
6
Rose, Andrew
6
Rubio-Ramírez, Juan Francisco
6
Shephard, Neil G.
6
Asai, Manabu
5
Bekaert, Geert
5
Carriero, Andrea
5
Clark, Todd E.
5
Gallant, A. Ronald
5
Gouriéroux, Christian
5
Guerrón-Quintana, Pablo A.
5
Hale, Galina
5
Hallin, Marc
5
Kilian, Lutz
5
Li, Yingying
5
Ludvigson, Sydney C.
5
Ploeg, Frederick van der
5
Razin, Asaf
5
Sarno, Lucio
5
Taylor, Robert
5
Tong, Hui
5
Wolff, Christiaan Cornelis Petrus
5
Zhou, Hao
5
Barigozzi, Matteo
4
more ...
less ...
Published in...
All
Journal of econometrics
Discussion paper / Centre for Economic Policy Research
Econometric Reviews
Federal Reserve Bank of Cleveland working paper series
7
Discussion papers / CEPR
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Journal of applied econometrics
3
Série des documents de travail / Centre de Recherche en Économie et Statistique
3
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
3
CIRANO Working Papers
2
Research paper series / Swiss Finance Institute
2
Studies in Nonlinear Dynamics & Econometrics
2
Temi di discussione / Banca d'Italia
2
Working paper / National Bureau of Economic Research, Inc.
2
CORE discussion paper : DP
1
Cahier / Département de Sciences Économiques, Université de Montréal
1
Discussion paper
1
EUI working paper / ECO
1
Econometric analysis of financial and economic time series ; part a
1
Econometric reviews
1
Econometric theory
1
Economics letters
1
Journal of empirical finance
1
Journal of financial economics
1
Journal of risk and financial management : JRFM
1
Journal of time series econometrics
1
Kenan Institute of Private Enterprise Research Paper
1
NBER Working Paper
1
NBER working paper series
1
Staff Report
1
Staff reports / Federal Reserve Bank of New York
1
Statistical methods in finance
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Swiss Finance Institute Research Paper
1
The review of economics and statistics
1
The review of financial studies
1
Tools and techniques
1
University of Cyprus Working Papers in Economics
1
Working paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
15
RePEc
1
Showing
1
-
10
of
16
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Comment on "Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors"
Bognanni, Mark
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 498-505
Persistent link: https://www.econbiz.de/10013442175
Saved in:
2
Predicting the VIX and the volatility risk premium : the role of short-run funding spreads Volatility Factors
Andreou, Elena
;
Ghysels, Eric
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 366-398
Persistent link: https://www.econbiz.de/10012618520
Saved in:
3
Using time-varying volatility for identification in Vector Autoregressions : an application to endogenous uncertainty
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
- In:
Journal of econometrics
225
(
2021
)
1
,
pp. 47-73
Persistent link: https://www.econbiz.de/10013278994
Saved in:
4
Liquidity and volatility in the US treasury market
Nguyen, Giang H.
;
Engle, Robert F.
;
Fleming, Michael J.
; …
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 207-229
Persistent link: https://www.econbiz.de/10012482750
Saved in:
5
Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 137-154
Persistent link: https://www.econbiz.de/10012303905
Saved in:
6
Predicting the VIX and the volatility risk premium : what's credit and commodity volatility risk got to do with it? Elena Andreou and Eric Ghysels
Andreou, Elena
;
Ghysels, Eric
-
2014
Persistent link: https://www.econbiz.de/10010440191
Saved in:
7
No arbitrage priors, drifting volatilites, and the term structure of interest rates
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
-
2014
Persistent link: https://www.econbiz.de/10010363319
Saved in:
8
Factor analysis with large panels volatility proxies
Ghysels, Eric
-
2014
Persistent link: https://www.econbiz.de/10010382083
Saved in:
9
Short-term GDP forecasting with a mixed frequency dynamic factor model with stochastic volatility
Marcellino, Massimiliano
;
Porqueddu, Mario
;
Venditti, …
-
2013
Persistent link: https://www.econbiz.de/10009724167
Saved in:
10
Common drifting volatility in lalrge Bayesian VARs
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
-
2012
Persistent link: https://www.econbiz.de/10009526729
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->