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isPartOf:"Journal of econometrics"
~isPartOf:"Economics letters"
~subject:"Share price"
~subject:"Zeitreihenanalyse"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Volatility"
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Share price
Zeitreihenanalyse
Volatility
567
Volatilität
567
Theorie
206
Theory
206
Estimation
160
Schätzung
160
Estimation theory
140
Schätztheorie
140
Time series analysis
134
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Option pricing theory
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Aufsatz in Zeitschrift
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204
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Tauchen, George Eugene
9
Todorov, Viktor
9
Bollerslev, Tim
7
Li, Jia
6
McAleer, Michael
6
Patton, Andrew J.
6
Andersen, Torben
5
Kim, Donggyu
5
Li, Yingying
5
Hallin, Marc
4
Aït-Sahalia, Yacine
3
Barigozzi, Matteo
3
Boswijk, Herman Peter
3
Chang, Chia-Lin
3
Christensen, Kim
3
Fan, Jianqing
3
Francq, Christian
3
Gupta, Rangan
3
Hafner, Christian M.
3
Kong, Xin-Bing
3
Meddahi, Nour
3
Mykland, Per A.
3
Park, Joon Y.
3
Poon, Aubrey
3
Spagnolo, Nicola
3
Taylor, Robert
3
Tse, Yiu Kuen
3
Wang, Yazhen
3
Xiu, Dacheng
3
Xu, Ke-li
3
Zakoïan, Jean-Michel
3
Ardia, David
2
Asai, Manabu
2
Bibinger, Markus
2
Cavaliere, Giuseppe
2
Chan, Joshua
2
Clinet, Simon
2
Demirer, Rıza
2
Dong, Yingjie
2
Ergemen, Yunus Emre
2
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Journal of econometrics
Economics letters
Finance research letters
253
Energy economics
190
International review of financial analysis
159
The North American journal of economics and finance : a journal of financial economics studies
140
International review of economics & finance : IREF
135
Economic modelling
134
Applied economics
124
Journal of banking & finance
122
Journal of empirical finance
117
Research in international business and finance
112
Applied economics letters
98
Journal of international financial markets, institutions & money
90
Journal of financial economics
81
Journal of risk and financial management : JRFM
81
International journal of forecasting
76
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
76
Applied financial economics
75
The journal of futures markets
74
Pacific-Basin finance journal
73
International Journal of Energy Economics and Policy : IJEEP
67
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
64
Journal of forecasting
58
The European journal of finance
56
Cogent economics & finance
48
Quantitative finance
48
Finance India : the quarterly journal of Indian Institute of Finance
47
International journal of finance & economics : IJFE
47
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
46
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
46
Journal of financial econometrics
43
Journal of financial econometrics : official journal of the Society for Financial Econometrics
43
Journal of financial markets
43
Econometric reviews
42
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
42
The journal of finance : the journal of the American Finance Association
42
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
41
International journal of economics and financial issues : IJEFI
40
Review of quantitative finance and accounting
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ECONIS (ZBW)
204
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1
Cryptocurrencies and stock market fluctuations
Musholombo, Bashige
- In:
Economics letters
233
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014506904
Saved in:
2
The impact of economic policy uncertainty on stock prices
Ginn, William
- In:
Economics letters
233
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014506998
Saved in:
3
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:
4
Asymmetric volatility impulse response functions
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Economics letters
222
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014232851
Saved in:
5
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:
6
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:
7
Moments, shocks and spillovers in Markov-switching VAR models
Kole, Erik
;
Dijk, Dick van
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365495
Saved in:
8
Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process
Wang, Xiaohu
;
Xiao, Weilin
;
Yu, Jun
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 389-415
Persistent link: https://www.econbiz.de/10014339985
Saved in:
9
Scalable inference for a full multivariate stochastic volatility model
Dellaportas, Petros
;
Titsias, Michalis K.
;
Petrova, Katerina
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 501-520
Persistent link: https://www.econbiz.de/10014340078
Saved in:
10
A simple joint model for returns, volatility and volatility of volatility
Ding, Yashuang
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 521-543
Persistent link: https://www.econbiz.de/10014340096
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