//--> //--> //--> //-->
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:"Review of derivatives research"
~source:"econis"
~subject:"ARCH model"
~subject:"Stochastischer Prozess"
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
ARCH model
Stochastischer Prozess
Volatility
391
Volatilität
391
Theorie
149
Theory
149
Stochastic process
128
Estimation theory
117
Schätztheorie
117
Estimation
111
Schätzung
111
Time series analysis
102
Zeitreihenanalyse
102
Option pricing theory
88
Optionspreistheorie
88
Capital income
75
Kapitaleinkommen
75
ARCH-Modell
72
Börsenkurs
71
Share price
71
Forecasting model
52
Prognoseverfahren
52
Stochastic volatility
42
Market microstructure
41
Marktmikrostruktur
41
Nichtparametrisches Verfahren
40
Nonparametric statistics
40
Statistical distribution
38
Statistische Verteilung
38
Option trading
34
Optionsgeschäft
34
Derivat
33
Derivative
33
CAPM
29
USA
29
United States
29
High-frequency data
26
Noise Trading
26
Noise trading
26
Bayes-Statistik
24
more ...
less ...
Online availability
All
Undetermined
101
Type of publication
All
Article
182
Type of publication (narrower categories)
All
Article in journal
182
Aufsatz in Zeitschrift
182
Language
All
English
182
Author
All
Todorov, Viktor
11
Tauchen, George Eugene
8
Bollerslev, Tim
7
McAleer, Michael
5
Andersen, Torben
4
Asai, Manabu
4
Francq, Christian
4
Kim, Donggyu
4
Shephard, Neil G.
4
Xiu, Dacheng
4
Zakoïan, Jean-Michel
4
Aït-Sahalia, Yacine
3
Carriero, Andrea
3
Clark, Todd E.
3
Hallin, Marc
3
Li, Jia
3
Linton, Oliver
3
Maheu, John M.
3
Marcellino, Massimiliano
3
Paolella, Marc S.
3
Wang, Yazhen
3
Yu, Jun
3
Zhu, Ke
3
Amengual, Dante
2
Barigozzi, Matteo
2
Bondarenko, Oleg
2
Boswijk, Herman Peter
2
Cavaliere, Giuseppe
2
Chan, Joshua
2
Chang, Chia-Lin
2
Chib, Siddhartha
2
Creal, Drew
2
Dufour, Jean-Marie
2
Escobar, Marcos
2
Gallant, A. Ronald
2
Ghysels, Eric
2
Gonçalves, Sílvia
2
Grynkiv, Iaryna
2
Hafner, Christian M.
2
Jensen, Mark J.
2
more ...
less ...
Published in...
All
Journal of econometrics
Review of derivatives research
Energy economics
247
Finance research letters
190
International journal of theoretical and applied finance
138
Economic modelling
128
The North American journal of economics and finance : a journal of financial economics studies
123
Applied economics
122
International review of financial analysis
119
Journal of empirical finance
114
International review of economics & finance : IREF
109
Quantitative finance
106
Research in international business and finance
100
Discussion paper / Tinbergen Institute
95
Journal of banking & finance
87
Journal of risk and financial management : JRFM
86
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
79
Economics letters
76
Applied financial economics
74
Journal of international financial markets, institutions & money
74
International journal of forecasting
73
The journal of futures markets
72
Working paper
71
Computational economics
66
Applied mathematical finance
65
Journal of financial econometrics : official journal of the Society for Financial Econometrics
65
Journal of forecasting
64
Applied economics letters
62
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
62
Econometric reviews
58
The European journal of finance
58
Journal of economic dynamics & control
56
International Journal of Energy Economics and Policy : IJEEP
51
The journal of computational finance
51
Journal of mathematical finance
50
Risks : open access journal
50
Mathematical finance : an international journal of mathematics, statistics and financial theory
49
International journal of finance & economics : IJFE
48
Econometric Institute research papers
47
Finance and stochastics
47
European journal of operational research : EJOR
46
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
182
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
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:
5
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
Saved in:
6
Comparing stochastic volatility specifications for large Bayesian VARs
Chan, Joshua
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1419-1446
Persistent link: https://www.econbiz.de/10014471398
Saved in:
7
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
Saved in:
8
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:
9
Valuing fade-in options with default risk in Heston-Nandi GARCH models
Wang, Xingchun
- In:
Review of derivatives research
25
(
2022
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10013191374
Saved in:
10
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:
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...
//-->