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isPartOf:"Journal of econometrics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~subject:"Statistische Verteilung"
~type_genre:"Article in journal"
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Search: subject_exact:"Volatility"
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Statistische Verteilung
Volatility
724
Volatilität
724
Estimation
212
Schätzung
212
Theorie
194
Theory
194
Börsenkurs
189
Share price
189
ARCH model
173
ARCH-Modell
173
Capital income
173
Kapitaleinkommen
173
Stochastic process
140
Stochastischer Prozess
140
Time series analysis
132
Zeitreihenanalyse
132
Estimation theory
131
Schätztheorie
131
Stock market
114
Aktienmarkt
113
Option pricing theory
113
Optionspreistheorie
113
Forecasting model
112
Prognoseverfahren
112
USA
88
United States
88
Spillover effect
76
Spillover-Effekt
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66
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Welt
62
World
62
Risk
54
Risiko
51
Statistical distribution
50
Nichtparametrisches Verfahren
48
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48
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50
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Bollerslev, Tim
3
Todorov, Viktor
3
Corradi, Valentina
2
Meddahi, Nour
2
Paolella, Marc S.
2
Polak, Pawel
2
Swanson, Norman R.
2
Agca, Senay
1
Agrawal, Deepak
1
Aguilar, Mike
1
Augustyniak, Maciej
1
Ayadi, Mohamed
1
Badescu, Alexandru
1
Bandi, Federico M.
1
Bianconi, Marcelo
1
Bondarenko, Oleg
1
Bouezmarni, Taoufik
1
Buccheri, Giuseppe
1
Bégin, Jean-François
1
Cai, Zhe
1
Calvet, Laurent E.
1
Cao, Xu
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
Gupta, Rangan
1
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1
Harvey, Andrew C.
1
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Journal of econometrics
The North American journal of economics and finance : a journal of financial economics studies
The journal of derivatives : the official publication of the International Association of Financial Engineers
International journal of theoretical and applied finance
16
Finance research letters
14
Quantitative finance
14
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
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
Journal of forecasting
8
The journal of futures markets
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
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
Pacific-Basin finance journal
4
Quantitative finance and economics
4
Review of derivatives research
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Annals of finance
3
Applied economics letters
3
Asia-Pacific financial markets
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ECONIS (ZBW)
50
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50
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1
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:
2
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:
3
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:
4
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:
5
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:
6
Predictability of tail risks of Canada and the U.S. over a century : the role of spillovers and oil tail risks
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013413542
Saved in:
7
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:
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
VIX forecasting based on GARCH-type model with observable dynamic jumps : a new perspective
Qiao, Gaoxiu
;
Yang, Jiyu
;
Li, Weiping
- In:
The North American journal of economics and finance : a …
53
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012632195
Saved in:
10
Implied risk aversion and pricing kernel in the FTSE 100 index
Liao, Wen Ju
;
Sung, Hao-Chang
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012667184
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