//--> //--> //-->
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:"Working paper / National Bureau of Economic Research, Inc."
~person:"Engle, Robert F."
~subject:"USA"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
USA
Volatility
8
Volatilität
8
Estimation
5
Schätzung
5
United States
4
Forecasting model
3
Index futures
3
Index-Futures
3
Measurement
3
Messung
3
Prognoseverfahren
3
Capital income
2
Financial market
2
Finanzmarkt
2
Kapitaleinkommen
2
Public bond
2
Theorie
2
Theory
2
Öffentliche Anleihe
2
Aktienindex
1
Analysis of variance
1
Ankündigungseffekt
1
Announcement effect
1
Börsenkurs
1
Correlation
1
Devisenmarkt
1
Exchange rate
1
Foreign exchange market
1
Government securities
1
Korrelation
1
Liquidity
1
Liquidity-at-risk
1
Liquidität
1
Log-ACD models
1
Multivariate Analyse
1
Multivariate analysis
1
Option pricing theory
1
Optionspreistheorie
1
Share price
1
more ...
less ...
Online availability
All
Free
1
Undetermined
1
Type of publication
All
Article
3
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
4
Author
All
Engle, Robert F.
Andersen, Torben
6
Davis, Steven J.
6
Aït-Sahalia, Yacine
4
Bates, David S.
4
Bekaert, Geert
4
Bollerslev, Tim
4
Glaeser, Edward L.
4
Kelly, Bryan T.
4
Lettau, Martin
4
Moffitt, Robert A.
4
Nieuwerburgh, Stijn van
4
Schwert, George William
4
Stulz, René M.
4
Ang, Andrew
3
Campbell, John Y.
3
Comin, Diego
3
Fernández-Villaverde, Jesús
3
Ghysels, Eric
3
Giglio, Stefano
3
Guerrón-Quintana, Pablo A.
3
Haltiwanger, John C.
3
Jaimovich, Nir
3
Ludvigson, Sydney C.
3
Lustig, Hanno
3
Morck, Randall
3
Nakamura, Emi
3
Rubio-Ramírez, Juan Francisco
3
Santa-Clara, Pedro
3
Vavra, Joseph S.
3
Baker, Scott
2
Banks, James
2
Bansal, Ravi
2
Bartram, Söhnke M.
2
Benzoni, Luca
2
Berger, David
2
Bianchi, Francesco
2
Bloom, Nicholas
2
Blundell, Richard W.
2
Brown, Gregory W.
2
more ...
less ...
Published in...
All
Journal of econometrics
Working paper / National Bureau of Economic Research, Inc.
Advanced texts in econometrics
1
Discussion paper / Department of Economics, University of California San Diego
1
Forecasting volatility in the financial markets
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Review of derivatives research
1
Staff reports / Federal Reserve Bank of New York
1
The review of economics and statistics
1
Working papers
1
more ...
less ...
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
A multiple indicators model for volatility using intra-daily data
Engle, Robert F.
;
Gallo, Giampiero M.
-
2003
Persistent link: https://www.econbiz.de/10001852358
Saved in:
3
A long-run pure variance common features model for the common volatilities of the Dow Jones
Engle, Robert F.
;
Marcucci, Juri
- In:
Journal of econometrics
132
(
2006
)
1
,
pp. 7-42
Persistent link: https://www.econbiz.de/10003320235
Saved in:
4
A multiple indicators model for volatility using intra-daily data
Engle, Robert F.
;
Gallo, Giampiero M.
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 3-27
Persistent link: https://www.econbiz.de/10003298558
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->