//--> //--> //-->
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:"Xiu, Dacheng"
~subject:"Share price"
~subject:"Zeitreihenanalyse"
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
Share price
Zeitreihenanalyse
Volatility
8
Volatilität
8
Option pricing theory
4
Optionspreistheorie
4
ARCH model
3
ARCH-Modell
3
Capital income
3
Estimation
3
Kapitaleinkommen
3
Schätzung
3
Stochastic process
3
Stochastischer Prozess
3
Börsenkurs
2
Derivat
2
Derivative
2
Estimation theory
2
Factor analysis
2
Faktorenanalyse
2
Option trading
2
Optionsgeschäft
2
Schätztheorie
2
Swap
2
Theorie
2
Theory
2
Variance swaps
2
Ankündigungseffekt
1
Announcement effect
1
Beta risk
1
Betafaktor
1
Big data
1
Black-Scholes model
1
Black-Scholes-Modell
1
CAPM
1
Closed-form expansion
1
Continuous and jump components
1
Correlation
1
Double exponential jumps
1
Downward volatility jumps
1
Factor model
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Xiu, Dacheng
Tauchen, George Eugene
10
Todorov, Viktor
9
Andersen, Torben
8
Bollerslev, Tim
8
Schwert, George William
7
Li, Jia
6
Aït-Sahalia, Yacine
5
Bansal, Ravi
5
Bekaert, Geert
5
Kim, Donggyu
5
Li, Yingying
5
McAleer, Michael
5
Patton, Andrew J.
5
Ang, Andrew
4
Campbell, John Y.
4
Hallin, Marc
4
Lettau, Martin
4
Stulz, René M.
4
Barigozzi, Matteo
3
Bloom, Nicholas
3
Boswijk, Herman Peter
3
Christensen, Kim
3
Fan, Jianqing
3
Farmer, Roger E. A.
3
Francq, Christian
3
Gallant, A. Ronald
3
Ghysels, Eric
3
Hale, Galina
3
Kong, Xin-Bing
3
Ludvigson, Sydney C.
3
Morck, Randall
3
Mykland, Per A.
3
Razin, Asaf
3
Taylor, Robert
3
Tong, Hui
3
Wang, Yazhen
3
Weidenmier, Marc D.
3
Zakoïan, Jean-Michel
3
Asai, Manabu
2
more ...
less ...
Published in...
All
Journal of econometrics
Working paper / National Bureau of Economic Research, Inc.
Chicago Booth Research Paper
3
CEA_372Cass working paper series
1
Cahier / Départment de Sciences Économiques, Université de Montréal
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Using principal component analysis to estimate a high dimensional factor model with high-frequency data
Aït-Sahalia, Yacine
;
Xiu, Dacheng
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 384-399
Persistent link: https://www.econbiz.de/10011920525
Saved in:
2
Increased correlation among asset classes : Are volatility or jumps to blame, or both?
Aït-Sahalia, Yacine
;
Xiu, Dacheng
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 205-219
Persistent link: https://www.econbiz.de/10011705106
Saved in:
3
Quasi-maximum likelihood estimation of volatility with high frequency data
Xiu, Dacheng
- In:
Journal of econometrics
159
(
2010
)
1
,
pp. 235-250
Persistent link: https://www.econbiz.de/10008839925
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->