//--> //--> //-->
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"
~person:"Aït-Sahalia, Yacine"
~subject:"Estimation theory"
~subject:"Statistische Verteilung"
~subject:"Swap"
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
Estimation theory
Statistische Verteilung
Swap
Volatility
11
Volatilität
11
Theorie
6
Theory
6
CAPM
4
Estimation
4
Schätzung
4
Capital income
3
Kapitaleinkommen
3
Market microstructure
3
Marktmikrostruktur
3
Schätztheorie
3
Stochastic process
3
Stochastischer Prozess
3
Börsenkurs
2
Factor analysis
2
Faktorenanalyse
2
Jumps
2
Market microstructure noise
2
Noise Trading
2
Noise trading
2
Option pricing theory
2
Optionspreistheorie
2
Share price
2
Stochastic volatility
2
ARCH model
1
ARCH-Modell
1
Ankündigungseffekt
1
Announcement effect
1
Beta risk
1
Betafaktor
1
Big data
1
Closed-form expansion
1
Continuous and jump components
1
Correlation
1
Derivat
1
Derivative
1
Dynamic equilibrium
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Aït-Sahalia, Yacine
Todorov, Viktor
12
Tauchen, George Eugene
7
Andersen, Torben
6
Li, Jia
6
Bollerslev, Tim
5
Kim, Donggyu
5
Li, Yingying
5
Xiu, Dacheng
5
Francq, Christian
4
Mykland, Per A.
4
Zakoïan, Jean-Michel
4
Gouriéroux, Christian
3
Jasiak, Joann
3
Meddahi, Nour
3
Park, Joon Y.
3
Varneskov, Rasmus Tangsgaard
3
Wang, Yazhen
3
Zhang, Lan
3
Zhu, Ke
3
Amengual, Dante
2
Bandi, Federico M.
2
Clinet, Simon
2
Corradi, Valentina
2
Dalderop, Jeroen
2
Fan, Jianqing
2
Gallant, A. Ronald
2
Grynkiv, Iaryna
2
Harvey, Andrew C.
2
Kong, Xin-Bing
2
Koopman, Siem Jan
2
Li, Guodong
2
Li, Wai Keung
2
Maheu, John M.
2
Paolella, Marc S.
2
Patton, Andrew J.
2
Polak, Pawel
2
Potiron, Yoann
2
Swanson, Norman R.
2
Wang, Bin
2
more ...
less ...
Published in...
All
Journal of econometrics
Handbooks in finance
1
Journal of the American Statistical Association : JASA
1
Research paper series / Swiss Finance Institute
1
Swiss Finance Institute Research Paper
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The term structure of equity and variance risk premia
Aït-Sahalia, Yacine
;
Karamann, Mustafa
;
Mancini, Loriano
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 204-230
Persistent link: https://www.econbiz.de/10012483319
Saved in:
2
A Hausman test for the presence of market microstructure noise in high frequency data
Aït-Sahalia, Yacine
;
Xiu, Dacheng
- In:
Journal of econometrics
211
(
2019
)
1
,
pp. 176-205
Persistent link: https://www.econbiz.de/10012303614
Saved in:
3
Market-based estimation of stochastic volatility models
Aït-Sahalia, Yacine
;
Amengual, Dante
;
Manresa, Elena
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 418-435
Persistent link: https://www.econbiz.de/10011499700
Saved in:
4
Testing for jumps in noisy high frequency data
Aït-Sahalia, Yacine
;
Jacod, Jean
;
Li, Jia
- In:
Journal of econometrics
168
(
2012
)
2
,
pp. 207-222
Persistent link: https://www.econbiz.de/10009612749
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->