//--> //--> //-->
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
subject:"Volatility"
~isPartOf:"Working paper"
~person:"Bowman, Robert G."
~person:"Neely, Christopher J."
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:"Estimation"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Estimation
11
Schätzung
11
Exchange rate
5
USA
5
United States
5
Volatilität
5
Wechselkurs
5
Forecasting model
3
Prognoseverfahren
3
Theorie
3
Theory
3
Ankündigungseffekt
2
Announcement effect
2
Börsenkurs
2
Devisenmarkt
2
Foreign exchange market
2
Share price
2
1951-2006
1
1973-1991
1
2013
1
ARCH model
1
ARCH-Modell
1
ARMA model
1
ARMA-Modell
1
CAPM
1
Capital income
1
Cojumps
1
Currency derivative
1
Derivat
1
Derivative
1
Efficient market hypothesis
1
Effizienzmarkthypothese
1
Exchange rate policy
1
FOMC news
1
Financial economics
1
Geldpolitik
1
Gold
1
High-frequency data
1
IV-Schätzung
1
more ...
less ...
Online availability
All
Free
4
Undetermined
1
Type of publication
All
Book / Working Paper
5
Type of publication (narrower categories)
All
Arbeitspapier
5
Working Paper
5
Graue Literatur
4
Non-commercial literature
4
Language
All
English
5
Author
All
Bowman, Robert G.
Neely, Christopher J.
McAleer, Michael
13
Mumtaz, Haroon
11
Theodoridis, Konstantinos
5
Chang, Chia-Lin
3
Escribano, Álvaro
3
Manera, Matteo
3
Nguyen, Hoang
3
Österholm, Pär
3
Allen, David E.
2
Asai, Manabu
2
Blazsek, Szabolcs
2
Erdemlioglu, Deniz
2
Gourier, Elise
2
Kapetanios, George
2
Karlsson, Sune
2
Kiss, Tamás
2
Laurent, Sébastien
2
Licht, Adrian
2
Raunig, Burkhard
2
Roengchai Tansuchat
2
Scharth, Marcel
2
Tripier, Fabien
2
Valenti, Daniele
2
Alessandri, Piergiorgio
1
Asai, Manuabu
1
Baker, Scott
1
Baldi, Lucia
1
Bardgett, Chris
1
Bas, Maria
1
Bastianin, Andrea
1
Behmiri, Niaz Bashiri
1
Beine, Michel
1
Belke, Ansgar
1
Białkowski, Je̜drzej
1
Bloom, Nicholas
1
Bombarda, Pamela
1
Caporin, Massimiliano
1
Carriero, Andrea
1
more ...
less ...
Institution
All
Federal Reserve Bank of St. Louis
1
Published in...
All
Working paper
Federal Reserve Bank of St. Louis Working Paper
1
Handbook of research methods and applications in empirical finance
1
International journal of finance & economics : IJFE
1
Journal of econometrics
1
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Systemic tail risk: high-frequency measurement, evidence and implications
Erdemlioglu, Deniz
;
Neely, Christopher J.
;
Yang, Xiye
-
2023
Persistent link: https://www.econbiz.de/10014320683
Saved in:
2
Econometric modeling of exchange rate volatility and jumps
Erdemlioglu, Deniz
;
Laurent, Sébastien
;
Neely, …
-
2012
Persistent link: https://www.econbiz.de/10009522869
Saved in:
3
Systematic cojumps, market component portfolios and scheduled macroeconomic announcements
Kam Fong Chan
;
Bowman, Robert G.
;
Neely, Christopher J.
-
2017
-
This version: April 2017
Persistent link: https://www.econbiz.de/10011691468
Saved in:
4
Central bank intervention and exchange rate volatility, its continuous and jump components
Beine, Michel
;
Lahaye, Jérôme
;
Laurent, Sébastien
; …
-
2007
-
Rev.
Persistent link: https://www.econbiz.de/10003740039
Saved in:
5
Implied volatility from options on gold futures : do statistical forecasts add value or simply paint the lilly?
Neely, Christopher J.
(
contributor
)
-
2003
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001982800
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->