//--> //--> //-->
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:"CREATES research paper"
~isPartOf:"Journal of econometrics"
~person:"Bollerslev, Tim"
~person:"Mumtaz, Haroon"
~subject:"Nonparametric statistics"
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:"Volatilität"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Nonparametric statistics
Volatility
26
Volatilität
26
Capital income
13
Kapitaleinkommen
13
Estimation
10
Schätzung
10
Forecasting model
8
Prognoseverfahren
8
Theorie
8
Theory
8
Börsenkurs
7
Share price
7
Time series analysis
5
USA
5
United States
5
Zeitreihenanalyse
5
ARCH model
4
ARCH-Modell
4
Aktienindex
4
High-frequency data
4
Market microstructure
4
Marktmikrostruktur
4
Risikoprämie
4
Risk premium
4
Statistical distribution
4
Statistische Verteilung
4
Stochastic process
4
Stochastischer Prozess
4
Stock index
4
Aktienmarkt
3
Estimation theory
3
Nichtparametrisches Verfahren
3
Noise Trading
3
Noise trading
3
Schätztheorie
3
Stock market
3
CAPM
2
Cash Flow
2
Cash flow
2
more ...
less ...
Online availability
All
Free
1
Undetermined
1
Type of publication
All
Article
2
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
3
Author
All
Bollerslev, Tim
Mumtaz, Haroon
Todorov, Viktor
6
Hounyo, Ulrich
3
Li, Jia
3
Li, Yingying
3
Podolskij, Mark
3
Boswijk, Herman Peter
2
Casas, Isabel
2
Christensen, Kim
2
Christensen, Kimberly
2
Dalderop, Jeroen
2
Forbes, Catherine Scipione
2
Jensen, Mark J.
2
Maheu, John M.
2
Maneesoonthorn, Worapree
2
Martin, Gael M.
2
Tauchen, George Eugene
2
Zhang, Congshan
2
Zheng, Xinghua
2
Zu, Yang
2
Andersen, Torben
1
Barndorff-Nielsen, Ole E.
1
Barone-Adesi, Giovanni
1
Bouezmarni, Taoufik
1
Broadie, Mark
1
Busch, Marie
1
Chaker, Selma
1
Chen, Gong-meng
1
Choi, Yoon K.
1
Christensen, Bent Jesper
1
Clinet, Simon
1
El Ghouch, Anouar
1
Ergemen, Yunus Emre
1
Feng, Phoenix
1
Fengler, Matthias R.
1
Fusari, Nicola
1
Gao, Jiti
1
Gijbels, Irène
1
Grose, Simone D.
1
Hallin, Marc
1
more ...
less ...
Published in...
All
CREATES research paper
Journal of econometrics
CREATES Research Paper
1
ERID working paper
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economic Research Initiatives at Duke (ERID) Working Paper
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
NBER Working Paper
1
NBER technical working paper series
1
Technical working paper / National Bureau of Economic Research
1
Tools and techniques
1
Working papers / Financial Institutions Center
1
Working papers / Rodney L. White Center for Financial Research
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
Relevance
Date (newest first)
Date (oldest first)
1
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:
2
Estimation of jump tails
Bollerslev, Tim
;
Todorov, Viktor
-
2010
Persistent link: https://www.econbiz.de/10003959796
Saved in:
3
Time-varying jump tails
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of econometrics
183
(
2014
)
2
,
pp. 168-180
Persistent link: https://www.econbiz.de/10010506069
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->