//--> //--> //-->
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:"Discussion paper series / LSE Financial Markets Group"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Koopman, Siem Jan"
~person:"Payne, Richard"
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:"Volatilität"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Volatility
6
Volatilität
6
Estimation
3
Schätzung
3
Stochastic process
3
Stochastischer Prozess
3
Theorie
3
Theory
3
Börsenkurs
2
Estimation theory
2
Schätztheorie
2
Share price
2
1992-1993
1
Analysis of variance
1
Ankündigungseffekt
1
Announcement effect
1
Bayes-Statistik
1
Bayesian inference
1
Deutsche Mark
1
Devisenmarkt
1
Exchange rate
1
Foreign exchange market
1
Markov chain
1
Markov chain Monte Carlo
1
Markov-Kette
1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Saisonale Schwankungen
1
Seasonal variations
1
Statistical test
1
Statistischer Test
1
Time series analysis
1
US dollar
1
US-Dollar
1
USA
1
United States
1
Varianzanalyse
1
Wechselkurs
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
3
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Language
All
English
6
Author
All
Koopman, Siem Jan
Payne, Richard
Ghysels, Eric
4
Barndorff-Nielsen, Ole E.
3
Härdle, Wolfgang
3
Linton, Oliver
3
Ortalo-Magné, François
3
Ruiz, Esther
3
Shephard, Neil G.
3
Bos, Charles S.
2
Brownlees, Christian
2
Caporin, Massimiliano
2
Engle, Robert F.
2
Fengler, Matthias R.
2
Fleming, Jeff
2
Gallo, Giampiero M.
2
Garcia, René
2
Hartmann, Philipp
2
Herwartz, Helmut
2
Horváth, Lajos
2
Kirby, Chris
2
Kokoszka, Piotr
2
Maheu, John M.
2
Okou, Cédric
2
Olmo, Jose
2
Rodrigues, Paulo M. M.
2
Rossi, Eduardo
2
Sandmann, Gleb
2
Sentana, Enrique
2
Tauchen, George Eugene
2
Tonks, Ian
2
Wu, Liuren
2
Ahoniemi, Katja
1
Allen, Franklin
1
Andersen, Torben
1
Andreou, Alena
1
Arapis, Manuel
1
Asai, Manabu
1
Asgharian, Hossein
1
Audrino, Francesco
1
more ...
less ...
Published in...
All
Discussion paper series / LSE Financial Markets Group
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Discussion paper / Tinbergen Institute
41
Tinbergen Institute Discussion Paper
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Econometric reviews
2
Journal of econometrics
2
Econometric analysis of financial and economic time series ; part a
1
Handbook of financial time series
1
Journal of applied econometrics
1
Journal of banking & finance
1
Journal of empirical finance
1
Journal of financial econometrics
1
Monetary history, exchange rates and financial markets
1
NBB Working Paper
1
National Bank of Belgium Working Paper
1
Tinbergen Institute Discussion Paper 09-110/4
1
Tinbergen Institute Discussion Paper 10-032/2
1
Tinbergen Institute Discussion Paper 14-071/III
1
Tinbergen Institute Discussion Paper 14-118/III
1
Tinbergen Institute Discussion Paper 15-037/III/DSF90
1
Tinbergen Institute Discussion Paper 20-004/III
1
Tinbergen Institute Discussion Paper 2016-061/III
1
Tinbergen Institute Discussion Paper 2018-027/III
1
Tinbergen Institute Discussion Paper 2021-057/III
1
Working paper / National Bank of Belgium
1
Working paper / National Bank of Belgium / National Bank of Belgium
1
more ...
less ...
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Bayesian dynamic modeling of high-frequency integer price changes
Barra, István
;
Borowska, Agnieszka
;
Koopman, Siem Jan
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
3
,
pp. 384-424
Persistent link: https://www.econbiz.de/10011987788
Saved in:
2
The analysis of stochastic volatility in the presence of daily realized measures
Koopman, Siem Jan
;
Scharth, Marcel
- In:
Journal of financial econometrics : official journal of …
11
(
2013
)
1
,
pp. 76-115
Persistent link: https://www.econbiz.de/10009708926
Saved in:
3
Spot variance path estimation and its application to high-frequency jump testing
Bos, Charles S.
;
Janus, Paweł
;
Koopman, Siem Jan
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
2
,
pp. 354-389
Persistent link: https://www.econbiz.de/10009540536
Saved in:
4
An investigation of long range dependence in intra-day foreign exchange rate volatility
Henry, Mark S.
;
Payne, Richard
-
1997
Persistent link: https://www.econbiz.de/10000961212
Saved in:
5
Announcement effects and seasonality in the intra-day foreign exchange market
Payne, Richard
-
1996
Persistent link: https://www.econbiz.de/10000932226
Saved in:
6
Maximum likelihood estimation of stochastic volatility models
Sandmann, Gleb
;
Koopman, Siem Jan
-
1996
Persistent link: https://www.econbiz.de/10000953379
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->