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Search: subject:"Volatility"
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Volatility
89
Volatilität
89
Theorie
53
Theory
53
Stochastic process
44
Stochastischer Prozess
44
Time series analysis
33
Zeitreihenanalyse
33
Estimation
28
Schätzung
28
Estimation theory
25
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25
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22
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22
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19
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19
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18
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18
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92
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94
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94
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English
94
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McAleer, Michael
13
Asai, Manabu
6
Maasoumi, Esfandiar
6
Cavaliere, Giuseppe
4
Taylor, Robert
4
Teräsvirta, Timo
3
Anatolyev, Stanislav
2
Bordignon, Silvano
2
Caporin, Massimiliano
2
Chan, Joshua
2
Gouriéroux, Christian
2
Horowitz, Joel
2
Hoti, Suhejla
2
Jawadi, Fredj
2
Koopman, Siem Jan
2
Medeiros, Marcelo C.
2
Meyer, Renate
2
Neumann, George R.
2
Phillips, Peter C. B.
2
Yu, Jun
2
Alexander, Carol
1
Alghalith, Moawia
1
Amado, Cristina
1
Andreou, Panayiotis C.
1
Anyfantaki, Sofia
1
Audrino, Francesco
1
Ausín, M. Concepción
1
Bandi, Federico M.
1
Bennedsen, Mikkel
1
Bermudez, P. de Zea
1
Boswijk, Herman Peter
1
Brechmann, E. C.
1
Brownlees, Christian
1
Bu, Ruijun
1
Cai, Yuzhi
1
Cai, Zongwu
1
Cartea, Álvaro
1
Catani, Paul
1
Chan, David
1
Chan, Felix
1
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Econometric reviews
NBER working paper series
687
Working paper / National Bureau of Economic Research, Inc.
646
Energy economics
602
NBER Working Paper
595
Discussion paper series / IZA
585
Finance research letters
530
Applied economics
437
International review of financial analysis
405
Journal of banking & finance
397
Discussion paper / Centre for Economic Policy Research
361
Economic modelling
361
International review of economics & finance : IREF
356
The journal of futures markets
355
Journal of econometrics
325
The North American journal of economics and finance : a journal of financial economics studies
325
Working paper
322
Economics letters
302
CESifo working papers
290
Applied economics letters
288
IZA Discussion Paper
272
Journal of empirical finance
268
Applied financial economics
267
Research in international business and finance
260
International journal of theoretical and applied finance
245
Journal of international financial markets, institutions & money
240
Discussion paper / Tinbergen Institute
239
Journal of international money and finance
223
Journal of financial economics
210
Journal of risk and financial management : JRFM
207
Quantitative finance
183
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
181
Pacific-Basin finance journal
173
Journal of economic dynamics & control
166
IMF working papers
164
International Journal of Energy Economics and Policy : IJEEP
157
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
157
Labour economics : official journal of the European Association of Labour Economists
157
The European journal of finance
153
Discussion papers / CEPR
145
International journal of forecasting
144
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ECONIS (ZBW)
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94
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1
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
De Angelis, Luca
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 725-757
Persistent link: https://www.econbiz.de/10014420355
Saved in:
2
A new Bayesian model for contagion and interdependence
Poon, Aubrey
;
Zhu, Dan
- In:
Econometric reviews
41
(
2022
)
7
,
pp. 806-826
Persistent link: https://www.econbiz.de/10013364908
Saved in:
3
Extremal quantiles and stock price crashes
Andreou, Panayiotis C.
;
Anyfantaki, Sofia
;
Maasoumi, …
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 703-724
Persistent link: https://www.econbiz.de/10014420354
Saved in:
4
Dynamic factor, leverage and realized covariances in multivariate stochastic
volatility
Yamauchi, Yuta
;
Omori, Yasuhiro
- In:
Econometric reviews
42
(
2023
)
6
,
pp. 513-539
Persistent link: https://www.econbiz.de/10014305574
Saved in:
5
The continuous limit of weak GARCH
Alexander, Carol
;
Lazar, Emese
- In:
Econometric reviews
40
(
2021
)
2
,
pp. 197-216
Persistent link: https://www.econbiz.de/10012483807
Saved in:
6
Large dimensional portfolio allocation based on a mixed frequency dynamic factor model
Peng, Siyang
;
Shaojun, Guo
;
Long, Yonghong
- In:
Econometric reviews
41
(
2022
)
5
,
pp. 539-563
Persistent link: https://www.econbiz.de/10013364893
Saved in:
7
On the estimation of integrated
volatility
in the presence of jumps and microstructure noise
Brownlees, Christian
;
Nualart, Eulalia
;
Sun, Yucheng
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 991-1013
Persistent link: https://www.econbiz.de/10012406198
Saved in:
8
Forecasting crude oil price intervals and return
volatility
via autoregressive conditional interval models
He, Yanan
;
Han, Ai
;
Hong, Yongmiao
;
Sun, Yuying
;
Wang, …
- In:
Econometric reviews
40
(
2021
)
6
,
pp. 584-606
Persistent link: https://www.econbiz.de/10012624525
Saved in:
9
GMM estimation of a realized stochastic
volatility
model : a Monte Carlo study
Chaussé, Pierre
;
Xu, Dinghai
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 719-743
Persistent link: https://www.econbiz.de/10012040406
Saved in:
10
Bayesian analysis of moving average stochastic
volatility
models : modeling in-mean effects and leverage for financial time series
Dimitrakopoulos, Stefanos
;
Kolossiatis, Michalis
- In:
Econometric reviews
39
(
2020
)
4
,
pp. 319-343
Persistent link: https://www.econbiz.de/10012181420
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