//--> //--> //--> //-->
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:"International journal of forecasting"
~isPartOf:"Journal of econometrics"
~subject:"Optionspreistheorie"
~subject:"Stochastic volatility"
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
Optionspreistheorie
Stochastic volatility
Volatility
461
Volatilität
461
Theorie
198
Theory
198
Forecasting model
167
Prognoseverfahren
167
Time series analysis
158
Zeitreihenanalyse
158
Estimation
148
Schätzung
148
Estimation theory
130
Schätztheorie
130
ARCH model
127
ARCH-Modell
127
Capital income
120
Kapitaleinkommen
120
Stochastic process
117
Stochastischer Prozess
117
Börsenkurs
92
Share price
92
Statistical distribution
47
Statistische Verteilung
47
Nichtparametrisches Verfahren
45
Nonparametric statistics
45
Option pricing theory
44
Market microstructure
41
Marktmikrostruktur
41
Realized volatility
39
Bayes-Statistik
34
Bayesian inference
34
Markov chain
31
Markov-Kette
31
USA
31
United States
31
Exchange rate
30
Wechselkurs
30
Aktienmarkt
27
High-frequency data
27
more ...
less ...
Online availability
All
Undetermined
61
Type of publication
All
Article
83
Type of publication (narrower categories)
All
Article in journal
83
Aufsatz in Zeitschrift
83
Language
All
English
83
Author
All
Todorov, Viktor
10
Tauchen, George Eugene
8
Chan, Joshua
4
McAleer, Michael
4
Xiu, Dacheng
4
Andersen, Torben
3
Aït-Sahalia, Yacine
3
Chang, Chia-Lin
3
Gallant, A. Ronald
3
Li, Jia
3
Poon, Aubrey
3
Asai, Manabu
2
Bollerslev, Tim
2
Bondarenko, Oleg
2
Carriero, Andrea
2
Clark, Todd E.
2
Cross, Jamie
2
Fusari, Nicola
2
Grynkiv, Iaryna
2
Ling, Shiqing
2
Marcellino, Massimiliano
2
Park, Joon Y.
2
Park, Yang-Ho
2
Shin, Minchul
2
Tong, Howell
2
Varneskov, Rasmus Tangsgaard
2
Wang, Bin
2
Zheng, Xu
2
Ahsan, Nazmul
1
Amengual, Dante
1
Augustyniak, Maciej
1
Badescu, Alexandru
1
Bakshi, Gurdip S.
1
Baldovin, Fulvio
1
Bams, Dennis
1
Bandi, Federico M.
1
Barone-Adesi, Giovanni
1
Bates, David S.
1
Blanchard, Gildas
1
Bognanni, Mark
1
more ...
less ...
Published in...
All
International journal of forecasting
Journal of econometrics
International journal of theoretical and applied finance
159
Quantitative finance
102
Journal of banking & finance
81
Applied mathematical finance
72
The journal of futures markets
71
The journal of computational finance
64
Mathematical finance : an international journal of mathematics, statistics and financial theory
60
Review of derivatives research
51
Finance research letters
48
International journal of financial engineering
48
Journal of economic dynamics & control
48
European journal of operational research : EJOR
43
Finance and stochastics
42
The North American journal of economics and finance : a journal of financial economics studies
41
Computational economics
39
The journal of derivatives : the official publication of the International Association of Financial Engineers
36
Journal of mathematical finance
35
Energy economics
29
Insurance / Mathematics & economics
29
Research paper series / Swiss Finance Institute
28
Risks : open access journal
28
Journal of financial economics
27
Review of quantitative finance and accounting
27
Annals of finance
26
Economic modelling
26
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
25
Working paper
25
International review of economics & finance : IREF
24
Discussion paper / Tinbergen Institute
23
Applied economics
22
Economics letters
22
The European journal of finance
22
Journal of empirical finance
21
International review of financial analysis
20
Decisions in economics and finance : DEF ; a journal of applied mathematics
19
Journal of risk and financial management : JRFM
19
Management science : journal of the Institute for Operations Research and the Management Sciences
19
Asia-Pacific financial markets
18
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
17
more ...
less ...
Source
All
ECONIS (ZBW)
83
Showing
1
-
10
of
83
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Comparing stochastic volatility specifications for large Bayesian VARs
Chan, Joshua
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1419-1446
Persistent link: https://www.econbiz.de/10014471398
Saved in:
2
High-dimensional conditionally Gaussian state space models with missing data
Chan, Joshua
;
Poon, Aubrey
;
Zhu, Dan
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332310
Saved in:
3
Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 346-363
Persistent link: https://www.econbiz.de/10014462786
Saved in:
4
Bias reduction in spot volatility estimation from options
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 53-81
Persistent link: https://www.econbiz.de/10014364661
Saved in:
5
Nowcasting GDP with a pool of factor models and a fast estimation algorithm
Eraslan, Sercan
;
Schröder, Maximilian
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1460-1476
Persistent link: https://www.econbiz.de/10014465295
Saved in:
6
A discrete-time hedging framework with multiple factors and fat tails : on what matters
Augustyniak, Maciej
;
Badescu, Alexandru
;
Bégin, …
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 416-444
Persistent link: https://www.econbiz.de/10014339997
Saved in:
7
Nonparametric jump variation measures from options
Todorov, Viktor
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 255-280
Persistent link: https://www.econbiz.de/10013463804
Saved in:
8
Testing for the presence of jump components in jump diffusion models
Wang, Bin
;
Zheng, Xu
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 483-509
Persistent link: https://www.econbiz.de/10013464085
Saved in:
9
Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 285-304
Persistent link: https://www.econbiz.de/10013441658
Saved in:
10
Comment on "Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors"
Bognanni, Mark
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 498-505
Persistent link: https://www.econbiz.de/10013442175
Saved in:
1
2
3
4
5
6
7
8
9
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->