//--> //--> //-->
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:"Journal of econometrics"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Bos, Charles S."
~person:"Koopman, Siem Jan"
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 theory
3
Schätztheorie
3
Theorie
3
Theory
3
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Stochastic process
2
Stochastischer Prozess
2
1989-2003
1
Analysis of variance
1
Bayes-Statistik
1
Bayesian inference
1
Börsenkurs
1
Consistency
1
EU countries
1
EU-Staaten
1
Estimation
1
Exchange rate
1
Exchange rate policy
1
Indirect inference
1
Japan
1
Markov chain
1
Markov chain Monte Carlo
1
Markov-Kette
1
Missing data
1
Observation-driven models
1
Schätzung
1
Share price
1
Statistical test
1
Statistischer Test
1
Time series analysis
1
USA
1
United States
1
Varianzanalyse
1
Wechselkurs
1
Wechselkurspolitik
1
Zeitreihenanalyse
1
discrete distributions
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
6
Author
All
Bos, Charles S.
Koopman, Siem Jan
Bollerslev, Tim
20
Tauchen, George Eugene
17
Todorov, Viktor
17
Andersen, Torben
13
Aït-Sahalia, Yacine
11
Ghysels, Eric
10
McAleer, Michael
10
Meddahi, Nour
9
Mykland, Per A.
8
Shephard, Neil G.
8
Xiu, Dacheng
8
Li, Jia
7
Patton, Andrew J.
7
Asai, Manabu
6
Cavaliere, Giuseppe
6
Gouriéroux, Christian
6
Kim, Donggyu
6
Li, Yingying
6
Maheu, John M.
6
Engle, Robert F.
5
Francq, Christian
5
Gallant, A. Ronald
5
Hallin, Marc
5
Linton, Oliver
5
Renault, Eric
5
Renò, Roberto
5
Taylor, Robert
5
Zakoïan, Jean-Michel
5
Zhou, Hao
5
Bandi, Federico M.
4
Barigozzi, Matteo
4
Barndorff-Nielsen, Ole E.
4
Boswijk, Herman Peter
4
Calvet, Laurent E.
4
Caporin, Massimiliano
4
Fan, Jianqing
4
Gallo, Giampiero M.
4
Gonçalves, Sílvia
4
Härdle, Wolfgang
4
more ...
less ...
Published in...
All
Journal of econometrics
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Discussion paper / Tinbergen Institute
56
Tinbergen Institute Discussion Paper
16
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Econometric reviews
2
Discussion paper series / LSE Financial Markets Group
1
Econometric analysis of financial and economic time series ; part a
1
Handbook of financial time series
1
Journal of applied econometrics
1
Journal of empirical finance
1
Journal of financial econometrics
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
Missing observations in observation-driven time series models
Blasques, F.
;
Gorgi, P.
;
Koopman, Siem Jan
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 542-568
Persistent link: https://www.econbiz.de/10012619249
Saved in:
2
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:
3
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:
4
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:
5
The impact of central bank FX interventions on currency components
Beine, Michel
;
Bos, Charles S.
;
Laurent, Sébastien
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
1
,
pp. 154-183
Persistent link: https://www.econbiz.de/10003518305
Saved in:
6
Estimation of stochastic volatility models via Monte Carlo maximum likelihood
Sandmann, Gleb
- In:
Journal of econometrics
87
(
1998
)
2
,
pp. 271-301
Persistent link: https://www.econbiz.de/10001246644
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->