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~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject:"Volatilität"
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Volatility
430
Volatilität
430
Theorie
169
Theory
169
Estimation
136
Schätzung
136
Stochastic process
136
Stochastischer Prozess
136
Estimation theory
132
Schätztheorie
132
Time series analysis
124
Zeitreihenanalyse
124
ARCH model
106
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106
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93
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93
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93
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93
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72
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72
Market microstructure
49
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49
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49
Nonparametric statistics
49
Option pricing theory
48
Optionspreistheorie
48
Statistical distribution
40
Statistische Verteilung
40
USA
36
United States
36
Stochastic volatility
34
Noise Trading
32
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32
Bayes-Statistik
27
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27
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27
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25
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25
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25
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Article
427
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English
430
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Bollerslev, Tim
20
Tauchen, George Eugene
17
Todorov, Viktor
17
Andersen, Torben
12
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
Koopman, Siem Jan
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
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Conference on Realized Volatility <2006, Montréal>
1
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Journal of econometrics
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Energy economics
598
Finance research letters
513
International review of financial analysis
398
Applied economics
376
Journal of banking & finance
374
The journal of futures markets
354
International review of economics & finance : IREF
338
Economic modelling
337
The North American journal of economics and finance : a journal of financial economics studies
324
Applied financial economics
265
Journal of empirical finance
259
Applied economics letters
257
Research in international business and finance
253
Economics letters
246
International journal of theoretical and applied finance
245
Journal of international financial markets, institutions & money
235
Journal of international money and finance
221
Journal of risk and financial management : JRFM
197
Journal of financial economics
184
Quantitative finance
183
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
169
Pacific-Basin finance journal
165
International Journal of Energy Economics and Policy : IJEEP
160
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
150
The European journal of finance
150
Journal of economic dynamics & control
146
International journal of forecasting
140
International journal of finance & economics : IJFE
139
Journal of forecasting
131
The review of financial studies
125
The journal of finance : the journal of the American Finance Association
116
Applied mathematical finance
115
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
111
Computational economics
105
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
104
Global finance journal
103
Journal of financial and quantitative analysis : JFQA
103
Review of quantitative finance and accounting
103
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ECONIS (ZBW)
430
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1
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:
2
Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel F.
;
Sun, Yixiao
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1281-1309
Persistent link: https://www.econbiz.de/10014471377
Saved in:
3
Time-varying unobserved heterogeneity in earnings shocks
Botosaru, Irene
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1378-1393
Persistent link: https://www.econbiz.de/10014471381
Saved in:
4
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
5
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:
6
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
Saved in:
7
Large volatility matrix analysis using global and national factor models
Choi, Sung Hoon
;
Kim, Donggyu
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1917-1933
Persistent link: https://www.econbiz.de/10014471436
Saved in:
8
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
Saved in:
9
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
10
Semiparametric estimation of latent variable asset pricing models
Dalderop, Jeroen
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014332225
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