//--> //--> //-->
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 empirical finance"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Kokoszka, Piotr"
~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
Theorie
4
Theory
4
Estimation
3
Schätzung
3
Stochastic process
3
Stochastischer Prozess
3
ARCH model
2
ARCH-Modell
2
Börsenkurs
2
Share price
2
Statistical test
2
Statistischer Test
2
Analysis of variance
1
Bayes-Statistik
1
Bayesian inference
1
Capital income
1
Correlation
1
Estimation theory
1
Factor analysis
1
Faktorenanalyse
1
Fractional integration
1
Kapitaleinkommen
1
Korrelation
1
Markov chain
1
Markov chain Monte Carlo
1
Markov-Kette
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Multivariate Analyse
1
Multivariate Verteilung
1
Multivariate analysis
1
Multivariate distribution
1
Multivariate volatility
1
Oil price
1
Schätztheorie
1
Statistical distribution
1
Statistische Verteilung
1
Student's t copula
1
more ...
less ...
Online availability
All
Undetermined
1
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
Kokoszka, Piotr
Koopman, Siem Jan
Christiansen, Charlotte
5
Ghysels, Eric
5
Caporin, Massimiliano
4
Frijns, Bart
4
Barndorff-Nielsen, Ole E.
3
Bollerslev, Tim
3
Brownlees, Christian
3
Dijk, Dick van
3
Fleming, Jeff
3
Gallo, Giampiero M.
3
Herwartz, Helmut
3
Härdle, Wolfgang
3
Jiang, George J.
3
Karanasos, Menelaos
3
Laurent, Sébastien
3
Maheu, John M.
3
Nelson, Charles R.
3
Nielsen, Morten Ørregaard
3
Rossi, Eduardo
3
Ruiz, Esther
3
Santucci de Magistris, Paolo
3
Wang, Yudong
3
Wu, Chongfeng
3
Andersen, Torben
2
Asai, Manabu
2
Baillie, Richard
2
Bali, Turan G.
2
Bos, Charles S.
2
Chen, Yu-Lun
2
Conrad, Christian
2
Engle, Robert F.
2
Fałdziński, Marcin
2
Fengler, Matthias R.
2
Fiszeder, Piotr
2
Frederiksen, Per
2
Garcia, René
2
Ho, Kin-Yip
2
Horváth, Lajos
2
Hou, Ai Jun
2
more ...
less ...
Published in...
All
Journal of empirical finance
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
Journal of time series econometrics
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 financial econometrics
1
NBB Working Paper
1
National Bank of Belgium Working Paper
1
The econometrics journal
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
Functional dynamic factor model for intraday price curves
Kokoszka, Piotr
;
Miao, Hong
;
Zhang, Xi
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
2
,
pp. 456-477
Persistent link: https://www.econbiz.de/10011339294
Saved in:
3
Long memory dynamics for multivariate dependence under heavy tails
Janus, Paweł
;
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of empirical finance
29
(
2014
),
pp. 187-206
Persistent link: https://www.econbiz.de/10011300485
Saved in:
4
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:
5
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:
6
Sample and implied volatility in GARCH models
Horváth, Lajos
;
Kokoszka, Piotr
;
Zitikis, Ričardas
- In:
Journal of financial econometrics : official journal of …
4
(
2006
)
4
,
pp. 617-635
Persistent link: https://www.econbiz.de/10003565751
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->