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~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"Volatility"
~type_genre:"Article in journal"
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Volatility
Theorie
154
Theory
154
Volatilität
110
Estimation
77
Schätzung
77
Estimation theory
73
Schätztheorie
73
Capital income
66
Kapitaleinkommen
66
ARCH model
65
ARCH-Modell
65
Forecasting model
61
Prognoseverfahren
61
Börsenkurs
56
Share price
56
Time series analysis
56
Zeitreihenanalyse
56
Stochastic process
47
Stochastischer Prozess
47
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36
Risk measure
36
Portfolio selection
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Portfolio-Management
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Bayesian inference
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United States
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Nichtparametrisches Verfahren
26
Nonparametric statistics
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Correlation
24
Korrelation
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Risikoprämie
24
Risk premium
24
Statistical distribution
23
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22
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22
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109
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110
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English
110
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Ghysels, Eric
4
Barndorff-Nielsen, Ole E.
3
Härdle, Wolfgang
3
Koopman, Siem Jan
3
Ruiz, Esther
3
Bos, Charles S.
2
Brownlees, Christian
2
Caporin, Massimiliano
2
Engle, Robert F.
2
Fengler, Matthias R.
2
Fleming, Jeff
2
Gallo, Giampiero M.
2
Garcia, René
2
Herwartz, Helmut
2
Horváth, Lajos
2
Kirby, Chris
2
Kokoszka, Piotr
2
Maheu, John M.
2
Okou, Cédric
2
Olmo, Jose
2
Rodrigues, Paulo M. M.
2
Rossi, Eduardo
2
Shephard, Neil G.
2
Tauchen, George Eugene
2
Wu, Liuren
2
Ahoniemi, Katja
1
Andersen, Torben
1
Andreou, Alena
1
Arapis, Manuel
1
Asai, Manabu
1
Asgharian, Hossein
1
Audrino, Francesco
1
Badescu, Alexandru
1
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1
Bandi, Federico M.
1
Bannouh, Karim
1
Barone-Adesi, Giovanni
1
Barra, István
1
Barunik, Jozef
1
Beine, Michel
1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Energy economics
642
Finance research letters
611
International review of financial analysis
419
Applied economics
380
Journal of banking & finance
375
International review of economics & finance : IREF
368
The journal of futures markets
360
Economic modelling
341
The North American journal of economics and finance : a journal of financial economics studies
324
Journal of econometrics
320
Research in international business and finance
285
Applied financial economics
265
Journal of empirical finance
264
Applied economics letters
261
Economics letters
245
International journal of theoretical and applied finance
245
Journal of international financial markets, institutions & money
240
Journal of international money and finance
230
Journal of risk and financial management : JRFM
197
Quantitative finance
194
Journal of financial economics
184
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
172
Pacific-Basin finance journal
171
International Journal of Energy Economics and Policy : IJEEP
169
The European journal of finance
158
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
155
International journal of finance & economics : IJFE
151
Journal of economic dynamics & control
151
International journal of forecasting
145
Journal of forecasting
131
The review of financial studies
126
Computational economics
119
Applied mathematical finance
117
The journal of finance : the journal of the American Finance Association
117
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
111
Global finance journal
107
International journal of economics and financial issues : IJEFI
105
Journal of financial and quantitative analysis : JFQA
104
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
104
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ECONIS (ZBW)
110
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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
Can volatility models explain extreme events?
Trapin, Luca
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
2
,
pp. 297-315
Persistent link: https://www.econbiz.de/10011987768
Saved in:
3
Downside variance risk premium
Feunou, Bruno
;
Jahan-Parvar, Mohammad R.
;
Okou, Cédric
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
3
,
pp. 341-383
Persistent link: https://www.econbiz.de/10011987780
Saved in:
4
Efficient multipowers
Kolokolov, Aleksey
;
Renò, Roberto
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
4
,
pp. 629-659
Persistent link: https://www.econbiz.de/10011988002
Saved in:
5
Fractionally integrated COGARCH processes
Haug, Stephan
;
Klüppelberg, Claudia
;
Straub, German
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
4
,
pp. 599-628
Persistent link: https://www.econbiz.de/10011988000
Saved in:
6
Structural volatility impulse response function and asymptotic inference
Liu, Xiaochun
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
2
,
pp. 316-339
Persistent link: https://www.econbiz.de/10011987769
Saved in:
7
Combining multivariate volatility forecasts: an economic-based approach
Caldeira, João F.
;
Moura, Guilherme Valle
;
Nogales, …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 247-285
Persistent link: https://www.econbiz.de/10011987429
Saved in:
8
High- and low-frequency correlations in European government bond spreads and their macroeconomic drivers
Boffelli, Simona
;
Skintzi, Vasiliki D.
;
Urga, Giovanni
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
1
,
pp. 62-105
Persistent link: https://www.econbiz.de/10011658739
Saved in:
9
Indirect inference estimation of mixed frequency stochastic volatility state space models using MIDAS regressions and ARCH models
Gagliardini, Patrick
;
Ghysels, Eric
;
Rubin, M.
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
4
,
pp. 509-560
Persistent link: https://www.econbiz.de/10011987633
Saved in:
10
Non-affine GARCH option pricing models, variance-dependent kernels, and diffusion limits
Badescu, Alexandru
;
Cui, Zhenyu
;
Ortega, Juan-Pablo
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
4
,
pp. 602-648
Persistent link: https://www.econbiz.de/10011987648
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