//--> //--> //--> //-->
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:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
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:"Volatility"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
104
Volatilität
104
ARCH model
45
ARCH-Modell
45
Theorie
44
Theory
44
Estimation
42
Schätzung
42
Time series analysis
34
Zeitreihenanalyse
34
Capital income
26
Kapitaleinkommen
26
Stochastic process
23
Stochastischer Prozess
23
Börsenkurs
18
Share price
18
Estimation theory
17
Forecasting model
17
Prognoseverfahren
17
Schätztheorie
17
stochastic volatility
13
Markov chain
12
Markov-Kette
12
Aktienmarkt
10
Stock market
10
State space model
9
Statistical distribution
9
Statistische Verteilung
9
Zustandsraummodell
9
Bayes-Statistik
8
Bayesian inference
8
Monte Carlo simulation
8
Monte-Carlo-Simulation
8
Nichtparametrisches Verfahren
8
Nonparametric statistics
8
Risikomaß
8
Risk measure
8
USA
8
United States
8
Business cycle
7
more ...
less ...
Online availability
All
Undetermined
101
Free
2
Type of publication
All
Article
104
Type of publication (narrower categories)
All
Article in journal
104
Aufsatz in Zeitschrift
104
Language
All
English
104
Author
All
Blazsek, Szabolcs
2
Chan, Jennifer So Kuen
2
Chevallier, Julien
2
Fabozzi, Frank J.
2
Haas, Markus
2
Jawadi, Fredj
2
Kok Haur Ng
2
Li, Handong
2
Peiris, Shelton
2
Račev, Svetlozar T.
2
Serletis, Apostolos
2
Abbara, Omar
1
Achim, Alin
1
Aknouche, Abdelhakim
1
Alanya-Beltran, Willy
1
Alexeev, Vitali
1
Anatolyev, Stanislav
1
Andreasen, Martin Møller
1
Audrino, Francesco
1
Avdulaj, Krenar
1
Badescu, Alex
1
Ballocchi, Giuseppe
1
Bampinas, Georgios
1
Barnett, William A.
1
Barunik, Jozef
1
Baruník, Jozef
1
Baur, Dirk G.
1
Bauwens, Luc
1
Bazgour, Tarik
1
Beck, Alexander
1
Becker, Ralf
1
Bekierman, Jeremias
1
Bethel, Brandon J.
1
Brännäs, Kurt
1
Bu, Ruijun
1
Bunn, Derek W.
1
Bäurle, Gregor
1
Cappuccio, Nunzio
1
Carnero, M. Angeles
1
Cassou, Steven Peter
1
more ...
less ...
Published in...
All
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Energy economics
598
Finance research letters
514
NBER working paper series
482
Working paper / National Bureau of Economic Research, Inc.
467
NBER Working Paper
416
International review of financial analysis
398
Applied economics
377
Journal of banking & finance
375
The journal of futures markets
345
International review of economics & finance : IREF
343
Economic modelling
339
The North American journal of economics and finance : a journal of financial economics studies
324
Journal of econometrics
321
Applied financial economics
266
Journal of empirical finance
261
Applied economics letters
258
Research in international business and finance
255
Economics letters
246
International journal of theoretical and applied finance
245
Working paper
245
Discussion paper / Centre for Economic Policy Research
240
Journal of international financial markets, institutions & money
236
Journal of international money and finance
222
Discussion paper / Tinbergen Institute
198
Journal of risk and financial management : JRFM
197
Quantitative finance
185
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
MPRA Paper
171
CESifo working papers
170
Pacific-Basin finance journal
165
International Journal of Energy Economics and Policy : IJEEP
161
The European journal of finance
153
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
150
IMF working papers
148
Journal of economic dynamics & control
146
International journal of finance & economics : IJFE
141
International journal of forecasting
140
Journal of forecasting
131
The review of financial studies
125
more ...
less ...
Source
All
ECONIS (ZBW)
104
Showing
1
-
10
of
104
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Bayesian VARs and prior calibration in times of COVID-19
Hartwig, Benny
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014505189
Saved in:
2
Modelling volatility dependence with score copula models
Alanya-Beltran, Willy
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
5
,
pp. 649-668
Persistent link: https://www.econbiz.de/10014506814
Saved in:
3
Modelling and forecasting stock volatility and return : a new approach based on quantile Rogers-Satchell volatility measure with asymmetric bilinear CARR model
Tan, Shay Kee
;
Chan, Jennifer So Kuen
;
Kok Haur Ng
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
3
,
pp. 437-474
Persistent link: https://www.econbiz.de/10013334835
Saved in:
4
The co-integration of CDS and bonds in time-varying volatility dynamics : do credit risk swaps lower bond risks?
Li, Leon
;
Scrimgeour, Frank G.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
3
,
pp. 475-497
Persistent link: https://www.econbiz.de/10013334844
Saved in:
5
Score-driven location plus scale models : asymptotic theory and an application to forecasting Dow Jones volatility
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10014506888
Saved in:
6
Volatility and dependence in cryptocurrency and financial markets : a copula approach
Liu, Jinan
;
Serletis, Apostolos
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 119-149
Persistent link: https://www.econbiz.de/10014506890
Saved in:
7
Score-driven multi-regime Markov-switching EGARCH : empirical evidence using the Meixner distribution
Blazsek, Szabolcs
;
Haddad, Michel Ferreira Cardia
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
4
,
pp. 589-634
Persistent link: https://www.econbiz.de/10014372917
Saved in:
8
Integrated variance of irregularly spaced high-frequency data : a state space approach based on pre-averaging
Alexeev, Vitali
;
Chen, Jun
;
Ignatieva, Ekaterina
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
5
,
pp. 733-763
Persistent link: https://www.econbiz.de/10014506869
Saved in:
9
Estimation and forecasting of long memory stochastic volatility models
Abbara, Omar
;
Zevallos, Mauricio
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014288818
Saved in:
10
Bidirectional volatility transmission between stocks and bond in East Asia : the quantile estimates based on wavelets
Živkov, Dejan
;
Kovačević, Jelena
;
Stankov, Biljana
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
1
,
pp. 49-65
Persistent link: https://www.econbiz.de/10014288820
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->