//--> //--> //-->
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:"Working paper / National Bureau of Economic Research, Inc."
~subject:"Zeitreihenanalyse"
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:"Volatilität"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Zeitreihenanalyse
Volatilität
467
Volatility
466
USA
174
United States
174
Theorie
162
Theory
162
Börsenkurs
115
Share price
115
Estimation
81
Schätzung
81
Business cycle
65
Konjunktur
65
Capital income
64
Kapitaleinkommen
64
Welt
56
World
56
Exchange rate
45
Wechselkurs
45
Aktienmarkt
44
Stock market
44
Schock
42
Shock
42
Financial market
40
Finanzmarkt
40
Risiko
29
Risikoprämie
29
Risk
29
Risk premium
29
CAPM
26
Economic growth
26
Wirtschaftswachstum
26
Financial crisis
22
Finanzkrise
22
Geldpolitik
22
Monetary policy
22
Capital mobility
19
Emerging economies
19
Interest rate
19
Kapitalmobilität
19
Schwellenländer
19
more ...
less ...
Online availability
All
Free
4
Undetermined
1
Type of publication
All
Book / Working Paper
9
Type of publication (narrower categories)
All
Arbeitspapier
9
Working Paper
9
Graue Literatur
8
Non-commercial literature
8
Language
All
English
9
Author
All
Stock, James H.
2
Watson, Mark W.
2
Andersen, Torben
1
Bekaert, Geert
1
Bollerslev, Tim
1
Brandt, Michael W.
1
Calvet, Laurent E.
1
Campa, José Manuel
1
Chang, P. H. Kevin
1
Engle, Robert F.
1
Fernández-Villaverde, Jesús
1
Fisher, Adlai J.
1
Harvey, Campbell R.
1
Kang, Qiang
1
Ng, Victor K.
1
Rubio-Ramírez, Juan Francisco
1
more ...
less ...
Published in...
All
Working paper / National Bureau of Economic Research, Inc.
Journal of econometrics
100
Discussion paper / Tinbergen Institute
76
Energy economics
67
International journal of forecasting
58
Economic modelling
56
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
55
Journal of empirical finance
47
Finance research letters
39
Economics letters
35
Journal of forecasting
34
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
34
Applied economics
33
Econometric reviews
33
The North American journal of economics and finance : a journal of financial economics studies
31
International review of economics & finance : IREF
28
International review of financial analysis
28
Journal of financial econometrics
27
CREATES research paper
25
Working paper
25
Journal of banking & finance
24
Journal of financial econometrics : official journal of the Society for Financial Econometrics
24
Quantitative finance
24
Journal of risk and financial management : JRFM
23
Research in international business and finance
21
Computational economics
20
SFB 649 discussion paper
18
Journal of economic dynamics & control
17
CAMA working paper series
16
Applied economics letters
15
CESifo working papers
15
Econometrics : open access journal
15
Applied financial economics
14
Economics working paper
14
Journal of financial economics
13
Journal of international financial markets, institutions & money
13
The econometrics journal
13
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
12
Econometric Institute research papers
12
Econometric theory
12
International Journal of Energy Economics and Policy : IJEEP
12
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Why has US inflation become harder to forecasts? : James H. Stock; Mark W. Watson
Stock, James H.
;
Watson, Mark W.
-
2006
Persistent link: https://www.econbiz.de/10003339826
Saved in:
2
Multifrequency news and stock returns
Calvet, Laurent E.
;
Fisher, Adlai J.
-
2005
Persistent link: https://www.econbiz.de/10002978255
Saved in:
3
Has the business cycle changed and why?
Stock, James H.
;
Watson, Mark W.
-
2002
Persistent link: https://www.econbiz.de/10001699240
Saved in:
4
On the relationship between the conditional mean and volatility of stock returns : a latent VAR approach
Brandt, Michael W.
;
Kang, Qiang
-
2002
Persistent link: https://www.econbiz.de/10001683143
Saved in:
5
Macroeconomics and volatility : data, models, and estimation
Fernández-Villaverde, Jesús
;
Rubio-Ramírez, Juan …
-
2010
Persistent link: https://www.econbiz.de/10008780325
Saved in:
6
The forecasting ability of correlations implied in foreign exchange options
Campa, José Manuel
;
Chang, P. H. Kevin
-
1997
Persistent link: https://www.econbiz.de/10000623860
Saved in:
7
Answering the critics : yes, arch models do provide good volatility forecasts
Andersen, Torben
;
Bollerslev, Tim
-
1997
Persistent link: https://www.econbiz.de/10000627888
Saved in:
8
Foreign speculators and emerging equity markets
Bekaert, Geert
;
Harvey, Campbell R.
-
1997
Persistent link: https://www.econbiz.de/10013416397
Saved in:
9
Time-varying volatility and the dynamic behavior of the term structure
Engle, Robert F.
;
Ng, Victor K.
-
1991
Persistent link: https://www.econbiz.de/10000812958
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->