//--> //--> //--> //-->
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
~subject:"Volatility"
~subject:"Börsenkurs"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
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:"Time series analysis"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Börsenkurs
Time series analysis
56
Zeitreihenanalyse
56
Theorie
25
Theory
25
Volatilität
24
Estimation theory
20
Schätztheorie
20
ARCH model
18
ARCH-Modell
18
Estimation
17
Schätzung
17
Forecasting model
15
Prognoseverfahren
15
Capital income
12
Kapitaleinkommen
12
Share price
11
Market microstructure
7
Marktmikrostruktur
7
Stochastic process
6
Stochastischer Prozess
6
Correlation
5
Korrelation
5
high-frequency data
5
Financial market
4
Finanzmarkt
4
Multivariate Analyse
4
Multivariate analysis
4
Noise Trading
4
Noise trading
4
Statistical test
4
Statistischer Test
4
Analysis of variance
3
GARCH
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Regression analysis
3
Regressionsanalyse
3
Risikomaß
3
more ...
less ...
Online availability
All
Undetermined
9
Type of publication
All
Article
28
Type of publication (narrower categories)
All
Article in journal
28
Aufsatz in Zeitschrift
28
Language
All
English
28
Author
All
Balter, Janine
1
Bollerslev, Tim
1
Corsi, Fulvio
1
Dahlhaus, Rainer
1
Engle, Robert F.
1
Fantazzini, Dean
1
Gagliardini, Patrick
1
Galeano, Pedro
1
Ghysels, Eric
1
Gonçalves, Sílvia
1
Halbleib, Roxana
1
Hallam, Mark
1
Han, Heejoon
1
Harvey, David I.
1
Hassler, Uwe
1
Haug, Stephan
1
Herwartz, Helmut
1
Hounyo, Ulrich
1
Härdle, Wolfgang
1
Ikeda, Shin S.
1
Jacquier, Eric
1
Klüppelberg, Claudia
1
Lanne, Markus
1
Leybourne, Stephen James
1
Litvinova, Julia
1
Liu, Chun
1
Liu, Xiaochun
1
Maheu, John M.
1
Meddahi, Nour
1
Meitz, Mika
1
Mijatovi´c, Aleksandar
1
Narayan, Paresh Kumar
1
Neddermeyer, Jan Christoph
1
Okou, Cédric
1
Olmo, Jose
1
Proietti, Tommaso
1
Robert, Christian Yann
1
Rodrigues, Paulo M. M.
1
Rosenbaum, Mathieu
1
Rossi, Eduardo
1
more ...
less ...
Published in...
All
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
109
Discussion paper / Tinbergen Institute
79
Energy economics
72
Economic modelling
68
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
65
International journal of forecasting
61
Journal of empirical finance
59
Finance research letters
46
Economics letters
45
The North American journal of economics and finance : a journal of financial economics studies
41
Applied economics
40
International review of economics & finance : IREF
39
Journal of forecasting
39
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
39
Econometric reviews
35
International review of financial analysis
34
Journal of banking & finance
34
Journal of risk and financial management : JRFM
31
CREATES research paper
28
Journal of financial econometrics
28
Quantitative finance
28
Research in international business and finance
28
Working paper
28
Applied financial economics
26
Computational economics
26
CESifo working papers
22
SFB 649 discussion paper
22
Applied economics letters
20
Journal of economic dynamics & control
20
Journal of international financial markets, institutions & money
20
NBER working paper series
20
Econometrics : open access journal
19
Economics working paper
19
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
17
Journal of financial economics
17
NBER Working Paper
17
Working paper / National Bureau of Economic Research, Inc.
17
CAMA working paper series
16
International journal of economics and financial issues : IJEFI
16
more ...
less ...
Source
All
ECONIS (ZBW)
28
Showing
1
-
10
of
28
Sort
Relevance
Date (newest first)
Date (oldest first)
1
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:
2
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:
3
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:
4
Real-Time GARCH
Smetanina, Ekaterina
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
4
,
pp. 561-601
Persistent link: https://www.econbiz.de/10011987644
Saved in:
5
Dynamic conditional beta
Engle, Robert F.
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 643-667
Persistent link: https://www.econbiz.de/10011623818
Saved in:
6
Component-wise representations of long-memory models and volatility prediction
Proietti, Tommaso
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 668-692
Persistent link: https://www.econbiz.de/10011623820
Saved in:
7
Quantile regression for long memory testing : a case of realized volatility
Hassler, Uwe
;
Rodrigues, Paulo M. M.
;
Rubia, Antonio
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 693-724
Persistent link: https://www.econbiz.de/10011623824
Saved in:
8
Forecasting covariance matrices : a mixed approach
Halbleib, Roxana
;
Voev, Valeri
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 383-417
Persistent link: https://www.econbiz.de/10011589016
Saved in:
9
Long memory and periodicity in intraday volatility
Rossi, Eduardo
;
Fantazzini, Dean
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
4
,
pp. 922-961
Persistent link: https://www.econbiz.de/10011417840
Saved in:
10
Asymptotic properties of GARCH-X processes
Han, Heejoon
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
1
,
pp. 188-221
Persistent link: https://www.econbiz.de/10010519656
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->