//--> //--> //--> //-->
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 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:"Volatilität"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
110
Volatilität
110
Theorie
45
Theory
45
ARCH model
40
ARCH-Modell
40
Estimation
34
Schätzung
34
Stochastic process
32
Stochastischer Prozess
32
Börsenkurs
26
Share price
26
Time series analysis
24
Zeitreihenanalyse
24
Capital income
23
Forecasting model
23
Kapitaleinkommen
23
Prognoseverfahren
23
Estimation theory
16
Schätztheorie
16
USA
12
United States
12
stochastic volatility
10
Aktienmarkt
9
Nichtparametrisches Verfahren
9
Nonparametric statistics
9
Option pricing theory
9
Optionspreistheorie
9
Stock market
9
Correlation
8
Korrelation
8
Market microstructure
8
Marktmikrostruktur
8
Risikomaß
7
Risikoprämie
7
Risk measure
7
Risk premium
7
Noise Trading
6
Noise trading
6
Statistical distribution
6
more ...
less ...
Online availability
All
Undetermined
25
Type of publication
All
Article
109
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
110
Aufsatz in Zeitschrift
110
Collection of articles of several authors
1
Sammelwerk
1
Language
All
English
110
Author
All
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
Balter, Janine
1
Bandi, Federico M.
1
Bannouh, Karim
1
Barone-Adesi, Giovanni
1
Barra, István
1
Barunik, Jozef
1
Beine, Michel
1
more ...
less ...
Published in...
All
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Energy economics
642
Finance research letters
611
NBER working paper series
487
Working paper / National Bureau of Economic Research, Inc.
468
International review of financial analysis
419
NBER Working Paper
417
Applied economics
380
Journal of banking & finance
374
The journal of futures markets
370
International review of economics & finance : IREF
367
Economic modelling
340
The North American journal of economics and finance : a journal of financial economics studies
324
Journal of econometrics
321
Research in international business and finance
283
Applied financial economics
265
Journal of empirical finance
264
Applied economics letters
261
Working paper
261
Economics letters
247
International journal of theoretical and applied finance
245
Discussion paper / Centre for Economic Policy Research
244
Journal of international financial markets, institutions & money
240
Journal of international money and finance
230
Discussion paper / Tinbergen Institute
200
Journal of risk and financial management : JRFM
197
Quantitative finance
194
Journal of financial economics
184
CESifo working papers
173
Pacific-Basin finance journal
171
International Journal of Energy Economics and Policy : IJEEP
169
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
169
The European journal of finance
160
IMF working papers
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
more ...
less ...
Source
All
ECONIS (ZBW)
110
Showing
1
-
10
of
110
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
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
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:
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
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:
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
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:
9
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:
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
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...
//-->