//--> //--> //--> //-->
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:"Economic modelling"
~isPartOf:"Journal of 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
Term structures of implied vol...
Similar by subject
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Volatility
658
Volatilität
657
Estimation
239
Schätzung
239
Theorie
237
Theory
237
ARCH model
174
ARCH-Modell
174
Time series analysis
167
Zeitreihenanalyse
167
Börsenkurs
161
Share price
161
Capital income
151
Kapitaleinkommen
151
Estimation theory
138
Schätztheorie
138
Stochastic process
130
Stochastischer Prozess
130
Forecasting model
123
Prognoseverfahren
123
Yield curve
123
Zinsstruktur
123
Aktienmarkt
87
Stock market
87
Welt
76
World
76
USA
71
United States
71
Exchange rate
63
Wechselkurs
63
Option pricing theory
56
Optionspreistheorie
56
Financial crisis
48
Finanzkrise
48
Nichtparametrisches Verfahren
48
Nonparametric statistics
48
Spillover effect
48
Spillover-Effekt
48
Correlation
47
Korrelation
47
more ...
less ...
Online availability
All
Undetermined
425
Free
2
Type of publication
All
Article
762
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
763
Aufsatz in Zeitschrift
763
Conference paper
3
Konferenzbeitrag
3
Collection of articles of several authors
2
Sammelwerk
2
Conference proceedings
1
Konferenzschrift
1
more ...
less ...
Language
All
English
764
Author
All
Bollerslev, Tim
19
Todorov, Viktor
17
Tauchen, George Eugene
15
Andersen, Torben
12
Aït-Sahalia, Yacine
11
McAleer, Michael
9
Meddahi, Nour
8
Xiu, Dacheng
8
Li, Jia
7
Mykland, Per A.
7
Patton, Andrew J.
7
Cavaliere, Giuseppe
6
Diebold, Francis X.
6
Ghysels, Eric
6
Gouriéroux, Christian
6
Kim, Donggyu
6
Ma, Feng
6
Shephard, Neil G.
6
Asai, Manabu
5
Carriero, Andrea
5
Gallant, A. Ronald
5
Hallin, Marc
5
Li, Yingying
5
Linton, Oliver
5
Nielsen, Morten Ørregaard
5
Renò, Roberto
5
Taylor, Robert
5
Todorova, Neda
5
Zhou, Hao
5
Barigozzi, Matteo
4
Boswijk, Herman Peter
4
Christensen, Bent Jesper
4
Cross, Jamie
4
Engle, Robert F.
4
Fan, Jianqing
4
Francq, Christian
4
Jasiak, Joann
4
Kumar, Dilip
4
Li, Bin
4
Maheu, John M.
4
more ...
less ...
Institution
All
Conference on Realized Volatility <2006, Montréal>
1
Published in...
All
Economic modelling
Journal of econometrics
NBER working paper series
743
Working paper / National Bureau of Economic Research, Inc.
690
NBER Working Paper
616
Energy economics
612
Finance research letters
587
Journal of banking & finance
571
International review of financial analysis
458
Applied economics
456
International review of economics & finance : IREF
418
The journal of futures markets
384
The North American journal of economics and finance : a journal of financial economics studies
370
Discussion paper / Centre for Economic Policy Research
369
Working paper
361
International journal of theoretical and applied finance
339
Journal of international money and finance
327
Applied financial economics
325
Economics letters
322
MPRA Paper
322
Journal of empirical finance
320
Applied economics letters
317
Journal of international financial markets, institutions & money
287
Journal of financial economics
286
Research in international business and finance
275
Discussion paper / Tinbergen Institute
253
IMF working papers
252
Working Paper
249
CESifo working papers
242
Journal of risk and financial management : JRFM
226
ECB Working Paper
225
Research paper series / Swiss Finance Institute
224
Journal of economic dynamics & control
211
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
210
Working paper series / European Central Bank
209
Quantitative finance
201
The review of financial studies
196
The European journal of finance
193
Finance and economics discussion series
191
Pacific-Basin finance journal
188
more ...
less ...
Source
All
ECONIS (ZBW)
764
Showing
1
-
10
of
764
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Pricing with finite dimensional dependence
Gouriéroux, Christian
;
Monfort, Alain
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 408-417
Persistent link: https://www.econbiz.de/10011499694
Saved in:
2
The macroeconomic determinants of the US term structure during the Great Moderation
Paccagnini, Alessia
- In:
Economic modelling
52
(
2016
),
pp. 216-225
Persistent link: https://www.econbiz.de/10011645630
Saved in:
3
Estimation of affine term structure models with spanned or unspanned stochastic volatility
Creal, Drew
;
Wu, Jing Cynthia
- In:
Journal of econometrics
185
(
2015
)
1
,
pp. 60-81
Persistent link: https://www.econbiz.de/10011339903
Saved in:
4
Asymptotically distribution-free tests for the volatility function of a diffusion
Chen, Qiang
;
Zheng, Xu
;
Pan, Zhiyuan
- In:
Journal of econometrics
184
(
2015
)
1
,
pp. 124-144
Persistent link: https://www.econbiz.de/10011326801
Saved in:
5
Purebred or hybrid? : reproducing the volatility in term structure dynamics
Ahn, Dong-Hyun
;
Dittmar, Robert F.
;
Gallant, A. Ronald
; …
- In:
Journal of econometrics
116
(
2003
)
1/2
,
pp. 147-180
Persistent link: https://www.econbiz.de/10001772146
Saved in:
6
The surprise element: jumps in interest rates
Das, Sanjiv R.
- In:
Journal of econometrics
106
(
2002
)
1
,
pp. 27-65
Persistent link: https://www.econbiz.de/10001633688
Saved in:
7
Calibration of implied volatility for the exchange rate for the Chinese Yuan from its derivatives
Liang, Jin
;
Gao, Y.
- In:
Economic modelling
29
(
2012
)
4
,
pp. 1278-1285
Persistent link: https://www.econbiz.de/10009667379
Saved in:
8
Realized jumps on financial markets and predicting credit spreads
Tauchen, George Eugene
;
Zhou, Hao
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 102-118
Persistent link: https://www.econbiz.de/10009242533
Saved in:
9
Response of the term structure of forward exchange rate to jump in the interest rate
Li, Xiao-ping
;
Feng, Yun
;
Wu, Chong-feng
;
Xu, Wei-dong
- In:
Economic modelling
30
(
2013
),
pp. 863-874
Persistent link: https://www.econbiz.de/10009708784
Saved in:
10
Pricing bond options under a Markovian regime-switching Hull-White model
Shen, Yang
;
Siu, Tak Kuen
- In:
Economic modelling
30
(
2013
),
pp. 933-940
Persistent link: https://www.econbiz.de/10009710001
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...
//-->