Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic 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 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
A stochastic volatility libor...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
1,691
Theory
1,691
Estimation theory
601
Schätztheorie
601
Time series analysis
429
Zeitreihenanalyse
429
Volatility
340
Volatilität
340
Estimation
287
Schätzung
287
Stochastic process
282
Stochastischer Prozess
282
Nichtparametrisches Verfahren
182
Nonparametric statistics
182
Forecasting model
171
Prognoseverfahren
171
Regression analysis
149
Regressionsanalyse
149
Statistical test
145
Statistischer Test
145
ARCH model
124
ARCH-Modell
124
Panel
122
Panel study
122
Monte Carlo simulation
117
Monte-Carlo-Simulation
117
Bayes-Statistik
106
Bayesian inference
106
Statistical distribution
106
Statistische Verteilung
106
USA
103
United States
103
Ökonometrie
103
Econometrics
101
Bootstrap approach
97
Bootstrap-Verfahren
97
Markov chain
97
Markov-Kette
97
Capital income
92
Kapitaleinkommen
92
more ...
less ...
Online availability
All
Undetermined
557
Free
12
Type of publication
All
Article
2,001
Book / Working Paper
41
Type of publication (narrower categories)
All
Article in journal
2,011
Aufsatz in Zeitschrift
2,011
Collection of articles of several authors
52
Sammelwerk
52
Konferenzschrift
19
Conference proceedings
14
Festschrift
9
Conference paper
8
Konferenzbeitrag
8
Aufsatzsammlung
6
Systematic review
3
Übersichtsarbeit
3
Bibliografie enthalten
1
Bibliography included
1
more ...
less ...
Language
All
English
2,042
Author
All
Phillips, Peter C. B.
40
Bollerslev, Tim
22
Aït-Sahalia, Yacine
20
Ghysels, Eric
19
Todorov, Viktor
19
Koop, Gary
18
Pesaran, M. Hashem
18
Tauchen, George Eugene
18
Taylor, Robert
18
Linton, Oliver
17
Gouriéroux, Christian
16
Lee, Lung-fei
16
Swanson, Norman R.
16
McAleer, Michael
15
Patton, Andrew J.
15
Timmermann, Allan
15
Yu, Jun
15
Andersen, Torben
14
Granger, C. W. J.
14
Corradi, Valentina
13
Park, Joon Y.
13
Schmidt, Peter
13
Chib, Siddhartha
12
Hsiao, Cheng
12
Koopman, Siem Jan
12
Li, Qi
12
Mykland, Per A.
12
Diebold, Francis X.
11
Dufour, Jean-Marie
11
Steel, Mark F. J.
11
Baltagi, Badi H.
10
Maasoumi, Esfandiar
10
Renault, Eric
10
Tsionas, Efthymios G.
10
White, Halbert
10
Zakoïan, Jean-Michel
10
Bai, Jushan
9
Boswijk, Herman Peter
9
Dijk, Herman K. van
9
Gallant, A. Ronald
9
more ...
less ...
Institution
All
(EC)2 Conference <1, 1990; 2, 1991>
1
Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
Chengdu International Econometrics Conference in Honor of Professor Cheng Hsiao's Contribution to Econometrics <2012, Chengdu>
1
Conference on Realized Volatility <2006, Montréal>
1
National Bureau of Economic Research
1
National Science Foundation
1
Sir Clive Granger Memorial Conference <2010, Nottingham>
1
Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
1
more ...
less ...
Published in...
All
Journal of econometrics
NBER working paper series
8,529
NBER Working Paper
7,816
Working paper / National Bureau of Economic Research, Inc.
7,120
European journal of operational research : EJOR
6,336
Economics letters
5,800
Discussion paper / Centre for Economic Policy Research
4,724
CESifo working papers
4,320
Working paper
3,421
Journal of economic theory
2,921
Discussion paper / Tinbergen Institute
2,740
Journal of economic dynamics & control
2,709
Computers & operations research : and their applications to problems of world concern ; an international journal
2,657
Discussion paper series / IZA
2,634
The American economic review
2,625
International journal of production research
2,536
Journal of economic behavior & organization : JEBO
2,380
CESifo Working Paper
2,348
Economic modelling
2,263
Applied economics
2,235
Europäische Hochschulschriften / 5
2,178
The economic journal : the journal of the Royal Economic Society
2,175
Discussion paper
2,165
European economic review : EER
2,106
CESifo Working Paper Series
1,981
Journal of banking & finance
1,958
Energy economics
1,949
SpringerLink / Bücher
1,946
IZA Discussion Paper
1,931
Management science : journal of the Institute for Operations Research and the Management Sciences
1,887
Discussion papers / CEPR
1,883
Games and economic behavior
1,869
Journal of public economics
1,868
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,798
Finance research letters
1,740
Discussion paper / Center for Economic Research, Tilburg University
1,724
International journal of production economics
1,702
Applied economics letters
1,656
IMF working papers
1,610
Journal of monetary economics
1,578
more ...
less ...
Source
All
ECONIS (ZBW)
2,042
Showing
1
-
10
of
2,042
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Variance trading and market price of variance risk
Bondarenko, Oleg
- In:
Journal of econometrics
180
(
2014
)
1
,
pp. 81-97
Persistent link: https://www.econbiz.de/10010379480
Saved in:
2
The fine structure of equity-index option dynamics
Andersen, Torben
;
Bondarenko, Oleg
;
Todorov, Viktor
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 532-546
Persistent link: https://www.econbiz.de/10011499756
Saved in:
3
What is beneath the surface? : option pricing with multifrequency latent states
Calvet, Laurent E.
;
Fearnley, Marcus
;
Fisher, Adlai
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 498-511
Persistent link: https://www.econbiz.de/10011499779
Saved in:
4
COMFORT: a common market factor non-Gaussian returns model
Paolella, Marc S.
;
Polak, Pawel
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 593-605
Persistent link: https://www.econbiz.de/10011499783
Saved in:
5
The effects of asymmetric volatility and jumps on the pricing of VIX derivatives
Park, Yang-Ho
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 313-328
Persistent link: https://www.econbiz.de/10011617156
Saved in:
6
Closed-form implied volatility surfaces for stochastic volatility models with jumps
Aït-Sahalia, Yacine
;
Li, Chenxu
;
Li, Chen Xu
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 364-392
Persistent link: https://www.econbiz.de/10012619431
Saved in:
7
Estimating a semiparametric asymmetric stochastic volatility model with a Dirichlet process mixture
Jensen, Mark J.
;
Maheu, John M.
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 523-538
Persistent link: https://www.econbiz.de/10010256874
Saved in:
8
Real-time forecast evaluation of DSGE models with stochastic volatility
Diebold, Francis X.
;
Schorfheide, Frank
;
Shin, Minchul
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 322-332
Persistent link: https://www.econbiz.de/10011920505
Saved in:
9
A MIDAS approach to modeling first and second moment dynamics
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
- In:
Journal of econometrics
193
(
2016
)
2
,
pp. 315-334
Persistent link: https://www.econbiz.de/10011704952
Saved in:
10
Particle efficient importance sampling
Scharth, Marcel
;
Kohn, Robert
- In:
Journal of econometrics
190
(
2016
)
1
,
pp. 133-147
Persistent link: https://www.econbiz.de/10011591626
Saved in:
1
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
