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 high-frequency analysis of t...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
340
Volatilität
340
Theorie
179
Theory
179
Estimation theory
174
Schätztheorie
174
Estimation
153
Schätzung
153
Time series analysis
133
Zeitreihenanalyse
133
Capital income
132
Kapitaleinkommen
132
Stochastic process
125
Stochastischer Prozess
125
Börsenkurs
108
Share price
107
ARCH model
89
ARCH-Modell
89
Forecasting model
87
Prognoseverfahren
87
Nichtparametrisches Verfahren
52
Nonparametric statistics
52
Market microstructure
51
Marktmikrostruktur
51
Portfolio selection
43
Portfolio-Management
43
CAPM
42
Statistical distribution
41
Statistische Verteilung
41
Option pricing theory
39
Optionspreistheorie
39
Correlation
37
Korrelation
37
Noise Trading
35
Noise trading
35
USA
35
United States
35
High-frequency data
34
Stochastic volatility
33
Regression analysis
31
more ...
less ...
Online availability
All
Undetermined
237
Free
5
Type of publication
All
Article
445
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
446
Aufsatz in Zeitschrift
446
Collection of articles of several authors
4
Sammelwerk
4
Conference paper
3
Konferenzbeitrag
3
Conference proceedings
1
Konferenzschrift
1
more ...
less ...
Language
All
English
447
Undetermined
1
Author
All
Bollerslev, Tim
20
Todorov, Viktor
20
Tauchen, George Eugene
17
Aït-Sahalia, Yacine
15
Andersen, Torben
14
Mykland, Per A.
11
McAleer, Michael
10
Xiu, Dacheng
10
Meddahi, Nour
9
Taylor, Robert
9
Li, Jia
8
Linton, Oliver
8
Patton, Andrew J.
8
Cavaliere, Giuseppe
7
Kim, Donggyu
7
Li, Yingying
7
Shephard, Neil G.
7
Zhang, Lan
7
Bandi, Federico M.
6
Diebold, Francis X.
6
Gallant, A. Ronald
6
Ghysels, Eric
6
Asai, Manabu
5
Fan, Jianqing
5
Gouriéroux, Christian
5
Hallin, Marc
5
Koopman, Siem Jan
5
Maheu, John M.
5
Park, Joon Y.
5
Rahbek, Anders
5
Renault, Eric
5
Varneskov, Rasmus Tangsgaard
5
Zhou, Hao
5
Barigozzi, Matteo
4
Boswijk, Herman Peter
4
Chang, Chia-Lin
4
Corradi, Valentina
4
Engle, Robert F.
4
Francq, Christian
4
Garcia, René
4
more ...
less ...
Institution
All
Conference on Realized Volatility <2006, Montréal>
1
Published in...
All
Journal of econometrics
Finance research letters
1,707
NBER working paper series
1,514
Working paper / National Bureau of Economic Research, Inc.
1,385
NBER Working Paper
1,230
Journal of banking & finance
1,206
International review of financial analysis
1,105
Journal of financial economics
984
The journal of finance : the journal of the American Finance Association
958
International review of economics & finance : IREF
881
Energy economics
876
Applied economics
871
Pacific-Basin finance journal
814
Applied financial economics
783
Applied economics letters
734
Journal of empirical finance
689
Economic modelling
646
Journal of financial and quantitative analysis : JFQA
641
The review of financial studies
636
Research in international business and finance
633
Journal of international financial markets, institutions & money
612
The North American journal of economics and finance : a journal of financial economics studies
608
Economics letters
580
The journal of futures markets
578
Discussion paper / Centre for Economic Policy Research
564
Review of quantitative finance and accounting
514
The European journal of finance
485
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
478
Journal of international money and finance
457
Working paper
454
The journal of real estate finance and economics
421
Journal of risk and financial management : JRFM
390
International journal of economics and finance
388
CESifo working papers
367
Management science : journal of the Institute for Operations Research and the Management Sciences
365
MPRA Paper
355
Research paper series / Swiss Finance Institute
348
International journal of theoretical and applied finance
341
Journal of financial markets
341
International journal of economics and financial issues : IJEFI
339
more ...
less ...
Source
All
ECONIS (ZBW)
448
Showing
1
-
10
of
448
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
2
A simple joint model for returns,
volatility
and
volatility
of
volatility
Ding, Yashuang
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 521-543
Persistent link: https://www.econbiz.de/10014340096
Saved in:
3
Causality
effects in return
volatility
measures with random times
Renault, Eric
;
Werker, Bas J. M.
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 272-279
Persistent link: https://www.econbiz.de/10009242519
Saved in:
4
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:
5
Do high-frequency measures of
volatility
improve forecasts of return distributions?
Maheu, John M.
;
McCurdy, Thomas H.
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 69-76
Persistent link: https://www.econbiz.de/10009242544
Saved in:
6
Jump tails, extreme dependencies, and the distribution of stock returns
Bollerslev, Tim
;
Todorov, Viktor
;
Li, Sophia Zhengzi
- In:
Journal of econometrics
172
(
2013
)
2
,
pp. 307-324
Persistent link: https://www.econbiz.de/10009706199
Saved in:
7
Time-varying leverage effects
Bandi, Federico M.
;
Renò, Roberto
- In:
Journal of econometrics
169
(
2012
)
1
,
pp. 94-113
Persistent link: https://www.econbiz.de/10009666736
Saved in:
8
The nonlinear price dynamics of US equity ETFs
Caginalp, Gunduz
;
DeSantis, Mark
;
Sayrak, Akin
- In:
Journal of econometrics
183
(
2014
)
2
,
pp. 193-201
Persistent link: https://www.econbiz.de/10010506060
Saved in:
9
The VIX, the variance premium and stock market
volatility
Bekaert, Geert
;
Hoerova, Marie
- In:
Journal of econometrics
183
(
2014
)
2
,
pp. 181-192
Persistent link: https://www.econbiz.de/10010506065
Saved in:
10
Stock return and cash flow predictability : the role of
volatility
risk
Bollerslev, Tim
;
Xu, Lai
;
Zhou, Hao
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 458-471
Persistent link: https://www.econbiz.de/10011499728
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...
