//--> //--> //--> //-->
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
Inferring Volatility Dynamics...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
340
Volatilität
340
Theorie
154
Theory
154
Estimation theory
148
Schätztheorie
148
Estimation
130
Schätzung
130
Stochastic process
120
Stochastischer Prozess
120
Time series analysis
119
Zeitreihenanalyse
119
ARCH model
76
ARCH-Modell
76
Capital income
72
Kapitaleinkommen
72
Börsenkurs
71
Share price
71
Forecasting model
67
Prognoseverfahren
67
Market microstructure
47
Marktmikrostruktur
47
Nichtparametrisches Verfahren
45
Nonparametric statistics
45
CAPM
39
Option pricing theory
37
Optionspreistheorie
37
Risikoprämie
37
Risk premium
37
Großbritannien
34
Noise Trading
34
Noise trading
34
Stochastic volatility
33
United Kingdom
33
USA
30
United States
30
Correlation
29
Korrelation
29
Analysis of variance
27
Portfolio selection
27
more ...
less ...
Online availability
All
Undetermined
193
Free
2
Type of publication
All
Article
387
Book / Working Paper
4
Type of publication (narrower categories)
All
Article in journal
388
Aufsatz in Zeitschrift
388
Collection of articles of several authors
3
Conference paper
3
Konferenzbeitrag
3
Sammelwerk
3
Aufsatzsammlung
1
Conference proceedings
1
Konferenzschrift
1
more ...
less ...
Language
All
English
390
Undetermined
1
Author
All
Bollerslev, Tim
20
Todorov, Viktor
19
Tauchen, George Eugene
16
Aït-Sahalia, Yacine
15
Andersen, Torben
13
McAleer, Michael
10
Mykland, Per A.
10
Li, Jia
8
Meddahi, Nour
8
Patton, Andrew J.
8
Xiu, Dacheng
8
Kim, Donggyu
7
Li, Yingying
7
Shephard, Neil G.
7
Cavaliere, Giuseppe
6
Ghysels, Eric
6
Linton, Oliver
6
Zhang, Lan
6
Asai, Manabu
5
Bandi, Federico M.
5
Fan, Jianqing
5
Gallant, A. Ronald
5
Gouriéroux, Christian
5
Hallin, Marc
5
Koopman, Siem Jan
5
Rahbek, Anders
5
Taylor, Robert
5
Zhou, Hao
5
Barigozzi, Matteo
4
Boswijk, Herman Peter
4
Chang, Chia-Lin
4
Diebold, Francis X.
4
Francq, Christian
4
Jasiak, Joann
4
Maheu, John M.
4
Park, Joon Y.
4
Pesaran, M. Hashem
4
Renault, Eric
4
Yu, Jun
4
Zaffaroni, Paolo
4
more ...
less ...
Institution
All
Conference on Realized Volatility <2006, Montréal>
1
Published in...
All
Journal of econometrics
NBER working paper series
1,532
Working paper / National Bureau of Economic Research, Inc.
1,242
NBER Working Paper
1,191
Applied economics
1,190
Discussion paper series / IZA
1,101
The economic journal : the journal of the Royal Economic Society
1,054
MPRA Paper
992
Discussion paper / Centre for Economic Policy Research
973
Energy economics
882
Finance research letters
867
NBER Working Papers
781
Cmnd.
748
IZA Discussion Paper
748
The economic history review : a journal of economic and social history
704
Journal of banking & finance
688
Working paper
687
Working Paper
647
CESifo working papers
624
Discussion paper
623
International review of financial analysis
591
Scottish journal of political economy : the journal of the Scottish Economic Society
559
Economics letters
551
International review of economics & finance : IREF
537
Economic modelling
531
IZA Discussion Papers
520
ECB Working Paper
518
The journal of futures markets
503
CESifo Working Paper
495
Applied financial economics
494
Journal of international money and finance
464
Applied economics letters
457
CEPR Discussion Papers
445
Research paper series / Swiss Finance Institute
445
Economica
436
Regional studies
430
Oxford economic papers
428
Journal of empirical finance
405
Discussion paper / Tinbergen Institute
404
The North American journal of economics and finance : a journal of financial economics studies
397
more ...
less ...
Source
All
ECONIS (ZBW)
391
Showing
1
-
10
of
391
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Market efficiency, asset returns, and the size of the risk premium in global equity markets
Bansal, Ravi
;
Lundblad, Christian
- In:
Journal of econometrics
109
(
2002
)
2
,
pp. 195-237
Persistent link: https://www.econbiz.de/10001689009
Saved in:
2
Dynamics of variance risk premia : a new model for disentangling the price of risk
Rombouts, Jeroen V. K.
;
Stentoft, Lars
;
Violante, Francesco
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 312-334
Persistent link: https://www.econbiz.de/10012482765
Saved in:
3
Dynamic estimation of
volatility
risk premia and investor risk aversion from option-implied and realized volatilities
Bollerslev, Tim
;
Gibson, Michael S.
;
Zhou, Hao
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 235-245
Persistent link: https://www.econbiz.de/10009242522
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
Probabilistic forecasts of
volatility
and its risk premia
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
- In:
Journal of econometrics
171
(
2012
)
2
,
pp. 217-236
Persistent link: https://www.econbiz.de/10009691156
Saved in:
6
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:
7
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:
8
Mutual excitation in Eurozone sovereign CDS
Aït-Sahalia, Yacine
;
Laeven, Roger J. A.
;
Pelizzon, Loriana
- In:
Journal of econometrics
183
(
2014
)
2
,
pp. 151-167
Persistent link: https://www.econbiz.de/10010506073
Saved in:
9
Inference with non-Gaussian Ornstein-Uhlenbeck processes for stochastic
volatility
Griffin, J. E.
;
Steel, Mark F. J.
- In:
Journal of econometrics
134
(
2006
)
2
,
pp. 605-644
Persistent link: https://www.econbiz.de/10003374347
Saved in:
10
Econometric analysis of financial derivatives: an overview
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 403-407
Persistent link: https://www.econbiz.de/10011499624
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...
//-->