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"
~subject:"Volatility"
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
Selecting and ordering populat...
Similar by subject
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Theorie
154
Theory
154
Volatilität
45
Estimation
39
Schätzung
39
ARCH model
28
ARCH-Modell
28
Börsenkurs
28
Share price
28
Capital income
27
Kapitaleinkommen
27
Forecasting model
25
Prognoseverfahren
25
Stochastic process
25
Stochastischer Prozess
25
Time series analysis
25
Zeitreihenanalyse
25
Bayes-Statistik
20
Bayesian inference
20
Portfolio selection
16
Portfolio-Management
16
USA
16
United States
16
Nichtparametrisches Verfahren
13
Nonparametric statistics
13
Risikomaß
13
Risk measure
13
Statistical distribution
13
Statistische Verteilung
13
Risikoprämie
12
Risk premium
12
CAPM
11
Yield curve
10
Zinsstruktur
10
Estimation theory
9
Risiko
9
Risk
9
Schätztheorie
9
Credit risk
8
more ...
less ...
Online availability
All
Undetermined
13
Type of publication
All
Article
44
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
45
Aufsatz in Zeitschrift
45
Collection of articles of several authors
1
Sammelwerk
1
Language
All
English
45
Author
All
Fengler, Matthias R.
2
Garcia, René
2
Ghysels, Eric
2
Herwartz, Helmut
2
Härdle, Wolfgang
2
Koopman, Siem Jan
2
Rossi, Eduardo
2
Asai, Manabu
1
Barra, István
1
Borowska, Agnieszka
1
Byoun, Soku
1
Calvet, Laurent E.
1
Caporin, Massimiliano
1
Chan, Joshua
1
Dahlhaus, Rainer
1
Djegnéné, Barnabé
1
Dufays, Arnaud
1
Dufour, Jean-Marie
1
Durham, Garland
1
Fan, Jianqing
1
Fan, Yingying
1
Fantazzini, Dean
1
Fisher, Adlai J.
1
Gagliardini, Patrick
1
Geweke, John
1
Goeij, Peter de
1
Golosnoy, Vasyl
1
Gouriéroux, Christian
1
Grant, Angelia L.
1
Haas, Markus
1
Halbleib, Roxana
1
Han, Heejoon
1
Haug, Stephan
1
Jacquier, Eric
1
Jeffrey, Andrew
1
Jiang, George J.
1
Jondeau, Eric
1
Kim, Yunmi
1
Klüppelberg, Claudia
1
Kokoszka, Piotr
1
more ...
less ...
Published in...
All
Journal of financial econometrics : official journal of the Society for Financial Econometrics
NBER working paper series
172
Working paper / National Bureau of Economic Research, Inc.
160
NBER Working Paper
155
Journal of econometrics
125
Journal of banking & finance
109
Economics letters
82
Journal of empirical finance
81
Discussion paper / Tinbergen Institute
79
Economic modelling
77
Finance research letters
77
Discussion paper / Centre for Economic Policy Research
76
International journal of theoretical and applied finance
76
International journal of forecasting
73
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
72
Mathematical finance : an international journal of mathematics, statistics and financial theory
72
Journal of financial economics
71
Journal of economic dynamics & control
70
Working paper
67
Journal of international money and finance
64
International review of financial analysis
60
The European journal of finance
58
Applied economics
57
The review of financial studies
57
International review of economics & finance : IREF
56
Energy economics
55
Journal of forecasting
55
Econometric reviews
51
Quantitative finance
46
Applied economics letters
45
The North American journal of economics and finance : a journal of financial economics studies
45
Applied mathematical finance
44
Research paper series / Swiss Finance Institute
44
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
44
The journal of finance : the journal of the American Finance Association
43
Computational economics
42
Finance and stochastics
42
CREATES research paper
39
Journal of monetary economics
39
The journal of futures markets
39
more ...
less ...
Source
All
ECONIS (ZBW)
45
Showing
1
-
10
of
45
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Long memory and periodicity in intraday volatility
Rossi, Eduardo
;
Fantazzini, Dean
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
4
,
pp. 922-961
Persistent link: https://www.econbiz.de/10011417840
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
Component-wise representations of long-memory models and volatility prediction
Proietti, Tommaso
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 668-692
Persistent link: https://www.econbiz.de/10011623820
Saved in:
9
The geometric-VaR backtesting method
Pelletier, Denis
;
Wei, Wei
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 725-745
Persistent link: https://www.econbiz.de/10011623861
Saved in:
10
On the observed-data deviance information criterion for volatility modeling
Chan, Joshua
;
Grant, Angelia L.
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 772-802
Persistent link: https://www.econbiz.de/10011623867
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
