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
~subject:"Time series analysis"
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
Do Bonds Span Volatility Risk...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Time series analysis
Volatilität
154
Volatility
151
Theorie
123
Theory
119
Capital income
66
Kapitaleinkommen
66
USA
61
United States
57
Prognoseverfahren
50
Forecasting model
49
Schätzung
45
Zeitreihenanalyse
45
Estimation
44
ARCH-Modell
35
Financial market
34
Finanzmarkt
34
ARCH model
33
Estimation theory
29
Schätztheorie
29
Risikoprämie
27
Risk premium
27
Stochastischer Prozess
27
Börsenkurs
26
Share price
26
Stochastic process
26
Portfolio-Management
25
Risiko
24
Risk
24
Ankündigungseffekt
23
Portfolio selection
23
Announcement effect
22
CAPM
22
Exchange rate
22
Option trading
22
Optionsgeschäft
22
Wechselkurs
22
Measurement
19
Messung
19
Nichtparametrisches Verfahren
19
more ...
less ...
Online availability
All
Free
22
Undetermined
8
Type of publication
All
Book / Working Paper
28
Article
15
Type of publication (narrower categories)
All
Arbeitspapier
16
Graue Literatur
16
Non-commercial literature
16
Working Paper
16
Article in journal
12
Aufsatz in Zeitschrift
12
Aufsatz im Buch
1
Aufsatzsammlung
1
Book section
1
Collection of articles of several authors
1
Festschrift
1
Konferenzschrift
1
Sammelwerk
1
more ...
less ...
Language
All
English
43
Author
All
Andersen, Torben
39
Bollerslev, Tim
12
Dobrev, Dobrislav
11
Schaumburg, Ernst
11
Todorov, Viktor
6
Diebold, Francis X.
5
Andersen, Torben G.
4
Bondarenko, Oleg
4
Varneskov, Rasmus Tangsgaard
4
Kyle, Albert S.
3
Obižaeva, Anna
3
Benzoni, Luca
2
Meddahi, Nour
2
Chang, Chia-Lin
1
Christoffersen, Peter F.
1
Davis, Richard A.
1
Frederiksen, Per
1
Kreiß, Jens-Peter
1
Li, Yingying
1
Ling, Shiqing
1
Lund, Jesper
1
McAleer, Michael
1
Mikosch, Thomas
1
Nielsen, Morten Ørregaard
1
Riva, Raul
1
Tan, Yingwen
1
Tauchen, George Eugene
1
Thyrsgaard, Martin
1
Wu, Jin
1
Zhang, Zhiyuan
1
Zhou, Bo
1
more ...
less ...
Institution
All
National Bureau of Economic Research
3
Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
The Wharton Financial Institutions Center
1
Université de Montréal / Département de sciences économiques
1
Published in...
All
Journal of econometrics
8
NBER working paper series
3
CFS working paper series
2
CREATES Research Paper
2
CREATES research paper
2
NBER Working Paper
2
Working paper / National Bureau of Economic Research, Inc.
2
CEFIR and NES working papers
1
Cahier / Départment de Sciences Économiques, Université de Montréal
1
Econometric analysis of financial and economic time series
1
Econometric theory
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
FRB of New York Staff Report
1
Global COE Hi-Stat discussion paper series
1
Handbook of economic forecasting ; 1
1
Handbook of financial time series
1
International economic review
1
International finance discussion papers
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
NES working paper series : working paper
1
Staff reports / Federal Reserve Bank of New York
1
Symposium on forecasting and empirical methods in macroeconomics and finance
1
Working paper / Department of Finance, Kellogg Graduate School of Management, Northwestern University
1
Working papers / Federal Reserve Bank of Chicago
1
Working papers / Financial Institutions Center
1
more ...
less ...
Source
All
ECONIS (ZBW)
43
Showing
1
-
10
of
43
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Realized volatility
Andersen, Torben
(
contributor
);
Benzoni, Luca
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003786282
Saved in:
2
Realized volatility
Andersen, Torben
;
Benzoni, Luca
- In:
Handbook of financial time series
,
(pp. 555-575)
.
2009
Persistent link: https://www.econbiz.de/10003834180
Saved in:
3
Some reflections on analysis of high-frequency data
Andersen, Torben
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
2
,
pp. 146-153
Persistent link: https://www.econbiz.de/10001469560
Saved in:
4
Volatility
Andersen, Torben
-
1992
Persistent link: https://www.econbiz.de/10000914157
Saved in:
5
Answering the skeptics : yes, standard volatility models do provide accurate forecasts
Andersen, Torben
- In:
International economic review
39
(
1998
)
4
,
pp. 885-905
Persistent link: https://www.econbiz.de/10001338809
Saved in:
6
Estimating continuous-time stochastic volatility models of the short-term interest rate
Andersen, Torben
- In:
Journal of econometrics
77
(
1997
)
2
,
pp. 343-377
Persistent link: https://www.econbiz.de/10001212838
Saved in:
7
Answering the critics : yes, arch models do provide good volatility forecasts
Andersen, Torben
;
Bollerslev, Tim
-
1997
Persistent link: https://www.econbiz.de/10000627888
Saved in:
8
Some like it smooth, and some like it rough : untangling continuous and jump components in measuring, modeling, and forecasting asset return volatility
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001899970
Saved in:
9
Some like it smooth, and some like it rough : untanging continuous and jump components in measuring, modeling, and forecasting asset return volatility
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
-
2003
Persistent link: https://www.econbiz.de/10001846702
Saved in:
10
Correcting the errors : volatility forecast evaluation using high-frequency data and realized volatilities
Andersen, Torben
;
Bollerslev, Tim
;
Meddahi, Nour
- In:
Econometrica : journal of the Econometric Society, an …
73
(
2005
)
1
,
pp. 279-296
Persistent link: https://www.econbiz.de/10002568170
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
