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~subject:"Volatilität"
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Volatilität
Zeitreihenanalyse
31,073
Time series analysis
30,652
Theorie
13,826
Theory
13,806
Schätztheorie
6,814
Estimation theory
6,807
Prognoseverfahren
6,230
Forecasting model
6,206
Estimation
6,036
Schätzung
6,036
Volatility
3,716
USA
2,744
United States
2,737
ARCH model
2,356
ARCH-Modell
2,356
Kointegration
2,291
Cointegration
2,282
Konjunktur
2,148
Business cycle
2,141
Börsenkurs
2,102
Share price
2,097
VAR model
1,856
VAR-Modell
1,853
Stochastischer Prozess
1,749
Unit root test
1,741
Einheitswurzeltest
1,740
Stochastic process
1,737
Kapitaleinkommen
1,735
Capital income
1,734
time series
1,470
State space model
1,427
Zustandsraummodell
1,426
Strukturbruch
1,281
Structural break
1,280
Regressionsanalyse
1,226
Regression analysis
1,213
Nichtparametrisches Verfahren
1,147
Nonparametric statistics
1,143
Welt
1,143
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Free
1,425
Undetermined
1,272
CC license
118
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Article
2,295
Book / Working Paper
1,420
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All
Article in journal
2,193
Aufsatz in Zeitschrift
2,193
Graue Literatur
787
Non-commercial literature
787
Working Paper
772
Arbeitspapier
766
Aufsatz im Buch
85
Book section
85
Hochschulschrift
75
Thesis
51
Collection of articles of several authors
22
Sammelwerk
22
Aufsatzsammlung
17
Collection of articles written by one author
14
Sammlung
14
Conference paper
10
Konferenzbeitrag
10
Lehrbuch
7
Textbook
6
Bibliografie enthalten
3
Bibliography included
3
Systematic review
3
Übersichtsarbeit
3
Amtsdruckschrift
2
Dissertation u.a. Prüfungsschriften
2
Government document
2
Handbook
2
Handbuch
2
Konferenzschrift
2
Rezension
2
Advisory report
1
Case study
1
Conference proceedings
1
Fallstudie
1
Festschrift
1
Forschungsbericht
1
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1
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1
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1
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English
3,671
German
44
French
3
Czech
1
Author
All
McAleer, Michael
49
Gil-Alaña, Luis A.
48
Koopman, Siem Jan
48
Caporale, Guglielmo Maria
45
Gupta, Rangan
41
Andersen, Torben
33
Lux, Thomas
33
Lucas, André
31
Härdle, Wolfgang
30
Bollerslev, Tim
28
Taylor, Robert
22
Tauchen, George Eugene
21
Chan, Joshua
19
Chang, Chia-Lin
19
Hafner, Christian M.
19
Herwartz, Helmut
19
Cavaliere, Giuseppe
18
Dijk, Dick van
18
Engle, Robert F.
18
Kim, Donggyu
18
Sibbertsen, Philipp
18
Teräsvirta, Timo
18
Todorov, Viktor
18
Hansen, Peter Reinhard
17
Kumar, Dilip
17
Ma, Feng
17
Asai, Manabu
16
Bauwens, Luc
16
Bos, Charles S.
16
Caporin, Massimiliano
16
Hallin, Marc
15
Rodriguez, Gabriel
15
Tiwari, Aviral Kumar
15
Allen, David E.
14
Baruník, Jozef
14
Degiannakis, Stavros
14
Li, Jia
14
Meddahi, Nour
14
Sucarrat, Genaro
14
Swanson, Norman R.
14
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Institution
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National Bureau of Economic Research
17
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
7
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
Centre for Analytical Finance <Århus>
4
Centre for Growth and Business Cycle Research <Manchester>
4
Ekonomiska forskningsinstitutet <Stockholm>
4
Gottfried Wilhelm Leibniz Universität Hannover
4
Christian-Albrechts-Universität zu Kiel
2
Econometrisch Instituut <Rotterdam>
2
Université de Montréal / Département de sciences économiques
2
Aarhus Universitet / Afdeling for Nationaløkonomi
1
Bundesanstalt für Geowissenschaften und Rohstoffe
1
Business Information Centre <Toronto>
1
Center for Economic Research <Tilburg>
1
Centre for Quantitative Economics & Computing
1
Chambre de commerce et d'industrie de Paris
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Federal Reserve System / Board of Governors
1
Hamburgisches WeltWirtschaftsInstitut
1
Institut for Finansiering <Frederiksberg>
1
Institute of Finance and Accounting <London>
1
International Workshop on Statistics and Finance <1999, Hongkong>
1
Internationaler Währungsfonds / Asia and Pacific Department
1
Internationaler Währungsfonds / Western Hemisphere Department
1
Leibniz-Institut für Agrarentwicklung in Transformationsökonomien
1
Rodney L. White Center for Financial Research
1
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
1
Springer Fachmedien Wiesbaden
1
Springer International Publishing
1
The Wharton Financial Institutions Center
1
University of Chicago / Graduate School of Business
1
University of Strathclyde / Department of Economics
1
Westfälische Wilhelms-Universität Münster
1
William Davidson Institute <Ann Arbor, Mich.>
1
Zentrum für Europäische Wirtschaftsforschung
1
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Published in...
All
Journal of econometrics
112
Discussion paper / Tinbergen Institute
83
Economic modelling
68
Energy economics
68
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
62
Finance research letters
56
Journal of empirical finance
56
International journal of forecasting
54
Applied economics
48
Journal of forecasting
46
International review of financial analysis
43
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
43
Economics letters
40
The North American journal of economics and finance : a journal of financial economics studies
40
Journal of banking & finance
39
Econometric reviews
36
Journal of financial econometrics
31
Quantitative finance
31
Working paper
31
Computational economics
30
International review of economics & finance : IREF
30
Journal of financial econometrics : official journal of the Society for Financial Econometrics
27
Journal of risk and financial management : JRFM
26
Econometrics : open access journal
25
CREATES research paper
24
Research in international business and finance
21
SFB 649 discussion paper
21
Risks : open access journal
19
Econometric theory
18
International journal of finance & economics : IJFE
18
Applied economics letters
17
Journal of applied econometrics
17
Journal of economic dynamics & control
17
CESifo working papers
16
Cambridge working papers in economics
16
Journal of financial economics
16
Journal of international money and finance
16
Journal of time series econometrics
15
NBER Working Paper
15
The European journal of finance
15
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Source
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ECONIS (ZBW)
3,706
EconStor
6
USB Cologne (EcoSocSci)
3
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1
Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process
Wang, Xiaohu
;
Xiao, Weilin
;
Yu, Jun
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 389-415
Persistent link: https://www.econbiz.de/10014339985
Saved in:
2
Fractal characteristics of world market commodity derivatives
Oksana, Mykhailovska
- In:
Revista română de economie
38
(
2014
)
1
,
pp. 36-48
Persistent link: https://www.econbiz.de/10010518941
Saved in:
3
Long-horizon return regressions with historical volatility and other long-memory variables
Sizova, Natalia
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
4
,
pp. 546-559
Persistent link: https://www.econbiz.de/10010337850
Saved in:
4
Efficiency of crude oil futures markets : new evidence from multifractal detrending moving average analysis
Wang, Yudong
;
Wu, Chongfeng
- In:
Computational economics
42
(
2013
)
4
,
pp. 393-414
Persistent link: https://www.econbiz.de/10010249882
Saved in:
5
Hurst exponent behavior and assessment of the MENA stock markets efficiency
Zgueb Rejichi, Imen
;
Aloui, Chaker
- In:
Research in international business and finance
26
(
2012
)
3
,
pp. 353-370
Persistent link: https://www.econbiz.de/10009615929
Saved in:
6
A study of Shanghai fuel oil futures price volatility based on high frequency data : long-range dependence, modeling and forecasting
Liu, Li
;
Wan, Jieqiu
- In:
Economic modelling
29
(
2012
)
6
,
pp. 2245-2253
Persistent link: https://www.econbiz.de/10009673777
Saved in:
7
Asymmetric long memory volatility in the PIIGS economies
Kumar, Dilip
;
Maheswaran, S.
- In:
Review of accounting & finance
12
(
2013
)
1
,
pp. 23-43
Persistent link: https://www.econbiz.de/10010126725
Saved in:
8
The asymptotic codifference and covariation of log-fractional stable noise
Levy, Joshua B.
;
Taqqu, Murad S.
- In:
Journal of econometrics
181
(
2014
)
1
,
pp. 34-43
Persistent link: https://www.econbiz.de/10010473427
Saved in:
9
Multiscaling and stock market efficiency in China
Thiele, Thomas A.
- In:
Review of Pacific Basin financial markets and policies
17
(
2014
)
4
,
pp. 1-22
Persistent link: https://www.econbiz.de/10010474386
Saved in:
10
On stocks and interest rates modeling in long-range dependent environment
Melnikov, Alexander
;
Mišura, Julija S.
- In:
Risk and decision analysis
5
(
2014
)
4
,
pp. 177-187
Persistent link: https://www.econbiz.de/10011286251
Saved in:
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