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~subject:"Volatility"
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Volatility
Theorie
121
Theory
115
Prognoseverfahren
100
Forecasting model
93
Zeitreihenanalyse
91
Time series analysis
85
Volatilität
65
Schätzung
52
Estimation
49
USA
40
Business cycle
32
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32
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32
Schätztheorie
31
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29
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29
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28
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27
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27
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27
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27
Markov-Kette
25
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24
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23
Bayesian analysis
23
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22
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22
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22
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20
Structural break
20
Correlation
19
Korrelation
19
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19
Economic indicator
17
Statistische Verteilung
17
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15
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15
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Free
40
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19
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30
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English
62
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2
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Dijk, Dick van
62
Martens, Martin
14
Wel, Michel van der
13
Opschoor, Anne
11
Sensier, Marianne
7
Bannouh, Karim
6
Franses, Philip Hans
6
Kole, Erik
5
Pooter, Michiel de
5
Lucas, André
4
Osborn, Denise R.
4
Ozturk, Sait R.
4
Taylor, Nicholas
4
Çakmaklı, Cem
4
Scholtus, Martin L.
3
Bataa, Erdenebat
2
Frijns, Bart
2
Koekkoek, Remmert
2
Lord, Roger
2
Ozturk, Sait
2
Sensier, Sensier, M.
2
van Dijk, Dick
2
van der Wel, Michel
2
Bouwman, Kees E.
1
Chulia-Soler, Helena
1
Chuliá, Helena
1
Hafner, Christian M.
1
Janus, Paweł
1
Munandar, Haris
1
Osborn, Osborn, D.R.
1
Raviv, Eran
1
Sokolinskiy, Oleg
1
Wel, Michael van der
1
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Centre for Growth and Business Cycle Research <Manchester>
3
Econometrisch Instituut <Rotterdam>
2
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
2
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Discussion paper / Tinbergen Institute
16
Discussion paper series
4
Econometric Institute research papers
4
ERIM report series research in management
3
Dynamic factor models
2
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2
International journal of forecasting
2
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2
Journal of banking & finance
2
Journal of econometrics
2
Journal of empirical finance
2
Advances in Econometrics, 35, 2016
1
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1
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1
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1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial markets
1
Oxford bulletin of economics and statistics
1
Report / Econometric Institute, Erasmus University Rotterdam
1
Report / Erasmus Center for Financial Research, Erasmus University
1
The North American journal of economics and finance : a journal of financial economics studies
1
The review of economics and statistics
1
Tinbergen Institute Discussion Paper
1
Tinbergen Institute Discussion Paper 12-018/4
1
Tinbergen Institute Discussion Paper 13-068/III
1
Tinbergen Institute Discussion Paper 14-090/III
1
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ECONIS (ZBW)
62
RePEc
2
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1
Nonlinear time series models in empirical finance
Franses, Philip Hans
;
Dijk, Dick van
-
2000
-
1. publ.
Persistent link: https://www.econbiz.de/10001484071
Saved in:
2
Outlier detection in the GARCH (1,1) model
Franses, Philip Hans
;
Dijk, Dick van
-
1999
Persistent link: https://www.econbiz.de/10001495849
Saved in:
3
Short patches of outliers, arch and volatility modeling
Dijk, Dick van
;
Franses, Philip Hans
;
Lucas, André
-
1998
Persistent link: https://www.econbiz.de/10000988100
Saved in:
4
Short-term volatility versus long-term growth : evidence in US macroeconomic time series
Sensier, Marianne
(
contributor
);
Dijk, Dick van
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001575240
Saved in:
5
Testing for volatility changes in US macroeconomic time series
Sensier, Marianne
(
contributor
);
Dijk, Dick van
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001836409
Saved in:
6
Changes in variability of the business cycle in the G7 countries
Dijk, Dick van
(
contributor
);
Osborn, Denise R.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001702113
Saved in:
7
Changes in variability of the business cycle in the G7 countries
Dijk, Dick van
(
contributor
);
Osborn, Denise R.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001703545
Saved in:
8
Modeling and forecasting S&P 500 volatility : long memory, structural breaks and nonlinearity
Martens, Martin
;
Dijk, Dick van
;
Pooter, Michiel de
-
2004
Persistent link: https://www.econbiz.de/10002128301
Saved in:
9
Testing for volatility changes in US macroeconomic time series
Sensier, Marianne
;
Dijk, Dick van
- In:
The review of economics and statistics
86
(
2004
)
3
,
pp. 833-839
Persistent link: https://www.econbiz.de/10002223475
Saved in:
10
Testing for changes in volatility in heteroskedastic time series - a further examination
Pooter, Michiel de
(
contributor
);
Dijk, Dick van
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002239756
Saved in:
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