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:"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
The effects of institutional a...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
Theorie
228
Zeitreihenanalyse
221
Theory
214
Time series analysis
209
Prognoseverfahren
126
Forecasting model
117
Schätztheorie
104
Estimation theory
100
Volatilität
98
ARCH-Modell
89
Nichtlineare Regression
83
Nonlinear regression
83
ARCH model
82
Schätzung
76
Estimation
72
USA
45
Börsenkurs
42
Correlation
40
Kapitaleinkommen
40
Korrelation
40
Business cycle
39
Capital income
38
United States
37
Konjunktur
36
Share price
36
Strukturbruch
30
Bayes-Statistik
29
Markov-Kette
29
Autokorrelation
28
Markov chain
28
Autocorrelation
27
Bayesian inference
27
Statistischer Test
27
Structural break
27
Statistical test
26
Monte Carlo simulation
25
Regression analysis
25
Regressionsanalyse
25
Bayesian analysis
23
more ...
less ...
Online availability
All
Free
57
Undetermined
11
CC license
2
Type of publication
All
Book / Working Paper
62
Article
33
Type of publication (narrower categories)
All
Arbeitspapier
44
Working Paper
44
Graue Literatur
40
Non-commercial literature
40
Article in journal
31
Aufsatz in Zeitschrift
31
Aufsatz im Buch
1
Book section
1
Lehrbuch
1
Rezension
1
Textbook
1
more ...
less ...
Language
All
English
92
Undetermined
3
Author
All
Dijk, Dick van
62
Teräsvirta, Timo
31
Martens, Martin
14
Silvennoinen, Annastiina
14
Wel, Michel van der
13
Opschoor, Anne
11
Sensier, Marianne
7
Bannouh, Karim
6
Franses, Philip Hans
6
Amado, Cristina
5
Kole, Erik
5
Pooter, Michiel de
5
Kang, Jian
4
Lucas, André
4
Osborn, Denise R.
4
Ozturk, Sait R.
4
Taylor, Nicholas
4
Çakmaklı, Cem
4
He, Changli
3
Scholtus, Martin L.
3
Bataa, Erdenebat
2
Frijns, Bart
2
Jakobsen, Johan Stax
2
Koekkoek, Remmert
2
Lord, Roger
2
Ozturk, Sait
2
Sensier, Sensier, M.
2
Wade, Glen
2
Zhang, Shuhua
2
Zhao, Zhenfang
2
van Dijk, Dick
2
van der Wel, Michel
2
Bouwman, Kees E.
1
Catani, Paul
1
Chulia-Soler, Helena
1
Chuliá, Helena
1
Hafner, Christian M.
1
Hall, Anthony
1
Hall, Anthony D.
1
Harvey, Andrew C.
1
more ...
less ...
Institution
All
Centre for Growth and Business Cycle Research <Manchester>
3
Ekonomiska forskningsinstitutet <Stockholm>
3
Econometrisch Instituut <Rotterdam>
2
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
2
School of Economics and Management, University of Aarhus
1
Published in...
All
Discussion paper / Tinbergen Institute
17
CREATES research paper
7
SSE EFI working paper series in economics and finance
5
Discussion paper series
4
Econometric Institute research papers
4
ERIM report series research in management
3
Econometric reviews
3
Journal of econometrics
3
Journal of empirical finance
3
Applied financial economics
2
Dynamic factor models
2
Econometric Institute Research Papers
2
Econometrics : open access journal
2
International journal of forecasting
2
Journal of applied econometrics
2
Journal of banking & finance
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Advances in Econometrics, 35, 2016
1
CREATES Research Papers
1
ERIM Report Series Reference
1
Energy economics
1
Journal of economic literature
1
Journal of financial markets
1
NCER working paper series
1
Oxford bulletin of economics and statistics
1
Report / Econometric Institute, Erasmus University Rotterdam
1
Report / Erasmus Center for Financial Research, Erasmus University
1
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The North American journal of economics and finance : a journal of financial economics studies
1
The econometrics journal
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
Tinbergen Institute Discussion Paper 2010-115/4
1
more ...
less ...
Source
All
ECONIS (ZBW)
92
RePEc
3
Showing
1
-
10
of
95
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
