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~subject:"Volatility"
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Volatility
Theorie
195
Theory
195
Time series analysis
120
Zeitreihenanalyse
120
Volatilität
103
Forecasting model
87
Prognoseverfahren
87
Estimation
79
Schätzung
79
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75
ARCH-Modell
74
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72
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71
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63
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31
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30
Risk
30
Systemic risk
30
Systemrisiko
29
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28
Finanzmarkt
28
Bankrisiko
27
Hedging
27
Bank risk
26
Option pricing theory
26
Optionspreistheorie
26
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Free
43
Undetermined
17
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Book / Working Paper
67
Article
39
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Article in journal
34
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34
Arbeitspapier
29
Working Paper
29
Graue Literatur
25
Non-commercial literature
25
Aufsatz im Buch
5
Book section
5
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1
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Language
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English
103
Italian
2
German
1
Author
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Engle, Robert F.
78
Patton, Andrew J.
27
Bollerslev, Tim
9
Gallo, Giampiero M.
8
Quaedvlieg, Rogier
8
Sheppard, Kevin
8
Kane, Alex
6
Noh, Jaesun
6
De Nard, Gianluca
5
Ledoit, Olivier
5
Wolf, Michael
5
Ghysels, Eric
4
Itō, Takatoshi
4
Ng, Victor K.
4
Rosenberg, Joshua V.
4
Burns, Patrick
3
Cipollini, Fabrizio
3
De Lira Salvatierra, Irving Arturo
3
Diebold, Francis X.
3
Fleming, Michael J.
3
Lee, Gary G. J.
3
Mezrich, Joseph
3
Nguyen, Giang H.
3
Rangel, Jose Gonzalo
3
Alan, Nazli Sila
2
Brownlees, Christian
2
Cappiello, Lorenzo
2
Conrad, Christian
2
Figlewski, Stephen
2
Hansen, Martin Klint
2
Ito, Takatoshi
2
Jondeau, Eric
2
Karagozoglu, Ahmet K.
2
Kelly, Bryan T.
2
Lin, Wen-Ling
2
Lin, Wen-ling Tsai
2
Lunde, Asger
2
Medeiros, Marcelo C.
2
Oh, Dong Hwan
2
Rockinger, Michael
2
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National Bureau of Economic Research
7
Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Università degli Studi di Firenze
2
Rodney L. White Center for Financial Research
1
Society for Computational Economics - SCE
1
The Wharton Financial Institutions Center
1
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Discussion paper / Department of Economics, University of California San Diego
13
Journal of econometrics
11
NBER working paper series
7
Working paper / National Bureau of Economic Research, Inc.
6
NBER Working Paper
3
The review of economics and statistics
3
Working paper series / University of Zurich, Department of Economics
3
CREATES research paper
2
ERID working paper
2
Econometrics Working Papers Archive
2
Handbook of financial time series
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of financial economics
2
NYU Stern School of Business
2
Review of finance : journal of the European Finance Association
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
The review of financial studies
2
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
2
Working papers
2
Advanced texts in econometrics
1
Computing in Economics and Finance 2005
1
Discussion paper series
1
Econometrics : open access journal
1
Economic Research Initiatives at Duke (ERID) Working Paper
1
Finance and economics discussion series
1
Forecasting volatility in the financial markets
1
HKUST Business School Research Paper
1
Handbook of economic forecasting ; Volume 2B
1
Harvard Business School Finance Working Paper
1
International journal of forecasting
1
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
Journal of financial econometrics
1
Journal of risk
1
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
1
Research paper series / Swiss Finance Institute
1
Review of derivatives research
1
Staff reports / Federal Reserve Bank of New York
1
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
1
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ECONIS (ZBW)
103
RePEc
3
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1
What good is a volatility model?
Engle, Robert F.
;
Patton, Andrew J.
- In:
Forecasting volatility in the financial markets
,
(pp. 47-63)
.
2007
Persistent link: https://www.econbiz.de/10003872831
Saved in:
2
Data-based ranking of realised volatility estimators
Patton, Andrew J.
- In:
Journal of econometrics
161
(
2011
)
2
,
pp. 284-303
Persistent link: https://www.econbiz.de/10009242129
Saved in:
3
Volatillity forecast comparison using imperfect volatility proxies
Patton, Andrew J.
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 246-256
Persistent link: https://www.econbiz.de/10009242521
Saved in:
4
Copula-based models for financial time series
Patton, Andrew J.
- In:
Handbook of financial time series
,
(pp. 767-785)
.
2009
Persistent link: https://www.econbiz.de/10003834225
Saved in:
5
The Nobel memorial prize for Robert Engle
Diebold, Francis X.
(
contributor
);
Engle, Robert F.
(
honouree
)
-
2004
Persistent link: https://www.econbiz.de/10003229527
Saved in:
6
Volatility and time series econometrics : essays in honor of Robert Engle
Bollerslev, Tim
(
ed.
);
Engle, Robert F.
(
honouree
); …
-
2010
-
1. publ.
Volatility and Time Series Econometrics: Essays in Honor of Robert F. .Engle Edited by Tim Bollerslev, Jeffrey R. Russell, and Mark W. Watson OXFORD UNIVERSITY PRESS ...
Persistent link: https://www.econbiz.de/10003861657
Saved in:
7
Zeitabhängige Volatilität und instationäre Zeitreihen : zum Nobelpreis an Robert F. Engle und Clive W. J. Granger
Hassler, Uwe
- In:
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
83
(
2003
)
12
,
pp. 811-816
Persistent link: https://www.econbiz.de/10001858207
Saved in:
8
Dynamic copula models and high frequency data
De Lira Salvatierra, Irving Arturo
;
Patton, Andrew J.
-
2013
Persistent link: https://www.econbiz.de/10010231950
Saved in:
9
Volatility forecast comparison using imperfect volatility proxies
Patton, Andrew J.
-
2006
Persistent link: https://www.econbiz.de/10003329784
Saved in:
10
Evaluating volatility and correlation forecasts
Patton, Andrew J.
;
Sheppard, Kevin
- In:
Handbook of financial time series
,
(pp. 801-838)
.
2009
Persistent link: https://www.econbiz.de/10003834236
Saved in:
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