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~subject:"Volatility"
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Subject
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Volatility
Theorie
127
Theory
121
Zeitreihenanalyse
100
Prognoseverfahren
99
Time series analysis
94
Forecasting model
92
Volatilität
65
Schätzung
51
Estimation
48
USA
41
Schätztheorie
40
Estimation theory
38
United States
33
Börsenkurs
32
Business cycle
31
Bayes-Statistik
27
Konjunktur
27
Share price
27
Bayesian inference
25
Nichtlineare Regression
25
Nonlinear regression
25
Bayesian analysis
23
Markov-Kette
23
ARCH-Modell
22
Kapitaleinkommen
22
Markov chain
22
ARCH model
21
Strukturbruch
21
Capital income
20
Welt
20
Correlation
19
Korrelation
19
Monte Carlo simulation
19
Monte-Carlo-Simulation
19
Structural break
19
Wirtschaftsindikator
19
Statistische Verteilung
18
World
18
Economic indicator
17
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Free
40
Undetermined
7
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Book / Working Paper
45
Article
19
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Arbeitspapier
30
Working Paper
30
Graue Literatur
27
Non-commercial literature
27
Article in journal
17
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17
Aufsatz im Buch
1
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1
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1
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1
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English
62
Undetermined
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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Institution
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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
Econometric Institute Research Papers
2
International journal of forecasting
2
Journal of applied econometrics
2
Journal of banking & finance
2
Journal of econometrics
2
Journal of empirical finance
2
Advances in Econometrics, 35, 2016
1
Applied financial economics
1
CREATES research paper
1
ERIM Report Series Reference
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
Tinbergen Institute Discussion Paper 2010-115/4
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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