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~subject:"Volatility"
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Volatility
Theorie
176
Theory
166
Zeitreihenanalyse
108
Prognoseverfahren
102
Time series analysis
100
Forecasting model
95
Volatilität
77
Schätzung
56
Estimation
53
Börsenkurs
45
USA
44
Share price
39
United States
36
Business cycle
35
Nichtlineare Regression
33
Nonlinear regression
33
Schätztheorie
33
Bayes-Statistik
31
Estimation theory
31
Konjunktur
31
ARCH-Modell
30
Bayesian inference
30
Korrelation
30
Correlation
29
Nichtparametrisches Verfahren
29
ARCH model
28
Expectation formation
27
Kapitaleinkommen
27
Markov-Kette
27
Markov chain
26
Monte Carlo simulation
26
Monte-Carlo-Simulation
26
Nonparametric statistics
26
Capital income
25
Statistischer Test
25
Bayesian analysis
23
Statistical test
23
Portfolio-Management
22
Strukturbruch
22
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Free
49
Undetermined
10
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Book / Working Paper
54
Article
22
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Arbeitspapier
37
Working Paper
37
Graue Literatur
34
Non-commercial literature
34
Article in journal
20
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20
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1
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1
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Language
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English
74
Undetermined
2
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Dijk, Dick van
62
Martens, Martin
14
Wel, Michel van der
13
Opschoor, Anne
11
Sensier, Marianne
7
Sokolinskiy, Oleg
7
Bannouh, Karim
6
Diks, Cees G. H.
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
Botman, Dennis P. J.
3
Meldrum, Andrew
3
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
Gatarek, Lukasz T.
1
Gooijer, Jan G. de
1
Hafner, Christian M.
1
Janus, Paweł
1
Lee, Cheng F.
1
Munandar, Haris
1
Osborn, Osborn, D.R.
1
Raviv, Eran
1
Weide, Roy van der
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
21
Discussion paper series
4
Econometric Institute research papers
4
ERIM report series research in management
3
Review of quantitative finance and accounting
3
Dynamic factor models
2
Econometric Institute Research Papers
2
Finance and economics discussion series
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
FEDS Working Paper
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)
74
RePEc
2
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1
Forecasting volatility with Copula-based time series models
Sokolinskiy, Oleg
;
Dijk, Dick van
-
2011
Persistent link: https://www.econbiz.de/10009720755
Saved in:
2
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:
3
Outlier detection in the GARCH (1,1) model
Franses, Philip Hans
;
Dijk, Dick van
-
1999
Persistent link: https://www.econbiz.de/10001495849
Saved in:
4
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:
5
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:
6
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:
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/10001702113
Saved in:
8
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:
9
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:
10
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:
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