//--> //--> //--> //-->
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
Optimal combination of Arctic...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
Theorie
354
Theory
348
Prognoseverfahren
197
Forecasting model
194
USA
180
United States
173
Volatilität
131
Yield curve
122
Zinsstruktur
121
Kapitaleinkommen
114
Capital income
113
Schätzung
113
Estimation
112
Monetary policy
108
Schätztheorie
80
Estimation theory
79
Time series analysis
70
Zeitreihenanalyse
70
Finanzmarkt
67
Geldpolitik
67
Business cycle
66
Financial market
66
Konjunktur
62
Prognose
56
Welt
56
World
53
Forecast
52
Impact assessment
48
Wirkungsanalyse
48
Measurement
47
Messung
47
Aktienmarkt
38
Portfolio-Management
37
Stock market
37
Climate change
35
Exchange rate
35
Klimawandel
35
Portfolio selection
35
Wechselkurs
35
more ...
less ...
Online availability
All
Free
82
Undetermined
8
Type of publication
All
Book / Working Paper
108
Article
21
Type of publication (narrower categories)
All
Arbeitspapier
54
Working Paper
54
Graue Literatur
49
Non-commercial literature
49
Article in journal
15
Aufsatz in Zeitschrift
15
Aufsatz im Buch
3
Book section
3
Conference paper
1
Konferenzbeitrag
1
Reprint
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
124
Undetermined
4
Spanish
1
Author
All
Diebold, Francis X.
126
Bollerslev, Tim
41
Andersen, Torben
30
Yılmaz, Kamil
30
Christoffersen, Peter F.
26
Andersen, Torben G.
10
Labys, Paul
9
Alizadeh, Sassan
8
Brandt, Michael W.
8
Shin, Minchul
7
Schorfheide, Frank
6
Strasser, Georg
6
Mariano, Roberto S.
5
Tse, Yiu Kuen
5
Strasser, Georg H.
4
Tay, Anthony S.
4
Wu, Jin
4
Ebens, Heiko
3
Lopez, Jose A.
3
Rudebusch, Glenn D.
3
Kadlec, Gregory B.
2
Lee, Dong Jin
2
Schuermann, Til
2
Wu, Jin (Ginger)
2
Zhang, Boyuan
2
Zhong, Molin
2
Anderson, Torben G.
1
Chen, Fei
1
Christensen, Jens H. E.
1
Christoffersen, Peter C.
1
Engle, Robert F.
1
García López, José A.
1
Lopez, Jose
1
López, José A.
1
Santomero, Anthony M.
1
Tay, Anthony S. A.
1
more ...
less ...
Institution
All
National Bureau of Economic Research
19
Rodney L. White Center for Financial Research
6
The Wharton Financial Institutions Center
4
East Asian Bureau of Economic Research (EABER)
2
Department of Economics, University of Pennsylvania
1
School of Economics, Singapore Management University
1
Published in...
All
NBER working paper series
17
NBER Working Paper
14
Working paper / National Bureau of Economic Research, Inc.
12
Working papers / Financial Institutions Center
11
CFS working paper series
9
Working papers / Rodney L. White Center for Financial Research
7
Financial Institutions Center
4
Working papers / Penn Institute for Economic Research
4
Journal of econometrics
3
PIER Working Paper
3
CAFE Research Paper
2
FRB of Philadelphia Working Paper
2
Finance Working Papers
2
NBER technical working paper series
2
Research paper / Federal Reserve Bank of New York
2
Technical working paper / National Bureau of Economic Research
2
The review of economics and statistics
2
Working papers / Federal Reserve Bank of Philadelphia, Research Department
2
American Economic Review papers and proceedings
1
Boston College working papers in economics
1
CFS Working Paper
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economic policy review
1
Economics letters
1
Economía chilena
1
Essays in honor of M. Hashem Pesaran : prediction and macro modeling
1
FEDS Working Paper
1
Finance and economics discussion series
1
Financial markets and asset pricing
1
Financial services at the crossroads: capital regulation in the twenty-first century
1
Handbook of economic forecasting ; 1
1
Handbook of economic forecasting ; Vol. 1
1
International journal of forecasting
1
Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Koç University - TÜSİAD Economic Research Forum working paper series
1
PIER Working Paper Archive
1
The American economic review
1
The Handbook of risk
1
The economic journal : the journal of the Royal Economic Society
1
more ...
less ...
Source
All
ECONIS (ZBW)
125
RePEc
4
Showing
1
-
10
of
129
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
On the evolution of U.S. temperature dynamics
Diebold, Francis X.
;
Rudebusch, Glenn D.
-
2019
Persistent link: https://www.econbiz.de/10012064979
Saved in:
2
On the evolution of US temperature dynamics
Diebold, Francis X.
;
Rudebusch, Glenn D.
- In:
Essays in honor of M. Hashem Pesaran : prediction and …
,
(pp. 9-28)
.
2022
Persistent link: https://www.econbiz.de/10013201751
Saved in:
3
The Nobel Memorial Prize for Robert F. Engle
Diebold, Francis X.
-
2004
Persistent link: https://www.econbiz.de/10002025610
Saved in:
4
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:
5
How relevant is volatility forecasting for financial risk management?
Christoffersen, Peter F.
;
Diebold, Francis X.
- In:
The review of economics and statistics
82
(
2000
)
1
,
pp. 12-22
Persistent link: https://www.econbiz.de/10001456328
Saved in:
6
Exchange rate returns standardized by realized volatility are (nearly) Gaussian
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2000
Persistent link: https://www.econbiz.de/10001440693
Saved in:
7
Financial risk management in a volatile global environment
Diebold, Francis X.
;
Santomero, Anthony M.
-
1999
Persistent link: https://www.econbiz.de/10001427787
Saved in:
8
How relevant is volatility forecasting for financial risk
Christoffersen, Peter F.
;
Diebold, Francis X.
-
1999
Persistent link: https://www.econbiz.de/10001463947
Saved in:
9
The distribution of stock return volatility
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2000
Persistent link: https://www.econbiz.de/10001476423
Saved in:
10
Range-based estimation of stochastic volatility models or exchange rate dynamics are more interesting than you think
Alizadeh, Sassan
;
Brandt, Michael W.
;
Diebold, Francis X.
-
2000
Persistent link: https://www.econbiz.de/10001477772
Saved in:
1
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->