Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Volatilität"
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
A class of simple semiparametr...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatilität
Theorie
134
Theory
133
Zeitreihenanalyse
82
Time series analysis
81
Estimation theory
54
Schätztheorie
54
Portfolio selection
41
Portfolio-Management
41
Nichtparametrisches Verfahren
33
Nonparametric statistics
33
Statistical test
32
Statistischer Test
32
Volatility
28
Factor analysis
24
Faktorenanalyse
24
Estimation
22
Schätzung
22
Ranking method
21
Ranking-Verfahren
21
Forecasting model
19
Prognoseverfahren
19
Statistical distribution
19
Statistische Verteilung
19
Multivariate Analyse
18
Multivariate analysis
18
ARCH model
17
ARCH-Modell
17
Panel
17
Panel study
17
Altersvorsorge
14
Einheitswurzeltest
14
Retirement provision
14
Unit root test
14
Capital income
13
Kapitaleinkommen
13
Pension fund
12
Pensionskasse
12
Regression analysis
12
Regressionsanalyse
12
more ...
less ...
Online availability
All
Free
14
Undetermined
8
Type of publication
All
Book / Working Paper
16
Article
12
Type of publication (narrower categories)
All
Arbeitspapier
13
Working Paper
13
Article in journal
12
Aufsatz in Zeitschrift
12
Graue Literatur
8
Non-commercial literature
8
Aufsatzsammlung
1
more ...
less ...
Language
All
English
28
Author
All
Hallin, Marc
19
Barigozzi, Matteo
13
Werker, Bas J. M.
9
Renault, Eric
6
Soccorsi, Stefano
5
Trucíos, Carlos
3
Zevallos, Mauricio
3
Hotta, Luiz K.
2
Mazzeu, João H. G.
2
Meddahi, Nour
2
Pereira, Pedro L. Valls
2
Sarisoy, Cisil
2
Drost, Feike C.
1
Forni, Mario
1
Heijden, Thijs van der
1
Hotta, Luiz Koodi
1
La Vecchia, Davide
1
Lippi, Marco
1
Mathias, Charles
1
Mazzeu, João Henrique Gonçalves
1
Melenberg, Bertrand
1
Nijman, Theodore E.
1
Pirotte, Hugues
1
Renaut, Eric
1
Sachs, Rainer von
1
Trucios, Carlos
1
Valls Pereira, Pedro L.
1
Veredas, David
1
Zaffaroni, Paolo
1
more ...
less ...
Institution
All
Center for Economic Research <Tilburg>
2
Published in...
All
ECARES working paper
8
Journal of econometrics
6
Discussion paper / Center for Economic Research, Tilburg University
4
Journal of financial econometrics
2
Econometric theory
1
Economics letters
1
Economics working paper series
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
The econometrics journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
28
Showing
1
-
10
of
28
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
GARCH and irregularly spaced data
Meddahi, Nour
;
Renault, Eric
;
Werker, Bas J. M.
- In:
Economics letters
90
(
2006
)
2
,
pp. 200-204
Persistent link: https://www.econbiz.de/10003275843
Saved in:
2
Causality effects in return volatility measures with random times
Renault, Eric
;
Werker, Bas J. M.
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 272-279
Persistent link: https://www.econbiz.de/10009242519
Saved in:
3
Stochastic volatility models with transaction time risk
Renault, Eric
(
contributor
);
Werker, Bas J. M.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001989255
Saved in:
4
On the pricing of options in incomplete markets
Melenberg, Bertrand
;
Werker, Bas J. M.
-
1996
Persistent link: https://www.econbiz.de/10000932780
Saved in:
5
Estimation and testing in models containing both jumps and conditional heteroskedasticity
Drost, Feike C.
;
Nijman, Theodore E.
;
Werker, Bas J. M.
-
1994
Persistent link: https://www.econbiz.de/10000904675
Saved in:
6
Garch and irregularly spaced data
Meddahi, Nour
(
contributor
);
Renault, Eric
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001774184
Saved in:
7
Efficient estimation of integrated volatility and related processes
Renault, Eric
;
Sarisoy, Cisil
;
Werker, Bas J. M.
- In:
Econometric theory
33
(
2017
)
2
,
pp. 439-478
Persistent link: https://www.econbiz.de/10011665439
Saved in:
8
Arbitrage pricing theory for idiosyncratic variance factors
Renaut, Eric
;
Heijden, Thijs van der
;
Werker, Bas J. M.
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1403-1442
Persistent link: https://www.econbiz.de/10014444683
Saved in:
9
Generalized dynamic factor models and volatilities : estimation and forecasting
Barigozzi, Matteo
;
Hallin, Marc
-
2015
Persistent link: https://www.econbiz.de/10011289224
Saved in:
10
Generalized dynamic factor models and volatilities : recovering the market volatility shocks
Barigozzi, Matteo
;
Hallin, Marc
- In:
The econometrics journal
19
(
2016
)
1
,
pp. 33-60
Persistent link: https://www.econbiz.de/10011487491
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
