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isPartOf:"Advances in quantitative analysis of finance and accounting : a research annual"
subject:"Börsenkurs"
~isPartOf:"Applied economics"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"1980-1985"
~subject:"Volatilität"
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Börsenkurs
1980-1985
Volatilität
Estimation theory
211
Schätztheorie
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Diebold, Francis X.
2
Kim, Jong-Min
2
Abutaleb, Ahmed S.
1
Alizadeh, Sassan
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Baillie, Richard
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Bampinas, Georgios
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Advances in quantitative analysis of finance and accounting : a research annual
Applied economics
The journal of finance : the journal of the American Finance Association
Journal of econometrics
130
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
49
Discussion paper / Tinbergen Institute
29
Economics letters
29
Journal of empirical finance
27
Econometric reviews
22
Economic modelling
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Journal of banking & finance
20
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Quantitative finance
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CREATES research paper
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Econometric theory
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Finance research letters
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Journal of financial econometrics
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International journal of forecasting
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International journal of theoretical and applied finance
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The North American journal of economics and finance : a journal of financial economics studies
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International journal of economics and financial issues : IJEFI
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Journal of forecasting
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Cambridge working papers in economics
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NBER Working Paper
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SFB 649 discussion paper
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The econometrics journal
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
10
Journal of mathematical finance
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Econometrics : open access journal
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
International review of financial analysis
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Journal of financial economics
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NBER working paper series
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Working paper / National Bureau of Economic Research, Inc.
9
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
8
Finance and stochastics
8
Journal of financial and quantitative analysis : JFQA
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Functional ARCH directional dependence via copula for intraday volatility from high-frequency financial time series
Kim, Jong-Min
;
Hwang, Sun Young
- In:
Applied economics
53
(
2021
)
4
,
pp. 506-520
Persistent link: https://www.econbiz.de/10012416072
Saved in:
2
A note on the estimated GARCH coefficients from the S&P1500 universe
Bampinas, Georgios
;
Ladopoulos, Konstantinos
; …
- In:
Applied economics
50
(
2018
)
34/35
,
pp. 3647-3653
Persistent link: https://www.econbiz.de/10012059386
Saved in:
3
Linear time-varying regression with a DCC-GARCH model for volatility
Kim, Jong-Min
;
Jung, Hojin
;
Qin, Li
- In:
Applied economics
48
(
2016
)
16/18
,
pp. 1573-1582
Persistent link: https://www.econbiz.de/10011456689
Saved in:
4
The derivation of the NPV variance of a risky capital investment project with first-order autoregressive cash flows and autoregressive conditional heteroscedastic variances
Paquin, Jean-Paul
;
Charbonneau, Alain
;
Tessier, David
- In:
Applied economics
47
(
2015
)
10/12
,
pp. 1170-1186
Persistent link: https://www.econbiz.de/10010486263
Saved in:
5
Predicting instability
Razzak, Weshah A.
- In:
Applied economics
45
(
2013
)
22/24
,
pp. 3305-3315
Persistent link: https://www.econbiz.de/10010345431
Saved in:
6
Evaluating and improving GARCH-based volatility forecasts with range-based estimators
Hung, Jui-cheng
;
Lou, Tien-wei
;
Wang, Yi-hsien
;
Lee, Jun-de
- In:
Applied economics
45
(
2013
)
28/30
,
pp. 4041-4049
Persistent link: https://www.econbiz.de/10010345765
Saved in:
7
Range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Diebold, Francis X.
- In:
The journal of finance : the journal of the American …
57
(
2002
)
3
,
pp. 1047-1091
Persistent link: https://www.econbiz.de/10001684742
Saved in:
8
Maximum likelihood estimation of time-varying parameters : an application to the Athens Stock Exchange index
Abutaleb, Ahmed S.
;
Papaioannou, Michael G.
- In:
Applied economics
32
(
2000
)
10
,
pp. 1323-1328
Persistent link: https://www.econbiz.de/10001527086
Saved in:
9
Conditioning variables and the cross section of stock returns
Ferson, Wayne E.
;
Harvey, Campbell R.
- In:
The journal of finance : the journal of the American …
54
(
1999
)
4
,
pp. 1325-1360
Persistent link: https://www.econbiz.de/10001395766
Saved in:
10
A reexamination of the seasonal anomalies : a comparison of least squares and robust estimates
Wilson, Jack W.
- In:
Advances in quantitative analysis of finance and …
3
(
1995
),
pp. 131-152
Persistent link: https://www.econbiz.de/10001211150
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