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isPartOf:"Journal of econometrics"
~isPartOf:"International review of financial analysis"
~subject:"Estimation theory"
~subject:"Statistische Verteilung"
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Search: subject_exact:"Volatility"
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Estimation theory
Statistische Verteilung
Volatility
719
Volatilität
719
Estimation
204
Schätzung
204
Börsenkurs
201
Share price
201
Capital income
194
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Todorov, Viktor
12
Tauchen, George Eugene
7
Andersen, Torben
6
Li, Jia
6
Bollerslev, Tim
5
Kim, Donggyu
5
Li, Yingying
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Francq, Christian
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Mykland, Per A.
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Zakoïan, Jean-Michel
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Jasiak, Joann
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Meddahi, Nour
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Zhu, Ke
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Bandi, Federico M.
2
Clinet, Simon
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Corradi, Valentina
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Dalderop, Jeroen
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Fan, Jianqing
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Gallant, A. Ronald
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2
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2
Swanson, Norman R.
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2
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Journal of econometrics
International review of financial analysis
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
53
Discussion paper / Tinbergen Institute
37
Economic modelling
29
International journal of theoretical and applied finance
29
Economics letters
28
Journal of empirical finance
27
International journal of forecasting
26
Quantitative finance
25
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
24
Econometric reviews
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Journal of banking & finance
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Finance research letters
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Journal of risk and financial management : JRFM
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CREATES research paper
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Journal of forecasting
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The North American journal of economics and finance : a journal of financial economics studies
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Econometric theory
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Econometrics : open access journal
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Journal of financial econometrics
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Applied economics
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International journal of financial engineering
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Journal of mathematical finance
12
The European journal of finance
12
Research paper series / Swiss Finance Institute
11
The econometrics journal
11
The journal of derivatives : the official publication of the International Association of Financial Engineers
11
International review of economics & finance : IREF
10
Journal of financial economics
10
NBER Working Paper
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SFB 649 discussion paper
10
The journal of futures markets
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Working paper / National Bureau of Economic Research, Inc.
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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
9
Finance and stochastics
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ECONIS (ZBW)
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1
Spillovers of joint volatility-skewness-kurtosis of major cryptocurrencies and their determinants
Bouri, Elie
;
Jalkh, Naji
- In:
International review of financial analysis
90
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014470883
Saved in:
2
Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel F.
;
Sun, Yixiao
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1281-1309
Persistent link: https://www.econbiz.de/10014471377
Saved in:
3
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
Saved in:
4
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
Saved in:
5
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
6
Semiparametric estimation of latent variable asset pricing models
Dalderop, Jeroen
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014332225
Saved in:
7
Market-wide illiquidity and the distribution of non-parametric stochastic discount factors
Abad Díaz, David
;
Nieto Domenech, Belen
;
Pascual, Roberto
- In:
International review of financial analysis
87
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014460538
Saved in:
8
Bias reduction in spot volatility estimation from options
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 53-81
Persistent link: https://www.econbiz.de/10014364661
Saved in:
9
A discrete-time hedging framework with multiple factors and fat tails : on what matters
Augustyniak, Maciej
;
Badescu, Alexandru
;
Bégin, …
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 416-444
Persistent link: https://www.econbiz.de/10014339997
Saved in:
10
Correlation versus co-fractality : evidence from foreign-exchange-rate variances
Grobys, Klaus
- In:
International review of financial analysis
86
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014248594
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