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isPartOf:"Journal of econometrics"
~isPartOf:"Review of derivatives research"
~subject:"Statistische Verteilung"
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Search: subject_exact:"Volatility"
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Statistische Verteilung
Volatility
390
Volatilität
390
Theorie
148
Theory
148
Stochastic process
128
Stochastischer Prozess
128
Estimation theory
117
Schätztheorie
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102
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88
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Bollerslev, Tim
3
Todorov, Viktor
3
Corradi, Valentina
2
Meddahi, Nour
2
Paolella, Marc S.
2
Polak, Pawel
2
Swanson, Norman R.
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Andersen, Leif B. G.
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Chang, Chia-Lin
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Journal of econometrics
Review of derivatives research
International journal of theoretical and applied finance
16
Economic modelling
13
International journal of forecasting
13
Computational economics
12
International review of financial analysis
12
Journal of banking & finance
12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
12
Quantitative finance
12
Finance research letters
11
Journal of empirical finance
10
Journal of risk and financial management : JRFM
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Energy economics
9
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
9
The North American journal of economics and finance : a journal of financial economics studies
9
Journal of forecasting
8
International journal of financial engineering
7
International review of economics & finance : IREF
7
Journal of international financial markets, institutions & money
7
The European journal of finance
7
The journal of derivatives : the official publication of the International Association of Financial Engineers
7
The journal of futures markets
7
Applied economics
6
Econometrics : open access journal
6
Economics letters
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Journal of financial economics
6
Journal of mathematical finance
6
Review of quantitative finance and accounting
6
Journal of economic dynamics & control
5
Risks : open access journal
5
European journal of operational research : EJOR
4
Investment management and financial innovations
4
Quantitative finance and economics
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Annals of finance
3
Applied economics letters
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Asia-Pacific financial markets
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Asia-Pacific journal of financial studies
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ECONIS (ZBW)
38
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1
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:
2
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:
3
Nonparametric jump variation measures from options
Todorov, Viktor
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 255-280
Persistent link: https://www.econbiz.de/10013463804
Saved in:
4
ß in the tails
Bandi, Federico M.
;
Renò, Roberto
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 134-150
Persistent link: https://www.econbiz.de/10013441641
Saved in:
5
Occupation density estimation for noisy high-frequency data
Zhang, Congshan
;
Li, Jia
;
Bollerslev, Tim
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 189-211
Persistent link: https://www.econbiz.de/10013441646
Saved in:
6
Adaptive Bayesian estimation of conditional discrete-continuous distributions with an application to stock market trading activity
Norets, Andriy
;
Pelenis, Justinas
- In:
Journal of econometrics
230
(
2022
)
1
,
pp. 62-82
Persistent link: https://www.econbiz.de/10013441915
Saved in:
7
The continuous-time limit of score-driven volatility models
Buccheri, Giuseppe
;
Corsi, Fulvio
;
Flandoli, Franco
; …
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 655-675
Persistent link: https://www.econbiz.de/10012619254
Saved in:
8
Volatility regressions with fat tails
Kim, Jihyun
;
Meddahi, Nour
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 690-713
Persistent link: https://www.econbiz.de/10012483177
Saved in:
9
Option-implied information : what’s the vol surface got to do with it?
Ulrich, Maxim
;
Walther, Simon
- In:
Review of derivatives research
23
(
2020
)
3
,
pp. 323-355
Persistent link: https://www.econbiz.de/10012303253
Saved in:
10
Nonparametric filtering of conditional state-price densities
Dalderop, Jeroen
- In:
Journal of econometrics
214
(
2020
)
2
,
pp. 295-325
Persistent link: https://www.econbiz.de/10012438391
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