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isPartOf:"Journal of econometrics"
~subject:"Bayesian inference"
~subject:"Kapitaleinkommen"
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Search: subject_exact:"Volatility"
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Bayesian inference
Kapitaleinkommen
Volatility
321
Volatilität
321
Theorie
125
Theory
125
Estimation theory
116
Schätztheorie
116
Stochastic process
104
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102
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102
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Bollerslev, Tim
8
Todorov, Viktor
8
Andersen, Torben
5
Mykland, Per A.
5
Tauchen, George Eugene
5
Meddahi, Nour
4
Shephard, Neil G.
4
Aït-Sahalia, Yacine
3
Carriero, Andrea
3
Clark, Todd E.
3
Maheu, John M.
3
Marcellino, Massimiliano
3
Renault, Eric
3
Xiu, Dacheng
3
Asai, Manabu
2
Bekaert, Geert
2
Jensen, Mark J.
2
Li, Jia
2
Li, Yingying
2
McAleer, Michael
2
Paolella, Marc S.
2
Patton, Andrew J.
2
Petrova, Katerina
2
Polak, Pawel
2
Sheppard, Kevin
2
Zhang, Lan
2
Ahsan, Nazmul
1
Archakov, Ilya
1
Bandi, Federico M.
1
Bansal, Ravi
1
Barone-Adesi, Giovanni
1
Bauer, Gregory H.
1
Bibinger, Markus
1
Bognanni, Mark
1
Bouezmarni, Taoufik
1
Breidt, F. Jay
1
Caginalp, Gunduz
1
Calvet, Laurent E.
1
Cebiroglu, Gökhan
1
Chan, Joshua
1
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Conference on Realized Volatility <2006, Montréal>
1
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Journal of econometrics
Finance research letters
147
International review of financial analysis
124
Journal of banking & finance
111
International review of economics & finance : IREF
105
Journal of empirical finance
104
Energy economics
101
The North American journal of economics and finance : a journal of financial economics studies
98
Journal of financial economics
82
Applied economics
81
Research in international business and finance
81
Applied financial economics
78
Economic modelling
77
NBER working paper series
72
Journal of international financial markets, institutions & money
69
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
65
Applied economics letters
64
Working paper / National Bureau of Economic Research, Inc.
64
Pacific-Basin finance journal
61
Journal of risk and financial management : JRFM
60
International journal of forecasting
59
NBER Working Paper
56
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
55
Working paper
48
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47
The European journal of finance
47
Economics letters
41
Discussion paper / Tinbergen Institute
38
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
38
International journal of finance & economics : IJFE
36
Journal of international money and finance
36
Investment management and financial innovations
34
Journal of financial markets
33
Review of quantitative finance and accounting
33
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
33
The journal of futures markets
33
Econometric reviews
31
Research paper series / Swiss Finance Institute
31
The journal of finance : the journal of the American Finance Association
31
Journal of financial econometrics
30
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1
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
2
Comparing stochastic volatility specifications for large Bayesian VARs
Chan, Joshua
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1419-1446
Persistent link: https://www.econbiz.de/10014471398
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
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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
Large stochastic volatility in mean VARs
Cross, Jamie
;
Hou, Chenghan
;
Koop, Gary
;
Poon, Aubrey
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014332245
Saved in:
7
Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process
Wang, Xiaohu
;
Xiao, Weilin
;
Yu, Jun
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 389-415
Persistent link: https://www.econbiz.de/10014339985
Saved in:
8
Scalable inference for a full multivariate stochastic volatility model
Dellaportas, Petros
;
Titsias, Michalis K.
;
Petrova, Katerina
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 501-520
Persistent link: https://www.econbiz.de/10014340078
Saved in:
9
A simple joint model for returns, volatility and volatility of volatility
Ding, Yashuang
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 521-543
Persistent link: https://www.econbiz.de/10014340096
Saved in:
10
Identifying latent factors based on high-frequency data
Sun, Yucheng
;
Xu, Wen
;
Zhang, Chuanhai
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 251-270
Persistent link: https://www.econbiz.de/10014341048
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