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isPartOf:"Journal of econometrics"
~subject:"Kapitaleinkommen"
~subject:"Theorie"
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Kapitaleinkommen
Theorie
Volatility
321
Volatilität
321
Theory
125
Estimation theory
116
Schätztheorie
116
Stochastic process
104
Stochastischer Prozess
104
Estimation
102
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102
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100
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100
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70
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67
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49
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40
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40
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34
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34
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34
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26
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24
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24
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Bollerslev, Tim
11
Todorov, Viktor
9
Andersen, Torben
8
Tauchen, George Eugene
8
Aït-Sahalia, Yacine
7
Mykland, Per A.
6
Meddahi, Nour
5
Shephard, Neil G.
5
Hallin, Marc
4
McAleer, Michael
4
Patton, Andrew J.
4
Renault, Eric
4
Asai, Manabu
3
Barigozzi, Matteo
3
Cavaliere, Giuseppe
3
Li, Jia
3
Maheu, John M.
3
Nielsen, Morten Ørregaard
3
Paolella, Marc S.
3
Xiu, Dacheng
3
Yu, Jun
3
Banerjee, Anindya
2
Bekaert, Geert
2
Boswijk, Herman Peter
2
Chan, Joshua
2
Christensen, Bent Jesper
2
Christensen, Kim
2
Diebold, Francis X.
2
Ergemen, Yunus Emre
2
Gallant, A. Ronald
2
Ghysels, Eric
2
Gonçalves, Sílvia
2
Gouriéroux, Christian
2
Harvey, Andrew C.
2
Jasiak, Joann
2
Jensen, Mark J.
2
Kong, Xin-Bing
2
Laeven, Roger J. A.
2
Li, Yingying
2
Liesenfeld, Roman
2
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Conference on Realized Volatility <2006, Montréal>
1
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Journal of econometrics
NBER working paper series
210
Working paper / National Bureau of Economic Research, Inc.
196
Finance research letters
189
Journal of banking & finance
185
NBER Working Paper
180
International review of financial analysis
165
Journal of empirical finance
152
International review of economics & finance : IREF
142
Energy economics
136
Economic modelling
128
Journal of financial economics
128
The North American journal of economics and finance : a journal of financial economics studies
125
Applied economics
118
Economics letters
114
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105
Discussion paper / Tinbergen Institute
98
International journal of forecasting
97
Applied economics letters
96
Research in international business and finance
95
Working paper
94
Discussion paper / Centre for Economic Policy Research
93
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
93
Journal of international financial markets, institutions & money
91
Journal of international money and finance
91
The European journal of finance
85
International journal of theoretical and applied finance
81
Journal of risk and financial management : JRFM
81
Journal of forecasting
77
Journal of economic dynamics & control
75
The review of financial studies
73
Mathematical finance : an international journal of mathematics, statistics and financial theory
72
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
71
Pacific-Basin finance journal
69
The journal of finance : the journal of the American Finance Association
67
Research paper series / Swiss Finance Institute
66
The journal of futures markets
65
Econometric reviews
61
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
61
CREATES research paper
57
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ECONIS (ZBW)
171
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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
Large volatility matrix analysis using global and national factor models
Choi, Sung Hoon
;
Kim, Donggyu
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1917-1933
Persistent link: https://www.econbiz.de/10014471436
Saved in:
5
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:
6
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:
7
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:
8
High-dimensional conditionally Gaussian state space models with missing data
Chan, Joshua
;
Poon, Aubrey
;
Zhu, Dan
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332310
Saved in:
9
Moments, shocks and spillovers in Markov-switching VAR models
Kole, Erik
;
Dijk, Dick van
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365495
Saved in:
10
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
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