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isPartOf:"Journal of econometrics"
~subject:"Nonparametric statistics"
~subject:"Optionspreistheorie"
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Nonparametric statistics
Optionspreistheorie
Volatility
321
Volatilität
321
Theorie
125
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125
Estimation theory
116
Schätztheorie
116
Stochastic process
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Todorov, Viktor
8
Tauchen, George Eugene
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Xiu, Dacheng
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Li, Yingying
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Journal of econometrics
International journal of theoretical and applied finance
157
Quantitative finance
102
Journal of banking & finance
74
The journal of futures markets
73
Applied mathematical finance
72
The journal of computational finance
64
Mathematical finance : an international journal of mathematics, statistics and financial theory
60
Review of derivatives research
49
International journal of financial engineering
48
Finance research letters
47
The North American journal of economics and finance : a journal of financial economics studies
45
Finance and stochastics
42
European journal of operational research : EJOR
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Journal of mathematical finance
37
The journal of derivatives : the official publication of the International Association of Financial Engineers
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Journal of economic dynamics & control
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28
Risks : open access journal
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Review of quantitative finance and accounting
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Annals of finance
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Energy economics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of empirical finance
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The European journal of finance
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Discussion paper / Tinbergen Institute
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Economic modelling
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International review of economics & finance : IREF
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Journal of risk and financial management : JRFM
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SFB 649 discussion paper
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Economics letters
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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CREATES research paper
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International review of financial analysis
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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
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:
3
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:
4
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:
5
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:
6
Testing for the presence of jump components in jump diffusion models
Wang, Bin
;
Zheng, Xu
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 483-509
Persistent link: https://www.econbiz.de/10013464085
Saved in:
7
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:
8
Variation and efficiency of high-frequency betas
Zhang, Congshan
;
Li, Jia
;
Todorov, Viktor
;
Tauchen, …
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 156-175
Persistent link: https://www.econbiz.de/10013441735
Saved in:
9
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:
10
The drift burst hypothesis
Christensen, Kim
;
Oomen, Roel
;
Renò, Roberto
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 461-497
Persistent link: https://www.econbiz.de/10013442150
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