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isPartOf:"The journal of finance : the journal of the American Finance Association"
subject:"Volatilität"
~isPartOf:"Discussion paper / Tinbergen Institute"
~subject:"Zeitreihenanalyse"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Volatilität
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Estimation theory
30
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Alizadeh, Sassan
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The journal of finance : the journal of the American Finance Association
Discussion paper / Tinbergen Institute
Journal of econometrics
364
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167
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
161
Economics letters
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96
International journal of forecasting
69
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61
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
55
Applied economics letters
53
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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
44
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Journal of the American Statistical Association : JASA
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Oxford bulletin of economics and statistics
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Finance research letters
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Journal of banking & finance
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Journal of risk and financial management : JRFM
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Journal of financial econometrics
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Quantitative finance
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International journal of economics and financial issues : IJEFI
16
The North American journal of economics and finance : a journal of financial economics studies
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Journal of macroeconomics
15
The review of economics and statistics
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International journal of theoretical and applied finance
14
Journal of economic dynamics & control
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Journal of quantitative economics
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1
Range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Diebold, Francis X.
- In:
The journal of finance : the journal of the American …
57
(
2002
)
3
,
pp. 1047-1091
Persistent link: https://www.econbiz.de/10001684742
Saved in:
2
Conditioning variables and the cross section of stock returns
Ferson, Wayne E.
;
Harvey, Campbell R.
- In:
The journal of finance : the journal of the American …
54
(
1999
)
4
,
pp. 1325-1360
Persistent link: https://www.econbiz.de/10001395766
Saved in:
3
Predicting volatility in the foreign exchange market
Jorion, Philippe
- In:
The journal of finance : the journal of the American …
50
(
1995
)
2
,
pp. 507-528
Persistent link: https://www.econbiz.de/10001184819
Saved in:
4
Good news, bad news, volatility, and betas
Braun, Phillip A.
- In:
The journal of finance : the journal of the American …
50
(
1995
)
5
,
pp. 1575-1603
Persistent link: https://www.econbiz.de/10001191709
Saved in:
5
Tests of the CAPM with time-varying covariances : a multivariate GARCH approach
Ng, Lilian K.
- In:
The journal of finance : the journal of the American …
46
(
1991
)
4
,
pp. 1507-1521
Persistent link: https://www.econbiz.de/10001112556
Saved in:
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