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isPartOf:"The journal of finance : the journal of the American Finance Association"
subject:"Volatilität"
~isPartOf:"Journal of banking & finance"
~subject:"Risk premium"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Volatilität
Risk premium
Estimation theory
104
Schätztheorie
104
Theorie
38
Theory
38
Estimation
34
Schätzung
33
USA
21
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21
Portfolio selection
20
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Aufsatz in Zeitschrift
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Kan, Raymond
2
Alexander, Carol
1
Alizadeh, Sassan
1
Brailsford, Timothy J.
1
Brandt, Michael W.
1
Braun, Phillip A.
1
Bregantini, Daniele
1
Cenedese, Gino
1
Clements, Adam
1
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1
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Golosnoy, Vasyl
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1
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1
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1
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The journal of finance : the journal of the American Finance Association
Journal of banking & finance
Journal of econometrics
119
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
44
Economics letters
25
Econometric reviews
23
Journal of empirical finance
22
Journal of financial econometrics
19
Journal of financial econometrics : official journal of the Society for Financial Econometrics
18
Economic modelling
17
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
International journal of forecasting
15
Quantitative finance
15
Econometric theory
14
International journal of theoretical and applied finance
14
Finance research letters
12
The North American journal of economics and finance : a journal of financial economics studies
11
The econometrics journal
11
Journal of forecasting
10
Journal of risk and financial management : JRFM
10
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
9
Econometrics : open access journal
9
Finance and stochastics
8
International journal of economics and financial issues : IJEFI
8
Journal of financial economics
7
Journal of mathematical finance
7
Applied economics
6
Computational economics
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
6
European journal of operational research : EJOR
6
Insurance / Mathematics & economics
6
International journal of financial engineering
6
The European journal of finance
6
Asia-Pacific financial markets
5
CBN journal of applied statistics
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Empirical economics : a quarterly journal of the Institute for Advanced Studies
5
Financial markets and portfolio management
5
International journal of financial research
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Journal of economic dynamics & control
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ECONIS (ZBW)
21
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1
Weighted least squares realized covariation estimation
Li, Yifan
;
Nolte, Ingmar
;
Vasios, Michalis
;
Voev, Valeri
; …
- In:
Journal of banking & finance
137
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013460187
Saved in:
2
A non-elliptical orthogonal GARCH model for portfolio selection under transaction costs
Paolella, Marc S.
;
Polak, Pawel
;
Walker, Patrick S.
- In:
Journal of banking & finance
125
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012819586
Saved in:
3
A practical guide to harnessing the HAR volatility model
Clements, Adam
;
Preve, Daniel P. A.
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013256626
Saved in:
4
Affine multivariate GARCH models
Escobar, Marcos
;
Rastegari, Javad
;
Stentoft, Lars
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012521059
Saved in:
5
Multivariate moments expansion density : application of the dynamic equicorrelation model
Ñíguez, Trino-Manuel
;
Perote, Javier
- In:
Journal of banking & finance
72
(
2016
),
pp. 216-232
Persistent link: https://www.econbiz.de/10011637138
Saved in:
6
Evaluating the robustness of UK term structure decompositions using linear regression methods
Malik, Sheheryar
;
Meldrum, Andrew
- In:
Journal of banking & finance
67
(
2016
),
pp. 85-102
Persistent link: https://www.econbiz.de/10011634653
Saved in:
7
Estimating the price impact of trades in a high-frequency microstructure model with jumps
Jondeau, Eric
;
Lahaye, Jérôme
;
Rockinger, Michael
- In:
Journal of banking & finance
61
(
2015
)
2
,
pp. 205-224
Persistent link: https://www.econbiz.de/10011585573
Saved in:
8
The empirical similarity approach for volatility prediction
Golosnoy, Vasyl
;
Hamid, Alain
;
Okhrin, Yarema
- In:
Journal of banking & finance
40
(
2014
),
pp. 321-329
Persistent link: https://www.econbiz.de/10010402690
Saved in:
9
Foreign exchange risk and the predictability of carry trade returns
Cenedese, Gino
;
Sarno, Lucio
;
Tsiakas, Ilias
- In:
Journal of banking & finance
42
(
2014
),
pp. 302-313
Persistent link: https://www.econbiz.de/10010408374
Saved in:
10
Estimating and using GARCH models with VIX data for option valuation
Kanniainen, Juho
;
Lin, Binghuan
;
Yang, Hanxue
- In:
Journal of banking & finance
43
(
2014
),
pp. 200-211
Persistent link: https://www.econbiz.de/10010410004
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