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isPartOf:"The journal of finance : the journal of the American Finance Association"
subject:"Volatilität"
~isPartOf:"Journal of quantitative economics"
~subject:"Börsenkurs"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Kayal, Parthajit
2
Maheswaran, S.
2
Alizadeh, Sassan
1
Ball, Clifford A.
1
Brandt, Michael W.
1
Braun, Phillip A.
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The journal of finance : the journal of the American Finance Association
Journal of quantitative economics
Journal of econometrics
130
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
49
Economics letters
29
Journal of empirical finance
27
Econometric reviews
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Econometric theory
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Finance research letters
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Journal of financial econometrics
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International journal of forecasting
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International journal of theoretical and applied finance
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The North American journal of economics and finance : a journal of financial economics studies
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International journal of economics and financial issues : IJEFI
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Journal of risk and financial management : JRFM
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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
10
Journal of mathematical finance
10
Econometrics : open access journal
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International review of financial analysis
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ECONIS (ZBW)
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1
A data paradigm to operationalise expanded filtration : realized volatilities and kernels from non-synchronous NASDAQ quotes and trades
Chakravarty, Ranjan R.
;
Pani, Sudhanshu
- In:
Journal of quantitative economics
19
(
2021
)
4
,
pp. 617-652
Persistent link: https://www.econbiz.de/10012663902
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2
Information theoretic ranking of extreme value returns
Kayal, Parthajit
;
Dutta, Sumanjay
;
Khandelwal, Vipul
; …
- In:
Journal of quantitative economics
19
(
2021
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10012489842
Saved in:
3
Robust volatility estimation with and without the drift parameter
Shaik, Muneer
;
Maheswaran, S.
- In:
Journal of quantitative economics
17
(
2019
)
1
,
pp. 57-91
Persistent link: https://www.econbiz.de/10012418637
Saved in:
4
Modeling and forecasting unbiased extreme value volatility estimator in presence of leverage effect
Kumar, Dilip
- In:
Journal of quantitative economics
16
(
2018
)
2
,
pp. 313-335
Persistent link: https://www.econbiz.de/10012418486
Saved in:
5
Is USD-INR really an excessively volatile currency pair?
Kayal, Parthajit
;
Maheswaran, S.
- In:
Journal of quantitative economics
15
(
2017
)
2
,
pp. 329-342
Persistent link: https://www.econbiz.de/10012418291
Saved in:
6
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
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7
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:
8
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:
9
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:
10
Statistical properties of the Roll serial covariance bid ask spread estimator
Harris, Lawrence E.
- In:
The journal of finance : the journal of the American …
45
(
1990
)
2
,
pp. 579-590
Persistent link: https://www.econbiz.de/10001089793
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