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isPartOf:"The journal of finance : the journal of the American Finance Association"
subject:"Volatilität"
~subject:"1926-1990"
~subject:"Portfolio-Management"
~subject:"USA"
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Search: subject_exact:"Estimation theory"
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Volatilität
1926-1990
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Estimation theory
31
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Chandra, Ramesh
2
Diebold, Francis X.
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1
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1
Aït-Sahalia, Yacine
1
Baillie, Richard
1
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1
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1
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1
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1
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1
Ready, Mark J.
1
Sunier, Alain M.
1
Timmermann, Allan
1
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1
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The journal of finance : the journal of the American Finance Association
Journal of econometrics
157
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
146
Economics letters
45
The review of economics and statistics
44
Working paper / National Bureau of Economic Research, Inc.
40
Journal of empirical finance
35
Discussion paper / Tinbergen Institute
33
Journal of banking & finance
33
Econometric reviews
30
Finance research letters
29
CREATES research paper
27
Journal of applied econometrics
26
International journal of forecasting
25
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
25
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
24
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
Quantitative finance
23
European journal of operational research : EJOR
21
International journal of theoretical and applied finance
21
American journal of agricultural economics
20
Applied economics
20
Journal of financial and quantitative analysis : JFQA
20
Econometric theory
19
Economic modelling
19
Journal of forecasting
19
The journal of futures markets
19
Journal of financial econometrics
18
Journal of risk
17
NBER working paper series
17
The econometrics journal
16
The review of financial studies
16
CEMMAP working papers / Centre for Microdata Methods and Practice
15
Journal of risk and financial management : JRFM
15
Computational economics
13
Discussion paper / Centre for Economic Policy Research
13
Technical working paper / National Bureau of Economic Research
13
The European journal of finance
13
Working paper
13
Discussion paper series / IZA
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ECONIS (ZBW)
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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
Two-pass tests of asset pricing models with useless factors
Kan, Raymond
;
Zhang, Chu
- In:
The journal of finance : the journal of the American …
54
(
1999
)
1
,
pp. 203-235
Persistent link: https://www.econbiz.de/10001355207
Saved in:
3
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:
4
Nonparametric estimation of state-price densities implicit in financial asset prices
Aït-Sahalia, Yacine
- In:
The journal of finance : the journal of the American …
53
(
1998
)
2
,
pp. 499-547
Persistent link: https://www.econbiz.de/10001238271
Saved in:
5
On the robustness of size and book-to-market in cross-sectional regressions
Knez, Peter J.
- In:
The journal of finance : the journal of the American …
52
(
1997
)
4
,
pp. 1355-1382
Persistent link: https://www.econbiz.de/10001227649
Saved in:
6
Time-varying expected returns in international bond markets
Ilmanen, Antti
- In:
The journal of finance : the journal of the American …
50
(
1995
)
2
,
pp. 481-506
Persistent link: https://www.econbiz.de/10001184817
Saved in:
7
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:
8
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:
9
Predictability of stock returns : robustness and economic significance
Pesaran, M. Hashem
- In:
The journal of finance : the journal of the American …
50
(
1995
)
4
,
pp. 1201-1228
Persistent link: https://www.econbiz.de/10001191734
Saved in:
10
On cointegration and exchange rate dynamics
Diebold, Francis X.
- In:
The journal of finance : the journal of the American …
49
(
1994
)
2
,
pp. 727-735
Persistent link: https://www.econbiz.de/10001169036
Saved in:
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