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isPartOf:"The journal of finance : the journal of the American Finance Association"
subject:"Volatilität"
~subject:"Capital income"
~subject:"Deutschland"
~subject:"World"
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Search: subject_exact:"Estimation theory"
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Estimation theory
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Alizadeh, Sassan
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 econometrics
147
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
71
Economics letters
42
Journal of empirical finance
36
Discussion paper / Tinbergen Institute
31
Econometric reviews
25
Economic modelling
23
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
Finance research letters
21
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
21
Journal of banking & finance
19
NBER Working Paper
19
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
18
Working paper / National Bureau of Economic Research, Inc.
18
Applied economics
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Discussion paper
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Econometric theory
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Journal of forecasting
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NBER working paper series
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Quantitative finance
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CREATES research paper
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Europäische Hochschulschriften / 5
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International journal of forecasting
16
Journal of financial econometrics
16
Journal of risk and financial management : JRFM
16
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
15
International journal of theoretical and applied finance
15
SFB 649 discussion paper
15
Applied economics letters
14
Econometrics : open access journal
14
Journal of applied econometrics
14
Discussion paper series / IZA
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The European journal of finance
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The econometrics journal
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Computational economics
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Journal of financial economics
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The North American journal of economics and finance : a journal of financial economics studies
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Cambridge working papers in economics
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International journal of economics and financial issues : IJEFI
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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
Is the short rate drift actually nonlinear?
Chapman, David A.
;
Pearson, Neil D.
- In:
The journal of finance : the journal of the American …
55
(
2000
)
1
,
pp. 355-388
Persistent link: https://www.econbiz.de/10001496998
Saved in:
3
Costs of equity capital and model mispricing
Pástor, Ľuboš
;
Stambaugh, Robert F.
- In:
The journal of finance : the journal of the American …
54
(
1999
)
1
,
pp. 67-121
Persistent link: https://www.econbiz.de/10001355201
Saved in:
4
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:
5
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:
6
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:
7
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:
8
Cointegration, fractional cointegration, and exchange rate dynamics
Baillie, Richard
- In:
The journal of finance : the journal of the American …
49
(
1994
)
2
,
pp. 737-745
Persistent link: https://www.econbiz.de/10001169038
Saved in:
9
Accounting for forward rates in markets for foreign currency
Backus, David
- In:
The journal of finance : the journal of the American …
48
(
1993
)
5
,
pp. 1887-1908
Persistent link: https://www.econbiz.de/10001155919
Saved in:
10
Imperfect information and cross-autocorrelation among stock prices
Chan, Kalok
- In:
The journal of finance : the journal of the American …
48
(
1993
)
4
,
pp. 1211-1230
Persistent link: https://www.econbiz.de/10001152161
Saved in:
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