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source:"econis"
subject:"Kapitaleinkommen"
~isPartOf:"Journal of econometrics"
~person:"Andersen, Torben"
~person:"DeSantis, Mark"
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Kapitaleinkommen
Estimation
6
Schätzung
6
Volatility
5
Volatilität
5
Capital income
4
High-frequency data
3
Time series analysis
3
Zeitreihenanalyse
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Estimation theory
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1954-1995
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Aktienindex
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Exchange-traded funds
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Implied volatility
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Index derivative
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Index futures
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Index-Futures
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Indexderivat
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Andersen, Torben
DeSantis, Mark
Todorov, Viktor
8
Bollerslev, Tim
5
Tauchen, George Eugene
3
Xiu, Dacheng
3
Aït-Sahalia, Yacine
2
Li, Jia
2
Li, Yingying
2
Meddahi, Nour
2
Paolella, Marc S.
2
Patton, Andrew J.
2
Pelger, Markus
2
Polak, Pawel
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Andreou, Elena
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Asai, Manabu
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Bakalli, Gaetan
1
Bandi, Federico M.
1
Bekaert, Geert
1
Bibinger, Markus
1
Bonomo, Marco Antonio
1
Bouezmarni, Taoufik
1
Breidt, F. Jay
1
Caginalp, Gunduz
1
Cederburg, Scott
1
Chan, Thomas W. C.
1
Chen, Rui
1
Choi, Yongok
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Chu, Amanda M. Y.
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Crato, Nuno
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DeLima, Pedro J. F.
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Demetrescu, Matei
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Dhaene, Geert
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Duong, Diep
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El Ghouch, Anouar
1
Ergemen, Yunus Emre
1
Fan, Jianqing
1
Francq, Christian
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1
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Journal of econometrics
Working paper / National Bureau of Economic Research, Inc.
3
CREATES research paper
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
International economic review
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial economics
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Symposium on forecasting and empirical methods in macroeconomics and finance
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The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
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1
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
2
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
3
Tail risk and return predictability for the Japanese equity market
Andersen, Torben
;
Todorov, Viktor
;
Ubukata, Masato
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 344-363
Persistent link: https://www.econbiz.de/10012619430
Saved in:
4
The nonlinear price dynamics of US equity ETFs
Caginalp, Gunduz
;
DeSantis, Mark
;
Sayrak, Akin
- In:
Journal of econometrics
183
(
2014
)
2
,
pp. 193-201
Persistent link: https://www.econbiz.de/10010506060
Saved in:
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