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subject:"Großbritannien"
subject:"Volatilität"
~accessRights:"restricted"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"Market microstructure"
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Großbritannien
Volatilität
Market microstructure
Estimation theory
14
Schätztheorie
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Estimation
5
Schätzung
5
Capital income
4
Kapitaleinkommen
4
Volatility
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ARCH model
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ARCH-Modell
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Börsenkurs
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Risikomaß
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Risk measure
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Share price
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Time series analysis
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CAPM
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moment functions
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structural models
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Aktienmarkt
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Caldeira, João F.
1
Carrasco, Marine
1
Francq, Christian
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Hassler, Uwe
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Horváth, Lajos
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Kotchoni, Rachidi
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Moura, Guilherme Valle
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Nogales, Francisco J.
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Rodrigues, Paulo M. M.
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Rubia, Antonio
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Santos, André A. P.
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Zakoïan, Jean-Michel
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
78
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
23
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
18
Quantitative finance
14
International journal of forecasting
13
Econometric reviews
12
Economics letters
12
Finance research letters
12
Journal of financial econometrics
11
Journal of empirical finance
10
Economic modelling
9
The North American journal of economics and finance : a journal of financial economics studies
9
Econometric theory
8
Computational economics
7
Journal of banking & finance
7
Decisions in economics and finance : DEF ; a journal of applied mathematics
5
Discussion paper / Centre for Economic Policy Research
5
Discussion papers / CEPR
5
Journal of forecasting
5
Journal of mathematical finance
5
Journal of quantitative economics
5
Journal of risk
5
Energy economics
4
Finance and stochastics
4
International journal of financial engineering
4
The econometrics journal
4
The journal of risk model validation
4
Theoretical economics letters
4
Applied economics
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
European journal of operational research : EJOR
3
IIMB management review
3
International journal of theoretical and applied finance
3
Journal of time series econometrics
3
Afro-Asian Journal of Finance and Accounting : AAJFA
2
Agricultural economics : the journal of the International Association of Agricultural Economists
2
Annals of finance
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Application of operations research to financial markets
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Combining multivariate volatility forecasts: an economic-based approach
Caldeira, João F.
;
Moura, Guilherme Valle
;
Nogales, …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 247-285
Persistent link: https://www.econbiz.de/10011987429
Saved in:
2
Quantile regression for long memory testing : a case of realized volatility
Hassler, Uwe
;
Rodrigues, Paulo M. M.
;
Rubia, Antonio
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 693-724
Persistent link: https://www.econbiz.de/10011623824
Saved in:
3
Variance targeting estimation of multivariate GARCH models
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 353-382
Persistent link: https://www.econbiz.de/10011589013
Saved in:
4
Adaptive Realized Kernels
Carrasco, Marine
;
Kotchoni, Rachidi
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
4
,
pp. 757-797
Persistent link: https://www.econbiz.de/10011417704
Saved in:
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