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subject:"Schock"
subject:"Volatilität"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~source:"econis"
~type_genre:"Article in journal"
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Schock
Volatilität
Estimation
77
Schätzung
77
Theorie
39
Theory
39
Volatility
34
Capital income
30
Kapitaleinkommen
30
Börsenkurs
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Time series analysis
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Zeitreihenanalyse
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Estimation theory
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Schätztheorie
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Garcia, René
2
Ghysels, Eric
2
Okou, Cédric
2
Rodrigues, Paulo M. M.
2
Ahoniemi, Katja
1
Asai, Manabu
1
Badescu, Alexandru
1
Balter, Janine
1
Bannouh, Karim
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Barunik, Jozef
1
Bos, Charles S.
1
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1
Caporin, Massimiliano
1
Cui, Zhenyu
1
Dahlhaus, Rainer
1
Dijk, Dick van
1
Dufour, Jean-Marie
1
Feunou, Bruno
1
Francq, Christian
1
Fuertes, Ana María
1
Gagliardini, Patrick
1
Gonçalves, Sílvia
1
Haas, Markus
1
Hansen, Peter Reinhard
1
Hao, Jinji
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Hassler, Uwe
1
Horváth, Lajos
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Hounyo, Ulrich
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Jacquier, Eric
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Jahan-Parvar, Mohammad R.
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1
Jondeau, Eric
1
Kasch-Haroutounian, Maria
1
Kim, Yunmi
1
Kokoszka, Piotr
1
Koopman, Siem Jan
1
Lanne, Markku
1
Lunde, Asger
1
Martens, Martin
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Applied economics
181
Economic modelling
173
Energy economics
167
International review of economics & finance : IREF
130
Finance research letters
129
Journal of econometrics
110
The North American journal of economics and finance : a journal of financial economics studies
110
International review of financial analysis
108
Journal of international money and finance
104
Applied economics letters
102
Economics letters
97
Journal of banking & finance
96
Journal of empirical finance
83
Applied financial economics
80
Journal of international financial markets, institutions & money
73
Journal of economic dynamics & control
70
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
69
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
69
Research in international business and finance
69
The journal of futures markets
61
Journal of risk and financial management : JRFM
60
Journal of macroeconomics
58
International journal of finance & economics : IJFE
54
Macroeconomic dynamics
51
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
50
International journal of forecasting
49
Journal of monetary economics
47
The European journal of finance
47
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
47
Journal of international economics
46
Journal of financial economics
43
International Journal of Energy Economics and Policy : IJEEP
40
Journal of money, credit and banking : JMCB
39
Journal of applied econometrics
36
International journal of economics and finance
35
Pacific-Basin finance journal
35
Quantitative finance
34
International journal of economics and financial issues : IJEFI
33
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
32
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Can volatility models explain extreme events?
Trapin, Luca
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
2
,
pp. 297-315
Persistent link: https://www.econbiz.de/10011987768
Saved in:
2
Downside variance risk premium
Feunou, Bruno
;
Jahan-Parvar, Mohammad R.
;
Okou, Cédric
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
3
,
pp. 341-383
Persistent link: https://www.econbiz.de/10011987780
Saved in:
3
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:
4
Indirect inference estimation of mixed frequency stochastic volatility state space models using MIDAS regressions and ARCH models
Gagliardini, Patrick
;
Ghysels, Eric
;
Rubin, M.
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
4
,
pp. 509-560
Persistent link: https://www.econbiz.de/10011987633
Saved in:
5
Real-Time GARCH
Smetanina, Ekaterina
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
4
,
pp. 561-601
Persistent link: https://www.econbiz.de/10011987644
Saved in:
6
Non-affine GARCH option pricing models, variance-dependent kernels, and diffusion limits
Badescu, Alexandru
;
Cui, Zhenyu
;
Ortega, Juan-Pablo
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
4
,
pp. 602-648
Persistent link: https://www.econbiz.de/10011987648
Saved in:
7
Overnight news and daily equity trading risk limits
Ahoniemi, Katja
;
Fuertes, Ana María
;
Olmo, Jose
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
3
,
pp. 525-551
Persistent link: https://www.econbiz.de/10011623670
Saved in:
8
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:
9
The geometric-VaR backtesting method
Pelletier, Denis
;
Wei, Wei
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 725-745
Persistent link: https://www.econbiz.de/10011623861
Saved in:
10
Semi-parametric conditional quantile models for financial returns and realized volatility
Zikes, Filip
;
Barunik, Jozef
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
1
,
pp. 185-226
Persistent link: https://www.econbiz.de/10011588557
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