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subject:"Schock"
subject:"Volatilität"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"Stock market"
~type_genre:"Article in journal"
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Schock
Volatilität
Stock market
Estimation
77
Schätzung
77
Theorie
39
Theory
39
Volatility
34
Capital income
30
Kapitaleinkommen
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Garcia, René
2
Ghysels, Eric
2
Okou, Cédric
2
Rodrigues, Paulo M. M.
2
Ahoniemi, Katja
1
Asai, Manabu
1
Asgharian, Hossein
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1
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1
Cui, Zhenyu
1
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1
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1
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1
Feunou, Bruno
1
Francq, Christian
1
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Janus, Paweł
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1
Kasch-Haroutounian, Maria
1
Kim, Yunmi
1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Applied economics
227
Economic modelling
222
International review of economics & finance : IREF
190
Finance research letters
179
Energy economics
172
International review of financial analysis
163
Applied economics letters
157
The North American journal of economics and finance : a journal of financial economics studies
142
Applied financial economics
128
Journal of banking & finance
124
Journal of international money and finance
124
Journal of econometrics
115
Research in international business and finance
112
Journal of international financial markets, institutions & money
110
Journal of empirical finance
108
Economics letters
106
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
78
Journal of risk and financial management : JRFM
76
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
75
The European journal of finance
75
Journal of economic dynamics & control
73
International journal of finance & economics : IJFE
69
International journal of economics and finance
64
Pacific-Basin finance journal
64
Journal of financial economics
63
The journal of futures markets
63
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Journal of macroeconomics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
54
Cogent economics & finance
52
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
52
International journal of forecasting
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Macroeconomic dynamics
52
International journal of economics and financial issues : IJEFI
51
Journal of monetary economics
50
Emerging markets, finance and trade : EMFT
47
Journal of international economics
47
Journal of money, credit and banking : JMCB
43
Review of quantitative finance and accounting
43
International Journal of Energy Economics and Policy : IJEEP
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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
The risk and return conundrum explained : international evidence
Savva, Christos S.
;
Theodossiou, Panayiotis
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
3
,
pp. 486-521
Persistent link: https://www.econbiz.de/10011987799
Saved in:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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
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