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subject:"Volatilität"
type_genre:"Article in journal"
~isPartOf:"Econometric reviews"
~isPartOf:"Quantitative finance"
~subject:"Kapitaleinkommen"
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Volatilität
Kapitaleinkommen
Estimation
215
Schätzung
214
Theorie
103
Theory
103
Estimation theory
66
Schätztheorie
66
Volatility
61
Time series analysis
58
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Article in journal
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82
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McAleer, Michael
4
Sornette, Didier
4
Asai, Manabu
3
Wehrli, Alexander
3
Chan, Joshua
2
Gerlach, Richard
2
González-Urteaga, Ana
2
Grobys, Klaus
2
Jawadi, Fredj
2
Maasoumi, Esfandiar
2
Meyer, Renate
2
Rubio, Gonzalo
2
Teräsvirta, Timo
2
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2
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1
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1
Alexander, Carol
1
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1
Amado, Cristina
1
Ando, Tomohiro
1
Andreou, Panayiotis C.
1
Anyfantaki, Sofia
1
Aragó Manzana, Vicent
1
Asensio, Ivan Oscar
1
Audrino, Francesco
1
Beer, Simone
1
Bennedsen, Mikkel
1
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1
Bianchi, Michele Leonardo
1
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1
Bu, Ruijun
1
Buccheri, G.
1
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1
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1
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1
Chen, Qian
1
Chi, Xie
1
Chorniy, Vladimir
1
Chow, K. Victor
1
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Econometric reviews
Quantitative finance
Finance research letters
210
Applied economics
192
International review of financial analysis
182
Journal of banking & finance
181
International review of economics & finance : IREF
180
Economic modelling
160
Journal of empirical finance
156
Energy economics
152
The North American journal of economics and finance : a journal of financial economics studies
147
Applied financial economics
140
Journal of financial economics
140
Applied economics letters
137
Journal of econometrics
122
Journal of international financial markets, institutions & money
115
Research in international business and finance
108
Journal of international money and finance
105
The European journal of finance
91
Economics letters
89
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
89
Pacific-Basin finance journal
83
Journal of risk and financial management : JRFM
74
Review of quantitative finance and accounting
73
International journal of finance & economics : IJFE
70
The journal of futures markets
69
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
64
International journal of economics and finance
63
Management science : journal of the Institute for Operations Research and the Management Sciences
61
International journal of forecasting
57
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
57
Cogent economics & finance
56
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
53
Journal of financial econometrics : official journal of the Society for Financial Econometrics
51
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
50
International journal of economics and financial issues : IJEFI
50
Journal of financial markets
50
Journal of forecasting
47
Journal of economic dynamics & control
42
The journal of finance : the journal of the American Finance Association
42
Journal of financial and quantitative analysis : JFQA
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ECONIS (ZBW)
82
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1
Improved tests for stock return predictability
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 834-861
Persistent link: https://www.econbiz.de/10014420348
Saved in:
2
Extremal quantiles and stock price crashes
Andreou, Panayiotis C.
;
Anyfantaki, Sofia
;
Maasoumi, …
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 703-724
Persistent link: https://www.econbiz.de/10014420354
Saved in:
3
Assessing the accuracy of exponentially weighted moving average models for value-at-risk and expected shortfall of crypto portfolios
Alexander, Carol
;
Dakos, Michael
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 393-427
Persistent link: https://www.econbiz.de/10014232660
Saved in:
4
Improving the asymmetric stochastic volatility model with ex-post volatility : the identification of the asymmetry
Zhang, Zehua
;
Zhao, Ran
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 35-51
Persistent link: https://www.econbiz.de/10013490951
Saved in:
5
Classification of flash crashes using the Hawkes(p,q) framework
Wehrli, Alexander
;
Sornette, Didier
- In:
Quantitative finance
22
(
2022
)
2
,
pp. 213-240
Persistent link: https://www.econbiz.de/10013167733
Saved in:
6
GARCH-UGH : a bias-reduced approach for dynamic extreme Value-at-Risk estimation in financial time series
Kaibuchi, Hibiki
;
Kawasaki, Yoshinori
;
Stupfler, G.
- In:
Quantitative finance
22
(
2022
)
7
,
pp. 1277-1294
Persistent link: https://www.econbiz.de/10013367899
Saved in:
7
Empirical analysis of rough and classical stochastic volatility models to the SPX and VIX markets
Rømer, Sigurd Emil
- In:
Quantitative finance
22
(
2022
)
10
,
pp. 1805-1838
Persistent link: https://www.econbiz.de/10013367949
Saved in:
8
A new Bayesian model for contagion and interdependence
Poon, Aubrey
;
Zhu, Dan
- In:
Econometric reviews
41
(
2022
)
7
,
pp. 806-826
Persistent link: https://www.econbiz.de/10013364908
Saved in:
9
Implied volatility directional forecasting : a machine learning approach
Vrontos, Spyridon D.
;
Galakis, John
;
Vrontos, Ioannis D.
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1687-1706
Persistent link: https://www.econbiz.de/10012653707
Saved in:
10
Cryptocurrency factor momentum
Fieberg, Christian
;
Liedtke, Gerrit
;
Metko, Daniel
; …
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1853-1869
Persistent link: https://www.econbiz.de/10014452477
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