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subject:"Volatilität"
type_genre:"Article in journal"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of financial econometrics"
~subject:"Statistical distribution"
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Search: subject_exact:"Estimation"
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Volatilität
Statistical distribution
Estimation
415
Schätzung
415
Theorie
178
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178
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146
Schätztheorie
146
Time series analysis
116
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101
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Article in journal
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110
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110
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Bollerslev, Tim
2
Bormetti, Giacomo
2
Buccheri, Giuseppe
2
Chan, Joshua
2
Corsi, Fulvio
2
Escanciano, Juan Carlos
2
Francq, Christian
2
Halbleib, Roxana
2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of financial econometrics
Energy economics
145
Applied economics
143
Finance research letters
122
Economic modelling
121
Journal of econometrics
120
International review of economics & finance : IREF
116
International review of financial analysis
105
The North American journal of economics and finance : a journal of financial economics studies
101
Journal of banking & finance
90
Journal of empirical finance
84
Applied economics letters
82
Applied financial economics
80
Research in international business and finance
72
Journal of international financial markets, institutions & money
71
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69
The journal of futures markets
68
Economics letters
67
Journal of risk and financial management : JRFM
57
International journal of forecasting
53
The European journal of finance
52
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
49
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
48
International journal of finance & economics : IJFE
45
Journal of financial economics
39
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
39
Journal of financial econometrics : official journal of the Society for Financial Econometrics
38
International Journal of Energy Economics and Policy : IJEEP
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Pacific-Basin finance journal
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Econometric reviews
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International journal of economics and finance
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Journal of economic dynamics & control
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Journal of applied econometrics
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Risks : open access journal
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ECONIS (ZBW)
110
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1
Empirical asset pricing with functional factors
Nadler, Philip
;
Sancetta, Alessio
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1258-1281
Persistent link: https://www.econbiz.de/10014391457
Saved in:
2
Intraday trades profile estimation : an intensity approach
Sancetta, Alessio
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 651-677
Persistent link: https://www.econbiz.de/10014314773
Saved in:
3
Extreme value estimation for heterogeneous data
Einmahl, John H. J.
;
He, Yi
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 255-269
Persistent link: https://www.econbiz.de/10013540838
Saved in:
4
Realized quantiles
Dimitriadis, Timo
;
Halbleib, Roxana
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1346-1361
Persistent link: https://www.econbiz.de/10013539526
Saved in:
5
Realized GARCH, CBOE VIX, and the volatility risk premium
Hansen, Peter Reinhard
;
Huang, Zhuo
;
Tong, Chen
;
Wang, …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 187-223
Persistent link: https://www.econbiz.de/10014526311
Saved in:
6
Volatility of volatility estimation : central limit theorems for the fourier transform estimator and empirical study of the daily time series stylized facts
Toscano, Giacomo
;
Livieri, Giulia
;
Mancino, Maria Elvira
; …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 252-296
Persistent link: https://www.econbiz.de/10014526318
Saved in:
7
Dynamic covariance matrix estimation and portfolio analysis with high-frequency data
Jiang, Binyan
;
Liu, Cheng
;
Tang, Cheng Yong
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 461-491
Persistent link: https://www.econbiz.de/10014526333
Saved in:
8
Estimating risk in illiquid markets : a model of market friction with stochastic volatility
Buccheri, Giuseppe
;
Grassi, Stefano
;
Vocalelli, Giorgio
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 531-574
Persistent link: https://www.econbiz.de/10014526336
Saved in:
9
Testing hypotheses on the innovations distribution in semi-parametric conditional volatility models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1443-1482
Persistent link: https://www.econbiz.de/10014444685
Saved in:
10
News arrival, time-varying jump intensity, and realized volatility : conditional testing approach
Erdemlioglu, Deniz
;
Yang, Xiye
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1519-1556
Persistent link: https://www.econbiz.de/10014444697
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