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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:"Theory"
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Search: subject_exact:"Estimation"
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Volatilität
Theory
Estimation
415
Schätzung
415
Theorie
178
Estimation theory
146
Schätztheorie
146
Time series analysis
116
Zeitreihenanalyse
116
USA
101
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101
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92
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230
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230
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Bollerslev, Tim
3
Bianchi, Daniele
2
Bormetti, Giacomo
2
Buccheri, Giuseppe
2
Carrasco, Marine
2
Chan, Joshua
2
Corsi, Fulvio
2
Enders, Walter
2
Ericsson, Neil R.
2
Francq, Christian
2
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2
Gao, Jiti
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
Li, Jia
2
Li, Wai Keung
2
Lian, Heng
2
Lucas, André
2
Marcellino, Massimiliano
2
McCabe, Brendan Peter Martin
2
Moffitt, Robert A.
2
Mumtaz, Haroon
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
Sucarrat, Genaro
2
Tauchen, George Eugene
2
Tse, Yiu Kuen
2
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2
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of financial econometrics
Applied economics
421
Economic modelling
279
Economics letters
251
Journal of econometrics
233
Applied economics letters
225
International review of economics & finance : IREF
203
Energy economics
199
Journal of international money and finance
195
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
178
Journal of banking & finance
171
Finance research letters
163
Journal of applied econometrics
156
Applied financial economics
152
Journal of empirical finance
149
International review of financial analysis
146
Journal of economic dynamics & control
136
The North American journal of economics and finance : a journal of financial economics studies
136
Journal of macroeconomics
127
The review of economics and statistics
110
Journal of financial economics
109
International journal of forecasting
105
Journal of monetary economics
100
Macroeconomic dynamics
100
Journal of international financial markets, institutions & money
98
International journal of finance & economics : IJFE
97
Journal of international economics
97
The European journal of finance
97
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
96
European economic review : EER
93
The journal of futures markets
90
Journal of forecasting
89
The journal of finance : the journal of the American Finance Association
89
Journal of urban economics
86
Journal of money, credit and banking : JMCB
83
Econometric reviews
81
Research in international business and finance
81
Journal of risk and financial management : JRFM
80
The American economic review
79
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
230
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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
SVARs identification through bounds on the forecast error variance
Volpicella, Alessio
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1291-1301
Persistent link: https://www.econbiz.de/10013539513
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
Homogeneity and sparsity analysis for high-dimensional panel data models
Wang, Wu
;
Zhu, Zhongyi
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 26-35
Persistent link: https://www.econbiz.de/10014448669
Saved in:
6
On bivariate time-varying price staleness
Zhu, Haibin
;
Liu, Zhi
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 229-242
Persistent link: https://www.econbiz.de/10014449902
Saved in:
7
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:
8
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:
9
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:
10
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
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