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subject:"Volatilität"
type_genre:"Article in journal"
~isPartOf:"Journal of econometrics"
~isPartOf:"Pacific-Basin finance journal"
~subject:"Nichtparametrisches Verfahren"
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Volatilität
Nichtparametrisches Verfahren
Estimation
602
Schätzung
597
Estimation theory
217
Schätztheorie
217
Theorie
183
Theory
183
Volatility
135
Time series analysis
125
Zeitreihenanalyse
125
Capital income
119
Kapitaleinkommen
119
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107
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107
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Article in journal
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223
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7
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223
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Todorov, Viktor
13
Bollerslev, Tim
8
Linton, Oliver
8
Tauchen, George Eugene
7
Kim, Donggyu
5
Li, Jia
5
Andersen, Torben
4
Aït-Sahalia, Yacine
4
Phillips, Peter C. B.
4
Cai, Zongwu
3
Francq, Christian
3
Hoderlein, Stefan
3
Hsiao, Cheng
3
Lu, Xun
3
McAleer, Michael
3
Patton, Andrew J.
3
Sun, Yiguo
3
Vogt, Michael
3
Wang, Yazhen
3
Xiu, Dacheng
3
Zakoïan, Jean-Michel
3
An, Yonghong
2
Andreou, Elena
2
Asai, Manabu
2
Barigozzi, Matteo
2
Bibinger, Markus
2
Botosaru, Irene
2
Callaway, Brantly
2
Christensen, Kim
2
Creal, Drew
2
Ergemen, Yunus Emre
2
Fan, Jianqing
2
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2
Gallo, Giampiero M.
2
Gao, Jiti
2
Ghysels, Eric
2
Gouriéroux, Christian
2
Grynkiv, Iaryna
2
Haiqing Xu
2
Hallin, Marc
2
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Journal of econometrics
Pacific-Basin finance journal
Energy economics
163
Applied economics
150
Economic modelling
131
Finance research letters
122
International review of economics & finance : IREF
119
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
115
International review of financial analysis
104
Applied economics letters
99
The North American journal of economics and finance : a journal of financial economics studies
98
Economics letters
92
Journal of banking & finance
87
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
84
Journal of empirical finance
84
Applied financial economics
77
Journal of international financial markets, institutions & money
70
Journal of international money and finance
70
Research in international business and finance
70
Journal of risk and financial management : JRFM
62
The journal of futures markets
62
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
51
International journal of forecasting
50
International journal of finance & economics : IJFE
48
The European journal of finance
48
Econometric reviews
44
Journal of applied econometrics
43
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
40
International Journal of Energy Economics and Policy : IJEEP
39
Journal of financial econometrics : official journal of the Society for Financial Econometrics
38
Journal of financial economics
38
Quantitative finance
36
Journal of financial econometrics
34
Journal of forecasting
34
International journal of economics and finance
32
Journal of economic dynamics & control
32
Quantitative economics : QE ; journal of the Econometric Society
32
Econometrics : open access journal
31
International journal of economics and financial issues : IJEFI
31
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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ECONIS (ZBW)
223
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1
Can mutual fund investors benefit from volatility managing? : evidence from China
Zhang, Xili
;
Zheng, Yiran
;
Lien, Da-hsiang Donald
;
Yu, …
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014491107
Saved in:
2
Forecasting Chinese stock market volatility with option-implied risk aversion : evidence from extended realized EGARCH-MIDAS approach
Wu, Xinyu
;
Qian, Jia
;
Zhao, Xiaohan
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014491122
Saved in:
3
Time-varying unobserved heterogeneity in earnings shocks
Botosaru, Irene
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1378-1393
Persistent link: https://www.econbiz.de/10014471381
Saved in:
4
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
5
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
Saved in:
6
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
Saved in:
7
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
8
High-dimensional conditionally Gaussian state space models with missing data
Chan, Joshua
;
Poon, Aubrey
;
Zhu, Dan
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332310
Saved in:
9
CEO inside debt and downside risk : evidence from internal and external environments
Lee, Chien-chiang
;
Wang, Chih-Wei
;
Wu, Yu-Ching
- In:
Pacific-Basin finance journal
80
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014463320
Saved in:
10
Tail comovements of implied volatility indices and global index futures returns predictability
Lee, Hsiu-chuan
;
Lee, Yun-Huan
;
Nguyen, Cuong
- In:
Pacific-Basin finance journal
80
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014463335
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