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subject:"Volatilität"
type_genre:"Article in journal"
~isPartOf:"Journal of econometrics"
~subject:"ARCH-Modell"
~type_genre:"Bibliography included"
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Volatilität
ARCH-Modell
Estimation
464
Schätzung
459
Estimation theory
216
Schätztheorie
216
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165
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165
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Todorov, Viktor
13
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7
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5
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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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2
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2
Valkanov, Rossen I.
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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Journal of econometrics
Energy economics
144
Applied economics
141
Finance research letters
128
Economic modelling
126
International review of economics & finance : IREF
118
International review of financial analysis
108
The North American journal of economics and finance : a journal of financial economics studies
105
Journal of banking & finance
90
Journal of empirical finance
90
Applied economics letters
86
Applied financial economics
84
Journal of international financial markets, institutions & money
77
Research in international business and finance
74
Journal of international money and finance
70
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
69
The journal of futures markets
69
Economics letters
62
Journal of risk and financial management : JRFM
58
International journal of forecasting
53
The European journal of finance
51
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
50
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
48
International journal of finance & economics : IJFE
48
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
43
Journal of financial econometrics : official journal of the Society for Financial Econometrics
42
International Journal of Energy Economics and Policy : IJEEP
38
International journal of economics and finance
38
International journal of economics and financial issues : IJEFI
38
Pacific-Basin finance journal
38
Journal of financial economics
37
Quantitative finance
37
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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32
Cogent economics & finance
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Review of quantitative finance and accounting
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
Moments, shocks and spillovers in Markov-switching VAR models
Kole, Erik
;
Dijk, Dick van
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365495
Saved in:
8
Scalable inference for a full multivariate stochastic volatility model
Dellaportas, Petros
;
Titsias, Michalis K.
;
Petrova, Katerina
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 501-520
Persistent link: https://www.econbiz.de/10014340078
Saved in:
9
Identifying latent factors based on high-frequency data
Sun, Yucheng
;
Xu, Wen
;
Zhang, Chuanhai
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 251-270
Persistent link: https://www.econbiz.de/10014341048
Saved in:
10
Nonparametric jump variation measures from options
Todorov, Viktor
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 255-280
Persistent link: https://www.econbiz.de/10013463804
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