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subject:"Volatilität"
type_genre:"Article in journal"
~isPartOf:"Journal of financial econometrics"
~subject:"Correlation"
~subject:"Portfolio selection"
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Volatilität
Correlation
Portfolio selection
Estimation
51
Schätzung
51
Volatility
31
Capital income
23
Kapitaleinkommen
23
Time series analysis
22
Zeitreihenanalyse
22
Estimation theory
19
Schätztheorie
19
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17
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17
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16
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realized volatility
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Aktienmarkt
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Factor analysis
4
Faktorenanalyse
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Nichtparametrisches Verfahren
4
Nonparametric statistics
4
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Article in journal
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37
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English
37
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Hansen, Peter Reinhard
2
Sancetta, Alessio
2
Alitab, Dario
1
Andreou, Elena
1
Barigozzi, Matteo
1
Barunik, Jozef
1
Baur, Dirk G.
1
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1
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1
Berardi, Andrea
1
Bollerslev, Tim
1
Bormetti, Giacomo
1
Bu, Ruijun
1
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1
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1
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1
Cenesizoglu, Tolga
1
Chen, Qiang
1
Chorro, Christophe
1
Corsi, Fulvio
1
Dimpfl, Thomas
1
Dupuis, Debbie J.
1
Erdemlioglu, Deniz
1
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1
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1
Gagliardini, Patrick
1
Ghysels, Eric
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
Hartl, Tobias
1
Hassler, Uwe
1
Hautsch, Nikolaus
1
Hong, Seok Young
1
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1
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Journal of financial econometrics
Applied economics
158
Finance research letters
155
International review of economics & finance : IREF
151
Energy economics
150
Journal of banking & finance
145
Economic modelling
142
International review of financial analysis
142
The North American journal of economics and finance : a journal of financial economics studies
124
Journal of empirical finance
121
Journal of econometrics
120
Applied economics letters
98
Applied financial economics
94
Journal of international money and finance
92
Journal of international financial markets, institutions & money
91
Research in international business and finance
90
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
83
Economics letters
74
Journal of financial economics
74
The journal of futures markets
72
Journal of risk and financial management : JRFM
71
The European journal of finance
63
International journal of forecasting
54
Pacific-Basin finance journal
54
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
51
International journal of finance & economics : IJFE
51
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
51
Quantitative finance
48
Journal of economic dynamics & control
47
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
47
International journal of economics and finance
43
Journal of financial econometrics : official journal of the Society for Financial Econometrics
43
Review of quantitative finance and accounting
42
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
39
International Journal of Energy Economics and Policy : IJEEP
39
Cogent economics & finance
38
The journal of finance : the journal of the American Finance Association
36
International journal of economics and financial issues : IJEFI
35
Journal of forecasting
35
Global finance journal
33
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ECONIS (ZBW)
37
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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
Maximum-Likelihood estimation using the zig-zag algorithm
Hautsch, Nikolaus
;
Okhrin, Ostap
;
Ristig, Alexander
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1346-1375
Persistent link: https://www.econbiz.de/10014391462
Saved in:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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
Saved in:
10
Time variation in cash flows and discount rates
Cenesizoglu, Tolga
;
Ibrushi, Denada
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1557-1589
Persistent link: https://www.econbiz.de/10014444702
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