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subject:"Volatilität"
~isPartOf:"Journal of financial econometrics"
~subject:"Prognoseverfahren"
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Volatilität
Prognoseverfahren
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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16
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Risk premium
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CAPM
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Portfolio selection
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Portfolio-Management
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Analysis of variance
5
Varianzanalyse
5
realized volatility
5
Aktienmarkt
4
Factor analysis
4
Faktorenanalyse
4
Nichtparametrisches Verfahren
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Nonparametric statistics
4
Option pricing theory
4
Optionspreistheorie
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English
35
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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
Bee, Marco
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
Chen, Qiang
1
Chorro, Christophe
1
Corsi, Fulvio
1
Dimpfl, Thomas
1
Dupuis, Debbie J.
1
Erdemlioglu, Deniz
1
Francq, Christian
1
Gagliardini, Patrick
1
Gerlach, Richard
1
Ghysels, Eric
1
Gong, Yuting
1
Gorgi, P.
1
Grassi, Stefano
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Gribisch, Bastian
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Gungor, Sermin
1
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1
Hallin, Marc
1
Hansen, Anne Lundgaard
1
Hassler, Uwe
1
Hong, Seok Young
1
Huang, Zhuo
1
Hung, Mao-Wei
1
Ibrushi, Denada
1
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Journal of financial econometrics
Applied economics
184
Finance research letters
178
Energy economics
169
Economic modelling
160
International journal of forecasting
155
International review of financial analysis
142
Journal of econometrics
142
International review of economics & finance : IREF
140
Journal of banking & finance
137
Journal of empirical finance
128
Working paper / National Bureau of Economic Research, Inc.
124
The North American journal of economics and finance : a journal of financial economics studies
122
Applied economics letters
118
NBER working paper series
114
Journal of forecasting
113
Working paper
111
NBER Working Paper
108
Discussion paper / Centre for Economic Policy Research
100
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
100
Journal of international money and finance
97
Economics letters
93
Applied financial economics
91
Journal of international financial markets, institutions & money
88
CESifo working papers
85
Research in international business and finance
84
Journal of financial economics
81
Discussion paper / Tinbergen Institute
77
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
75
The journal of futures markets
73
Journal of risk and financial management : JRFM
68
The European journal of finance
66
International journal of finance & economics : IJFE
56
Pacific-Basin finance journal
55
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
55
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
52
Journal of applied econometrics
50
Journal of financial econometrics : official journal of the Society for Financial Econometrics
46
Quantitative finance
45
Management science : journal of the Institute for Operations Research and the Management Sciences
44
Econometric reviews
43
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ECONIS (ZBW)
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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
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:
4
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:
5
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:
6
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:
7
Exact inference in long-horizon predictive quantile regressions with an application to stock returns
Gungor, Sermin
;
Luger, Richard
- In:
Journal of financial econometrics
19
(
2021
)
4
,
pp. 746-788
Persistent link: https://www.econbiz.de/10012654991
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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