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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Journal of empirical finance"
~subject:"Nichtparametrisches Verfahren"
~subject:"Panel study"
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Search: subject_exact:"Estimation theory"
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Volatility
Nichtparametrisches Verfahren
Panel study
Estimation theory
74
Schätztheorie
74
Time series analysis
23
Zeitreihenanalyse
23
Estimation
21
Schätzung
21
Volatilität
20
Capital income
18
Kapitaleinkommen
18
Theorie
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Theory
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ARCH model
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ARCH-Modell
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Stochastic process
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Autokorrelation
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Statistical distribution
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Correlation
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CAPM
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Regression analysis
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Regressionsanalyse
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USA
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Article in journal
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English
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Abergel, Frédéric
1
Amado, Cristina
1
Asai, Manabu
1
Cheng, Wan-hsiu
1
Chourdakis, Kyriakos
1
Creel, Michael D.
1
D'Addona, Stefano
1
Dalla, Violetta
1
Daníelsson, Jón
1
Dotsis, George
1
Ghosh, Anisha
1
Gospodinov, Nikolaj
1
Hao, Hong-Xia
1
Hirukawa, Masayuki
1
Hung, Jui-cheng
1
Huth, Nicolas
1
Jondeau, Eric
1
Kang, Kyu Ho
1
King, Maxwell L.
1
Kinnunen, Jyri
1
Kristensen, Dennis
1
Lee, Cheol Woo
1
Lee, Kyungsub
1
Li, Minqiang
1
Lin, Jin-Guan
1
Linton, Oliver
1
Marinelli, Carlo
1
Seo, Byoung Ki
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Sizova, Natalia
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Sun, Licheng
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Taylor, Stephen
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Teräsvirta, Timo
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Xu, Xinzhong
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Ye, Xu-Guo
1
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Journal of empirical finance
Journal of econometrics
530
Economics letters
186
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
176
Econometric reviews
144
Econometric theory
135
The econometrics journal
102
Journal of the American Statistical Association : JASA
80
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
53
Quantitative economics : QE ; journal of the Econometric Society
46
Economic modelling
40
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
39
Applied economics letters
37
Econometrics : open access journal
35
European journal of operational research : EJOR
31
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
31
Applied economics
27
Computational economics
27
International journal of forecasting
27
Empirical economics : a quarterly journal of the Institute for Advanced Studies
25
Journal of applied econometrics
25
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
Journal of risk and financial management : JRFM
23
Journal of banking & finance
21
Energy economics
19
Journal of econometric methods
17
Journal of productivity analysis
17
Oxford bulletin of economics and statistics
17
Journal of financial econometrics
16
Quantitative finance
16
Regional science & urban economics
16
Insurance / Mathematics & economics
15
Cambridge working papers in economics
14
Finance research letters
14
International journal of theoretical and applied finance
14
Journal of forecasting
14
The empirical economics letters : a monthly international journal of economics
14
International journal of economics and financial issues : IJEFI
12
Annals of economics and statistics
11
The North American journal of economics and finance : a journal of financial economics studies
11
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ECONIS (ZBW)
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1
Estimating and testing skewness in a stochastic volatility model
Lee, Cheol Woo
;
Kang, Kyu Ho
- In:
Journal of empirical finance
72
(
2023
),
pp. 445-467
Persistent link: https://www.econbiz.de/10014476881
Saved in:
2
Estimation with mixed data frequencies : a bias-correction approach
Ghosh, Anisha
;
Linton, Oliver
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014477062
Saved in:
3
Bond and option prices with permanent shocks
Zoubi, Haitham al-
- In:
Journal of empirical finance
53
(
2019
),
pp. 272-290
Persistent link: https://www.econbiz.de/10012171645
Saved in:
4
Dynamic cross-autocorrelation in stock returns
Kinnunen, Jyri
- In:
Journal of empirical finance
40
(
2017
),
pp. 162-173
Persistent link: https://www.econbiz.de/10011744473
Saved in:
5
Marked Hawkes process modeling of price dynamics and volatility estimation
Lee, Kyungsub
;
Seo, Byoung Ki
- In:
Journal of empirical finance
40
(
2017
),
pp. 174-200
Persistent link: https://www.econbiz.de/10011745018
Saved in:
6
Nonparametric estimates of pricing functionals
Marinelli, Carlo
;
D'Addona, Stefano
- In:
Journal of empirical finance
44
(
2017
),
pp. 19-35
Persistent link: https://www.econbiz.de/10011817977
Saved in:
7
The dynamics of squared returns under contemporaneous aggregation of GARCH models
Jondeau, Eric
- In:
Journal of empirical finance
32
(
2015
),
pp. 80-93
Persistent link: https://www.econbiz.de/10011556785
Saved in:
8
Power transformations of absolute returns and long memory estimation
Dalla, Violetta
- In:
Journal of empirical finance
33
(
2015
),
pp. 1-18
Persistent link: https://www.econbiz.de/10011556833
Saved in:
9
Two-step estimation of the volatility functions in diffusion models with empirical applications
Ye, Xu-Guo
;
Lin, Jin-Guan
;
Zhao, Yan-Yong
;
Hao, Hong-Xia
- In:
Journal of empirical finance
33
(
2015
),
pp. 135-159
Persistent link: https://www.econbiz.de/10011556861
Saved in:
10
ABC of SV: limited information likelihood inference in stochastic volatility jump-diffusion models
Creel, Michael D.
;
Kristensen, Dennis
- In:
Journal of empirical finance
31
(
2015
),
pp. 85-108
Persistent link: https://www.econbiz.de/10011489408
Saved in:
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