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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~subject:"Time series analysis"
~subject:"USA"
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Search: subject_exact:"Estimation theory"
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Volatility
Time series analysis
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Estimation theory
32
Schätztheorie
32
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19
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16
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7
Capital income
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16
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16
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Bradley, Michael G.
1
Chan, Louis K. C.
1
Connolly, Robert A.
1
Donaldson, R. Glen
1
Flesaker, Bjorn
1
Harris, Lawrence E.
1
Hentschel, Ludger
1
Joerding, Wayne H.
1
Jokivuolle, Esa
1
Kamstra, Mark J.
1
Klein, April
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
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1
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1
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1
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Journal of financial and quantitative analysis : JFQA
Journal of econometrics
390
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
227
Econometric theory
171
Economics letters
166
Econometric reviews
99
International journal of forecasting
74
Journal of forecasting
65
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
58
Applied economics letters
55
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
55
Journal of applied econometrics
53
The review of economics and statistics
53
Econometrics : open access journal
51
Applied economics
46
The econometrics journal
46
Economic modelling
44
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
43
Journal of the American Statistical Association : JASA
41
Journal of time series econometrics
40
Journal of empirical finance
39
Computational economics
36
Journal of financial econometrics : official journal of the Society for Financial Econometrics
32
Oxford bulletin of economics and statistics
29
Journal of banking & finance
26
American journal of agricultural economics
24
Finance research letters
22
Journal of risk and financial management : JRFM
21
The review of economic studies
21
Journal of macroeconomics
20
The journal of futures markets
20
Journal of financial econometrics
18
Journal of economic dynamics & control
17
Quantitative finance
17
International economic review
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International journal of economics and financial issues : IJEFI
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The North American journal of economics and finance : a journal of financial economics studies
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The journal of finance : the journal of the American Finance Association
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International journal of theoretical and applied finance
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Quantitative economics : QE ; journal of the Econometric Society
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1
Estimating the equity premium
Donaldson, R. Glen
;
Kamstra, Mark J.
;
Kramer, Lisa A.
- In:
Journal of financial and quantitative analysis : JFQA
45
(
2010
)
4
,
pp. 813-846
Persistent link: https://www.econbiz.de/10008758096
Saved in:
2
The economic role of jumps and recovery rates in the market for corporate default risk
Schneider, Paul
;
Sögner, Leopold
;
Veza, Tanja
- In:
Journal of financial and quantitative analysis : JFQA
45
(
2010
)
6
,
pp. 1517-1547
Persistent link: https://www.econbiz.de/10008909155
Saved in:
3
Errors in implied volatility estimation
Hentschel, Ludger
- In:
Journal of financial and quantitative analysis : JFQA
38
(
2003
)
4
,
pp. 779-810
Persistent link: https://www.econbiz.de/10001859254
Saved in:
4
Tests and properties of variance rations in microstructure studies
Ronen, Tavy
- In:
Journal of financial and quantitative analysis : JFQA
32
(
1997
)
2
,
pp. 183-204
Persistent link: https://www.econbiz.de/10001224466
Saved in:
5
Measuring true stock index value in the presence of infrequent trading
Jokivuolle, Esa
- In:
Journal of financial and quantitative analysis : JFQA
30
(
1995
)
3
,
pp. 455-464
Persistent link: https://www.econbiz.de/10001217159
Saved in:
6
Testing the Heath-Jarrow-Morton - Ho-Lee model of interest rate contingent claims pricing
Flesaker, Bjorn
- In:
Journal of financial and quantitative analysis : JFQA
28
(
1993
)
4
,
pp. 483-495
Persistent link: https://www.econbiz.de/10001160498
Saved in:
7
The estimation of quality-adjusted auction returns with varying transaction intervals
Taylor, William M.
- In:
Journal of financial and quantitative analysis : JFQA
27
(
1992
)
1
,
pp. 131-142
Persistent link: https://www.econbiz.de/10001122222
Saved in:
8
Standard errors in event studies
Salinger, Michael A.
- In:
Journal of financial and quantitative analysis : JFQA
27
(
1992
)
1
,
pp. 39-53
Persistent link: https://www.econbiz.de/10001122227
Saved in:
9
Long-horizon mean-reverting stock prices revisited
McQueen, Grant R.
- In:
Journal of financial and quantitative analysis : JFQA
27
(
1992
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10001122230
Saved in:
10
Robust measurement of beta risk
Chan, Louis K. C.
- In:
Journal of financial and quantitative analysis : JFQA
27
(
1992
)
2
,
pp. 265-282
Persistent link: https://www.econbiz.de/10001125358
Saved in:
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