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subject:"Volatility"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"Estimation theory"
~subject:"Stochastischer Prozess"
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Volatility
Estimation theory
Stochastischer Prozess
Estimation
77
Schätzung
77
Theorie
39
Theory
39
Volatilität
34
Capital income
30
Kapitaleinkommen
30
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43
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Audrino, Francesco
2
Garcia, René
2
Ghysels, Eric
2
Okou, Cédric
2
Rodrigues, Paulo M. M.
2
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1
Ahoniemi, Katja
1
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1
Asai, Manabu
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
Cappiello, Lorenzo
1
Chen, Yi-ting
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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1
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1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
276
Applied economics
175
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
175
Economic modelling
163
Energy economics
162
Economics letters
160
Applied economics letters
135
Finance research letters
129
NBER working paper series
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International review of economics & finance : IREF
120
NBER Working Paper
119
Working paper / National Bureau of Economic Research, Inc.
114
Journal of banking & finance
111
International review of financial analysis
109
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107
The North American journal of economics and finance : a journal of financial economics studies
104
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
103
Journal of empirical finance
95
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89
Applied financial economics
87
CESifo working papers
87
Discussion paper / Tinbergen Institute
85
Journal of international money and finance
80
Econometric reviews
79
Journal of international financial markets, institutions & money
75
Research in international business and finance
72
Discussion paper / Centre for Economic Policy Research
69
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
69
Journal of applied econometrics
68
The journal of futures markets
68
International journal of forecasting
67
Journal of risk and financial management : JRFM
66
Discussion paper
55
The European journal of finance
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CEMMAP working papers / Centre for Microdata Methods and Practice
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Quantitative economics : QE ; journal of the Econometric Society
50
International journal of finance & economics : IJFE
48
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47
International journal of economics and financial issues : IJEFI
47
Empirical economics : a quarterly journal of the Institute for Advanced Studies
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1
Can volatility models explain extreme events?
Trapin, Luca
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
2
,
pp. 297-315
Persistent link: https://www.econbiz.de/10011987768
Saved in:
2
Downside variance risk premium
Feunou, Bruno
;
Jahan-Parvar, Mohammad R.
;
Okou, Cédric
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
3
,
pp. 341-383
Persistent link: https://www.econbiz.de/10011987780
Saved in:
3
Combining multivariate volatility forecasts: an economic-based approach
Caldeira, João F.
;
Moura, Guilherme Valle
;
Nogales, …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 247-285
Persistent link: https://www.econbiz.de/10011987429
Saved in:
4
Tests for abnormal returns in the presence of event-induced cross-sectional correlation
Ahlgren, Niklas
;
Antell, Jan
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 286-301
Persistent link: https://www.econbiz.de/10011987446
Saved in:
5
Indirect inference estimation of mixed frequency stochastic volatility state space models using MIDAS regressions and ARCH models
Gagliardini, Patrick
;
Ghysels, Eric
;
Rubin, M.
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
4
,
pp. 509-560
Persistent link: https://www.econbiz.de/10011987633
Saved in:
6
Real-Time GARCH
Smetanina, Ekaterina
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
4
,
pp. 561-601
Persistent link: https://www.econbiz.de/10011987644
Saved in:
7
Non-affine GARCH option pricing models, variance-dependent kernels, and diffusion limits
Badescu, Alexandru
;
Cui, Zhenyu
;
Ortega, Juan-Pablo
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
4
,
pp. 602-648
Persistent link: https://www.econbiz.de/10011987648
Saved in:
8
Overnight news and daily equity trading risk limits
Ahoniemi, Katja
;
Fuertes, Ana María
;
Olmo, Jose
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
3
,
pp. 525-551
Persistent link: https://www.econbiz.de/10011623670
Saved in:
9
Dynamic conditional beta
Engle, Robert F.
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 643-667
Persistent link: https://www.econbiz.de/10011623818
Saved in:
10
Quantile regression for long memory testing : a case of realized volatility
Hassler, Uwe
;
Rodrigues, Paulo M. M.
;
Rubia, Antonio
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 693-724
Persistent link: https://www.econbiz.de/10011623824
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