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subject:"Volatility"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"Prognoseverfahren"
~subject:"Stochastischer Prozess"
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Volatility
Prognoseverfahren
Stochastischer Prozess
Estimation
77
Schätzung
77
Theorie
39
Theory
39
Volatilität
34
Capital income
30
Kapitaleinkommen
30
Börsenkurs
28
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ARCH model
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ARCH-Modell
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Forecasting model
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Time series analysis
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Zeitreihenanalyse
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Estimation theory
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Schätztheorie
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Risikoprämie
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Risk premium
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Risikomaß
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Risk measure
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Statistical distribution
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Regression analysis
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Regressionsanalyse
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CAPM
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Risk
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Nichtparametrisches Verfahren
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48
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Garcia, René
5
Almeida, Caio
3
Ardison, Kym
3
Trojani, Fabio
3
Vicente, Jose
3
Dobrev, Dobrislav
2
Ghysels, Eric
2
Narayan, Paresh Kumar
2
Okou, Cédric
2
Rodrigues, Paulo M. M.
2
Schaumburg, Ernst
2
Westerlund, Joakim
2
Ahoniemi, Katja
1
Asai, Manabu
1
Audrino, Francesco
1
Badescu, Alexandru
1
Bali, Turan G.
1
Balter, Janine
1
Bannouh, Karim
1
Barndorff-Nielsen, Ole E.
1
Barunik, Jozef
1
Bos, Charles S.
1
Bu, Ruijun
1
Burnside, Craig
1
Caldeira, João F.
1
Camponovo, Lorenzo
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
Francq, Christian
1
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1
Gagliardini, Patrick
1
Giet, Ludovic
1
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1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Applied economics
193
Finance research letters
180
Energy economics
173
Economic modelling
170
International journal of forecasting
155
Journal of econometrics
148
International review of financial analysis
144
International review of economics & finance : IREF
143
Journal of banking & finance
142
Journal of empirical finance
130
Working paper / National Bureau of Economic Research, Inc.
126
Applied economics letters
125
The North American journal of economics and finance : a journal of financial economics studies
122
NBER working paper series
116
Working paper
115
Journal of forecasting
114
NBER Working Paper
110
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
104
Discussion paper / Centre for Economic Policy Research
102
Journal of international money and finance
98
Economics letters
95
Applied financial economics
94
Journal of international financial markets, institutions & money
89
CESifo working papers
88
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
86
Research in international business and finance
84
Journal of financial economics
82
Discussion paper / Tinbergen Institute
79
The journal of futures markets
79
Journal of risk and financial management : JRFM
68
The European journal of finance
67
Journal of applied econometrics
59
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
54
Econometric reviews
47
Quantitative finance
47
Finance and economics discussion series
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ECONIS (ZBW)
48
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1
Is imperfection better? : evidence from predicting stock and bond returns
Lučivjanská, Katarína
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
2
,
pp. 244-270
Persistent link: https://www.econbiz.de/10011987766
Saved in:
2
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:
3
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:
4
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:
5
Nonparametric tail risk, stock returns, and the macroeconomy
Almeida, Caio
;
Ardison, Kym
;
Garcia, René
;
Vicente, Jose
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 333-376
Persistent link: https://www.econbiz.de/10011987494
Saved in:
6
Comment on: nonparametric tail risk, stock returns, and the macroeconomy
Dobrev, Dobrislav
;
Schaumburg, Ernst
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 388-409
Persistent link: https://www.econbiz.de/10011987513
Saved in:
7
Rejoinder on: nonparametric tail risk, stock returns, and the macroeconomy
Almeida, Caio
;
Ardison, Kym
;
Garcia, René
;
Vicente, Jose
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 418-426
Persistent link: https://www.econbiz.de/10011987534
Saved in:
8
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:
9
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:
10
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
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