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~isPartOf:"Journal of econometrics"
~subject:"Kapitaleinkommen"
~subject:"Schätztheorie"
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Kapitaleinkommen
Schätztheorie
Volatility
321
Volatilität
321
Theorie
125
Theory
125
Estimation theory
116
Stochastic process
104
Stochastischer Prozess
104
Estimation
102
Schätzung
102
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100
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100
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70
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67
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67
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66
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66
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49
Prognoseverfahren
49
Market microstructure
41
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41
Nichtparametrisches Verfahren
40
Nonparametric statistics
40
Option pricing theory
39
Optionspreistheorie
39
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34
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34
Stochastic volatility
34
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26
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26
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25
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24
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24
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161
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English
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Todorov, Viktor
14
Bollerslev, Tim
10
Andersen, Torben
8
Tauchen, George Eugene
8
Aït-Sahalia, Yacine
6
Li, Jia
6
Meddahi, Nour
6
Mykland, Per A.
6
Kim, Donggyu
5
Li, Yingying
5
Xiu, Dacheng
5
Francq, Christian
4
Patton, Andrew J.
4
Zakoïan, Jean-Michel
4
Park, Joon Y.
3
Renault, Eric
3
Shephard, Neil G.
3
Varneskov, Rasmus Tangsgaard
3
Wang, Yazhen
3
Zhang, Lan
3
Asai, Manabu
2
Bandi, Federico M.
2
Bekaert, Geert
2
Bibinger, Markus
2
Clinet, Simon
2
Fan, Jianqing
2
Gallant, A. Ronald
2
Gouriéroux, Christian
2
Grynkiv, Iaryna
2
Harvey, Andrew C.
2
Jacod, Jean
2
Jasiak, Joann
2
Kong, Xin-Bing
2
Koopman, Siem Jan
2
Li, Guodong
2
Li, Wai Keung
2
Linton, Oliver
2
Maheu, John M.
2
McAleer, Michael
2
Paolella, Marc S.
2
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Conference on Realized Volatility <2006, Montréal>
1
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Journal of econometrics
Finance research letters
150
International review of financial analysis
126
Journal of banking & finance
120
Journal of empirical finance
117
International review of economics & finance : IREF
105
The North American journal of economics and finance : a journal of financial economics studies
103
Energy economics
91
Journal of financial economics
86
Economic modelling
83
Applied financial economics
82
Applied economics
81
NBER working paper series
77
Research in international business and finance
77
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
71
Journal of international financial markets, institutions & money
70
Working paper / National Bureau of Economic Research, Inc.
69
Journal of risk and financial management : JRFM
66
Applied economics letters
63
NBER Working Paper
63
Pacific-Basin finance journal
62
International journal of forecasting
58
Economics letters
57
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
56
Discussion paper / Tinbergen Institute
51
The European journal of finance
50
Journal of forecasting
48
Journal of financial econometrics
39
Working paper
39
CREATES research paper
38
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
38
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
38
Econometric reviews
37
Investment management and financial innovations
37
Journal of financial econometrics : official journal of the Society for Financial Econometrics
37
International journal of finance & economics : IJFE
36
Quantitative finance
35
Research paper series / Swiss Finance Institute
35
Review of quantitative finance and accounting
35
Journal of international money and finance
34
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ECONIS (ZBW)
161
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1
Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 285-304
Persistent link: https://www.econbiz.de/10013441658
Saved in:
2
Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel F.
;
Sun, Yixiao
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1281-1309
Persistent link: https://www.econbiz.de/10014471377
Saved in:
3
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
4
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
Saved in:
5
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
Saved in:
6
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
7
Semiparametric estimation of latent variable asset pricing models
Dalderop, Jeroen
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014332225
Saved in:
8
Bias reduction in spot volatility estimation from options
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 53-81
Persistent link: https://www.econbiz.de/10014364661
Saved in:
9
Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process
Wang, Xiaohu
;
Xiao, Weilin
;
Yu, Jun
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 389-415
Persistent link: https://www.econbiz.de/10014339985
Saved in:
10
A simple joint model for returns, volatility and volatility of volatility
Ding, Yashuang
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 521-543
Persistent link: https://www.econbiz.de/10014340096
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