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subject:"Volatilität"
isPartOf:"The journal of finance : the journal of the American Finance Association"
~language:"eng"
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Volatilität
Estimation theory
31
Schätztheorie
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Theorie
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Theory
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CAPM
15
USA
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United States
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Börsenkurs
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Share price
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Estimation
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Capital income
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Risk premium
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Volatility
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1963-1990
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1926-1987
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1954-1992
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1962-1987
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Alizadeh, Sassan
1
Brandt, Michael W.
1
Braun, Phillip A.
1
Diebold, Francis X.
1
Jorion, Philippe
1
Nelson, Daniel B.
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Sunier, Alain M.
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The journal of finance : the journal of the American Finance Association
Journal of econometrics
116
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
42
Discussion paper / Tinbergen Institute
27
Economics letters
24
Econometric reviews
22
Journal of empirical finance
20
Economic modelling
17
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Journal of financial econometrics : official journal of the Society for Financial Econometrics
16
CREATES research paper
15
Quantitative finance
15
Econometric theory
14
International journal of forecasting
14
International journal of theoretical and applied finance
13
Journal of banking & finance
13
Finance research letters
12
The North American journal of economics and finance : a journal of financial economics studies
11
The econometrics journal
11
Journal of financial econometrics
10
Journal of forecasting
10
Journal of risk and financial management : JRFM
10
Econometrics : open access journal
9
SFB 649 discussion paper
9
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
Finance and stochastics
8
International journal of economics and financial issues : IJEFI
8
Journal of mathematical finance
7
NBER Working Paper
7
Working papers
7
Applied economics
6
Computational economics
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
6
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
6
Handbook of financial time series
6
International journal of financial engineering
6
Working paper / National Bureau of Economic Research, Inc.
6
Asia-Pacific financial markets
5
CBN journal of applied statistics
5
Cambridge working papers in economics
5
Discussion paper / Tinbergen Institute / Tinbergen Institute
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Range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Diebold, Francis X.
- In:
The journal of finance : the journal of the American …
57
(
2002
)
3
,
pp. 1047-1091
Persistent link: https://www.econbiz.de/10001684742
Saved in:
2
Predicting volatility in the foreign exchange market
Jorion, Philippe
- In:
The journal of finance : the journal of the American …
50
(
1995
)
2
,
pp. 507-528
Persistent link: https://www.econbiz.de/10001184819
Saved in:
3
Good news, bad news, volatility, and betas
Braun, Phillip A.
- In:
The journal of finance : the journal of the American …
50
(
1995
)
5
,
pp. 1575-1603
Persistent link: https://www.econbiz.de/10001191709
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