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subject:"Volatilität"
isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"Deutschland"
~subject:"Capital income"
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Search: subject_exact:"Estimation theory"
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Volatilität
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Estimation theory
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Alizadeh, Sassan
1
Baillie, Richard
1
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1
Bollerslev, Tim
1
Brandt, Michael W.
1
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The journal of finance : the journal of the American Finance Association
Journal of econometrics
140
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
69
Economics letters
37
Journal of empirical finance
34
Discussion paper / Tinbergen Institute
29
Econometric reviews
23
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Finance research letters
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Economic modelling
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Journal of banking & finance
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CREATES research paper
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International journal of forecasting
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Journal of financial econometrics
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Journal of forecasting
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NBER Working Paper
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
15
Europäische Hochschulschriften / 5
15
International journal of theoretical and applied finance
15
Journal of risk and financial management : JRFM
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NBER working paper series
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SFB 649 discussion paper
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Working paper / National Bureau of Economic Research, Inc.
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Econometrics : open access journal
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The European journal of finance
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The econometrics journal
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The North American journal of economics and finance : a journal of financial economics studies
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International journal of economics and financial issues : IJEFI
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Journal of mathematical finance
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Discussion papers of interdisciplinary research project 373
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1
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
Costs of equity capital and model mispricing
Pástor, Ľuboš
;
Stambaugh, Robert F.
- In:
The journal of finance : the journal of the American …
54
(
1999
)
1
,
pp. 67-121
Persistent link: https://www.econbiz.de/10001355201
Saved in:
3
Time-varying expected returns in international bond markets
Ilmanen, Antti
- In:
The journal of finance : the journal of the American …
50
(
1995
)
2
,
pp. 481-506
Persistent link: https://www.econbiz.de/10001184817
Saved in:
4
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:
5
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
Saved in:
6
Predictability of stock returns : robustness and economic significance
Pesaran, M. Hashem
- In:
The journal of finance : the journal of the American …
50
(
1995
)
4
,
pp. 1201-1228
Persistent link: https://www.econbiz.de/10001191734
Saved in:
7
Cointegration, fractional cointegration, and exchange rate dynamics
Baillie, Richard
- In:
The journal of finance : the journal of the American …
49
(
1994
)
2
,
pp. 737-745
Persistent link: https://www.econbiz.de/10001169038
Saved in:
8
Imperfect information and cross-autocorrelation among stock prices
Chan, Kalok
- In:
The journal of finance : the journal of the American …
48
(
1993
)
4
,
pp. 1211-1230
Persistent link: https://www.econbiz.de/10001152161
Saved in:
9
More powerful portfolio approaches to regressing abnormal returns on firm-specific variables for cross-sectional studies
Chandra, Ramesh
;
Balachandran, Bala V.
- In:
The journal of finance : the journal of the American …
47
(
1992
)
5
,
pp. 2055-2070
Persistent link: https://www.econbiz.de/10001138514
Saved in:
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