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isPartOf:"Journal of money, credit and banking : JMCB"
~isPartOf:"Journal of econometrics"
~subject:"Kapitaleinkommen"
~subject:"Volatility"
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Kapitaleinkommen
Volatility
Estimation
661
Schätzung
657
Theorie
404
Theory
404
Estimation theory
354
Schätztheorie
354
Statistical test
327
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Todorov, Viktor
14
Bollerslev, Tim
8
Tauchen, George Eugene
8
Andersen, Torben
7
Aït-Sahalia, Yacine
6
Li, Jia
6
Kim, Donggyu
5
Taylor, Robert
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Xiu, Dacheng
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4
Zakoïan, Jean-Michel
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3
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3
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3
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3
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2
Asai, Manabu
2
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2
Bandi, Federico M.
2
Barigozzi, Matteo
2
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2
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2
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Demetrescu, Matei
2
Demirgüç-Kunt, Asli
2
Ergemen, Yunus Emre
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Harvey, Andrew C.
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Jacod, Jean
2
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2
Kong, Xin-Bing
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2
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Journal of money, credit and banking : JMCB
Journal of econometrics
Finance research letters
318
International review of financial analysis
268
Journal of banking & finance
261
Applied economics
252
NBER working paper series
247
International review of economics & finance : IREF
246
Working paper / National Bureau of Economic Research, Inc.
243
Economic modelling
207
Energy economics
201
NBER Working Paper
201
The North American journal of economics and finance : a journal of financial economics studies
198
Journal of empirical finance
197
Applied economics letters
189
Applied financial economics
189
Journal of international financial markets, institutions & money
189
Research in international business and finance
186
Journal of financial economics
185
Journal of international money and finance
170
Pacific-Basin finance journal
137
Working paper
129
The European journal of finance
128
Economics letters
121
CESifo working papers
117
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
113
Discussion paper / Centre for Economic Policy Research
107
Journal of risk and financial management : JRFM
106
International journal of finance & economics : IJFE
103
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
101
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
98
Review of quantitative finance and accounting
95
International journal of economics and finance
91
The journal of futures markets
88
Emerging markets review
79
Discussion paper / Tinbergen Institute
78
Management science : journal of the Institute for Operations Research and the Management Sciences
78
International journal of economics and financial issues : IJEFI
75
Cogent economics & finance
74
Journal of financial markets
70
IMF working papers
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ECONIS (ZBW)
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1
How much bang for the buck? : Mexico and dollarization
Levine, Ross
;
Carkovic, Maria Vicenta
- In:
Journal of money, credit and banking : JMCB
33
(
2001
)
2,2
,
pp. 339-363
Persistent link: https://www.econbiz.de/10001580602
Saved in:
2
Testing for non-correlation between price and volatility jumps
Jacod, Jean
;
Klüppelberg, Claudia
;
Müller, Gernot
- In:
Journal of econometrics
197
(
2017
)
2
,
pp. 284-297
Persistent link: https://www.econbiz.de/10011818360
Saved in:
3
Asymptotically distribution-free tests for the volatility function of a diffusion
Chen, Qiang
;
Zheng, Xu
;
Pan, Zhiyuan
- In:
Journal of econometrics
184
(
2015
)
1
,
pp. 124-144
Persistent link: https://www.econbiz.de/10011326801
Saved in:
4
The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing
Christensen, Kim
;
Thyrsgaard, Martin
;
Veliyev, Bezirgen
- In:
Journal of econometrics
212
(
2019
)
2
,
pp. 556-583
Persistent link: https://www.econbiz.de/10012304092
Saved in:
5
Nonparametric predictive regression
Kasparis, Ioannis
;
Andreou, Elena
;
Phillips, Peter C. B.
- In:
Journal of econometrics
185
(
2015
)
2
,
pp. 468-494
Persistent link: https://www.econbiz.de/10011348962
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6
High-frequency jump tests : which test should we use?
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 478-487
Persistent link: https://www.econbiz.de/10012483405
Saved in:
7
Testing for episodic predictability in stock returns
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 85-113
Persistent link: https://www.econbiz.de/10013441625
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8
Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 557-579
Persistent link: https://www.econbiz.de/10011499761
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9
Climate risks and market efficiency
Hong, Harrison G.
;
Li, Frank Weikai
;
Xu, Jiangmin
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 265-281
Persistent link: https://www.econbiz.de/10012144990
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10
The high-frequency response of the EUR-USD exchange rate to ECB communication
Conrad, Christian
;
Lamla, Michael L.
- In:
Journal of money, credit and banking : JMCB
42
(
2010
)
7
,
pp. 1391-1417
Persistent link: https://www.econbiz.de/10008823781
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