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isPartOf:"Advances in quantitative analysis of finance and accounting : a research annual"
subject:"Börsenkurs"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"ARCH-Modell"
~subject:"Option pricing theory"
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Börsenkurs
ARCH-Modell
Option pricing theory
Estimation theory
80
Schätztheorie
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Time series analysis
20
Zeitreihenanalyse
20
Estimation
16
Schätzung
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Volatility
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Volatilität
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Francq, Christian
2
Horváth, Lajos
2
Shephard, Neil G.
2
Zakoïan, Jean-Michel
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Ahlgren, Niklas
1
Antell, Jan
1
Audrino, Francesco
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Balter, Janine
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Barndorff-Nielsen, Ole E.
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Di, Jianing
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1
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Moura, Guilherme Valle
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Advances in quantitative analysis of finance and accounting : a research annual
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
92
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
47
Econometric theory
38
Economics letters
29
Discussion paper / Tinbergen Institute
24
Journal of empirical finance
23
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
23
Finance research letters
20
Journal of banking & finance
20
Econometric reviews
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Journal of forecasting
16
Economic modelling
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Journal of risk and financial management : JRFM
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The econometrics journal
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CREATES research paper
14
International journal of economics and financial issues : IJEFI
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International journal of forecasting
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Quantitative finance
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Applied economics
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International journal of theoretical and applied finance
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Journal of financial econometrics
13
Journal of risk
13
SFB 649 discussion paper
13
Série des documents de travail / Centre de Recherche en Économie et Statistique
13
Computational economics
12
Working paper
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Econometrics : open access journal
11
Journal of mathematical finance
11
The North American journal of economics and finance : a journal of financial economics studies
11
CORE discussion papers : DP
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Cambridge working papers in economics
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Journal of economic dynamics & control
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Journal of time series econometrics
10
International review of financial analysis
9
NBER Working Paper
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Working paper / Department of Econometrics and Business Statistics, Monash University
9
Applied economics letters
8
CORE discussion paper : DP
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1
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:
2
Tests for abnormal returns in the presence of event-induced cross-sectional correlation
Ahlgren, Niklas
;
Antell, Jan
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 286-301
Persistent link: https://www.econbiz.de/10011987446
Saved in:
3
Dynamic conditional beta
Engle, Robert F.
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 643-667
Persistent link: https://www.econbiz.de/10011623818
Saved in:
4
Quantile regression for long memory testing : a case of realized volatility
Hassler, Uwe
;
Rodrigues, Paulo M. M.
;
Rubia, Antonio
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 693-724
Persistent link: https://www.econbiz.de/10011623824
Saved in:
5
Variance targeting estimation of multivariate GARCH models
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 353-382
Persistent link: https://www.econbiz.de/10011589013
Saved in:
6
On the optimal estimating function method for conditional correlation models
Chen, Yi-ting
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
1
,
pp. 83-125
Persistent link: https://www.econbiz.de/10010519661
Saved in:
7
Quarticity estimation on ohlc data
Balter, Janine
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
2
,
pp. 505-519
Persistent link: https://www.econbiz.de/10011339287
Saved in:
8
Uniform confidence bands for pricing kernels
Härdle, Wolfgang
;
Okhrin, Yarema
;
Wang, Weining
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
2
,
pp. 376-413
Persistent link: https://www.econbiz.de/10011339301
Saved in:
9
On the properties of regression test of stock returns predictability using dividend-price ratios
Moon, Seongman
;
Velasco, Carlos
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
1
,
pp. 151-173
Persistent link: https://www.econbiz.de/10010233601
Saved in:
10
One-step semiparametric estimation of the GARCH model
Di, Jianing
;
Gangopadhyay, Ashis
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
2
,
pp. 382-407
Persistent link: https://www.econbiz.de/10010351543
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