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isPartOf:"Journal of econometrics"
~isPartOf:"Finance research letters"
~isPartOf:"Journal of financial economics"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Statistische Verteilung"
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Search: subject_exact:"Volatility"
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Statistische Verteilung
Volatility
1,123
Volatilität
1,123
Börsenkurs
347
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347
Capital income
321
Kapitaleinkommen
321
Theorie
317
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Bollerslev, Tim
3
Todorov, Viktor
3
Christoffersen, Peter F.
2
Corradi, Valentina
2
Jacobs, Kris
2
Maheu, John M.
2
McCurdy, Thomas H.
2
Meddahi, Nour
2
Paolella, Marc S.
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Polak, Pawel
2
Swanson, Norman R.
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2
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1
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1
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1
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1
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1
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1
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1
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Calvet, Laurent E.
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Journal of econometrics
Finance research letters
Journal of financial economics
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
International journal of theoretical and applied finance
16
Discussion paper / Tinbergen Institute
13
Economic modelling
13
International journal of forecasting
13
Working paper
13
Computational economics
12
International review of financial analysis
12
Journal of banking & finance
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
12
Quantitative finance
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Journal of empirical finance
10
Journal of risk and financial management : JRFM
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Energy economics
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The North American journal of economics and finance : a journal of financial economics studies
9
Journal of forecasting
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International journal of financial engineering
7
International review of economics & finance : IREF
7
Journal of international financial markets, institutions & money
7
Research paper series / Swiss Finance Institute
7
The European journal of finance
7
The journal of derivatives : the official publication of the International Association of Financial Engineers
7
The journal of futures markets
7
Applied economics
6
Econometrics : open access journal
6
Economics letters
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Empirical science of financial fluctuations : the advent of econophysics [proceedings of a workshop hosted by the Nihon Keizai Shimbun, Inc., and held in Tokyo, Nov. 15-17, 2000]
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of mathematical finance
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Review of quantitative finance and accounting
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Swiss Finance Institute Research Paper
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CREATES research paper
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Journal of economic dynamics & control
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Risks : open access journal
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European journal of operational research : EJOR
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ECONIS (ZBW)
60
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60
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1
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:
2
Measuring systemic risk with high-frequency data : a realized GARCH approach
Chen, Qihao
;
Huang, Zhuo
;
Liang, Fang
- In:
Finance research letters
54
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014472723
Saved in:
3
A discrete-time hedging framework with multiple factors and fat tails : on what matters
Augustyniak, Maciej
;
Badescu, Alexandru
;
Bégin, …
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 416-444
Persistent link: https://www.econbiz.de/10014339997
Saved in:
4
Nonparametric jump variation measures from options
Todorov, Viktor
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 255-280
Persistent link: https://www.econbiz.de/10013463804
Saved in:
5
ß in the tails
Bandi, Federico M.
;
Renò, Roberto
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 134-150
Persistent link: https://www.econbiz.de/10013441641
Saved in:
6
Occupation density estimation for noisy high-frequency data
Zhang, Congshan
;
Li, Jia
;
Bollerslev, Tim
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 189-211
Persistent link: https://www.econbiz.de/10013441646
Saved in:
7
Adaptive Bayesian estimation of conditional discrete-continuous distributions with an application to stock market trading activity
Norets, Andriy
;
Pelenis, Justinas
- In:
Journal of econometrics
230
(
2022
)
1
,
pp. 62-82
Persistent link: https://www.econbiz.de/10013441915
Saved in:
8
Higher moments, extreme returns, and cross-section of cryptocurrency returns
Jia, Yuecheng
;
Liu, Yuzheng
;
Yan, Shu
- In:
Finance research letters
39
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012804999
Saved in:
9
The continuous-time limit of score-driven volatility models
Buccheri, Giuseppe
;
Corsi, Fulvio
;
Flandoli, Franco
; …
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 655-675
Persistent link: https://www.econbiz.de/10012619254
Saved in:
10
A realized EGARCH-MIDAS model with higher moments
Wu, Xinyu
;
Xie, Haibin
- In:
Finance research letters
38
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012485028
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