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isPartOf:"Journal of econometrics"
~isPartOf:"Finance research letters"
~subject:"Schätzung"
~subject:"Statistische Verteilung"
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Search: subject_exact:"Volatility"
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Schätzung
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Volatility
835
Volatilität
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255
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255
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220
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213
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Todorov, Viktor
14
Bollerslev, Tim
9
Tauchen, George Eugene
7
Li, Jia
6
Kim, Donggyu
5
Andersen, Torben
4
Aït-Sahalia, Yacine
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Francq, Christian
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McAleer, Michael
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Tiwari, Aviral Kumar
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Journal of econometrics
Finance research letters
Energy economics
147
Applied economics
130
Economic modelling
123
International review of economics & finance : IREF
114
International review of financial analysis
110
The North American journal of economics and finance : a journal of financial economics studies
103
Journal of banking & finance
89
Journal of empirical finance
87
Working paper / National Bureau of Economic Research, Inc.
84
NBER working paper series
80
Working paper
79
Applied economics letters
76
Applied financial economics
75
NBER Working Paper
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
71
Journal of international financial markets, institutions & money
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Journal of international money and finance
69
Research in international business and finance
69
Discussion paper / Tinbergen Institute
64
The journal of futures markets
63
Economics letters
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Journal of risk and financial management : JRFM
60
CESifo working papers
54
International journal of forecasting
51
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50
The European journal of finance
50
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
46
International journal of finance & economics : IJFE
45
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
44
Quantitative finance
42
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
42
Journal of financial economics
41
International Journal of Energy Economics and Policy : IJEEP
37
Journal of financial econometrics : official journal of the Society for Financial Econometrics
36
Journal of economic dynamics & control
34
Pacific-Basin finance journal
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International journal of economics and finance
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241
Multivariate Jacobi process with application to smooth transitions
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 475-505
Persistent link: https://www.econbiz.de/10003298607
Saved in:
242
Gaussian inference on certain long-range dependent volatility models
Zaffaroni, Paolo
;
d'Italia, Banca
- In:
Journal of econometrics
115
(
2003
)
2
,
pp. 199-258
Persistent link: https://www.econbiz.de/10001768297
Saved in:
243
The surprise element: jumps in interest rates
Das, Sanjiv R.
- In:
Journal of econometrics
106
(
2002
)
1
,
pp. 27-65
Persistent link: https://www.econbiz.de/10001633688
Saved in:
244
Estimating stochastic volatility diffusion using conditional moments of integrated volatility
Bollerslev, Tim
;
Zhou, Hao
- In:
Journal of econometrics
109
(
2002
)
1
,
pp. 33-65
Persistent link: https://www.econbiz.de/10001663892
Saved in:
245
Forecasting multifractal volatility
Calvet, Laurent E.
;
Fisher, Adlai
- In:
Journal of econometrics
105
(
2001
)
1
,
pp. 27-58
Persistent link: https://www.econbiz.de/10001617142
Saved in:
246
Post-'87 crash fears in the S&P 500 futures option market
Bates, David S.
- In:
Journal of econometrics
94
(
2000
)
1/2
,
pp. 181-238
Persistent link: https://www.econbiz.de/10001437755
Saved in:
247
The detection and estimation of long memory in stochastic volatility
Breidt, F. Jay
- In:
Journal of econometrics
83
(
1998
)
1
,
pp. 325-348
Persistent link: https://www.econbiz.de/10001336943
Saved in:
248
Testing for a slowly changing level with special reference to stochastic volatility
Harvey, Andrew C.
- In:
Journal of econometrics
87
(
1998
)
1
,
pp. 167-189
Persistent link: https://www.econbiz.de/10001248302
Saved in:
249
Estimating continuous-time stochastic volatility models of the short-term interest rate
Andersen, Torben
- In:
Journal of econometrics
77
(
1997
)
2
,
pp. 343-377
Persistent link: https://www.econbiz.de/10001212838
Saved in:
250
A causality-in-variance test and its application to financial market prices
Cheung, Yin-Wong
- In:
Journal of econometrics
72
(
1996
)
1
,
pp. 33-48
Persistent link: https://www.econbiz.de/10001198033
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