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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
835
Börsenkurs
255
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255
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220
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213
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Todorov, Viktor
14
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9
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7
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6
Kim, Donggyu
5
Andersen, Torben
4
Aït-Sahalia, Yacine
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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
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Applied economics letters
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Applied financial economics
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NBER Working Paper
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of international financial markets, institutions & money
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Journal of international money and finance
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Research in international business and finance
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Discussion paper / Tinbergen Institute
64
The journal of futures markets
63
Economics letters
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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
34
International journal of economics and finance
33
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31
High-dimensional conditionally Gaussian state space models with missing data
Chan, Joshua
;
Poon, Aubrey
;
Zhu, Dan
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332310
Saved in:
32
Is the Kimchi premium a speculative bubble?
Ok, Hyunmin
;
Kim, Jinyong
;
Kim, Yongsik
- In:
Finance research letters
57
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014513401
Saved in:
33
Moments, shocks and spillovers in Markov-switching VAR models
Kole, Erik
;
Dijk, Dick van
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365495
Saved in:
34
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:
35
Scalable inference for a full multivariate stochastic volatility model
Dellaportas, Petros
;
Titsias, Michalis K.
;
Petrova, Katerina
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 501-520
Persistent link: https://www.econbiz.de/10014340078
Saved in:
36
Identifying latent factors based on high-frequency data
Sun, Yucheng
;
Xu, Wen
;
Zhang, Chuanhai
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 251-270
Persistent link: https://www.econbiz.de/10014341048
Saved in:
37
Tail risk forecasting of realized volatility CAViaR models
Chen, Cathy W. S.
;
Hsu, Hsiao-Yun
;
Watanabe, Toshiaki
- In:
Finance research letters
51
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014304842
Saved in:
38
Testing explosive bubbles with time-varying volatility : the case of Spanish public debt
Esteve García, Vicente
;
Prats Albentosa, María Asuncíon
- In:
Finance research letters
51
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014304848
Saved in:
39
Economic evaluation of dynamic hedging strategies using high-frequency data
Lai, Yu-Sheng
- In:
Finance research letters
57
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014517872
Saved in:
40
Price discovery in the volatility index option market : a univariate GARCH approach
Venter, Pierre J
;
Maré, E.
- In:
Finance research letters
44
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014494881
Saved in:
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