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isPartOf:"Journal of econometrics"
~isPartOf:"IMF working papers"
~isPartOf:"International journal of finance & economics : IJFE"
~subject:"Schätzung"
~subject:"Stochastic volatility"
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Search: subject_exact:"Volatility"
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Schätzung
Stochastic volatility
Volatility
608
Volatilität
607
Theorie
184
Theory
184
Estimation
160
Estimation theory
120
Schätztheorie
120
Börsenkurs
119
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119
Stochastic process
113
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113
Time series analysis
113
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113
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108
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108
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105
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83
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83
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58
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57
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47
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47
Option pricing theory
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Nichtparametrisches Verfahren
41
Nonparametric statistics
41
USA
39
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39
Statistical distribution
37
Statistische Verteilung
37
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34
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34
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31
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English
179
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Todorov, Viktor
14
Bollerslev, Tim
8
Tauchen, George Eugene
8
McAleer, Michael
7
Andersen, Torben
6
Asai, Manabu
5
Aït-Sahalia, Yacine
5
Kim, Donggyu
5
Li, Jia
5
Chang, Chia-Lin
3
Francq, Christian
3
Patton, Andrew J.
3
Wang, Yazhen
3
Xiu, Dacheng
3
Zakoïan, Jean-Michel
3
Barigozzi, Matteo
2
Bibinger, Markus
2
Bondarenko, Oleg
2
Carriero, Andrea
2
Chan, Joshua
2
Cheung, Yin-Wong
2
Christensen, Kim
2
Clark, Todd E.
2
Creal, Drew
2
Ergemen, Yunus Emre
2
Fan, Jianqing
2
Fusari, Nicola
2
Gallo, Giampiero M.
2
Ghysels, Eric
2
Grynkiv, Iaryna
2
Gupta, Rangan
2
Hallin, Marc
2
Harvey, Andrew C.
2
Kong, Xin-Bing
2
Li, Yingying
2
Ma, Feng
2
Marcellino, Massimiliano
2
Neely, Christopher J.
2
Paolella, Marc S.
2
Park, Joon Y.
2
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International Monetary Fund
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Journal of econometrics
IMF working papers
International journal of finance & economics : IJFE
Energy economics
155
Finance research letters
126
Applied economics
125
Economic modelling
122
International review of economics & finance : IREF
114
International review of financial analysis
106
The North American journal of economics and finance : a journal of financial economics studies
104
Journal of banking & finance
91
Journal of empirical finance
82
Working paper / National Bureau of Economic Research, Inc.
81
NBER working paper series
77
Working paper
77
Applied economics letters
75
Applied financial economics
75
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71
Journal of international money and finance
69
Research in international business and finance
69
Journal of international financial markets, institutions & money
68
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
67
Economics letters
65
Discussion paper / Tinbergen Institute
62
Quantitative finance
61
The journal of futures markets
61
CESifo working papers
54
Journal of risk and financial management : JRFM
53
International journal of forecasting
50
Discussion paper / Centre for Economic Policy Research
49
Journal of economic dynamics & control
46
The European journal of finance
46
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
44
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
42
Journal of financial economics
40
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
39
International Journal of Energy Economics and Policy : IJEEP
37
Journal of financial econometrics : official journal of the Society for Financial Econometrics
34
Pacific-Basin finance journal
34
International journal of economics and finance
32
Journal of financial econometrics
31
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ECONIS (ZBW)
179
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179
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1
Directional predictability from energy markets to exchange rates and stock markets in the emerging market countries (E7 + 1) : new evidence from cross-quantilogram approach
Tiwari, Aviral Kumar
;
Shahbaz, Muhammad
;
Khalfaoui, Rabeh
; …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 719-789
Persistent link: https://www.econbiz.de/10014469052
Saved in:
2
How different are monetary unions to national economies according to prices?
Glushenkova, Marina
;
Zachariadis, Marios
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 684-702
Persistent link: https://www.econbiz.de/10014469049
Saved in:
3
Time-varying unobserved heterogeneity in earnings shocks
Botosaru, Irene
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1378-1393
Persistent link: https://www.econbiz.de/10014471381
Saved in:
4
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
5
Comparing stochastic volatility specifications for large Bayesian VARs
Chan, Joshua
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1419-1446
Persistent link: https://www.econbiz.de/10014471398
Saved in:
6
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
Saved in:
7
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:
8
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
9
Does the tail risk index matter in forecasting downside risk?
Hung, Jui-Cheng
;
Liu, Hung-Chun
;
Yang, J. Jimmy
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 3451-3466
Persistent link: https://www.econbiz.de/10014327761
Saved in:
10
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
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