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isPartOf:"Journal of econometrics"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"NBER working paper series"
~subject:"Estimation theory"
~subject:"Optionspreistheorie"
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Search: subject_exact:"Volatility"
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Estimation theory
Optionspreistheorie
Volatility
957
Volatilität
957
Theorie
330
Theory
330
Börsenkurs
233
Share price
233
Estimation
227
Schätzung
227
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English
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Todorov, Viktor
12
Tauchen, George Eugene
9
Andersen, Torben
7
Li, Jia
6
Xiu, Dacheng
6
Aït-Sahalia, Yacine
5
Bollerslev, Tim
5
Kim, Donggyu
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5
Francq, Christian
4
Gallant, A. Ronald
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Zakoïan, Jean-Michel
4
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3
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3
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3
Meddahi, Nour
3
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3
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3
Wang, Yazhen
3
Zhang, Lan
3
Zhu, Ke
3
Amengual, Dante
2
Cheung, Yin-Wong
2
Clinet, Simon
2
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2
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2
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2
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2
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2
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2
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National Bureau of Economic Research
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Journal of econometrics
International journal of finance & economics : IJFE
NBER working paper series
International journal of theoretical and applied finance
161
Quantitative finance
115
Journal of banking & finance
83
The journal of futures markets
81
Applied mathematical finance
76
The journal of computational finance
65
Mathematical finance : an international journal of mathematics, statistics and financial theory
62
Finance research letters
59
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
51
International journal of financial engineering
49
Review of derivatives research
49
The North American journal of economics and finance : a journal of financial economics studies
48
European journal of operational research : EJOR
44
Finance and stochastics
44
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42
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33
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33
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30
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The European journal of finance
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International review of economics & finance : IREF
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
25
Econometric reviews
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Energy economics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
23
Decisions in economics and finance : DEF ; a journal of applied mathematics
21
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ECONIS (ZBW)
169
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1
Joint calibration of S&P 500 and VIX options under local stochastic volatility models
Zhou, Zhiqiang
;
Xu, Wei
;
Rubtsov, Alexey
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 273-310
Persistent link: https://www.econbiz.de/10014469009
Saved in:
2
Which implied volatilities contain more information? : evidence from China
Wang, Linyu
;
Ji, Yifan
;
Ni, Zhongxin
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 1896-1919
Persistent link: https://www.econbiz.de/10014533371
Saved in:
3
Effects of inflation uncertainty and exchange rate volatility on money demand in Pakistan : Bayesian econometric analysis
Akbar, Muhammad
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 1470-1487
Persistent link: https://www.econbiz.de/10014253415
Saved in:
4
Semiparametric estimation of latent variable asset pricing models
Dalderop, Jeroen
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014332225
Saved in:
5
Bias reduction in spot volatility estimation from options
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 53-81
Persistent link: https://www.econbiz.de/10014364661
Saved in:
6
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:
7
Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel F.
;
Sun, Yixiao
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1281-1309
Persistent link: https://www.econbiz.de/10014471377
Saved in:
8
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:
9
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:
10
Causality and dynamic spillovers among cryptocurrencies and currency markets
Elsayed, Ahmed H.
;
Gozgor, Giray
;
Lau, Chi Keung
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 2026-2040
Persistent link: https://www.econbiz.de/10013184641
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