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isPartOf:"Journal of econometrics"
~isPartOf:"Journal of economic dynamics & control"
~subject:"Schätzung"
~subject:"Statistische Verteilung"
~type_genre:"Article in journal"
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Search: subject_exact:"Volatility"
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Schätzung
Statistische Verteilung
Volatility
471
Volatilität
471
Theorie
195
Theory
195
Stochastic process
151
Stochastischer Prozess
151
Estimation
132
Estimation theory
119
Schätztheorie
119
Time series analysis
117
Zeitreihenanalyse
117
Börsenkurs
92
Share price
92
Capital income
88
Kapitaleinkommen
88
ARCH model
78
ARCH-Modell
78
Option pricing theory
75
Optionspreistheorie
75
Forecasting model
64
Prognoseverfahren
64
Stochastic volatility
57
CAPM
44
Market microstructure
42
Marktmikrostruktur
42
Nichtparametrisches Verfahren
42
Nonparametric statistics
42
Statistical distribution
39
Portfolio selection
33
Portfolio-Management
33
USA
30
United States
30
Bayes-Statistik
28
Bayesian inference
28
Markov chain
26
Markov-Kette
26
Noise Trading
26
Noise trading
26
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Undetermined
107
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Article
159
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Article in journal
Aufsatz in Zeitschrift
159
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English
159
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Todorov, Viktor
14
Bollerslev, Tim
9
Tauchen, George Eugene
7
Kim, Donggyu
5
Li, Jia
5
Andersen, Torben
4
Aït-Sahalia, Yacine
4
Francq, Christian
4
McAleer, Michael
4
Xiu, Dacheng
4
Zakoïan, Jean-Michel
4
Meddahi, Nour
3
Patton, Andrew J.
3
Swanson, Norman R.
3
Wang, Yazhen
3
Asai, Manabu
2
Barigozzi, Matteo
2
Bibinger, Markus
2
Bondarenko, Oleg
2
Calvet, Laurent E.
2
Caporin, Massimiliano
2
Christensen, Kim
2
Corradi, Valentina
2
Creal, Drew
2
Ergemen, Yunus Emre
2
Fan, Jianqing
2
Fisher, Adlai
2
Gallo, Giampiero M.
2
Ghysels, Eric
2
Grynkiv, Iaryna
2
Hallin, Marc
2
Harvey, Andrew C.
2
Kong, Xin-Bing
2
Leippold, Markus
2
Li, Yingying
2
Liu, Xiaochun
2
Paolella, Marc S.
2
Park, Joon Y.
2
Polak, Pawel
2
Quaedvlieg, Rogier
2
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Published in...
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Journal of econometrics
Journal of economic dynamics & control
Energy economics
158
Finance research letters
141
Applied economics
130
Economic modelling
123
International review of economics & finance : IREF
120
International review of financial analysis
112
The North American journal of economics and finance : a journal of financial economics studies
103
Journal of banking & finance
89
Journal of empirical finance
86
Applied economics letters
78
Research in international business and finance
76
Applied financial economics
75
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
72
Journal of international financial markets, institutions & money
71
Journal of international money and finance
71
The journal of futures markets
65
Economics letters
63
Journal of risk and financial management : JRFM
60
International journal of forecasting
52
The European journal of finance
50
International journal of finance & economics : IJFE
49
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
46
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
44
Quantitative finance
44
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
39
Journal of financial econometrics : official journal of the Society for Financial Econometrics
36
Pacific-Basin finance journal
36
International journal of economics and finance
33
Journal of forecasting
33
International journal of economics and financial issues : IJEFI
32
Journal of financial econometrics
32
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
30
Cogent economics & finance
29
Econometric reviews
29
Journal of financial markets
29
International journal of theoretical and applied finance
28
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ECONIS (ZBW)
159
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1
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10
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159
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
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
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:
10
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
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