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isPartOf:"Journal of econometrics"
~isPartOf:"Review of derivatives research"
~subject:"Statistische Verteilung"
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Search: subject_exact:"Volatility"
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Statistische Verteilung
Volatility
391
Volatilität
391
Theorie
149
Theory
149
Stochastic process
128
Stochastischer Prozess
128
Estimation theory
117
Schätztheorie
117
Estimation
111
Schätzung
111
Time series analysis
102
Zeitreihenanalyse
102
Option pricing theory
88
Optionspreistheorie
88
Capital income
75
Kapitaleinkommen
75
ARCH model
72
ARCH-Modell
72
Börsenkurs
71
Share price
71
Forecasting model
52
Prognoseverfahren
52
Stochastic volatility
42
Market microstructure
41
Marktmikrostruktur
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Nichtparametrisches Verfahren
40
Nonparametric statistics
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Statistical distribution
38
Option trading
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Optionsgeschäft
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Derivat
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Derivative
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Bollerslev, Tim
3
Todorov, Viktor
3
Corradi, Valentina
2
Meddahi, Nour
2
Paolella, Marc S.
2
Polak, Pawel
2
Swanson, Norman R.
2
Aguilar, Mike
1
Andersen, Leif B. G.
1
Andreasen, Jesper Fredborg
1
Augustyniak, Maciej
1
Badescu, Alexandru
1
Bandi, Federico M.
1
Bondarenko, Oleg
1
Bouezmarni, Taoufik
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1
Bégin, Jean-François
1
Calvet, Laurent E.
1
Caporin, Massimiliano
1
Chang, Chia-Lin
1
Christensen, Kim
1
Corsi, Fulvio
1
Dalderop, Jeroen
1
Davis, Richard A.
1
Distaso, Walter
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1
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Jasiak, Joann
1
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1
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Journal of econometrics
Review of derivatives research
International journal of theoretical and applied finance
16
Finance research letters
14
Quantitative finance
14
Discussion paper / Tinbergen Institute
13
Economic modelling
13
International journal of forecasting
13
Working paper
13
Computational economics
12
International review of financial analysis
12
Journal of banking & finance
12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
12
Journal of empirical finance
10
Journal of risk and financial management : JRFM
10
Energy economics
9
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
9
The North American journal of economics and finance : a journal of financial economics studies
9
Journal of forecasting
8
The journal of futures markets
8
International journal of financial engineering
7
International review of economics & finance : IREF
7
Journal of international financial markets, institutions & money
7
Research paper series / Swiss Finance Institute
7
The European journal of finance
7
The journal of derivatives : the official publication of the International Association of Financial Engineers
7
Applied economics
6
Econometrics : open access journal
6
Economics letters
6
Empirical science of financial fluctuations : the advent of econophysics [proceedings of a workshop hosted by the Nihon Keizai Shimbun, Inc., and held in Tokyo, Nov. 15-17, 2000]
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Journal of financial economics
6
Journal of mathematical finance
6
Review of quantitative finance and accounting
6
Swiss Finance Institute Research Paper
6
CREATES research paper
5
Journal of economic dynamics & control
5
Risks : open access journal
5
Econometric Institute research papers
4
European journal of operational research : EJOR
4
International finance discussion papers
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ECONIS (ZBW)
38
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1
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:
2
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:
3
ß in the tails
Bandi, Federico M.
;
Renò, Roberto
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 134-150
Persistent link: https://www.econbiz.de/10013441641
Saved in:
4
Occupation density estimation for noisy high-frequency data
Zhang, Congshan
;
Li, Jia
;
Bollerslev, Tim
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 189-211
Persistent link: https://www.econbiz.de/10013441646
Saved in:
5
Adaptive Bayesian estimation of conditional discrete-continuous distributions with an application to stock market trading activity
Norets, Andriy
;
Pelenis, Justinas
- In:
Journal of econometrics
230
(
2022
)
1
,
pp. 62-82
Persistent link: https://www.econbiz.de/10013441915
Saved in:
6
Nonparametric jump variation measures from options
Todorov, Viktor
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 255-280
Persistent link: https://www.econbiz.de/10013463804
Saved in:
7
The continuous-time limit of score-driven volatility models
Buccheri, Giuseppe
;
Corsi, Fulvio
;
Flandoli, Franco
; …
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 655-675
Persistent link: https://www.econbiz.de/10012619254
Saved in:
8
Volatility regressions with fat tails
Kim, Jihyun
;
Meddahi, Nour
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 690-713
Persistent link: https://www.econbiz.de/10012483177
Saved in:
9
Nonparametric filtering of conditional state-price densities
Dalderop, Jeroen
- In:
Journal of econometrics
214
(
2020
)
2
,
pp. 295-325
Persistent link: https://www.econbiz.de/10012438391
Saved in:
10
Option-implied information : what’s the vol surface got to do with it?
Ulrich, Maxim
;
Walther, Simon
- In:
Review of derivatives research
23
(
2020
)
3
,
pp. 323-355
Persistent link: https://www.econbiz.de/10012303253
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