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isPartOf:"Journal of econometrics"
~isPartOf:"The European journal of finance"
~isPartOf:"The review of financial studies"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~subject:"United States"
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Search: subject_exact:"Volatility"
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United States
Volatility
1,065
Volatilität
1,065
Theorie
401
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290
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265
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265
Estimation
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Andersen, Torben
7
Davis, Steven J.
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Aït-Sahalia, Yacine
5
Bekaert, Geert
5
Bollerslev, Tim
5
Ang, Andrew
4
Bates, David S.
4
Engle, Robert F.
4
Glaeser, Edward L.
4
Kelly, Bryan T.
4
Lettau, Martin
4
Moffitt, Robert A.
4
Nieuwerburgh, Stijn van
4
Schwartz, Eduardo S.
4
Schwert, George William
4
Stulz, René M.
4
Benzoni, Luca
3
Campbell, John Y.
3
Comin, Diego
3
Fernández-Villaverde, Jesús
3
Gallo, Giampiero M.
3
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3
Giglio, Stefano
3
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3
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3
Jaimovich, Nir
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Kaul, Aditya
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Lustig, Hanno
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Morck, Randall
3
Nakamura, Emi
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Rubio-Ramírez, Juan Francisco
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Santa-Clara, Pedro
3
Trolle, Anders B.
3
Vavra, Joseph S.
3
Weber, Michael
3
Weisbach, Michael S.
3
Werner, Ingrid M.
3
Zhou, Hao
3
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2
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Journal of econometrics
The European journal of finance
The review of financial studies
Working paper / National Bureau of Economic Research, Inc.
The journal of futures markets
127
Discussion paper / Centre for Economic Policy Research
67
Journal of banking & finance
59
The journal of finance : the journal of the American Finance Association
58
Applied financial economics
49
Journal of financial and quantitative analysis : JFQA
46
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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44
The North American journal of economics and finance : a journal of financial economics studies
42
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39
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39
International review of financial analysis
35
Journal of financial economics
35
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32
Finance and economics discussion series
31
The review of economics and statistics
30
International review of economics & finance : IREF
29
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
29
Journal of international financial markets, institutions & money
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Economic modelling
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Economics letters
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Finance research letters
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Journal of international money and finance
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Journal of money, credit and banking : JMCB
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The American economic review
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Econometric Institute research papers
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Global finance journal
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Applied economics letters
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International finance discussion papers
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NBER working paper series
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Staff reports / Federal Reserve Bank of New York
20
The journal of real estate finance and economics
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CESifo working papers
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Journal of economics and finance
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ECONIS (ZBW)
290
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1
When do low-frequency measures really measure effective spreads? : evidence from equity and foreign exchange markets
Jahan-Parvar, Mohammad R.
;
Zikes, Filip
- In:
The review of financial studies
36
(
2023
)
10
,
pp. 4190-4232
Persistent link: https://www.econbiz.de/10014392048
Saved in:
2
Pricing implications of noise
Goulding, Christian L.
;
Santosh, Shrihari
;
Zhang, Xingtan
- In:
The review of financial studies
36
(
2023
)
6
,
pp. 2468-2508
Persistent link: https://www.econbiz.de/10014320677
Saved in:
3
Persistent crises and levered asset prices
Kuehn, Lars-Alexander
;
Schreindorfer, David
;
Schulz, Florian
- In:
The review of financial studies
36
(
2023
)
6
,
pp. 2571-2616
Persistent link: https://www.econbiz.de/10014320692
Saved in:
4
Reconciling trends in U.S. male earnings volatility : results from a four data set project
Moffitt, Robert A.
-
2020
Persistent link: https://www.econbiz.de/10012289667
Saved in:
5
Reconciling trends in volatility : evidence from the SIPP survey and administrative data
Carr, Michael D.
;
Moffitt, Robert A.
;
Wiemers, Emily E.
-
2020
Persistent link: https://www.econbiz.de/10012289804
Saved in:
6
Estimating trends in male earnings volatility with the panel study of income dynamics
Moffitt, Robert A.
;
Zhang, Sisi
-
2020
Persistent link: https://www.econbiz.de/10012289816
Saved in:
7
Ratings-driven demand and systematic price fluctuations
Ben-David, Itzhak
;
Li, Jiacui
;
Rossi, Andrea
;
Song, Yang
- In:
The review of financial studies
35
(
2022
)
6
,
pp. 2790-2838
Persistent link: https://www.econbiz.de/10013254013
Saved in:
8
The dynamics of price jumps in the stock market : an empirical study on Europe and U.S.
Ferriani, Fabrizio
;
Zoi, Patrick
- In:
The European journal of finance
28
(
2022
)
7
,
pp. 718-742
Persistent link: https://www.econbiz.de/10013373314
Saved in:
9
Policy news and stock market volatility
Baker, Scott
;
Bloom, Nicholas
;
Davis, Steven J.
;
Kost, …
-
2019
Persistent link: https://www.econbiz.de/10012014806
Saved in:
10
Hedging macroeconomic and financial uncertainty and volatility
Dew-Becker, Ian
;
Giglio, Stefano
;
Kelly, Bryan T.
-
2019
Persistent link: https://www.econbiz.de/10012124936
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