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isPartOf:"Journal of econometrics"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~subject:"ARCH-Modell"
~subject:"Estimation theory"
~subject:"Statistische Verteilung"
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Search: subject_exact:"Volatility"
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ARCH-Modell
Estimation theory
Statistische Verteilung
Volatility
493
Volatilität
490
Theorie
148
Theory
148
Estimation
141
Schätzung
141
Börsenkurs
127
Share price
127
Capital income
124
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124
Schätztheorie
118
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70
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69
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63
Prognoseverfahren
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Option pricing theory
48
Optionspreistheorie
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44
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Nonparametric statistics
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Stochastic volatility
35
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216
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Todorov, Viktor
12
Bollerslev, Tim
9
Andersen, Torben
7
Tauchen, George Eugene
7
Li, Jia
6
Kim, Donggyu
5
Li, Yingying
5
Meddahi, Nour
5
Xiu, Dacheng
5
Aït-Sahalia, Yacine
4
Francq, Christian
4
Mykland, Per A.
4
Patton, Andrew J.
4
Zakoïan, Jean-Michel
4
Barigozzi, Matteo
3
Gonçalves, Sílvia
3
Gouriéroux, Christian
3
Hallin, Marc
3
Jasiak, Joann
3
Linton, Oliver
3
McAleer, Michael
3
Paolella, Marc S.
3
Park, Joon Y.
3
Swanson, Norman R.
3
Varneskov, Rasmus Tangsgaard
3
Wang, Yazhen
3
Zhang, Lan
3
Zhu, Ke
3
Amengual, Dante
2
Andreou, Elena
2
Bandi, Federico M.
2
Boughrara, Adel
2
Bouri, Elie
2
Caporin, Massimiliano
2
Chang, Chia-Lin
2
Clinet, Simon
2
Corradi, Valentina
2
Dalderop, Jeroen
2
Fan, Jianqing
2
Gallant, A. Ronald
2
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Journal of econometrics
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Energy economics
217
Finance research letters
138
Economic modelling
122
International review of financial analysis
114
The North American journal of economics and finance : a journal of financial economics studies
110
Applied economics
109
Journal of empirical finance
109
Research in international business and finance
94
International review of economics & finance : IREF
92
Journal of risk and financial management : JRFM
79
Journal of international financial markets, institutions & money
78
Discussion paper / Tinbergen Institute
76
Economics letters
73
International journal of forecasting
73
Journal of banking & finance
72
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
70
Journal of forecasting
65
Applied financial economics
64
Journal of financial econometrics : official journal of the Society for Financial Econometrics
56
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
56
Working paper
54
Applied economics letters
52
International Journal of Energy Economics and Policy : IJEEP
49
The journal of futures markets
48
Quantitative finance
45
Econometric Institute research papers
44
The European journal of finance
43
International journal of finance & economics : IJFE
41
Econometric reviews
40
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
39
Journal of financial econometrics
35
International journal of economics and financial issues : IJEFI
34
Review of quantitative finance and accounting
34
CREATES research paper
33
International journal of theoretical and applied finance
33
Cogent economics & finance
32
International journal of economics and finance
32
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ECONIS (ZBW)
216
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1
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:
2
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:
3
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:
4
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:
5
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:
6
On the predictive ability of conditional market skewness
Serna, Gregorio
- In:
The quarterly review of economics and finance : journal …
91
(
2023
),
pp. 186-191
Persistent link: https://www.econbiz.de/10014461560
Saved in:
7
Testing the forecasting power of global economic conditions for the volatility of international REITs using a GARCH-MIDAS approach
Salisu, Afees A.
;
Gupta, Rangan
;
Bouri, Elie
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 303-314
Persistent link: https://www.econbiz.de/10014428077
Saved in:
8
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:
9
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:
10
A simple joint model for returns, volatility and volatility of volatility
Ding, Yashuang
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 521-543
Persistent link: https://www.econbiz.de/10014340096
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