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isPartOf:"Journal of econometrics"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~subject:"Share price"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Volatility"
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Share price
Zeitreihenanalyse
Volatilität
788
Volatility
787
Theorie
286
Theory
286
USA
198
United States
198
Estimation
183
Schätzung
183
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182
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134
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Optionspreistheorie
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Shock
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English
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Tauchen, George Eugene
10
Todorov, Viktor
9
Andersen, Torben
8
Bollerslev, Tim
8
Schwert, George William
7
Li, Jia
6
Aït-Sahalia, Yacine
5
Bansal, Ravi
5
Bekaert, Geert
5
Kim, Donggyu
5
Li, Yingying
5
McAleer, Michael
5
Patton, Andrew J.
5
Ang, Andrew
4
Campbell, John Y.
4
Hallin, Marc
4
Lettau, Martin
4
Stulz, René M.
4
Barigozzi, Matteo
3
Bloom, Nicholas
3
Boswijk, Herman Peter
3
Christensen, Kim
3
Fan, Jianqing
3
Farmer, Roger E. A.
3
Francq, Christian
3
Gallant, A. Ronald
3
Ghysels, Eric
3
Hale, Galina
3
Kong, Xin-Bing
3
Ludvigson, Sydney C.
3
Morck, Randall
3
Mykland, Per A.
3
Razin, Asaf
3
Taylor, Robert
3
Tong, Hui
3
Wang, Yazhen
3
Weidenmier, Marc D.
3
Xiu, Dacheng
3
Zakoïan, Jean-Michel
3
Asai, Manabu
2
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Journal of econometrics
Working paper / National Bureau of Economic Research, Inc.
Finance research letters
253
Energy economics
190
International review of financial analysis
159
The North American journal of economics and finance : a journal of financial economics studies
140
International review of economics & finance : IREF
135
NBER working paper series
135
Economic modelling
134
Applied economics
124
Journal of banking & finance
122
Journal of empirical finance
117
Research in international business and finance
112
Discussion paper / Tinbergen Institute
99
Applied economics letters
98
NBER Working Paper
96
Journal of international financial markets, institutions & money
90
Journal of financial economics
81
Journal of risk and financial management : JRFM
81
International journal of forecasting
76
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
76
Applied financial economics
75
The journal of futures markets
74
Pacific-Basin finance journal
73
Working paper
73
Economics letters
70
International Journal of Energy Economics and Policy : IJEEP
67
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
64
Journal of forecasting
58
The European journal of finance
57
CESifo working papers
51
Discussion paper / Centre for Economic Policy Research
50
Cogent economics & finance
48
Quantitative finance
48
Finance India : the quarterly journal of Indian Institute of Finance
47
International journal of finance & economics : IJFE
47
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
46
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
46
Journal of financial econometrics
43
Journal of financial econometrics : official journal of the Society for Financial Econometrics
43
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ECONIS (ZBW)
259
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21
From zero to hero : realized partial (co)variances
Bollerslev, Tim
;
Medeiros, Marcelo C.
;
Patton, Andrew J.
; …
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 348-360
Persistent link: https://www.econbiz.de/10013464800
Saved in:
22
Testing for parameter instability and structural change in persistent predictive regressions
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 361-386
Persistent link: https://www.econbiz.de/10013464808
Saved in:
23
Words speak as loudly as actions : central bank communication and the response of equity prices to macroeconomic announcements
Gardner, Ben
;
Scotti, Chiara
;
Vega, Clara
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 387-409
Persistent link: https://www.econbiz.de/10013464819
Saved in:
24
Financial market risk perceptions and the macroeconomy
Pflueger, Carolin E.
;
Siriwardane, Emil N.
;
Sunderam, Adi
-
2019
Persistent link: https://www.econbiz.de/10012120977
Saved in:
25
Do properly anticipated prices fluctuate randomly? : evidence from VIX futures markets
Aragon, George O.
;
Mehra, Rajnish
;
Wahal, Sunil
-
2018
Persistent link: https://www.econbiz.de/10011863551
Saved in:
26
Why has idiosyncratic risk been historically low in recent years?
Bartram, Söhnke M.
;
Brown, Gregory W.
;
Stulz, René M.
-
2018
Persistent link: https://www.econbiz.de/10011800005
Saved in:
27
Predicting the VIX and the volatility risk premium : the role of short-run funding spreads Volatility Factors
Andreou, Elena
;
Ghysels, Eric
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 366-398
Persistent link: https://www.econbiz.de/10012618520
Saved in:
28
Missing observations in observation-driven time series models
Blasques, F.
;
Gorgi, P.
;
Koopman, Siem Jan
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 542-568
Persistent link: https://www.econbiz.de/10012619249
Saved in:
29
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:
30
Time-varying general dynamic factor models and the measurement of financial connectedness
Barigozzi, Matteo
;
Hallin, Marc
;
Soccorsi, Stefano
; …
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 324-343
Persistent link: https://www.econbiz.de/10012619427
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