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isPartOf:"Journal of econometrics"
~source:"econis"
~subject:"Capital income"
~subject:"Schätzung"
~subject:"Stochastischer Prozess"
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Capital income
Schätzung
Stochastischer Prozess
Volatility
321
Volatilität
321
Theorie
125
Theory
125
Estimation theory
116
Schätztheorie
116
Stochastic process
104
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102
Time series analysis
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Option pricing theory
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Stochastic volatility
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Todorov, Viktor
16
Bollerslev, Tim
11
Tauchen, George Eugene
9
Andersen, Torben
8
McAleer, Michael
7
Aït-Sahalia, Yacine
6
Shephard, Neil G.
6
Xiu, Dacheng
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Asai, Manabu
5
Kim, Donggyu
5
Li, Jia
5
Mykland, Per A.
5
Francq, Christian
4
Meddahi, Nour
4
Renault, Eric
4
Zakoïan, Jean-Michel
4
Boswijk, Herman Peter
3
Carriero, Andrea
3
Chang, Chia-Lin
3
Clark, Todd E.
3
Ghysels, Eric
3
Maheu, John M.
3
Marcellino, Massimiliano
3
Patton, Andrew J.
3
Renò, Roberto
3
Wang, Yazhen
3
Yang, Xiye
3
Yu, Jun
3
Amengual, Dante
2
Bandi, Federico M.
2
Barigozzi, Matteo
2
Bekaert, Geert
2
Bibinger, Markus
2
Bondarenko, Oleg
2
Calvet, Laurent E.
2
Cavaliere, Giuseppe
2
Chan, Joshua
2
Chib, Siddhartha
2
Christensen, Kim
2
Clinet, Simon
2
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Conference on Realized Volatility <2006, Montréal>
1
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Journal of econometrics
Finance research letters
230
Energy economics
220
International review of financial analysis
181
Applied economics
178
The North American journal of economics and finance : a journal of financial economics studies
173
International review of economics & finance : IREF
172
Journal of banking & finance
171
Economic modelling
160
Journal of empirical finance
153
International journal of theoretical and applied finance
149
NBER working paper series
143
Applied financial economics
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Working paper / National Bureau of Economic Research, Inc.
142
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123
Applied economics letters
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Research in international business and finance
122
Quantitative finance
117
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
114
Discussion paper / Tinbergen Institute
110
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109
Journal of international financial markets, institutions & money
105
Journal of financial economics
104
The journal of futures markets
104
Journal of risk and financial management : JRFM
103
Economics letters
100
Journal of international money and finance
88
The European journal of finance
82
Pacific-Basin finance journal
80
International journal of forecasting
79
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
79
Journal of economic dynamics & control
77
CESifo working papers
73
Discussion paper / Centre for Economic Policy Research
68
Research paper series / Swiss Finance Institute
68
Applied mathematical finance
67
Journal of financial econometrics : official journal of the Society for Financial Econometrics
67
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
66
International journal of finance & economics : IJFE
65
Journal of forecasting
64
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ECONIS (ZBW)
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1
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:
2
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:
3
Comparing stochastic volatility specifications for large Bayesian VARs
Chan, Joshua
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1419-1446
Persistent link: https://www.econbiz.de/10014471398
Saved in:
4
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:
5
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
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6
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:
7
Large stochastic volatility in mean VARs
Cross, Jamie
;
Hou, Chenghan
;
Koop, Gary
;
Poon, Aubrey
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014332245
Saved in:
8
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:
9
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:
10
Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process
Wang, Xiaohu
;
Xiao, Weilin
;
Yu, Jun
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 389-415
Persistent link: https://www.econbiz.de/10014339985
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