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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
subject:"Volatility"
~subject:"Correlation"
~subject:"Estimation"
~subject:"Kapitaleinkommen"
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Volatility
Correlation
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Kapitaleinkommen
Estimation theory
73
Schätztheorie
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Time series analysis
20
Zeitreihenanalyse
20
Volatilität
16
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15
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Audrino, Francesco
2
Corsi, Fulvio
2
Ahlgren, Niklas
1
Andreou, Alena
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Antell, Jan
1
Balter, Janine
1
Bos, Charles S.
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Boudt, Kris
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
330
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
182
Economics letters
151
Econometric reviews
76
Applied economics letters
64
NBER Working Paper
63
Discussion paper series / IZA
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Discussion paper / Tinbergen Institute
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Economic modelling
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
56
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CEMMAP working papers / Centre for Microdata Methods and Practice
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Journal of empirical finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Journal of applied econometrics
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Journal of banking & finance
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Econometrics : open access journal
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Journal of financial econometrics
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The review of economics and statistics
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21
Spot variance path estimation and its application to high-frequency jump testing
Bos, Charles S.
;
Janus, Paweł
;
Koopman, Siem Jan
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
2
,
pp. 354-389
Persistent link: https://www.econbiz.de/10009540536
Saved in:
22
Modeling multivariate interest rates using time-varying copulas and reducible nonlinear stochastic differential equations
Bu, Ruijun
;
Giet, Ludovic
;
Hadri, Kaddour
;
Lubrano, Michel
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
1
,
pp. 198-236
Persistent link: https://www.econbiz.de/10009125140
Saved in:
23
GARCH parameter estimation using high-frequency data
Visser, Marcel P.
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
1
,
pp. 162-197
Persistent link: https://www.econbiz.de/10009125144
Saved in:
24
Outlyingness weighted covariation
Boudt, Kris
;
Croux, Christophe
;
Laurent, Sébastien
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
4
,
pp. 657-684
Persistent link: https://www.econbiz.de/10009407333
Saved in:
25
Bias-reduced estimation of long-memory stochastic volatility
Frederiksen, Per
;
Nielsen, Morten Ørregaard
- In:
Journal of financial econometrics : official journal of …
6
(
2008
)
4
,
pp. 496-512
Persistent link: https://www.econbiz.de/10003778957
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26
Aggregation of nonparametric estimators for volatility matrix
Fan, Jianqing
;
Fan, Yingying
;
Lv, Jinchi
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
3
,
pp. 321-357
Persistent link: https://www.econbiz.de/10003518410
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27
Accurate short-term yield curve forecasting using functional gradient descent
Audrino, Francesco
;
Trojani, Fabio
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
4
,
pp. 591-623
Persistent link: https://www.econbiz.de/10003570734
Saved in:
28
Circuit breakers and the tail index of equity returns
Galbraith, John W.
;
Zernov, Serguei
- In:
Journal of financial econometrics : official journal of …
2
(
2004
)
1
,
pp. 109-129
Persistent link: https://www.econbiz.de/10002214214
Saved in:
29
The impact of sampling frequency and volatility estimators on change-point tests
Andreou, Alena
;
Ghysels, Eric
- In:
Journal of financial econometrics : official journal of …
2
(
2004
)
2
,
pp. 290-318
Persistent link: https://www.econbiz.de/10002214288
Saved in:
30
Time inhomogenous multiple volatility modeling
Härdle, Wolfgang
;
Herwartz, Helmut
;
Spokojnyj, Vladimir G.
- In:
Journal of financial econometrics : official journal of …
1
(
2003
)
1
,
pp. 55-95
Persistent link: https://www.econbiz.de/10002220931
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