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subject:"United States"
subject:"Volatility"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"Sampling"
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Search: subject_exact:"Estimation theory"
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United States
Volatility
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31
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Diebold, Francis X.
2
Alizadeh, Sassan
1
Aït-Sahalia, Yacine
1
Baillie, Richard
1
Bollerslev, Tim
1
Brandt, Michael W.
1
Braun, Phillip A.
1
Chan, K. C.
1
Chan, Kalok
1
Ferson, Wayne E.
1
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1
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1
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1
Ready, Mark J.
1
Sunier, Alain M.
1
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1
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1
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1
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The journal of finance : the journal of the American Finance Association
Journal of econometrics
185
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
142
Economics letters
67
The review of economics and statistics
50
Discussion paper / Tinbergen Institute
47
Working paper / National Bureau of Economic Research, Inc.
44
Econometric reviews
39
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
34
Journal of applied econometrics
33
Statistics in transition : an international journal of the Polish Statistical Association
33
Journal of the American Statistical Association : JASA
28
CREATES research paper
27
Journal of empirical finance
27
International journal of forecasting
26
Discussion paper series / IZA
23
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
23
American journal of agricultural economics
22
Applied economics
22
Econometric theory
22
Economic modelling
22
NBER Working Paper
22
NBER working paper series
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The econometrics journal
22
Journal of financial econometrics
19
Journal of financial econometrics : official journal of the Society for Financial Econometrics
19
The journal of futures markets
19
Journal of banking & finance
18
Technical working paper / National Bureau of Economic Research
18
CEMMAP working papers / Centre for Microdata Methods and Practice
17
Econometrics : open access journal
17
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
17
Journal of financial and quantitative analysis : JFQA
17
Journal of forecasting
17
Série des documents de travail / Centre de Recherche en Économie et Statistique
16
The review of financial studies
16
Discussion paper / Center for Economic Research, Tilburg University
15
Quantitative finance
15
Applied economics letters
14
Finance research letters
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1
Range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Diebold, Francis X.
- In:
The journal of finance : the journal of the American …
57
(
2002
)
3
,
pp. 1047-1091
Persistent link: https://www.econbiz.de/10001684742
Saved in:
2
Two-pass tests of asset pricing models with useless factors
Kan, Raymond
;
Zhang, Chu
- In:
The journal of finance : the journal of the American …
54
(
1999
)
1
,
pp. 203-235
Persistent link: https://www.econbiz.de/10001355207
Saved in:
3
Conditioning variables and the cross section of stock returns
Ferson, Wayne E.
;
Harvey, Campbell R.
- In:
The journal of finance : the journal of the American …
54
(
1999
)
4
,
pp. 1325-1360
Persistent link: https://www.econbiz.de/10001395766
Saved in:
4
Nonparametric estimation of state-price densities implicit in financial asset prices
Aït-Sahalia, Yacine
- In:
The journal of finance : the journal of the American …
53
(
1998
)
2
,
pp. 499-547
Persistent link: https://www.econbiz.de/10001238271
Saved in:
5
On the robustness of size and book-to-market in cross-sectional regressions
Knez, Peter J.
- In:
The journal of finance : the journal of the American …
52
(
1997
)
4
,
pp. 1355-1382
Persistent link: https://www.econbiz.de/10001227649
Saved in:
6
Time-varying expected returns in international bond markets
Ilmanen, Antti
- In:
The journal of finance : the journal of the American …
50
(
1995
)
2
,
pp. 481-506
Persistent link: https://www.econbiz.de/10001184817
Saved in:
7
Predicting volatility in the foreign exchange market
Jorion, Philippe
- In:
The journal of finance : the journal of the American …
50
(
1995
)
2
,
pp. 507-528
Persistent link: https://www.econbiz.de/10001184819
Saved in:
8
Good news, bad news, volatility, and betas
Braun, Phillip A.
- In:
The journal of finance : the journal of the American …
50
(
1995
)
5
,
pp. 1575-1603
Persistent link: https://www.econbiz.de/10001191709
Saved in:
9
Predictability of stock returns : robustness and economic significance
Pesaran, M. Hashem
- In:
The journal of finance : the journal of the American …
50
(
1995
)
4
,
pp. 1201-1228
Persistent link: https://www.econbiz.de/10001191734
Saved in:
10
On cointegration and exchange rate dynamics
Diebold, Francis X.
- In:
The journal of finance : the journal of the American …
49
(
1994
)
2
,
pp. 727-735
Persistent link: https://www.econbiz.de/10001169036
Saved in:
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