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subject:"Volatilität"
~isPartOf:"Applied economics"
~isPartOf:"Journal of econometrics"
~subject:"United Kingdom"
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Volatilität
United Kingdom
Estimation
2,212
Schätzung
2,207
Theorie
481
Theory
481
USA
304
United States
304
Estimation theory
260
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260
Volatility
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Todorov, Viktor
13
Bollerslev, Tim
8
Tauchen, George Eugene
7
Kim, Donggyu
5
Li, Jia
5
Andersen, Torben
4
Aït-Sahalia, Yacine
4
Ma, Feng
4
McAleer, Michael
4
Zhu, Huiming
4
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3
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3
Francq, Christian
3
Gil-Alaña, Luis A.
3
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3
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3
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3
Patton, Andrew J.
3
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3
Umar, Zaghum
3
Wang, Yazhen
3
Xiu, Dacheng
3
Yoon, Seong-min
3
Zakoïan, Jean-Michel
3
Zhang, Yaojie
3
Asai, Manabu
2
Balcilar, Mehmet
2
Barigozzi, Matteo
2
Bibinger, Markus
2
Caporale, Guglielmo Maria
2
Christensen, Kim
2
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2
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2
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2
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2
Ghysels, Eric
2
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2
Hallin, Marc
2
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2
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Applied economics
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Discussion paper series / IZA
246
Discussion paper / Centre for Economic Policy Research
153
Working paper / National Bureau of Economic Research, Inc.
153
Energy economics
146
NBER working paper series
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NBER Working Paper
133
Finance research letters
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International review of economics & finance : IREF
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Applied financial economics
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International review of financial analysis
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CESifo working papers
105
Applied economics letters
104
The North American journal of economics and finance : a journal of financial economics studies
101
Journal of international money and finance
100
Journal of banking & finance
94
IZA Discussion Paper
91
Journal of empirical finance
87
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83
Economics letters
81
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75
The journal of futures markets
74
Journal of international financial markets, institutions & money
73
Research in international business and finance
72
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
71
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66
The European journal of finance
64
International journal of finance & economics : IJFE
62
Journal of risk and financial management : JRFM
55
Discussion papers in economics
52
International journal of forecasting
52
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
51
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
47
Working papers / Bank of England
46
Discussion paper series / Forschungsinstitut zur Zukunft der Arbeit
45
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ECONIS (ZBW)
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91
Panel data analysis of multi-factor capital asset pricing models
Makwasha, Tariro
;
Wright, Jill
;
Silvapulle, Paramsothy
- In:
Applied economics
51
(
2019
)
60
,
pp. 6459-6475
Persistent link: https://www.econbiz.de/10012197351
Saved in:
92
Factor GARCH-Itô models for high-frequency data with application to large volatility matrix prediction
Kim, Donggyu
;
Fan, Jianqing
- In:
Journal of econometrics
208
(
2019
)
2
,
pp. 395-417
Persistent link: https://www.econbiz.de/10012145042
Saved in:
93
Structured volatility matrix estimation for non-synchronized high-frequency financial data
Fan, Jianqing
;
Kim, Donggyu
- In:
Journal of econometrics
209
(
2019
)
1
,
pp. 61-78
Persistent link: https://www.econbiz.de/10012302521
Saved in:
94
Estimation of the discontinuous leverage effect : evidence from the NASDAQ order book
Bibinger, Markus
;
Neely, Christopher J.
;
Winkelmann, Lars
- In:
Journal of econometrics
209
(
2019
)
2
,
pp. 158-184
Persistent link: https://www.econbiz.de/10012302583
Saved in:
95
Testing if the market microstructure noise is fully explained by the informational content of some variables from the limit order book
Clinet, Simon
;
Potiron, Yoann
- In:
Journal of econometrics
209
(
2019
)
2
,
pp. 289-337
Persistent link: https://www.econbiz.de/10012302598
Saved in:
96
Functional GARCH models : the quasi-likelihood approach and its applications
Cerovecki, Clément
;
Francq, Christian
;
Hörmann, Siegfried
- In:
Journal of econometrics
209
(
2019
)
2
,
pp. 353-375
Persistent link: https://www.econbiz.de/10012302614
Saved in:
97
High-dimensional multivariate realized volatility estimation
Bollerslev, Tim
;
Meddahi, Nour
;
Nyawa, Serge
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 116-136
Persistent link: https://www.econbiz.de/10012303903
Saved in:
98
The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing
Christensen, Kim
;
Thyrsgaard, Martin
;
Veliyev, Bezirgen
- In:
Journal of econometrics
212
(
2019
)
2
,
pp. 556-583
Persistent link: https://www.econbiz.de/10012304092
Saved in:
99
Regime switching dynamic correlations for asymmetric and fat-tailed conditional returns
Paolella, Marc S.
;
Polak, Pawel
;
Walker, Patrick S.
- In:
Journal of econometrics
213
(
2019
)
2
,
pp. 493-515
Persistent link: https://www.econbiz.de/10012304579
Saved in:
100
The British low-wage sector and the employment prospects of the unemployed
Plum, Alexander
- In:
Applied economics
51
(
2019
)
13
,
pp. 1411-1432
Persistent link: https://www.econbiz.de/10012196549
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