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subject:"Volatilität"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Journal of econometrics"
~subject:"Schätztheorie"
~subject:"Share price"
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Volatilität
Schätztheorie
Share price
Estimation
1,882
Schätzung
1,877
Theorie
523
Theory
523
USA
446
United States
445
Estimation theory
235
Welt
211
World
211
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199
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199
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151
Time series analysis
133
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133
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Todorov, Viktor
13
Bollerslev, Tim
8
Tauchen, George Eugene
8
Ghysels, Eric
7
Lettau, Martin
7
Marcellino, Massimiliano
6
Massa, Massimo
6
Phillips, Peter C. B.
6
Gao, Jiti
5
Kim, Donggyu
5
Li, Jia
5
Linton, Oliver
5
Ludvigson, Sydney C.
5
Andersen, Torben
4
Aït-Sahalia, Yacine
4
Francq, Christian
4
Lu, Xun
4
Su, Liangjun
4
Xiu, Dacheng
4
Zakoïan, Jean-Michel
4
Andreou, Elena
3
Baltagi, Badi H.
3
Barigozzi, Matteo
3
Bianchi, Francesco
3
Cai, Zongwu
3
Callaway, Brantly
3
Duro, Miguel
3
Hsiao, Cheng
3
Lippi, Marco
3
Ljungqvist, Alexander
3
McAleer, Michael
3
Ormazabal, Gaizka
3
Park, Joon Y.
3
Patton, Andrew J.
3
Rubio-Ramírez, Juan Francisco
3
Sun, Yiguo
3
Taylor, Robert
3
Valkanov, Rossen I.
3
Wang, Fa
3
Wang, Yazhen
3
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Centre for Economic Policy Research
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Discussion paper / Centre for Economic Policy Research
Journal of econometrics
Applied economics
222
Applied economics letters
209
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204
NBER working paper series
201
Finance research letters
197
Working paper / National Bureau of Economic Research, Inc.
190
NBER Working Paper
184
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
180
Economics letters
179
Energy economics
176
International review of economics & finance : IREF
176
Journal of banking & finance
175
International review of financial analysis
163
The North American journal of economics and finance : a journal of financial economics studies
149
Journal of empirical finance
144
Applied financial economics
139
Journal of international financial markets, institutions & money
116
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116
CESifo working papers
110
Research in international business and finance
110
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
104
Journal of international money and finance
100
Discussion paper / Tinbergen Institute
95
Journal of risk and financial management : JRFM
94
Journal of financial economics
89
The journal of futures markets
84
Discussion paper series / IZA
83
The European journal of finance
82
Econometric reviews
80
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
76
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International journal of economics and finance
73
International journal of finance & economics : IJFE
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Pacific-Basin finance journal
72
International journal of forecasting
71
Review of quantitative finance and accounting
71
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
71
International journal of economics and financial issues : IJEFI
69
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ECONIS (ZBW)
390
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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
Penalized time-varying model averaging
Sun, Yuying
;
Hong, Yongmiao
;
Wang, Shouyang
;
Zhang, Xinyu
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1355-1377
Persistent link: https://www.econbiz.de/10014471396
Saved in:
3
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:
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
Penetrating sporadic return predictability
Tu, Yundong
;
Xie, Xinling
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471472
Saved in:
6
Better bunching, nicer notching
Bertanha, Marinho
;
McCallum, Andrew H.
;
Seegert, Nathan
- In:
Journal of econometrics
237
(
2023
)
2,1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471509
Saved in:
7
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
Saved in:
8
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:
9
A penalized two-pass regression to predict stock returns with time-varying risk premia
Bakalli, Gaetan
;
Guerrier, Stéphane
;
Scaillet, Olivier
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471822
Saved in:
10
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
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