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subject:"Volatilität"
~person:"Bali, Turan G."
~person:"Bollerslev, Tim"
~type:"article"
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Volatilität
Estimation
53
Schätzung
53
Capital income
35
Kapitaleinkommen
35
Volatility
33
USA
21
United States
21
Börsenkurs
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Estimation theory
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Bali, Turan G.
Bollerslev, Tim
Gupta, Rangan
60
Bahmani-Oskooee, Mohsen
33
Ma, Feng
25
McAleer, Michael
24
Todorov, Viktor
24
Pierdzioch, Christian
23
Bouri, Elie
21
Kumar, Dilip
20
Wohar, Mark E.
20
Xuan Vinh Vo
20
Balcilar, Mehmet
19
Asai, Manabu
16
Caporale, Guglielmo Maria
16
Gil-Alaña, Luis A.
16
Kang, Sang Hoon
16
Mensi, Walid
16
Rashid, Abdul
15
Tiwari, Aviral Kumar
15
Brooks, Robert
14
Li, Jia
14
Wei, Yu
14
Andersen, Torben
13
Chiang, Thomas C.
13
Tauchen, George Eugene
13
Wang, Yudong
13
Yoon, Seong-min
13
Zhu, Huiming
13
Apergēs, Nikolaos
12
Belke, Ansgar
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Hegerty, Scott W.
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Lee, Chien-chiang
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Malik, Farooq
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McMillan, David G.
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Wu, Xinyu
12
Caporin, Massimiliano
11
Floros, Christos
11
Hammoudeh, Shawkat
11
Hautsch, Nikolaus
11
Nonejad, Nima
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Journal of econometrics
8
Journal of financial economics
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Journal of financial and quantitative analysis : JFQA
2
Economics letters
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Handbook of economic forecasting ; 1
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International economic review
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Journal of applied econometrics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Symposium on forecasting and empirical methods in macroeconomics and finance
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The American economic review
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The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
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Modeling the conditional mean and variance of the short rate using diffusion, GARCH, and moving average models
Bali, Turan G.
- In:
The journal of futures markets
20
(
2000
)
8
,
pp. 717-751
Persistent link: https://www.econbiz.de/10001523755
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32
Testing the empirical performance of stochastic volatility models of the short-term interest rate
Bali, Turan G.
- In:
Journal of financial and quantitative analysis : JFQA
35
(
2000
)
2
,
pp. 191-215
Persistent link: https://www.econbiz.de/10001510057
Saved in:
33
Answering the skeptics : yes, standard volatility models do provide accurate forecasts
Andersen, Torben
- In:
International economic review
39
(
1998
)
4
,
pp. 885-905
Persistent link: https://www.econbiz.de/10001338809
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