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subject:"Volatility"
~isPartOf:"Journal of econometrics"
~subject:"Großbritannien"
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Volatility
Großbritannien
Estimation
465
Schätzung
460
Estimation theory
216
Schätztheorie
216
Theorie
166
Theory
166
Time series analysis
115
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115
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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
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3
McAleer, Michael
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
Valkanov, Rossen I.
2
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2
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2
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2
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2
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Journal of econometrics
Discussion paper series / IZA
246
Applied economics
239
Working paper / National Bureau of Economic Research, Inc.
155
Discussion paper / Centre for Economic Policy Research
153
Energy economics
146
NBER working paper series
145
Economic modelling
141
NBER Working Paper
133
Finance research letters
121
International review of economics & finance : IREF
121
Applied financial economics
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111
International review of financial analysis
110
Applied economics letters
104
CESifo working papers
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
82
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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
Discussion paper / Tinbergen Institute
66
The European journal of finance
65
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
Journal of applied econometrics
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ECONIS (ZBW)
111
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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
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:
3
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:
4
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:
5
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:
6
Are bond returns predictable with real-time macro data?
Huang, Dashan
;
Jiang, Fuwei
;
Li, Kunpeng
;
Tong, Guoshi
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014471827
Saved in:
7
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
Saved in:
8
Moments, shocks and spillovers in Markov-switching VAR models
Kole, Erik
;
Dijk, Dick van
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365495
Saved in:
9
Scalable inference for a full multivariate stochastic volatility model
Dellaportas, Petros
;
Titsias, Michalis K.
;
Petrova, Katerina
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 501-520
Persistent link: https://www.econbiz.de/10014340078
Saved in:
10
Identifying latent factors based on high-frequency data
Sun, Yucheng
;
Xu, Wen
;
Zhang, Chuanhai
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 251-270
Persistent link: https://www.econbiz.de/10014341048
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