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~isPartOf:"Acta oeconomica Pragensia : vědecký časopis Vysoke Školy Ekonomické v Praze"
~isPartOf:"CREATES research paper"
~isPartOf:"Journal of econometrics"
~subject:"Volatility"
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Search: subject_exact:"Heteroscedasticity"
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Volatility
Heteroscedasticity
82
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Acta oeconomica Pragensia : vědecký časopis Vysoke Školy Ekonomické v Praze
CREATES research paper
Journal of econometrics
Discussion papers / Deutsches Institut für Wirtschaftsforschung
5
Discussion paper / Tinbergen Institute
4
Applied financial economics
3
CBN journal of applied statistics
3
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3
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3
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3
Working paper
3
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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
Journal of banking & finance
2
Journal of empirical finance
2
Journal of forecasting
2
Journal of risk and financial management : JRFM
2
Macroeconomic dynamics
2
SFB 649 discussion paper
2
The econometrics journal
2
WWZ-Forschungsbericht
2
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
2
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2
Academic journal of economic studies
1
Acta Universitatis Danubius / Oeconomica
1
Advances in statistical analysis : AStA ; a journal of the German Statistical Society
1
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1
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1
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1
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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
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:
3
Bootstrap score tests for fractional integration in heteroskedastic ARFIMA Models, with an application to price dynamics in commodity spot and futures markets
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2014
Persistent link: https://www.econbiz.de/10010394614
Saved in:
4
R-estimation in semiparametric dynamic location-scale models
Hallin, Marc
;
La Vecchia, Davide
- In:
Journal of econometrics
196
(
2017
)
2
,
pp. 222-247
Persistent link: https://www.econbiz.de/10011818285
Saved in:
5
Inference in VARs with conditional heteroskedasticity of unknown form
Brüggemann, Ralf
;
Jentsch, Carsten
;
Trenkler, Carsten
- In:
Journal of econometrics
191
(
2016
)
1
,
pp. 69-85
Persistent link: https://www.econbiz.de/10011594405
Saved in:
6
Srovnání volatility akciových indexu° PX a FTSE 100
Borovička, Adam
- In:
Acta oeconomica Pragensia : vědecký časopis Vysoke …
19
(
2011
)
2
,
pp. 66-88
Persistent link: https://www.econbiz.de/10009375532
Saved in:
7
Testing the parametric form of the volatility in continuous time diffusion models : a stochastic process approach
Dette, Holger
;
Podolskij, Mark
- In:
Journal of econometrics
143
(
2008
)
1
,
pp. 56-73
Persistent link: https://www.econbiz.de/10003722591
Saved in:
8
Nonstationary nonlinear heteroskedasticity in regression
Chung, Heetaik
;
Park, Joon Y.
- In:
Journal of econometrics
137
(
2007
)
1
,
pp. 230-259
Persistent link: https://www.econbiz.de/10003425535
Saved in:
9
Structural attribution of observed volatility clustering
Granger, C. W. J.
;
Machina, Mark J.
- In:
Journal of econometrics
135
(
2006
)
1/2
,
pp. 15-29
Persistent link: https://www.econbiz.de/10003376075
Saved in:
10
Bootstrapping autoregressions with conditional heteroskedasticity of unknown form
Gonçalves, Sílvia
;
Kilian, Lutz
- In:
Journal of econometrics
123
(
2004
)
1
,
pp. 89-120
Persistent link: https://www.econbiz.de/10002223733
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