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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"Theorie"
~subject:"Volatility"
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Search: subject:"VOLATILITY"
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Theorie
Volatility
Volatilität
150
Theory
74
Estimation
63
Schätzung
63
Stochastic process
55
Stochastischer Prozess
55
Time series analysis
55
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Li, Wai Keung
4
Abowd, John M.
3
Chan, Joshua
3
Corsi, Fulvio
3
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Moffitt, Robert A.
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2
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2
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Energy economics
598
Finance research letters
518
NBER working paper series
517
Working paper / National Bureau of Economic Research, Inc.
507
NBER Working Paper
448
International review of financial analysis
398
Applied economics
387
Journal of banking & finance
377
The journal of futures markets
349
Economic modelling
345
International review of economics & finance : IREF
344
The North American journal of economics and finance : a journal of financial economics studies
324
Journal of econometrics
322
Discussion paper / Centre for Economic Policy Research
280
Applied financial economics
265
Journal of empirical finance
263
Economics letters
262
Applied economics letters
261
Research in international business and finance
255
Working paper
253
International journal of theoretical and applied finance
245
Journal of international financial markets, institutions & money
238
Journal of international money and finance
222
Discussion paper / Tinbergen Institute
209
CESifo working papers
203
Journal of risk and financial management : JRFM
200
Journal of financial economics
189
Quantitative finance
185
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
173
Pacific-Basin finance journal
166
International Journal of Energy Economics and Policy : IJEEP
161
Journal of economic dynamics & control
153
The European journal of finance
153
IMF working papers
151
International journal of forecasting
141
International journal of finance & economics : IJFE
139
Journal of forecasting
131
The review of financial studies
126
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ECONIS (ZBW)
152
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152
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1
Singular conditional autoregressive Wishart model for realized covariance matrices
Alfelt, Gustav
;
Bodnar, Taras
;
Javed, Farrukh
;
Tyrcha, …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 833-845
Persistent link: https://www.econbiz.de/10014448443
Saved in:
2
Can a machine correct option pricing models?
Almeida, Caio
;
Fan, Jianqing
;
Freire, Gustavo
;
Tang, …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 995-1009
Persistent link: https://www.econbiz.de/10014448492
Saved in:
3
Adaptive testing for cointegration with nonstationary
volatility
Boswijk, Herman Peter
;
Zu, Yang
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 744-755
Persistent link: https://www.econbiz.de/10013534484
Saved in:
4
A stochastic
volatility
model with a general leverage specification
Catania, Leopoldo
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 678-689
Persistent link: https://www.econbiz.de/10013534044
Saved in:
5
Quantifying time-varying forecast uncertainty and risk for the real price of oil
Aastveit, Knut Are
;
Cross, Jamie
;
Dijk, Herman K. van
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 523-537
Persistent link: https://www.econbiz.de/10014448307
Saved in:
6
A statistical recurrent stochastic
volatility
model for stock markets
Trong-Nghia Nguyen
;
Minh-Ngoc Tran
;
Gunawan, David
; …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 414-428
Persistent link: https://www.econbiz.de/10014448201
Saved in:
7
Locally stationary multiplicative
volatility
modeling
Walsh, Christopher
;
Vogt, Michael
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 497-508
Persistent link: https://www.econbiz.de/10014448258
Saved in:
8
Inference for nonparametric high-frequency estimators with an application to time variation in betas
Kalnina, Ilze
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 538-549
Persistent link: https://www.econbiz.de/10014448338
Saved in:
9
Large hybrid time-varying parameter VARs
Chan, Joshua
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 890-905
Persistent link: https://www.econbiz.de/10014448455
Saved in:
10
Overnight GARCH-Itô
volatility
models
Kim, Donggyu
;
Shin, Minseok
;
Wang, Yazhen
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1215-1227
Persistent link: https://www.econbiz.de/10014448607
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