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~isPartOf:"Journal of econometrics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~isPartOf:"Working papers / Federal Reserve Bank of Philadelphia, Research Department"
~subject:"Arbeitsmarkt"
~subject:"Volatility"
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Arbeitsmarkt
Volatility
Volatilität
663
Estimation
214
Schätzung
214
Theorie
188
Theory
188
Börsenkurs
182
Share price
182
ARCH model
167
ARCH-Modell
167
Capital income
166
Kapitaleinkommen
166
Stochastic process
134
Stochastischer Prozess
134
Time series analysis
132
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132
Estimation theory
127
Schätztheorie
127
Stock market
112
Aktienmarkt
111
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105
Prognoseverfahren
105
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United States
86
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Welt
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62
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61
Risk
53
Risiko
50
Market microstructure
47
Marktmikrostruktur
47
Nichtparametrisches Verfahren
47
Nonparametric statistics
47
Stochastic volatility
47
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45
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645
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Bollerslev, Tim
19
Todorov, Viktor
17
McAleer, Michael
15
Tauchen, George Eugene
15
Andersen, Torben
12
Aït-Sahalia, Yacine
11
Gupta, Rangan
11
Kang, Sang Hoon
9
Mensi, Walid
9
Meddahi, Nour
8
Xiu, Dacheng
8
Asai, Manabu
7
Chang, Chia-Lin
7
Hammoudeh, Shawkat
7
Li, Jia
7
Mykland, Per A.
7
Patton, Andrew J.
7
Zhu, Huiming
7
Cavaliere, Giuseppe
6
Ghysels, Eric
6
Kim, Donggyu
6
Shephard, Neil G.
6
Sill, D. Keith
6
Wohar, Mark E.
6
Xuan Vinh Vo
6
Carlino, Gerald A.
5
DeFina, Robert H.
5
Fujita, Shigeru
5
Gallant, A. Ronald
5
Gouriéroux, Christian
5
Guerrón-Quintana, Pablo A.
5
Hallin, Marc
5
Li, Yingying
5
Pierdzioch, Christian
5
Rubio-Ramírez, Juan Francisco
5
Taylor, Robert
5
Zhou, Hao
5
Zhuang, Xintian
5
Balcilar, Mehmet
4
Barigozzi, Matteo
4
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Conference on Realized Volatility <2006, Montréal>
1
Published in...
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Journal of econometrics
The North American journal of economics and finance : a journal of financial economics studies
Working papers / Federal Reserve Bank of Philadelphia, Research Department
Energy economics
599
Finance research letters
514
NBER working paper series
509
Working paper / National Bureau of Economic Research, Inc.
483
NBER Working Paper
440
International review of financial analysis
398
Applied economics
382
Journal of banking & finance
375
International review of economics & finance : IREF
344
The journal of futures markets
344
Economic modelling
342
Applied financial economics
265
Applied economics letters
264
Journal of empirical finance
262
Working paper
262
Discussion paper / Centre for Economic Policy Research
260
Research in international business and finance
255
Economics letters
251
International journal of theoretical and applied finance
245
Journal of international financial markets, institutions & money
236
Journal of international money and finance
222
Discussion paper / Tinbergen Institute
203
Journal of risk and financial management : JRFM
197
Quantitative finance
185
CESifo working papers
184
Journal of financial economics
184
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
173
Pacific-Basin finance journal
165
International Journal of Energy Economics and Policy : IJEEP
161
The European journal of finance
153
IMF working papers
152
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
152
Journal of economic dynamics & control
152
International journal of forecasting
140
International journal of finance & economics : IJFE
139
Discussion paper series / IZA
138
Journal of forecasting
131
The review of financial studies
127
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ECONIS (ZBW)
674
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1
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674
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1
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:
2
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:
3
Multiperiod portfolio allocation : a study of
volatility
clustering, non-normalities and predictable returns
Simonato, Jean-Guy
;
Denault, Michel
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014486271
Saved in:
4
A simple joint model for returns,
volatility
and
volatility
of
volatility
Ding, Yashuang
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 521-543
Persistent link: https://www.econbiz.de/10014340096
Saved in:
5
Forecasting risk measures using intraday and overnight information
Santos, Douglas Gomes dos
;
Candido, Osvaldo
;
Tófoli, …
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013449240
Saved in:
6
DSGE-SVt : an econometric toolkit for high-dimensional DSGE models with SV and t errors
Chib, Siddhartha
;
Shin, Minchul
;
Tan, Fei
-
2021
Persistent link: https://www.econbiz.de/10012431677
Saved in:
7
Macroeconomic forecasting and variable ordering in multivariate stochastic
volatility
models
Arias, Jonas E.
;
Rubio-Ramírez, Juan Francisco
;
Shin, …
-
2021
Persistent link: https://www.econbiz.de/10012651332
Saved in:
8
The observed asymptotic variance : hard edges, and a regression approach
Mykland, Per A.
;
Zhang, Lan
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 411-428
Persistent link: https://www.econbiz.de/10012619653
Saved in:
9
Exchange rate misalignments, capital flows and
volatility
Grossmann, Axel
;
Orlov, Alexei G.
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-33
Persistent link: https://www.econbiz.de/10013449109
Saved in:
10
Idiosyncratic
volatility
puzzle exists at the country level
He, Zhongzhi
;
Xue, Wenjun
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013538973
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