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~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"Volatility"
~type_genre:"Amtliche Publikation"
~type_genre:"Article in journal"
~type_genre:"Conference proceedings"
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Volatility
Theorie
154
Theory
154
Estimation theory
73
Schätztheorie
73
Volatilität
71
Estimation
59
Schätzung
59
ARCH model
44
ARCH-Modell
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Ghysels, Eric
3
Koopman, Siem Jan
3
Fengler, Matthias R.
2
Garcia, René
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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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Durham, Garland B.
1
Fan, Jianqing
1
Fan, Yingying
1
Fantazzini, Dean
1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
263
Journal of banking & finance
213
International journal of theoretical and applied finance
211
Finance research letters
171
Quantitative finance
157
Journal of empirical finance
135
Economics letters
130
Economic modelling
129
The journal of futures markets
122
Energy economics
118
Journal of economic dynamics & control
118
The North American journal of economics and finance : a journal of financial economics studies
117
Journal of financial economics
116
International review of financial analysis
114
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
114
Applied economics
111
Applied mathematical finance
107
International review of economics & finance : IREF
103
Mathematical finance : an international journal of mathematics, statistics and financial theory
97
International journal of forecasting
96
Computational economics
87
The European journal of finance
82
Journal of international money and finance
81
Journal of risk and financial management : JRFM
78
Journal of international financial markets, institutions & money
75
Finance and stochastics
74
The review of financial studies
73
Econometric reviews
72
The journal of computational finance
72
Journal of forecasting
71
Applied economics letters
69
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
69
Risks : open access journal
68
European journal of operational research : EJOR
63
Review of derivatives research
63
Applied financial economics
59
Journal of mathematical finance
59
The journal of finance : the journal of the American Finance Association
59
International journal of financial engineering
57
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ECONIS (ZBW)
71
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1
The geometric-VaR backtesting method
Pelletier, Denis
;
Wei, Wei
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 725-745
Persistent link: https://www.econbiz.de/10011623861
Saved in:
2
Asymmetry and long memory in volatility modeling
Asai, Manabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
3
,
pp. 495-512
Persistent link: https://www.econbiz.de/10009571512
Saved in:
3
Rounding errors and volatility estimation
Li, Yingying
;
Mykland, Per A.
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
2
,
pp. 478-504
Persistent link: https://www.econbiz.de/10011339292
Saved in:
4
Recovering statistical
theory
in the context of model calibrations
Madan, Dilip B.
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
2
,
pp. 260-292
Persistent link: https://www.econbiz.de/10011339334
Saved in:
5
Can volatility models explain extreme events?
Trapin, Luca
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
2
,
pp. 297-315
Persistent link: https://www.econbiz.de/10011987768
Saved in:
6
Structural volatility impulse response function and asymptotic inference
Liu, Xiaochun
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
2
,
pp. 316-339
Persistent link: https://www.econbiz.de/10011987769
Saved in:
7
Bayesian dynamic modeling of high-frequency integer price changes
Barra, István
;
Borowska, Agnieszka
;
Koopman, Siem Jan
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
3
,
pp. 384-424
Persistent link: https://www.econbiz.de/10011987788
Saved in:
8
Fractionally integrated COGARCH processes
Haug, Stephan
;
Klüppelberg, Claudia
;
Straub, German
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
4
,
pp. 599-628
Persistent link: https://www.econbiz.de/10011988000
Saved in:
9
Efficient multipowers
Kolokolov, Aleksey
;
Renò, Roberto
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
4
,
pp. 629-659
Persistent link: https://www.econbiz.de/10011988002
Saved in:
10
Risk-neutral modeling with affine and nonaffine models
Durham, Garland B.
- In:
Journal of financial econometrics : official journal of …
11
(
2013
)
4
,
pp. 650-681
Persistent link: https://www.econbiz.de/10010233868
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