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Volatility
340
Volatilität
340
Theorie
182
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182
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180
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180
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123
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Bollerslev, Tim
20
Todorov, Viktor
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Tauchen, George Eugene
16
Aït-Sahalia, Yacine
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Andersen, Torben
13
McAleer, Michael
10
Mykland, Per A.
10
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8
Meddahi, Nour
8
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8
Xiu, Dacheng
8
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7
Kim, Donggyu
7
Li, Yingying
7
Shephard, Neil G.
7
Cavaliere, Giuseppe
6
Koopman, Siem Jan
6
Zhang, Lan
6
Asai, Manabu
5
Gallant, A. Ronald
5
Gouriéroux, Christian
5
Hallin, Marc
5
Linton, Oliver
5
Taylor, Robert
5
Yu, Jun
5
Zhou, Hao
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4
Boswijk, Herman Peter
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4
Clark, Todd E.
4
Diebold, Francis X.
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4
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4
Francq, Christian
4
Jasiak, Joann
4
Maheu, John M.
4
Ng, Serena
4
Park, Joon Y.
4
Rahbek, Anders
4
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Conference on Realized Volatility <2006, Montréal>
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Journal of econometrics
Energy economics
848
Finance research letters
739
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639
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579
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555
International journal of production research
543
European journal of operational research : EJOR
522
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490
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485
International review of financial analysis
448
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435
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338
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257
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ECONIS (ZBW)
422
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1
Estimation risk for the VaR of portfolios driven by semi-parametric multivariate models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
205
(
2018
)
2
,
pp. 381-401
Persistent link: https://www.econbiz.de/10012110307
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2
Financially adaptive clinical trials via option pricing analysis
Chaudhuri, Shomesh E.
;
Lo, Andrew W.
- In:
Journal of econometrics
240
(
2024
)
2
,
pp. 1-11
Persistent link: https://www.econbiz.de/10015075136
Saved in:
3
Estimation of dynamic and ARCH Tobit models
Lee, Lung-fei
- In:
Journal of econometrics
92
(
1999
)
2
,
pp. 355-390
Persistent link: https://www.econbiz.de/10001400177
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4
Estimating the rational expectations model of speculative storage : a Monte Carlo comparison of three
simulation
estimators
Michaelides, Alexander G.
;
Ng, Serena
- In:
Journal of econometrics
96
(
2000
)
2
,
pp. 231-266
Persistent link: https://www.econbiz.de/10001468767
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5
On simulated EM algorithms
Nielsen, Soren Feodor
- In:
Journal of econometrics
96
(
2000
)
2
,
pp. 267-292
Persistent link: https://www.econbiz.de/10001468770
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6
Tests for changes in models with a polynomial trend
Kuan, Chung-ming
- In:
Journal of econometrics
84
(
1998
)
1
,
pp. 75-91
Persistent link: https://www.econbiz.de/10001234511
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7
Sources of asymmetry in production factor dynamics
Palm, Franz C.
- In:
Journal of econometrics
82
(
1998
)
2
,
pp. 361-392
Persistent link: https://www.econbiz.de/10001234533
Saved in:
8
Testing for r versus r - 1 cointegrating vectors
Snell, Andy
- In:
Journal of econometrics
88
(
1999
)
1
,
pp. 151-191
Persistent link: https://www.econbiz.de/10001250276
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9
Sources of nonmonotonic power when testing for a shift in mean of a dynamic time series
Vogelsang, Timothy J.
- In:
Journal of econometrics
88
(
1999
)
2
,
pp. 283-299
Persistent link: https://www.econbiz.de/10001252783
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10
Hierarchical analysis of SUR models with extensions to correlated serial errors and time-varying parameter models
Chib, Siddhartha
- In:
Journal of econometrics
68
(
1995
)
2
,
pp. 339-360
Persistent link: https://www.econbiz.de/10001184631
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