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Volatility
340
Volatilität
340
Estimation theory
138
Schätztheorie
138
Theorie
134
Theory
134
Stochastic process
119
Stochastischer Prozess
119
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Bollerslev, Tim
20
Todorov, Viktor
19
Tauchen, George Eugene
16
Aït-Sahalia, Yacine
15
Andersen, Torben
13
McAleer, Michael
10
Mykland, Per A.
10
Li, Jia
8
Meddahi, Nour
8
Patton, Andrew J.
8
Xiu, Dacheng
8
Kim, Donggyu
7
Li, Yingying
7
Shephard, Neil G.
7
Cavaliere, Giuseppe
6
Ghysels, Eric
6
Zhang, Lan
6
Asai, Manabu
5
Gallant, A. Ronald
5
Gouriéroux, Christian
5
Hallin, Marc
5
Koopman, Siem Jan
5
Linton, Oliver
5
Taylor, Robert
5
Zhou, Hao
5
Barigozzi, Matteo
4
Boswijk, Herman Peter
4
Chang, Chia-Lin
4
Fan, Jianqing
4
Jasiak, Joann
4
Maheu, John M.
4
Park, Joon Y.
4
Rahbek, Anders
4
Renault, Eric
4
Yu, Jun
4
Zaffaroni, Paolo
4
Zheng, Xinghua
4
Bandi, Federico M.
3
Calvet, Laurent E.
3
Carriero, Andrea
3
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Conference on Realized Volatility <2006, Montréal>
1
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Journal of econometrics
MPRA Paper
1,196
NBER Working Papers
940
Energy economics
731
Finance research letters
731
NBER working paper series
716
CEPR Discussion Papers
606
Working Paper
557
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501
Working paper / National Bureau of Economic Research, Inc.
489
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International review of financial analysis
460
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429
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426
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420
International review of economics & finance : IREF
418
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414
Journal of banking & finance
413
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403
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374
Journal of Banking & Finance
353
Economics Papers from University Paris Dauphine
350
The North American journal of economics and finance : a journal of financial economics studies
342
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338
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325
Journal of empirical finance
313
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313
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304
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304
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284
Journal of international financial markets, institutions & money
280
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279
Economics letters
277
Applied financial economics
268
International journal of theoretical and applied finance
264
Journal of international money and finance
256
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251
Working paper series / European Central Bank
244
Cogent economics & finance
232
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ECONIS (ZBW)
342
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1
A Markov-switching multifractal inter-trade duration model, with application to US equities
Chen, Fei
;
Diebold, Francis X.
;
Schorfheide, Frank
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 320-342
Persistent link: https://www.econbiz.de/10010255140
Saved in:
2
Estimation of the discontinuous leverage effect : evidence from the NASDAQ order book
Bibinger, Markus
;
Neely, Christopher J.
;
Winkelmann, Lars
- In:
Journal of econometrics
209
(
2019
)
2
,
pp. 158-184
Persistent link: https://www.econbiz.de/10012302583
Saved in:
3
High frequency traders and the price process
Aït-Sahalia, Yacine
;
Brunetti, Celso
- In:
Journal of econometrics
217
(
2020
)
1
,
pp. 20-45
Persistent link: https://www.econbiz.de/10012482736
Saved in:
4
High frequency market making : the role of speed
Aït-Sahalia, Yacine
;
Sağlam, Mehmet
- In:
Journal of econometrics
239
(
2024
)
2
,
pp. 1-29
Persistent link: https://www.econbiz.de/10015074464
Saved in:
5
Words speak as loudly as actions : central bank communication and the response of equity prices to macroeconomic announcements
Gardner, Ben
;
Scotti, Chiara
;
Vega, Clara
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 387-409
Persistent link: https://www.econbiz.de/10013464819
Saved in:
6
A wavelet method for panel models with jump discontinuities in the parameters
Bada, Oualid
;
Kneip, Alois
;
Liebl, Dominik
;
Mensinger, Tim
- In:
Journal of econometrics
226
(
2022
)
2
,
pp. 399-422
Persistent link: https://www.econbiz.de/10013461818
Saved in:
7
Semiparametric estimation of long-memory
volatility
dependencies : the role of high-frequency data
Bollerslev, Tim
;
Wright, Jonathan H.
- In:
Journal of econometrics
98
(
2000
)
1
,
pp. 81-106
Persistent link: https://www.econbiz.de/10001497682
Saved in:
8
Modeling long memory in stock market
volatility
Liu, Ming
- In:
Journal of econometrics
99
(
2000
)
1
,
pp. 139-171
Persistent link: https://www.econbiz.de/10001504433
Saved in:
9
American options with stochastic dividends and
volatility
: a nonparametric investigation
Broadie, Mark
(
contributor
)
- In:
Journal of econometrics
94
(
2000
)
1/2
,
pp. 53-92
Persistent link: https://www.econbiz.de/10001437745
Saved in:
10
Post-'87 crash fears in the S&P 500 futures option market
Bates, David S.
- In:
Journal of econometrics
94
(
2000
)
1/2
,
pp. 181-238
Persistent link: https://www.econbiz.de/10001437755
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