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Volatility
340
Volatilität
340
Theorie
164
Theory
164
Estimation theory
158
Schätztheorie
158
Estimation
140
Schätzung
140
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132
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132
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121
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411
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Bollerslev, Tim
20
Todorov, Viktor
20
Tauchen, George Eugene
17
Aït-Sahalia, Yacine
15
Andersen, Torben
14
McAleer, Michael
10
Mykland, Per A.
10
Meddahi, Nour
9
Taylor, Robert
9
Xiu, Dacheng
9
Li, Jia
8
Patton, Andrew J.
8
Kim, Donggyu
7
Li, Yingying
7
Shephard, Neil G.
7
Zhang, Lan
7
Bandi, Federico M.
6
Cavaliere, Giuseppe
6
Diebold, Francis X.
6
Gallant, A. Ronald
6
Ghysels, Eric
6
Asai, Manabu
5
Fan, Jianqing
5
Gouriéroux, Christian
5
Hallin, Marc
5
Koopman, Siem Jan
5
Linton, Oliver
5
Maheu, John M.
5
Park, Joon Y.
5
Renault, Eric
5
Zhou, Hao
5
Barigozzi, Matteo
4
Boswijk, Herman Peter
4
Chang, Chia-Lin
4
Corradi, Valentina
4
Francq, Christian
4
Garcia, René
4
Jasiak, Joann
4
Rahbek, Anders
4
Renò, Roberto
4
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Conference on Realized Volatility <2006, Montréal>
1
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Journal of econometrics
Finance research letters
1,237
NBER working paper series
1,064
Working paper / National Bureau of Economic Research, Inc.
982
NBER Working Paper
883
Journal of banking & finance
864
International review of financial analysis
823
Energy economics
783
International review of economics & finance : IREF
672
Applied economics
665
Journal of financial economics
614
Journal of empirical finance
583
Applied financial economics
567
Pacific-Basin finance journal
538
Economic modelling
504
Applied economics letters
500
The North American journal of economics and finance : a journal of financial economics studies
493
Research in international business and finance
485
The journal of finance : the journal of the American Finance Association
479
Journal of international financial markets, institutions & money
451
The journal of futures markets
438
Economics letters
422
The journal of real estate finance and economics
411
Discussion paper / Centre for Economic Policy Research
396
The European journal of finance
373
Journal of international money and finance
370
Working paper
370
The review of financial studies
366
Journal of financial and quantitative analysis : JFQA
340
Review of quantitative finance and accounting
337
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
320
Journal of risk and financial management : JRFM
316
International journal of theoretical and applied finance
292
CESifo working papers
268
Quantitative finance
268
Management science : journal of the Institute for Operations Research and the Management Sciences
266
International journal of economics and finance
265
Research paper series / Swiss Finance Institute
258
Discussion paper / Tinbergen Institute
255
International journal of finance & economics : IJFE
254
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ECONIS (ZBW)
411
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411
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1
The detection and estimation of long memory in stochastic
volatility
Breidt, F. Jay
- In:
Journal of econometrics
83
(
1998
)
1
,
pp. 325-348
Persistent link: https://www.econbiz.de/10001336943
Saved in:
2
Forecasting multifractal
volatility
Calvet, Laurent E.
;
Fisher, Adlai
- In:
Journal of econometrics
105
(
2001
)
1
,
pp. 27-58
Persistent link: https://www.econbiz.de/10001617142
Saved in:
3
Market efficiency, asset returns, and the size of the risk premium in global equity markets
Bansal, Ravi
;
Lundblad, Christian
- In:
Journal of econometrics
109
(
2002
)
2
,
pp. 195-237
Persistent link: https://www.econbiz.de/10001689009
Saved in:
4
Temporal aggregation of
volatility
models
Meddahi, Nour
;
Renault, Eric
- In:
Journal of econometrics
119
(
2004
)
2
,
pp. 355-379
Persistent link: https://www.econbiz.de/10001956326
Saved in:
5
A discrete-time hedging framework with multiple factors and fat tails : on what matters
Augustyniak, Maciej
;
Badescu, Alexandru
;
Bégin, …
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 416-444
Persistent link: https://www.econbiz.de/10014339997
Saved in:
6
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:
7
Jumps and betas : a new framework for disentangling and estimating systematic risks
Todorov, Viktor
;
Bollerslev, Tim
- In:
Journal of econometrics
157
(
2010
)
2
,
pp. 220-235
Persistent link: https://www.econbiz.de/10008663039
Saved in:
8
Variance dynamics : joint evidence from options and high-frequency returns
Wu, Liuren
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 280-287
Persistent link: https://www.econbiz.de/10009242518
Saved in:
9
Causality effects in return
volatility
measures with random times
Renault, Eric
;
Werker, Bas J. M.
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 272-279
Persistent link: https://www.econbiz.de/10009242519
Saved in:
10
Volatillity forecast comparison using imperfect
volatility
proxies
Patton, Andrew J.
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 246-256
Persistent link: https://www.econbiz.de/10009242521
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