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Volatility
340
Volatilität
340
Theorie
157
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157
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142
Schätztheorie
142
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133
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133
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Bollerslev, Tim
20
Todorov, Viktor
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Andersen, Torben
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Mykland, Per A.
10
Patton, Andrew J.
9
Li, Jia
8
Meddahi, Nour
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Xiu, Dacheng
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Kim, Donggyu
7
Li, Yingying
7
Shephard, Neil G.
7
Cavaliere, Giuseppe
6
Ghysels, Eric
6
Linton, Oliver
6
Zhang, Lan
6
Asai, Manabu
5
Diebold, Francis X.
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Gallant, A. Ronald
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Hallin, Marc
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Koopman, Siem Jan
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4
Boswijk, Herman Peter
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4
Jasiak, Joann
4
Maheu, John M.
4
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4
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4
Renault, Eric
4
Yu, Jun
4
Zaffaroni, Paolo
4
Zheng, Xinghua
4
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3
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Conference on Realized Volatility <2006, Montréal>
1
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Journal of econometrics
Discussion paper series / IZA
3,170
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2,496
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2,064
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2,057
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2,041
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1,150
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The economic history review : a journal of economic and social history
713
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668
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643
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578
Scottish journal of political economy : the journal of the Scottish Economic Society
564
Journal of banking & finance
559
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555
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545
International review of financial analysis
523
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International review of economics & finance : IREF
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Oxford bulletin of economics and statistics
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ECONIS (ZBW)
394
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1
Nonparametric heteroskedasticity in persistent panel processes : an application to earnings dynamics
Botosaru, Irene
;
Sasaki, Yuya
- In:
Journal of econometrics
203
(
2018
)
2
,
pp. 283-296
Persistent link: https://www.econbiz.de/10011974674
Saved in:
2
Time-varying unobserved heterogeneity in earnings shocks
Botosaru, Irene
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1378-1393
Persistent link: https://www.econbiz.de/10014471381
Saved in:
3
Testing for a slowly changing level with special reference to stochastic
volatility
Harvey, Andrew C.
- In:
Journal of econometrics
87
(
1998
)
1
,
pp. 167-189
Persistent link: https://www.econbiz.de/10001248302
Saved in:
4
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:
5
A semiparametric GARCH model for foreign exchange
volatility
Yang, Lijian
- In:
Journal of econometrics
130
(
2006
)
2
,
pp. 365-384
Persistent link: https://www.econbiz.de/10003277973
Saved in:
6
Dynamics of variance risk premia : a new model for disentangling the price of risk
Rombouts, Jeroen V. K.
;
Stentoft, Lars
;
Violante, Francesco
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 312-334
Persistent link: https://www.econbiz.de/10012482765
Saved in:
7
Generalized entropy measures of mobility for different sexes and
income
levels
Maasoumi, Esfandiar
- In:
Journal of econometrics
43
(
1990
)
1
,
pp. 121-133
Persistent link: https://www.econbiz.de/10001163617
Saved in:
8
Bayesian analysis of a dynamic stochastic model of labor supply and saving
Houser, Daniel
- In:
Journal of econometrics
113
(
2003
)
2
,
pp. 289-335
Persistent link: https://www.econbiz.de/10001738899
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9
Estimating willingness to pay for medicare using a dynamic life-cycle model of demand for health insurance
Khwaja, Ahmed
- In:
Journal of econometrics
156
(
2010
)
1
,
pp. 130-147
Persistent link: https://www.econbiz.de/10003979086
Saved in:
10
Longevity, life-cycle behavior and pension reform
Haan, Peter
;
Prowse, Victoria
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 582-601
Persistent link: https://www.econbiz.de/10010256861
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