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Volatility
340
Volatilität
340
Theorie
183
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183
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172
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172
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154
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154
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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
Cavaliere, Giuseppe
7
Kim, Donggyu
7
Li, Yingying
7
Linton, Oliver
7
Shephard, Neil G.
7
Zhang, Lan
7
Bandi, Federico M.
6
Diebold, Francis X.
6
Gallant, A. Ronald
6
Ghysels, Eric
6
Asai, Manabu
5
Corradi, Valentina
5
Fan, Jianqing
5
Gouriéroux, Christian
5
Hallin, Marc
5
Koopman, Siem Jan
5
Maheu, John M.
5
Park, Joon Y.
5
Rahbek, Anders
5
Renault, Eric
5
Zhou, Hao
5
Barigozzi, Matteo
4
Boswijk, Herman Peter
4
Chang, Chia-Lin
4
Clark, Todd E.
4
Engle, Robert F.
4
Francq, Christian
4
Garcia, René
4
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Conference on Realized Volatility <2006, Montréal>
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Journal of econometrics
NBER working paper series
2,357
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2,060
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1,928
Finance research letters
1,837
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1,315
International review of financial analysis
1,195
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1,131
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1,062
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1,018
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1,018
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930
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895
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765
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743
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723
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709
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528
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526
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
523
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515
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489
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ECONIS (ZBW)
452
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1
The role of implied
volatility
in forecasting future realized
volatility
and jumps in foreign exchange, stock, and bond markets
Busch, Thomas
;
Christensen, Bent Jesper
;
Nielsen, …
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 48-57
Persistent link: https://www.econbiz.de/10009242554
Saved in:
2
Nonparametric estimation and inference for conditional density based Granger causality measures
Taamouti, Abderrahim
;
Bouezmarni, Taoufik
;
El Ghouch, Anouar
- In:
Journal of econometrics
180
(
2014
)
2
,
pp. 251-264
Persistent link: https://www.econbiz.de/10010433362
Saved in:
3
Economic tracking portfolios
Lamont, Owen A.
- In:
Journal of econometrics
105
(
2001
)
1
,
pp. 161-184
Persistent link: https://www.econbiz.de/10001617161
Saved in:
4
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:
5
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:
6
Realized jumps on financial markets and predicting credit spreads
Tauchen, George Eugene
;
Zhou, Hao
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 102-118
Persistent link: https://www.econbiz.de/10009242533
Saved in:
7
Do high-frequency measures of
volatility
improve forecasts of return distributions?
Maheu, John M.
;
McCurdy, Thomas H.
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 69-76
Persistent link: https://www.econbiz.de/10009242544
Saved in:
8
Jump tails, extreme dependencies, and the distribution of stock returns
Bollerslev, Tim
;
Todorov, Viktor
;
Li, Sophia Zhengzi
- In:
Journal of econometrics
172
(
2013
)
2
,
pp. 307-324
Persistent link: https://www.econbiz.de/10009706199
Saved in:
9
Time-varying leverage effects
Bandi, Federico M.
;
Renò, Roberto
- In:
Journal of econometrics
169
(
2012
)
1
,
pp. 94-113
Persistent link: https://www.econbiz.de/10009666736
Saved in:
10
The nonlinear price dynamics of US equity ETFs
Caginalp, Gunduz
;
DeSantis, Mark
;
Sayrak, Akin
- In:
Journal of econometrics
183
(
2014
)
2
,
pp. 193-201
Persistent link: https://www.econbiz.de/10010506060
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