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Volatility
340
Volatilität
340
Estimation theory
138
Schätztheorie
138
Theorie
136
Theory
136
Stochastic process
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
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4
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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
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Conference on Realized Volatility <2006, Montréal>
1
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Journal of econometrics
Energies
1,574
Energy economics
1,560
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917
Finance research letters
871
NBER working paper series
803
Working paper / National Bureau of Economic Research, Inc.
629
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600
International review of financial analysis
541
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519
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506
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484
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478
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455
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432
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415
International Journal of Energy Economics and Policy : IJEEP
389
The North American journal of economics and finance : a journal of financial economics studies
372
Research in international business and finance
368
The energy journal
365
CESifo working papers
363
Applied economics letters
351
Economics letters
341
Journal of empirical finance
322
Journal of international money and finance
322
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322
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317
Journal of international financial markets, institutions & money
313
Journal of financial economics
311
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290
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282
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281
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276
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271
The journal of finance : the journal of the American Finance Association
270
International journal of theoretical and applied finance
266
ECB Working Paper
264
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259
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
253
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ECONIS (ZBW)
346
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1
A regime switching long memory model for electricity prices
Haldrup, Niels
;
Nielsen, Morten Ørregaard
- In:
Journal of econometrics
135
(
2006
)
1/2
,
pp. 349-376
Persistent link: https://www.econbiz.de/10003376088
Saved in:
2
Increased correlation among asset classes : Are
volatility
or jumps to blame, or both?
Aït-Sahalia, Yacine
;
Xiu, Dacheng
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 205-219
Persistent link: https://www.econbiz.de/10011705106
Saved in:
3
Exact confidence sets and goodness-of-fit methods for stable distributions
Beaulieu, Marie-Claude
;
Dufour, Jean-Marie
;
Khalaf, Lynda
- In:
Journal of econometrics
181
(
2014
)
1
,
pp. 3-14
Persistent link: https://www.econbiz.de/10010473451
Saved in:
4
The industrial and commercial demand for electricity under time-of-use pricing
Tishler, Asher
- In:
Journal of econometrics
23
(
1983
)
3
,
pp. 369-384
Persistent link: https://www.econbiz.de/10002902983
Saved in:
5
The value of news for economic developments
Larsen, Vegard Høghaug
;
Thorsrud, Leif Anders
- In:
Journal of econometrics
210
(
2019
)
1
,
pp. 203-218
Persistent link: https://www.econbiz.de/10012303395
Saved in:
6
Measuring news sentiment
Shapiro, Adam Hale
;
Sudhof, Moritz
;
Wilson, Daniel J.
- In:
Journal of econometrics
228
(
2022
)
2
,
pp. 221-243
Persistent link: https://www.econbiz.de/10013441745
Saved in:
7
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:
8
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:
9
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:
10
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
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