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Volatility
340
Volatilität
340
Stochastic process
282
Stochastischer Prozess
282
Theorie
215
Theory
215
Estimation theory
201
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201
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Bollerslev, Tim
20
Todorov, Viktor
19
Aït-Sahalia, Yacine
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Tauchen, George Eugene
16
Andersen, Torben
13
McAleer, Michael
11
Mykland, Per A.
11
Phillips, Peter C. B.
10
Xiu, Dacheng
9
Li, Jia
8
Linton, Oliver
8
Meddahi, Nour
8
Park, Joon Y.
8
Patton, Andrew J.
8
Taylor, Robert
8
Cavaliere, Giuseppe
7
Ghysels, Eric
7
Gouriéroux, Christian
7
Kim, Donggyu
7
Koopman, Siem Jan
7
Li, Yingying
7
Shephard, Neil G.
7
Hallin, Marc
6
Renault, Eric
6
Yu, Jun
6
Zakoïan, Jean-Michel
6
Zhang, Lan
6
Asai, Manabu
5
Chang, Chia-Lin
5
Francq, Christian
5
Gallant, A. Ronald
5
Rahbek, Anders
5
Varneskov, Rasmus Tangsgaard
5
Zaffaroni, Paolo
5
Zhou, Hao
5
Barigozzi, Matteo
4
Boswijk, Herman Peter
4
Chen, Dachuan
4
Fan, Jianqing
4
Garcia, René
4
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Conference on Realized Volatility <2006, Montréal>
1
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Journal of econometrics
MPRA Paper
876
European journal of operational research : EJOR
844
Finance research letters
820
Energy economics
818
International journal of theoretical and applied finance
678
NBER working paper series
651
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593
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565
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562
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492
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463
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456
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412
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400
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392
The North American journal of economics and finance : a journal of financial economics studies
389
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383
Economics letters
381
Journal of economic dynamics & control
357
CESifo Working Paper
355
Mathematical finance : an international journal of mathematics, statistics and financial theory
343
Applied economics letters
331
Applied mathematical finance
328
Journal of empirical finance
320
Research in international business and finance
304
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301
Discussion paper / Centre for Economic Policy Research
294
Risks : open access journal
289
The journal of computational finance
287
Journal of international financial markets, institutions & money
284
CESifo Working Paper Series
281
Computational economics
278
The journal of derivatives : the official publication of the International Association of Financial Engineers
278
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ECONIS (ZBW)
527
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1
Resolution of policy uncertainty and sudden declines in
volatility
Amengual, Dante
;
Xiu, Dacheng
- In:
Journal of econometrics
203
(
2018
)
2
,
pp. 297-315
Persistent link: https://www.econbiz.de/10011974676
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2
Pricing and hedging long-term options
Bakshi, Gurdip S.
;
Cao, Charles Q.
;
Chen, Zhiwu
- In:
Journal of econometrics
94
(
2000
)
1/2
,
pp. 277-318
Persistent link: https://www.econbiz.de/10001437760
Saved in:
3
The dynamics of stochastic
volatility
: evidence from underlying and options markets
Jones, Christopher S.
- In:
Journal of econometrics
116
(
2003
)
1/2
,
pp. 181-224
Persistent link: https://www.econbiz.de/10001772147
Saved in:
4
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:
5
Bias reduction in spot
volatility
estimation from options
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 53-81
Persistent link: https://www.econbiz.de/10014364661
Saved in:
6
Realized Laplace transforms for estimation of jump diffusive
volatility
models
Todorov, Viktor
;
Tauchen, George Eugene
;
Grynkiv, Iaryna
- In:
Journal of econometrics
164
(
2011
)
2
,
pp. 367-381
Persistent link: https://www.econbiz.de/10009301899
Saved in:
7
Variance trading and market price of variance risk
Bondarenko, Oleg
- In:
Journal of econometrics
180
(
2014
)
1
,
pp. 81-97
Persistent link: https://www.econbiz.de/10010379480
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8
Time-varying jump tails
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of econometrics
183
(
2014
)
2
,
pp. 168-180
Persistent link: https://www.econbiz.de/10010506069
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9
A Gaussian approximation scheme for computation of option prices in stochastic
volatility
models
Cheng, Ai-ru Meg
;
Gallant, A. Ronald
;
Ji, Chuanshu
; …
- In:
Journal of econometrics
146
(
2008
)
1
,
pp. 44-58
Persistent link: https://www.econbiz.de/10003778206
Saved in:
10
Learning, confidence, and option prices
Shaliastovich, Ivan
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 18-42
Persistent link: https://www.econbiz.de/10011498730
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