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~subject:"Volatilität"
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Volatilität
Estimation
254
Schätzung
254
Capital income
121
Kapitaleinkommen
121
Theorie
101
Theory
101
Volatility
84
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Caporin, Massimiliano
2
Christiansen, Charlotte
2
Conrad, Christian
2
Dijk, Dick van
2
Karanasos, Menelaos
2
Kim, Kun Ho
2
Opschoor, Anne
2
Wel, Michel van der
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Abergel, Frédéric
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Aboulamer, Anas
1
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1
Alexeev, Vitali
1
Ali, Faek Menla
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Aragó Manzana, Vicent
1
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1
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1
Bartram, Söhnke M.
1
Bee, Marco
1
Beetsma, Roel
1
Beltratti, Andrea
1
BenSaïda, Ahmed
1
Bessler, Wolfgang
1
Bonato, Matteo
1
Brockman, Paul
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Brooks, Robert
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Brunetti, Celso
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Chang, Li-Han
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Chen Zhou
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D'Addona, Stefano
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Journal of empirical finance
Energy economics
145
Applied economics
129
Finance research letters
119
Economic modelling
117
International review of economics & finance : IREF
114
Journal of econometrics
105
International review of financial analysis
104
The North American journal of economics and finance : a journal of financial economics studies
96
Working paper / National Bureau of Economic Research, Inc.
86
Journal of banking & finance
85
Applied financial economics
81
NBER working paper series
81
Applied economics letters
79
Working paper
77
Journal of international financial markets, institutions & money
75
NBER Working Paper
74
Journal of international money and finance
72
Research in international business and finance
69
The journal of futures markets
64
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
61
Discussion paper / Tinbergen Institute
60
CESifo working papers
58
Economics letters
58
Discussion paper / Centre for Economic Policy Research
52
Journal of risk and financial management : JRFM
52
The European journal of finance
48
International journal of forecasting
47
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
46
International journal of finance & economics : IJFE
44
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
43
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
42
Journal of financial economics
38
International Journal of Energy Economics and Policy : IJEEP
37
Journal of financial econometrics : official journal of the Society for Financial Econometrics
36
Pacific-Basin finance journal
33
Quantitative finance
33
International journal of economics and finance
32
Journal of economic dynamics & control
32
Journal of financial econometrics
31
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ECONIS (ZBW)
84
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1
Option pricing under linear autoregressive dynamics, heteroskedasticity, and conditional leptokurtosis
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Journal of empirical finance
8
(
2001
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10001568288
Saved in:
2
Firm level return-volatility analysis using dynamic panels
Smith, L. Vanessa
;
Yamagata, Takashi
- In:
Journal of empirical finance
18
(
2011
)
5
,
pp. 847-867
Persistent link: https://www.econbiz.de/10009492528
Saved in:
3
Do interest rate differentials drive the volatility of exchange rates? : evidence from an extended stochastic volatility model
Ulm, Maren
;
Hambuckers, Julien
- In:
Journal of empirical finance
65
(
2022
),
pp. 125-148
Persistent link: https://www.econbiz.de/10013286403
Saved in:
4
Multivariate stochastic volatility models : estimation and a comparison with VGARCH models
Daníelsson, Jón
- In:
Journal of empirical finance
5
(
1998
)
2
,
pp. 155-173
Persistent link: https://www.econbiz.de/10001374884
Saved in:
5
Volatility and cross correlation across major stock markets
Ramchand, Latha
;
Susmel, Raul
- In:
Journal of empirical finance
5
(
1998
)
4
,
pp. 397-416
Persistent link: https://www.econbiz.de/10001375197
Saved in:
6
Volatility in equity markets and monetary policy rate uncertainty
Kaminska, Iryna
;
Roberts-Sklar, Matt
- In:
Journal of empirical finance
45
(
2018
),
pp. 68-83
Persistent link: https://www.econbiz.de/10012102459
Saved in:
7
The decomposition of jump risks in individual stock returns
Xiao, Xiao
;
Chen Zhou
- In:
Journal of empirical finance
47
(
2018
),
pp. 207-228
Persistent link: https://www.econbiz.de/10012103499
Saved in:
8
The robust “maximum daily return effect as demand for lottery” and “idiosyncratic volatility puzzle”
Egginton, Jared
;
Hur, Jungshik
- In:
Journal of empirical finance
47
(
2018
),
pp. 229-245
Persistent link: https://www.econbiz.de/10012103500
Saved in:
9
Realizing the extremes : estimation of tail-risk measures from a high-frequency perspective
Bee, Marco
;
Dupuis, Debbie J.
;
Trapin, Luca
- In:
Journal of empirical finance
36
(
2016
),
pp. 86-99
Persistent link: https://www.econbiz.de/10011662757
Saved in:
10
Bringing an elementary agent-based model to the data : estimation via GMM and an application to forecasting of asset price volatility
Ghonghadze, Jaba
;
Lux, Thomas
- In:
Journal of empirical finance
37
(
2016
),
pp. 1-19
Persistent link: https://www.econbiz.de/10011662890
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