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~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"Volatilität"
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Volatilität
Theorie
154
Theory
154
Volatility
51
Estimation
48
Schätzung
48
Capital income
40
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40
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Fengler, Matthias R.
2
Garcia, René
2
Ghysels, Eric
2
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2
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2
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1
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Fan, Yingying
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1
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1
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1
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1
Han, Heejoon
1
Haug, Stephan
1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
NBER working paper series
200
Finance research letters
194
Working paper / National Bureau of Economic Research, Inc.
181
NBER Working Paper
178
Energy economics
153
Journal of banking & finance
150
Journal of econometrics
141
International review of financial analysis
128
Economic modelling
123
International review of economics & finance : IREF
118
The North American journal of economics and finance : a journal of financial economics studies
108
Journal of empirical finance
104
Applied economics
101
Discussion paper / Tinbergen Institute
96
Economics letters
96
Working paper
92
Journal of economic dynamics & control
90
Discussion paper / Centre for Economic Policy Research
88
International journal of forecasting
87
Journal of financial economics
87
Journal of international money and finance
86
International journal of theoretical and applied finance
81
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
81
Journal of international financial markets, institutions & money
77
Research in international business and finance
76
Mathematical finance : an international journal of mathematics, statistics and financial theory
74
Journal of risk and financial management : JRFM
72
The European journal of finance
70
Applied economics letters
64
Quantitative finance
64
Journal of forecasting
63
The review of financial studies
61
Research paper series / Swiss Finance Institute
58
Computational economics
56
Applied financial economics
53
Econometric reviews
53
Applied mathematical finance
52
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
51
International journal of finance & economics : IJFE
48
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ECONIS (ZBW)
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1
The geometric-VaR backtesting method
Pelletier, Denis
;
Wei, Wei
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 725-745
Persistent link: https://www.econbiz.de/10011623861
Saved in:
2
A dynamic copula approach to recovering the index implied volatility skew
Fengler, Matthias R.
;
Herwartz, Helmut
;
Werner, Christian
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
3
,
pp. 457-493
Persistent link: https://www.econbiz.de/10009571516
Saved in:
3
Identifying asymmetric comovements of international stock market returns
Li, Fuchun
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
3
,
pp. 507-543
Persistent link: https://www.econbiz.de/10010391948
Saved in:
4
Estimation of distortion risk measures
Tsukahara, Hideatsu
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
1
,
pp. 213-235
Persistent link: https://www.econbiz.de/10010233598
Saved in:
5
On variable selection for volatility forecasting : the role of focused selection criteria
Brownlees, Christian
;
Gallo, Giampiero M.
- In:
Journal of financial econometrics : official journal of …
6
(
2008
)
4
,
pp. 513-539
Persistent link: https://www.econbiz.de/10003778985
Saved in:
6
A closer look at the relation between GARCH and stochastic autoregressive volatility
Fleming, Jeff
;
Kirby, Chris
- In:
Journal of financial econometrics : official journal of …
1
(
2003
)
3
,
pp. 365-419
Persistent link: https://www.econbiz.de/10002214166
Saved in:
7
Overnight news and daily equity trading risk limits
Ahoniemi, Katja
;
Fuertes, Ana María
;
Olmo, Jose
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
3
,
pp. 525-551
Persistent link: https://www.econbiz.de/10011623670
Saved in:
8
Semi-parametric conditional quantile models for financial returns and realized volatility
Zikes, Filip
;
Barunik, Jozef
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
1
,
pp. 185-226
Persistent link: https://www.econbiz.de/10011588557
Saved in:
9
Can volatility models explain extreme events?
Trapin, Luca
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
2
,
pp. 297-315
Persistent link: https://www.econbiz.de/10011987768
Saved in:
10
Special issue on "Multivariate volatility models"
Garcia, René
(
contributor
);
Ghysels, Eric
(
contributor
); …
-
2009
Persistent link: https://www.econbiz.de/10003907531
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