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isPartOf:"Journal of econometrics"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"International journal of economics and finance"
~subject:"Estimation"
~subject:"Statistical distribution"
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Search: subject_exact:"Volatility"
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Estimation
Statistical distribution
Volatility
450
Volatilität
450
Theorie
161
Theory
161
Schätzung
152
Estimation theory
126
Schätztheorie
126
Stochastic process
121
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Todorov, Viktor
14
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7
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6
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5
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3
Meddahi, Nour
3
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3
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3
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3
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3
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2
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2
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2
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2
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2
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2
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2
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Journal of econometrics
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
International journal of economics and finance
Energy economics
149
Finance research letters
137
Applied economics
130
Economic modelling
123
International review of economics & finance : IREF
119
International review of financial analysis
113
The North American journal of economics and finance : a journal of financial economics studies
103
Journal of banking & finance
90
Journal of empirical finance
87
Working paper / National Bureau of Economic Research, Inc.
84
NBER working paper series
80
Working paper
79
Applied economics letters
78
Applied financial economics
75
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73
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
71
Journal of international financial markets, institutions & money
71
Journal of international money and finance
71
Research in international business and finance
69
The journal of futures markets
65
Discussion paper / Tinbergen Institute
64
Economics letters
62
Journal of risk and financial management : JRFM
60
CESifo working papers
54
International journal of forecasting
52
Discussion paper / Centre for Economic Policy Research
50
The European journal of finance
50
International journal of finance & economics : IJFE
48
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
46
Quantitative finance
45
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
44
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
42
Journal of financial economics
41
International Journal of Energy Economics and Policy : IJEEP
37
Pacific-Basin finance journal
37
Journal of financial econometrics : official journal of the Society for Financial Econometrics
36
Journal of economic dynamics & control
34
Journal of forecasting
33
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ECONIS (ZBW)
176
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1
Time-varying unobserved heterogeneity in earnings shocks
Botosaru, Irene
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1378-1393
Persistent link: https://www.econbiz.de/10014471381
Saved in:
2
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
3
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
Saved in:
4
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
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5
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
6
High-dimensional conditionally Gaussian state space models with missing data
Chan, Joshua
;
Poon, Aubrey
;
Zhu, Dan
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332310
Saved in:
7
Moments, shocks and spillovers in Markov-switching VAR models
Kole, Erik
;
Dijk, Dick van
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365495
Saved in:
8
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:
9
Scalable inference for a full multivariate stochastic volatility model
Dellaportas, Petros
;
Titsias, Michalis K.
;
Petrova, Katerina
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 501-520
Persistent link: https://www.econbiz.de/10014340078
Saved in:
10
Identifying latent factors based on high-frequency data
Sun, Yucheng
;
Xu, Wen
;
Zhang, Chuanhai
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 251-270
Persistent link: https://www.econbiz.de/10014341048
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