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isPartOf:"Journal of econometrics"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~subject:"Estimation"
~subject:"Statistical distribution"
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Search: subject_exact:"Volatility"
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Estimation
Statistical distribution
Volatility
352
Volatilität
352
Theorie
151
Theory
151
Estimation theory
122
Schätztheorie
122
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120
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118
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Todorov, Viktor
14
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9
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7
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6
Härdle, Wolfgang
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5
Li, Jia
5
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4
Aït-Sahalia, Yacine
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Francq, Christian
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4
Xiu, Dacheng
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Zakoïan, Jean-Michel
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3
Meddahi, Nour
3
Patton, Andrew J.
3
Swanson, Norman R.
3
Wang, Yazhen
3
Asai, Manabu
2
Barigozzi, Matteo
2
Bibinger, Markus
2
Bondarenko, Oleg
2
Calvet, Laurent E.
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Kong, Xin-Bing
2
Li, Yingying
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
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
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Applied economics letters
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Journal of international financial markets, institutions & money
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Journal of international money and finance
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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
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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
International journal of economics and finance
33
Journal of forecasting
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ECONIS (ZBW)
143
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51
R-estimation in semiparametric dynamic location-scale models
Hallin, Marc
;
La Vecchia, Davide
- In:
Journal of econometrics
196
(
2017
)
2
,
pp. 222-247
Persistent link: https://www.econbiz.de/10011818285
Saved in:
52
Estimation of fractionally integrated panels with fixed effects and cross-section dependence
Ergemen, Yunus Emre
;
Velasco, Carlos
- In:
Journal of econometrics
196
(
2017
)
2
,
pp. 248-258
Persistent link: https://www.econbiz.de/10011818289
Saved in:
53
Testing for non-correlation between price and volatility jumps
Jacod, Jean
;
Klüppelberg, Claudia
;
Müller, Gernot
- In:
Journal of econometrics
197
(
2017
)
2
,
pp. 284-297
Persistent link: https://www.econbiz.de/10011818360
Saved in:
54
Chasing volatility : a persistent multiplicative error model with jumps
Caporin, Massimiliano
;
Rossi, Eduardo
;
Santucci de …
- In:
Journal of econometrics
198
(
2017
)
1
,
pp. 122-145
Persistent link: https://www.econbiz.de/10011818372
Saved in:
55
Adaptive estimation of continuous-time regression models using high-frequency data
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Journal of econometrics
200
(
2017
)
1
,
pp. 36-47
Persistent link: https://www.econbiz.de/10011897689
Saved in:
56
On high frequency estimation of the frictionless price : the use of observed liquidity variables
Chaker, Selma
- In:
Journal of econometrics
201
(
2017
)
1
,
pp. 127-143
Persistent link: https://www.econbiz.de/10011917437
Saved in:
57
Using principal component analysis to estimate a high dimensional factor model with high-frequency data
Aït-Sahalia, Yacine
;
Xiu, Dacheng
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 384-399
Persistent link: https://www.econbiz.de/10011920525
Saved in:
58
Mixed-scale jump regressions with bootstrap inference
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
;
Chen, Rui
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 417-432
Persistent link: https://www.econbiz.de/10011920538
Saved in:
59
A reexamination of stock return predictability
Choi, Yongok
;
Jacewitz, Stefan
;
Park, Joon Y.
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 168-189
Persistent link: https://www.econbiz.de/10011617132
Saved in:
60
Inference theory for volatility functional dependencies
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Journal of econometrics
193
(
2016
)
1
,
pp. 17-34
Persistent link: https://www.econbiz.de/10011704756
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