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~isPartOf:"Documentos de Trabajo del ICAE"
~isPartOf:"Journal of economic dynamics & control"
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Search: subject_exact:"Volatility"
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Volatility
475
Volatilität
468
Theorie
195
Theory
195
Stochastic process
150
Stochastischer Prozess
150
Estimation
132
Schätzung
132
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119
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Bollerslev, Tim
19
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17
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12
Aït-Sahalia, Yacine
11
Meddahi, Nour
8
Xiu, Dacheng
8
Li, Jia
7
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7
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7
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6
Chang, Chia-Lin
6
Ghysels, Eric
6
Kim, Donggyu
6
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6
Asai, Manabu
5
Gallant, A. Ronald
5
Gouriéroux, Christian
5
Hallin, Marc
5
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5
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4
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4
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4
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4
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4
Renault, Eric
4
Yu, Jun
4
Zakoïan, Jean-Michel
4
Bandi, Federico M.
3
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3
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3
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Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
8
Conference on Realized Volatility <2006, Montréal>
1
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Journal of econometrics
Documentos de Trabajo del ICAE
Journal of economic dynamics & control
Energy economics
610
Finance research letters
560
NBER working paper series
485
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467
International review of financial analysis
419
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416
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379
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375
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368
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361
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341
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324
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266
Journal of empirical finance
265
Applied economics letters
262
Research in international business and finance
255
Economics letters
246
International journal of theoretical and applied finance
245
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245
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240
Journal of international financial markets, institutions & money
237
Journal of international money and finance
230
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198
Journal of risk and financial management : JRFM
197
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191
Journal of financial economics
184
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172
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
172
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171
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170
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166
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157
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150
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148
International journal of finance & economics : IJFE
146
International journal of forecasting
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Journal of forecasting
131
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ECONIS (ZBW)
468
RePEc
8
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476
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1
Dynamic industry uncertainty networks and the business cycle
Baruník, Jozef
;
Bevilacqua, Mattia
;
Faff, Robert W.
- In:
Journal of economic dynamics & control
159
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014532383
Saved in:
2
Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel F.
;
Sun, Yixiao
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1281-1309
Persistent link: https://www.econbiz.de/10014471377
Saved in:
3
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:
4
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:
5
Comparing stochastic volatility specifications for large Bayesian VARs
Chan, Joshua
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1419-1446
Persistent link: https://www.econbiz.de/10014471398
Saved in:
6
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:
7
Large volatility matrix analysis using global and national factor models
Choi, Sung Hoon
;
Kim, Donggyu
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1917-1933
Persistent link: https://www.econbiz.de/10014471436
Saved in:
8
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
Saved in:
9
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:
10
Vector autoregression models with skewness and heavy tails
Karlsson, Sune
;
Mazur, Stepan
;
Nguyen, Hoang
- In:
Journal of economic dynamics & control
146
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014478164
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