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isPartOf:"Journal of econometrics"
~isPartOf:"Econometric Reviews"
~person:"Ghysels, Eric"
~person:"Shephard, Neil G."
~person:"Todorov, Viktor"
~subject:"ARCH-Modell"
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Search: subject_exact:"Volatility"
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ARCH-Modell
Volatility
30
Volatilität
29
Estimation
15
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Ghysels, Eric
Shephard, Neil G.
Todorov, Viktor
Bollerslev, Tim
4
Francq, Christian
4
Zakoïan, Jean-Michel
4
Hallin, Marc
3
Kim, Donggyu
3
Paolella, Marc S.
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Journal of econometrics
Econometric Reviews
Department of Economics discussion paper series / University of Oxford
3
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2
Journal of applied econometrics
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Econometric theory
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Handbook of financial time series
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Predicting the VIX and the volatility risk premium : the role of short-run funding spreads Volatility Factors
Andreou, Elena
;
Ghysels, Eric
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 366-398
Persistent link: https://www.econbiz.de/10012618520
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2
Volatility activity : specification and estimation
Todorov, Viktor
;
Tauchen, George Eugene
;
Grynkiv, Iaryna
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 180-193
Persistent link: https://www.econbiz.de/10010255447
Saved in:
3
Multivariate rotated ARCH models
Noureldin, Diaa
;
Shephard, Neil G.
;
Sheppard, Kevin
- In:
Journal of econometrics
179
(
2014
)
1
,
pp. 16-30
Persistent link: https://www.econbiz.de/10010258286
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