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isPartOf:"Journal of econometrics"
~isPartOf:"Econometric Reviews"
~person:"Ghysels, Eric"
~person:"Shephard, Neil G."
~person:"Todorov, Viktor"
~subject:"Börsenkurs"
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Search: subject_exact:"Volatility"
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Börsenkurs
Volatility
30
Volatilität
29
Estimation
15
Schätzung
15
Stochastic process
15
Stochastischer Prozess
15
Estimation theory
12
Schätztheorie
12
Capital income
11
Kapitaleinkommen
11
Share price
11
Time series analysis
9
Zeitreihenanalyse
9
Theorie
8
Theory
8
High-frequency data
7
Option pricing theory
6
Optionspreistheorie
6
Stochastic volatility
6
Nichtparametrisches Verfahren
5
Nonparametric statistics
5
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Forecasting model
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Options
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ARCH model
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Aktienindex
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Induktive Statistik
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Jumps
3
Martingal
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Martingale
3
Option trading
3
Optionsgeschäft
3
Statistical distribution
3
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English
11
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Ghysels, Eric
Shephard, Neil G.
Todorov, Viktor
Tauchen, George Eugene
8
Li, Jia
5
Kim, Donggyu
4
Bollerslev, Tim
3
Wang, Yazhen
3
Andersen, Torben
2
Aït-Sahalia, Yacine
2
Christensen, Kim
2
Clinet, Simon
2
Francq, Christian
2
Gallant, A. Ronald
2
Li, Yingying
2
Liesenfeld, Roman
2
McAleer, Michael
2
Mykland, Per A.
2
Potiron, Yoann
2
Xiu, Dacheng
2
Yang, Xiye
2
Zakoïan, Jean-Michel
2
Zhang, Congshan
2
Ahsan, Nazmul
1
Andreou, Elena
1
Baldovin, Fulvio
1
Bauer, Gregory H.
1
Bekaert, Geert
1
Bibinger, Markus
1
Bondarenko, Oleg
1
Boswijk, Herman Peter
1
Bouezmarni, Taoufik
1
Brunetti, Celso
1
Caporin, Massimiliano
1
Caraglio, Michele
1
Chaker, Selma
1
Chang, Chia-Lin
1
Chen, Richard Y.
1
Chen, Rui
1
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1
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1
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Journal of econometrics
Econometric Reviews
CREATES research paper
3
Journal of financial economics
2
Quantitative economics : QE ; journal of the Econometric Society
2
Discussion paper / Centre for Economic Policy Research
1
ERID working paper
1
Econometric analysis of financial and economic time series ; part a
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics
1
Kenan Institute of Private Enterprise Research Paper
1
SFB 649 discussion paper
1
The journal of finance : the journal of the American Finance Association
1
The review of economics and statistics
1
Tools and techniques
1
Working paper / Department of Economics, University of Cyprus
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ECONIS (ZBW)
11
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1
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:
2
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:
3
Variation and efficiency of high-frequency betas
Zhang, Congshan
;
Li, Jia
;
Todorov, Viktor
;
Tauchen, …
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 156-175
Persistent link: https://www.econbiz.de/10013441735
Saved in:
4
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
Saved in:
5
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:
6
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:
7
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
Saved in:
8
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:
9
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
Saved in:
10
Jump tails, extreme dependencies, and the distribution of stock returns
Bollerslev, Tim
;
Todorov, Viktor
;
Li, Sophia Zhengzi
- In:
Journal of econometrics
172
(
2013
)
2
,
pp. 307-324
Persistent link: https://www.econbiz.de/10009706199
Saved in:
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