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isPartOf:"Journal of econometrics"
~isPartOf:"Economics letters"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~subject:"ARCH-Modell"
~subject:"Estimation theory"
~subject:"Statistische Verteilung"
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ARCH-Modell
Estimation theory
Statistische Verteilung
Volatility
739
Volatilität
736
Theorie
230
Theory
230
Estimation
198
Schätzung
198
Börsenkurs
170
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170
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161
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Todorov, Viktor
12
Bollerslev, Tim
9
Andersen, Torben
7
Tauchen, George Eugene
7
Li, Jia
6
Meddahi, Nour
6
Kim, Donggyu
5
Li, Yingying
5
Xiu, Dacheng
5
Aït-Sahalia, Yacine
4
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4
Gupta, Rangan
4
Hafner, Christian M.
4
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4
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4
Mykland, Per A.
4
Park, Joon Y.
4
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4
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4
Zakoïan, Jean-Michel
4
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3
Chang, Chia-Lin
3
Gonçalves, Sílvia
3
Gouriéroux, Christian
3
Hallin, Marc
3
Jasiak, Joann
3
Linton, Oliver
3
Paolella, Marc S.
3
Renault, Eric
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Renò, Roberto
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Swanson, Norman R.
3
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3
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3
Zhu, Ke
3
Amengual, Dante
2
Andreou, Elena
2
Apergēs, Nikolaos
2
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2
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Journal of econometrics
Economics letters
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Energy economics
223
Finance research letters
159
Economic modelling
122
International review of financial analysis
120
Journal of empirical finance
111
Applied economics
110
The North American journal of economics and finance : a journal of financial economics studies
110
International review of economics & finance : IREF
102
Research in international business and finance
94
Journal of risk and financial management : JRFM
79
Journal of international financial markets, institutions & money
78
Discussion paper / Tinbergen Institute
76
International journal of forecasting
76
Journal of banking & finance
72
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
70
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65
Applied financial economics
64
Journal of financial econometrics : official journal of the Society for Financial Econometrics
56
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
56
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54
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The journal of futures markets
52
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50
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48
International journal of finance & economics : IJFE
46
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40
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
39
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Journal of financial econometrics
35
Review of quantitative finance and accounting
34
CREATES research paper
33
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33
International journal of theoretical and applied finance
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ECONIS (ZBW)
289
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1
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289
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1
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:
2
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:
3
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:
4
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:
5
Semiparametric estimation of latent variable asset pricing models
Dalderop, Jeroen
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014332225
Saved in:
6
On the predictive ability of conditional market skewness
Serna, Gregorio
- In:
The quarterly review of economics and finance : journal …
91
(
2023
),
pp. 186-191
Persistent link: https://www.econbiz.de/10014461560
Saved in:
7
Testing the forecasting power of global economic conditions for the volatility of international REITs using a GARCH-MIDAS approach
Salisu, Afees A.
;
Gupta, Rangan
;
Bouri, Elie
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 303-314
Persistent link: https://www.econbiz.de/10014428077
Saved in:
8
Bias reduction in spot volatility estimation from options
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 53-81
Persistent link: https://www.econbiz.de/10014364661
Saved in:
9
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:
10
A simple joint model for returns, volatility and volatility of volatility
Ding, Yashuang
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 521-543
Persistent link: https://www.econbiz.de/10014340096
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