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isPartOf:"Journal of econometrics"
~isPartOf:"Economics letters"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~subject:"Financial market"
~subject:"Prognoseverfahren"
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Search: subject_exact:"Volatility"
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Financial market
Prognoseverfahren
Volatilität
1,034
Volatility
1,033
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368
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368
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240
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240
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Bollerslev, Tim
10
Andersen, Torben
9
Diebold, Francis X.
9
Ghysels, Eric
6
Bekaert, Geert
5
Patton, Andrew J.
5
Aït-Sahalia, Yacine
4
Hallin, Marc
4
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3
Christoffersen, Peter F.
3
Engle, Robert F.
3
Fan, Jianqing
3
Hoerova, Marie
3
Kim, Donggyu
3
Rancière, Romain
3
Renò, Roberto
3
Tauchen, George Eugene
3
Zhou, Hao
3
Aghion, Philippe
2
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2
Ardia, David
2
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2
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2
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2
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2
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2
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2
Qiu, Yue
2
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2
Santa-Clara, Pedro
2
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2
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2
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Journal of econometrics
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Working paper / National Bureau of Economic Research, Inc.
Finance research letters
127
International journal of forecasting
125
Energy economics
122
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115
International review of financial analysis
100
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International review of economics & finance : IREF
75
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73
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36
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36
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36
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35
The journal of futures markets
35
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
34
Journal of international financial markets, institutions & money
33
Journal of financial economics
32
Pacific-Basin finance journal
32
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
27
Computational economics
26
Journal of financial econometrics
26
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of international money and finance
25
Emerging markets, finance and trade : EMFT
24
Finance and economics discussion series
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Journal of economic dynamics & control
22
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ECONIS (ZBW)
145
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1
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:
2
Large stochastic volatility in mean VARs
Cross, Jamie
;
Hou, Chenghan
;
Koop, Gary
;
Poon, Aubrey
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014332245
Saved in:
3
Do asset-backed stablecoins spread crypto volatility to traditional financial assets? : evidence from Tether
Wu, Shui Tang
;
Leung, Pak Ho
- In:
Economics letters
229
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014456112
Saved in:
4
Beyond rocket science : a factor model for convertible bond returns
Li, Zhiyong
;
Wang, Haixu
;
Yu, Mei
- In:
Economics letters
233
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014505094
Saved in:
5
Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process
Wang, Xiaohu
;
Xiao, Weilin
;
Yu, Jun
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 389-415
Persistent link: https://www.econbiz.de/10014339985
Saved in:
6
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
Saved in:
7
From zero to hero : realized partial (co)variances
Bollerslev, Tim
;
Medeiros, Marcelo C.
;
Patton, Andrew J.
; …
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 348-360
Persistent link: https://www.econbiz.de/10013464800
Saved in:
8
Testing for parameter instability and structural change in persistent predictive regressions
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 361-386
Persistent link: https://www.econbiz.de/10013464808
Saved in:
9
The drift burst hypothesis
Christensen, Kim
;
Oomen, Roel
;
Renò, Roberto
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 461-497
Persistent link: https://www.econbiz.de/10013442150
Saved in:
10
Volatility and informativeness
Dávila, Eduardo
;
Parlatore, Cecilia
-
2019
Persistent link: https://www.econbiz.de/10011982164
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