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isPartOf:"Journal of econometrics"
~isPartOf:"Economics letters"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~subject:"Prognoseverfahren"
~subject:"Theory"
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Search: subject_exact:"Volatility"
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Prognoseverfahren
Theory
Volatilität
1,034
Volatility
1,033
Theorie
368
Estimation
240
Schätzung
240
Börsenkurs
225
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225
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225
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225
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146
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65
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Andersen, Torben
15
Bollerslev, Tim
15
Aït-Sahalia, Yacine
11
Aizenman, Joshua
8
Diebold, Francis X.
8
Bekaert, Geert
6
Todorov, Viktor
6
Engel, Charles
5
Engle, Robert F.
5
Ghysels, Eric
5
McAleer, Michael
5
Patton, Andrew J.
5
Renault, Eric
5
Tauchen, George Eugene
5
Bates, David S.
4
Campbell, John Y.
4
Fan, Jianqing
4
Hallin, Marc
4
Kim, Donggyu
4
Meddahi, Nour
4
Rose, Andrew
4
Agénor, Pierre-Richard
3
Asai, Manabu
3
Barigozzi, Matteo
3
Caballero, Ricardo J.
3
Calvet, Laurent E.
3
Cavaliere, Giuseppe
3
Christoffersen, Peter F.
3
Cochrane, John H.
3
Farmer, Roger E. A.
3
Gertler, Mark
3
Giglio, Stefano
3
Maheu, John M.
3
Nielsen, Morten Ørregaard
3
Paolella, Marc S.
3
Park, Joon Y.
3
Poon, Aubrey
3
Renò, Roberto
3
Yu, Jun
3
Zhou, Hao
3
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Journal of econometrics
Economics letters
Working paper / National Bureau of Economic Research, Inc.
NBER working paper series
178
Finance research letters
163
NBER Working Paper
160
Energy economics
152
Journal of banking & finance
144
International journal of forecasting
134
International review of financial analysis
124
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123
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117
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106
International review of economics & finance : IREF
104
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100
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93
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87
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85
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85
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83
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
82
International journal of theoretical and applied finance
80
Journal of economic dynamics & control
76
Journal of international money and finance
75
Mathematical finance : an international journal of mathematics, statistics and financial theory
73
The European journal of finance
73
The journal of futures markets
69
Applied economics letters
68
Quantitative finance
63
The review of financial studies
63
Econometric reviews
59
Journal of financial econometrics : official journal of the Society for Financial Econometrics
57
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
56
Applied financial economics
55
Computational economics
54
Journal of international financial markets, institutions & money
54
International journal of finance & economics : IJFE
53
Journal of risk and financial management : JRFM
53
Research paper series / Swiss Finance Institute
49
CREATES research paper
46
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ECONIS (ZBW)
419
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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
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:
3
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:
4
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:
5
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:
6
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:
7
High-dimensional conditionally Gaussian state space models with missing data
Chan, Joshua
;
Poon, Aubrey
;
Zhu, Dan
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332310
Saved in:
8
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:
9
Is central bank news good news for loan interest rates volatility?
Chrysanthopoulou, Xakousti
;
Tsioutsios, Alexandros
; …
- In:
Economics letters
233
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014506275
Saved in:
10
Moments, shocks and spillovers in Markov-switching VAR models
Kole, Erik
;
Dijk, Dick van
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365495
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