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isPartOf:"Journal of econometrics"
~isPartOf:"IMF working papers"
~isPartOf:"International journal of finance & economics : IJFE"
~subject:"Option pricing theory"
~subject:"Schätzung"
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Search: subject_exact:"Volatility"
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Option pricing theory
Schätzung
Volatility
608
Volatilität
607
Theorie
184
Theory
184
Estimation
160
Estimation theory
120
Schätztheorie
120
Börsenkurs
119
Share price
119
Stochastic process
113
Stochastischer Prozess
113
Time series analysis
113
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113
ARCH model
108
ARCH-Modell
108
Capital income
105
Kapitaleinkommen
105
Exchange rate
83
Wechselkurs
83
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73
Prognoseverfahren
73
Aktienmarkt
58
Stock market
58
Welt
57
World
57
Market microstructure
47
Marktmikrostruktur
47
Optionspreistheorie
44
Nichtparametrisches Verfahren
41
Nonparametric statistics
41
USA
39
United States
39
Statistical distribution
37
Statistische Verteilung
37
Financial market
34
Finanzmarkt
34
Stochastic volatility
34
Emerging economies
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English
187
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Todorov, Viktor
14
Bollerslev, Tim
9
Tauchen, George Eugene
8
Xiu, Dacheng
7
Aït-Sahalia, Yacine
6
Kim, Donggyu
5
Li, Jia
5
Andersen, Torben
4
Asai, Manabu
3
Francq, Christian
3
Ghysels, Eric
3
McAleer, Michael
3
Patton, Andrew J.
3
Wang, Yazhen
3
Zakoïan, Jean-Michel
3
Amengual, Dante
2
Bandi, Federico M.
2
Barigozzi, Matteo
2
Bibinger, Markus
2
Bondarenko, Oleg
2
Cheung, Yin-Wong
2
Christensen, Kim
2
Creal, Drew
2
Ergemen, Yunus Emre
2
Fan, Jianqing
2
Gallant, A. Ronald
2
Gallo, Giampiero M.
2
Grynkiv, Iaryna
2
Gupta, Rangan
2
Hallin, Marc
2
Harvey, Andrew C.
2
Kong, Xin-Bing
2
Li, Yingying
2
Ma, Feng
2
Neely, Christopher J.
2
Paolella, Marc S.
2
Park, Joon Y.
2
Park, Yang-Ho
2
Polak, Pawel
2
Quaedvlieg, Rogier
2
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International Monetary Fund
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Journal of econometrics
IMF working papers
International journal of finance & economics : IJFE
International journal of theoretical and applied finance
164
Energy economics
158
Finance research letters
153
Applied economics
143
Journal of banking & finance
142
The North American journal of economics and finance : a journal of financial economics studies
132
Economic modelling
130
Quantitative finance
129
International review of economics & finance : IREF
128
The journal of futures markets
117
International review of financial analysis
115
Journal of empirical finance
92
Working paper / National Bureau of Economic Research, Inc.
87
Applied financial economics
85
NBER working paper series
85
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84
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80
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78
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75
Journal of international financial markets, institutions & money
74
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72
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70
Discussion paper / Tinbergen Institute
69
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
69
Journal of risk and financial management : JRFM
68
Economics letters
66
The journal of computational finance
65
Journal of economic dynamics & control
64
The European journal of finance
64
Mathematical finance : an international journal of mathematics, statistics and financial theory
61
Journal of financial economics
56
CESifo working papers
54
Review of derivatives research
54
International journal of financial engineering
53
Discussion paper / Centre for Economic Policy Research
51
International journal of forecasting
51
Journal of mathematical finance
50
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49
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ECONIS (ZBW)
187
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187
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1
Directional predictability from energy markets to exchange rates and stock markets in the emerging market countries (E7 + 1) : new evidence from cross-quantilogram approach
Tiwari, Aviral Kumar
;
Shahbaz, Muhammad
;
Khalfaoui, Rabeh
; …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 719-789
Persistent link: https://www.econbiz.de/10014469052
Saved in:
2
How different are monetary unions to national economies according to prices?
Glushenkova, Marina
;
Zachariadis, Marios
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 684-702
Persistent link: https://www.econbiz.de/10014469049
Saved in:
3
Joint calibration of S&P 500 and VIX options under local stochastic volatility models
Zhou, Zhiqiang
;
Xu, Wei
;
Rubtsov, Alexey
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 273-310
Persistent link: https://www.econbiz.de/10014469009
Saved in:
4
Time-varying unobserved heterogeneity in earnings shocks
Botosaru, Irene
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1378-1393
Persistent link: https://www.econbiz.de/10014471381
Saved in:
5
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:
6
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:
7
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:
8
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:
9
Does the tail risk index matter in forecasting downside risk?
Hung, Jui-Cheng
;
Liu, Hung-Chun
;
Yang, J. Jimmy
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 3451-3466
Persistent link: https://www.econbiz.de/10014327761
Saved in:
10
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
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