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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
subject:"Volatility"
~isPartOf:"Journal of financial economics"
~subject:"Analysis of variance"
~subject:"Börsenkurs"
~subject:"Noise Trading"
~subject:"Risk measure"
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Volatility
Analysis of variance
Börsenkurs
Noise Trading
Risk measure
Estimation theory
102
Schätztheorie
102
Estimation
24
Schätzung
24
Time series analysis
21
Zeitreihenanalyse
21
Volatilität
20
Theorie
19
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Marktmikrostruktur
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English
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Francq, Christian
2
Horváth, Lajos
2
Zakoïan, Jean-Michel
2
Ahlgren, Niklas
1
Andreou, Alena
1
Antell, Jan
1
Bakshi, Gurdip S.
1
Balter, Janine
1
Bormann, Carsten
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Bos, Charles S.
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1
Brandt, Michael W.
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1
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1
Carrasco, Marine
1
Chinco, Alex
1
Christoffersen, Peter F.
1
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1
Cremers, Martijn
1
Croux, Christophe
1
Czellar, Veronika
1
Dangl, Thomas
1
Dupuis, Debbie J.
1
Engle, Robert F.
1
Fan, Jianqing
1
Fan, Yingying
1
Fleckenstein, Matthias
1
Frederiksen, Per
1
Gandhi, Priyank
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Ghysels, Eric
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Gray, Stephen
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Halling, Michael
1
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Hausman, Jerry A.
1
Herwartz, Helmut
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Hill, Jonathan B.
1
Härdle, Wolfgang
1
Ikeda, Shin S.
1
Janus, Paweł
1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of financial economics
Journal of econometrics
150
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
63
Discussion paper / Tinbergen Institute
33
Journal of empirical finance
33
Economics letters
32
Journal of banking & finance
29
Quantitative finance
27
Finance research letters
25
Insurance / Mathematics & economics
25
Journal of risk
25
Econometric reviews
24
Journal of financial econometrics
23
Economic modelling
22
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
22
CREATES research paper
20
International journal of theoretical and applied finance
19
Econometric theory
18
International journal of forecasting
17
Journal of risk and financial management : JRFM
17
SFB 649 discussion paper
17
Journal of forecasting
16
European journal of operational research : EJOR
15
The North American journal of economics and finance : a journal of financial economics studies
15
The econometrics journal
15
Computational economics
14
International journal of economics and financial issues : IJEFI
14
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
14
Working paper
14
Cambridge working papers in economics
12
Econometrics : open access journal
12
Journal of mathematical finance
12
NBER Working Paper
12
Série des documents de travail / Centre de Recherche en Économie et Statistique
12
The European journal of finance
12
The journal of risk model validation
12
Working papers
12
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
11
Journal of the American Statistical Association : JASA
11
Applied economics
10
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1
Treasury yield implied volatility and real activity
Cremers, Martijn
;
Fleckenstein, Matthias
;
Gandhi, Priyank
- In:
Journal of financial economics
140
(
2021
)
2
,
pp. 412-435
Persistent link: https://www.econbiz.de/10012650450
Saved in:
2
Estimating the anomaly base rate
Chinco, Alex
;
Neuhierl, Andreas
;
Weber, Michael
- In:
Journal of financial economics
140
(
2021
)
1
,
pp. 101-126
Persistent link: https://www.econbiz.de/10013188625
Saved in:
3
Combining multivariate volatility forecasts: an economic-based approach
Caldeira, João F.
;
Moura, Guilherme Valle
;
Nogales, …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 247-285
Persistent link: https://www.econbiz.de/10011987429
Saved in:
4
Tests for abnormal returns in the presence of event-induced cross-sectional correlation
Ahlgren, Niklas
;
Antell, Jan
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 286-301
Persistent link: https://www.econbiz.de/10011987446
Saved in:
5
Beyond dimension two : a test for higher-order tail risk
Bormann, Carsten
;
Schaumburg, Julia
;
Schienle, Melanie
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
3
,
pp. 552-580
Persistent link: https://www.econbiz.de/10011623690
Saved in:
6
Dynamic conditional beta
Engle, Robert F.
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 643-667
Persistent link: https://www.econbiz.de/10011623818
Saved in:
7
Quantile regression for long memory testing : a case of realized volatility
Hassler, Uwe
;
Rodrigues, Paulo M. M.
;
Rubia, Antonio
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 693-724
Persistent link: https://www.econbiz.de/10011623824
Saved in:
8
Variance targeting estimation of multivariate GARCH models
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 353-382
Persistent link: https://www.econbiz.de/10011589013
Saved in:
9
Adaptive Realized Kernels
Carrasco, Marine
;
Kotchoni, Rachidi
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
4
,
pp. 757-797
Persistent link: https://www.econbiz.de/10011417704
Saved in:
10
Accurate methods for approximate Bayesian Computation Filtering
Calvet, Laurent E.
;
Czellar, Veronika
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
4
,
pp. 798-838
Persistent link: https://www.econbiz.de/10011417791
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