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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:"Time series analysis"
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Volatility
Analysis of variance
Börsenkurs
Noise Trading
Time series analysis
Estimation theory
102
Schätztheorie
102
Estimation
24
Schätzung
24
Zeitreihenanalyse
21
Volatilität
20
Theorie
19
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19
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Corsi, Fulvio
2
Engle, Robert F.
2
Frederiksen, Per
2
Ahlgren, Niklas
1
Andreou, Alena
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Antell, Jan
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Audrino, Francesco
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1
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1
Chen, Yi-ting
1
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1
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1
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1
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1
Croux, Christophe
1
Dangl, Thomas
1
Di, Jianing
1
Fan, Jianqing
1
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1
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1
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1
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1
Hill, Jonathan B.
1
Horváth, Lajos
1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of financial economics
Journal of econometrics
385
Econometric theory
170
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
169
Economics letters
157
Discussion paper / Tinbergen Institute
108
Econometric reviews
98
International journal of forecasting
70
CREATES research paper
68
Working paper / Department of Econometrics and Business Statistics, Monash University
68
Journal of forecasting
64
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
57
Applied economics letters
56
Econometrics : open access journal
51
NBER Working Paper
48
Economic modelling
47
Journal of empirical finance
47
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
47
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
46
Journal of the American Statistical Association : JASA
44
The econometrics journal
44
Cowles Foundation discussion paper
43
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
41
Journal of time series econometrics
40
Applied economics
39
Computational economics
37
Journal of applied econometrics
37
NBER working paper series
35
SFB 649 discussion paper
33
EUI working paper / ECO
32
Série des documents de travail / Centre de Recherche en Économie et Statistique
32
Working paper
30
Finance research letters
29
Working paper / National Bureau of Economic Research, Inc.
28
Journal of banking & finance
27
Working paper series
27
Discussion paper / Center for Economic Research, Tilburg University
25
Journal of risk and financial management : JRFM
24
Oxford bulletin of economics and statistics
24
Quantitative finance
24
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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
Dynamic functional regression with application to the cross-section of returns
Kokoszka, Piotr
;
Miao, Hong
;
Reimherr, Matthew
; …
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
3
,
pp. 461-485
Persistent link: https://www.econbiz.de/10011987795
Saved in:
4
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:
5
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:
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
Two-scale realized kernels : a univariate case
Ikeda, Shin S.
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
1
,
pp. 126-165
Persistent link: https://www.econbiz.de/10010519659
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