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source:"econis"
~isPartOf:"Energy economics"
~isPartOf:"Journal of financial econometrics"
~subject:"Volatilität"
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Volatilität
Time series analysis
246
Zeitreihenanalyse
245
Volatility
96
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85
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85
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84
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Gupta, Rangan
5
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Pierdzioch, Christian
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Ji, Qiang
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1
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1
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1
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Energy economics
Journal of financial econometrics
Journal of econometrics
100
Discussion paper / Tinbergen Institute
76
International journal of forecasting
60
Economic modelling
56
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
55
Journal of empirical finance
48
Finance research letters
44
Economics letters
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Journal of forecasting
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Applied economics
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Econometric reviews
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The North American journal of economics and finance : a journal of financial economics studies
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International review of financial analysis
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International review of economics & finance : IREF
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SFB 649 discussion paper
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Journal of economic dynamics & control
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CAMA working paper series
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Econometrics : open access journal
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Applied economics letters
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CESifo working papers
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Journal of international financial markets, institutions & money
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Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
12
Econometric Institute research papers
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Econometric theory
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International Journal of Energy Economics and Policy : IJEEP
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ECONIS (ZBW)
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1
Volatility of volatility estimation : central limit theorems for the fourier transform estimator and empirical study of the daily time series stylized facts
Toscano, Giacomo
;
Livieri, Giulia
;
Mancino, Maria Elvira
; …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 252-296
Persistent link: https://www.econbiz.de/10014526318
Saved in:
2
Dynamic covariance matrix estimation and portfolio analysis with high-frequency data
Jiang, Binyan
;
Liu, Cheng
;
Tang, Cheng Yong
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 461-491
Persistent link: https://www.econbiz.de/10014526333
Saved in:
3
Stock market bubbles and the realized volatility of oil price returns
Gupta, Rangan
;
Nielsen, Joshua
;
Pierdzioch, Christian
- In:
Energy economics
132
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10015047521
Saved in:
4
Extreme time-varying spillovers between high carbon emission stocks, green bond and crude oil : Comment
Bonaccolto, Giovanni
;
Caporin, Massimiliano
;
Iacopini, …
- In:
Energy economics
132
(
2024
),
pp. 1-4
Persistent link: https://www.econbiz.de/10015047165
Saved in:
5
Volatility estimation and forecasts based on price durations
Hong, Seok Young
;
Nolte, Ingmar
;
Taylor, Stephen
;
Zhao, …
- In:
Journal of financial econometrics
21
(
2023
)
1
,
pp. 106-144
Persistent link: https://www.econbiz.de/10013542852
Saved in:
6
Forecasting under long memory
Hassler, Uwe
;
Pohle, Marc-Oliver
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 742-778
Persistent link: https://www.econbiz.de/10014314818
Saved in:
7
An application of damped diffusion for modeling volatility dynamics
Hung, Mao-Wei
;
Ko, Yi-Chen
;
Wang, Jr-Yan
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 779-809
Persistent link: https://www.econbiz.de/10014314820
Saved in:
8
Risk premia and Lévy jumps : theory and evidence
Fallahgoul, Hasan
;
Hugonnier, Julien
;
Mancini, Loriano
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 810-851
Persistent link: https://www.econbiz.de/10014314823
Saved in:
9
The role of jumps in realized volatility modeling and forecasting
Caporin, Massimiliano
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1143-1168
Persistent link: https://www.econbiz.de/10014391446
Saved in:
10
A joint model for the term structure of interest rates and realized volatility
Hansen, Anne Lundgaard
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1196-1227
Persistent link: https://www.econbiz.de/10014391449
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