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subject:"Aktienmarkt"
~accessRights:"restricted"
~isPartOf:"Journal of econometrics"
~subject:"ARCH-Modell"
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Search: subject_exact:"Market circuit breakers"
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Aktienmarkt
ARCH-Modell
Volatility
163
Volatilität
163
Time series analysis
79
Zeitreihenanalyse
79
Estimation theory
74
Schätztheorie
74
Estimation
71
Schätzung
71
Stochastic process
62
Stochastischer Prozess
62
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50
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Börsenkurs
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Share price
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Capital income
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Kapitaleinkommen
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38
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30
Market microstructure
29
Marktmikrostruktur
29
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26
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Option pricing theory
23
Optionspreistheorie
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Bayes-Statistik
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Hallin, Marc
3
Kim, Donggyu
3
Zhu, Ke
3
Barigozzi, Matteo
2
Bollerslev, Tim
2
Francq, Christian
2
Li, Guodong
2
Li, Wai Keung
2
Paolella, Marc S.
2
Polak, Pawel
2
Wang, Yazhen
2
Wu, Jianbin
2
Xiu, Dacheng
2
Zakoïan, Jean-Michel
2
Amengual, Dante
1
Andreou, Elena
1
Asai, Manabu
1
Aït-Sahalia, Yacine
1
Baldovin, Fulvio
1
Bauwens, Luc
1
Bohn Nielsen, Heino
1
Brüggemann, Ralf
1
Caporin, Massimiliano
1
Caraglio, Michele
1
Cavaliere, Giuseppe
1
Cerovecki, Clément
1
Chan, Kung-sik
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Chan, Thomas W. C.
1
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Davis, Richard A.
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Ding, Yashuang
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Dungey, Mardi H.
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Duong, Diep
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Erdemlioglu, Deniz
1
Ergemen, Yunus Emre
1
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Journal of econometrics
Finance research letters
226
Energy economics
207
The North American journal of economics and finance : a journal of financial economics studies
147
International review of financial analysis
121
Applied economics
110
International review of economics & finance : IREF
109
Research in international business and finance
108
Economic modelling
91
Journal of international financial markets, institutions & money
65
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
57
Journal of empirical finance
56
Pacific-Basin finance journal
52
International journal of forecasting
50
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
50
Applied economics letters
47
Emerging markets, finance and trade : EMFT
46
Journal of banking & finance
41
Economics letters
40
International journal of finance & economics : IJFE
39
Journal of forecasting
33
Global finance journal
30
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
29
Journal of financial econometrics
27
Quantitative finance
27
Theoretical economics letters
25
Discussion paper / Centre for Economic Policy Research
24
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
23
International journal of emerging markets
23
Investment management and financial innovations
23
Journal of international money and finance
23
Computational economics
22
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
21
Review of quantitative finance and accounting
21
The European journal of finance
21
The journal of futures markets
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Economic research
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International journal of economics and finance
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Journal of emerging market finance
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ECONIS (ZBW)
40
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1
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:
2
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:
3
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
Saved in:
4
A simple joint model for returns, volatility and volatility of volatility
Ding, Yashuang
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 521-543
Persistent link: https://www.econbiz.de/10014340096
Saved in:
5
Efficient estimation of high-dimensional dynamic covariance by risk factor mapping : applications for financial risk management
So, Mike Ka-pui
;
Chan, Thomas W. C.
;
Chu, Amanda M. Y.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 151-167
Persistent link: https://www.econbiz.de/10013441642
Saved in:
6
Identification of structural multivariate GARCH models
Hafner, Christian M.
;
Herwartz, Helmut
;
Maxand, Simone
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 212-227
Persistent link: https://www.econbiz.de/10013441647
Saved in:
7
Bootstrap inference on the boundary of the parameter space, with application to conditional volatility models
Cavaliere, Giuseppe
;
Bohn Nielsen, Heino
;
Pedersen, …
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 241-263
Persistent link: https://www.econbiz.de/10013441653
Saved in:
8
Hybrid quantile estimation for asymmetric power GARCH models
Wang, Guochang
;
Zhu, Ke
;
Li, Guodong
;
Li, Wai Keung
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 264-284
Persistent link: https://www.econbiz.de/10013441656
Saved in:
9
Volatility of volatility : estimation and tests based on noisy high frequency data with jumps
Li, Yingying
;
Liu, Guangying
;
Zhang, Zhiyuan
- In:
Journal of econometrics
229
(
2022
)
2
,
pp. 422-451
Persistent link: https://www.econbiz.de/10013441895
Saved in:
10
Predicting the VIX and the volatility risk premium : the role of short-run funding spreads Volatility Factors
Andreou, Elena
;
Ghysels, Eric
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 366-398
Persistent link: https://www.econbiz.de/10012618520
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