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subject:"Germany"
~isPartOf:"Journal of econometrics"
~subject:"Volatilität"
~type:"article"
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Germany
Volatilität
Theorie
1,573
Theory
1,573
Estimation theory
366
Schätztheorie
366
Time series analysis
319
Zeitreihenanalyse
319
Estimation
165
Schätzung
165
Nichtparametrisches Verfahren
137
Nonparametric statistics
137
Statistical test
126
Statistischer Test
126
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125
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124
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114
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Markov-Kette
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68
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131
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Aït-Sahalia, Yacine
6
Bollerslev, Tim
5
Andersen, Torben
4
Hallin, Marc
4
McAleer, Michael
4
Renault, Eric
4
Tauchen, George Eugene
4
Todorov, Viktor
4
Asai, Manabu
3
Barigozzi, Matteo
3
Cavaliere, Giuseppe
3
Nielsen, Morten Ørregaard
3
Yu, Jun
3
Boswijk, Herman Peter
2
Chan, Joshua
2
Christensen, Bent Jesper
2
Christensen, Kim
2
Diebold, Francis X.
2
Gallant, A. Ronald
2
Ghysels, Eric
2
Gonçalves, Sílvia
2
Gouriéroux, Christian
2
Harvey, Andrew C.
2
Jasiak, Joann
2
Jensen, Mark J.
2
Liesenfeld, Roman
2
Liu, Ming
2
Maheu, John M.
2
Mancini, Loriano
2
Meddahi, Nour
2
Paolella, Marc S.
2
Patton, Andrew J.
2
Poon, Aubrey
2
Rahbek, Anders
2
Schorfheide, Frank
2
Shephard, Neil G.
2
Taylor, Robert
2
Thyrsgaard, Martin
2
Xiu, Dacheng
2
Aguilar, Mike
1
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Journal of econometrics
Journal of banking & finance
114
Economics letters
98
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
92
Journal of international money and finance
92
Finance research letters
91
Economic modelling
90
International journal of forecasting
85
Journal of empirical finance
84
Applied economics
82
Journal of economic dynamics & control
79
International journal of theoretical and applied finance
76
Journal of financial economics
75
Mathematical finance : an international journal of mathematics, statistics and financial theory
72
Energy economics
69
International review of economics & finance : IREF
65
International review of financial analysis
64
The European journal of finance
63
Journal of forecasting
60
The review of financial studies
60
Applied economics letters
53
Econometric reviews
53
Quantitative finance
51
Journal of monetary economics
49
Jahrbücher für Nationalökonomie und Statistik
48
Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
48
Computational economics
47
The journal of finance : the journal of the American Finance Association
47
The North American journal of economics and finance : a journal of financial economics studies
45
Applied mathematical finance
44
Journal of financial econometrics : official journal of the Society for Financial Econometrics
44
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
44
Journal of applied econometrics
43
Finance and stochastics
42
The journal of futures markets
42
International journal of finance & economics : IJFE
40
Journal of business economics : JBE
40
Macroeconomic dynamics
40
Applied financial economics
39
European economic review : EER
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ECONIS (ZBW)
131
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1
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10
of
131
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1
Identifying latent factors based on high-frequency data
Sun, Yucheng
;
Xu, Wen
;
Zhang, Chuanhai
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 251-270
Persistent link: https://www.econbiz.de/10014341048
Saved in:
2
Large stochastic volatility in mean VARs
Cross, Jamie
;
Hou, Chenghan
;
Koop, Gary
;
Poon, Aubrey
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014332245
Saved in:
3
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
Saved in:
4
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:
5
Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process
Wang, Xiaohu
;
Xiao, Weilin
;
Yu, Jun
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 389-415
Persistent link: https://www.econbiz.de/10014339985
Saved in:
6
Scalable inference for a full multivariate stochastic volatility model
Dellaportas, Petros
;
Titsias, Michalis K.
;
Petrova, Katerina
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 501-520
Persistent link: https://www.econbiz.de/10014340078
Saved in:
7
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:
8
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:
9
Comparing stochastic volatility specifications for large Bayesian VARs
Chan, Joshua
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1419-1446
Persistent link: https://www.econbiz.de/10014471398
Saved in:
10
Large volatility matrix analysis using global and national factor models
Choi, Sung Hoon
;
Kim, Donggyu
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1917-1933
Persistent link: https://www.econbiz.de/10014471436
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