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subject:"USA"
subject:"Volatilität"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of financial econometrics"
~isPartOf:"Technical working paper / National Bureau of Economic Research"
~subject:"Risk premium"
~subject:"Volatility"
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Search: subject_exact:"Estimation theory"
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USA
Volatilität
Risk premium
Volatility
Estimation theory
359
Schätztheorie
359
Theorie
189
Theory
189
Estimation
68
Schätzung
68
Time series analysis
66
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United States
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Kleibergen, Frank
5
Kong, Lingwei
5
Zhan, Zhaoguo
5
Angrist, Joshua D.
4
Abadie, Alberto
3
Diebold, Francis X.
2
Imbens, Guido
2
Khalaf, Lynda
2
Krueger, Alan B.
2
Peñaranda, Francisco
2
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2
Zaffaroni, Paolo
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An, Jong beom
1
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1
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1
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1
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1
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1
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1
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1
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1
Brandt, Michael W.
1
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1
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1
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1
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1
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Journal of applied econometrics
Journal of financial econometrics
Technical working paper / National Bureau of Economic Research
Journal of econometrics
146
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
134
The review of economics and statistics
44
Economics letters
43
Working paper / National Bureau of Economic Research, Inc.
42
Discussion paper / Tinbergen Institute
31
Econometric reviews
29
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26
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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International journal of forecasting
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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NBER working paper series
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American journal of agricultural economics
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Journal of banking & finance
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Quantitative finance
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The review of financial studies
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Discussion paper / Centre for Economic Policy Research
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International journal of theoretical and applied finance
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The econometrics journal
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Finance research letters
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CEMMAP working papers / Centre for Microdata Methods and Practice
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of financial economics
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Journal of money, credit and banking : JMCB
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ECONIS (ZBW)
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1
Empirical asset pricing with functional factors
Nadler, Philip
;
Sancetta, Alessio
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1258-1281
Persistent link: https://www.econbiz.de/10014391457
Saved in:
2
Identification robust testing of risk premia in finite samples
Kleibergen, Frank
;
Kong, Lingwei
;
Zhan, Zhaoguo
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 263-297
Persistent link: https://www.econbiz.de/10014314742
Saved in:
3
Comment on: identification robust testing of risk premia in finite samples
Zaffaroni, Paolo
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 303-305
Persistent link: https://www.econbiz.de/10014314744
Saved in:
4
Rejoinder on: identification robust testing of risk premia in finite samples
Kleibergen, Frank
;
Kong, Lingwei
;
Zhan, Zhaoguo
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 311-315
Persistent link: https://www.econbiz.de/10014314746
Saved in:
5
Intraday trades profile estimation : an intensity approach
Sancetta, Alessio
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 651-677
Persistent link: https://www.econbiz.de/10014314773
Saved in:
6
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:
7
Estimating risk in illiquid markets : a model of market friction with stochastic volatility
Buccheri, Giuseppe
;
Grassi, Stefano
;
Vocalelli, Giorgio
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 531-574
Persistent link: https://www.econbiz.de/10014526336
Saved in:
8
Dynamic covariance matrix estimation and portfolio analysis with high-frequency data
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:
9
Comment on: identification robust testing of risk premia in finite samples
Khalaf, Lynda
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 298-302
Persistent link: https://www.econbiz.de/10014314743
Saved in:
10
Discussion of identification robust testing of risk premia in finite samples
Peñaranda, Francisco
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 306-310
Persistent link: https://www.econbiz.de/10014314745
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