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subject:"Volatilität"
type:"article"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"Risk premium"
~subject:"Statistical distribution"
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Volatilität
Risk premium
Statistical distribution
Estimation
76
Schätzung
76
Theorie
38
Theory
38
Volatility
33
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30
Kapitaleinkommen
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Garcia, René
4
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2
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Okou, Cédric
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Applied economics
158
Finance research letters
157
Energy economics
150
International review of economics & finance : IREF
143
Economic modelling
132
Journal of banking & finance
129
Journal of econometrics
127
International review of financial analysis
124
Journal of empirical finance
112
The North American journal of economics and finance : a journal of financial economics studies
112
Journal of international money and finance
101
Applied economics letters
98
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Journal of financial economics
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Journal of international financial markets, institutions & money
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Research in international business and finance
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Economics letters
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The journal of futures markets
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The European journal of finance
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International journal of finance & economics : IJFE
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
56
International journal of forecasting
56
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
52
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
47
Pacific-Basin finance journal
46
Journal of economic dynamics & control
44
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Review of quantitative finance and accounting
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Econometric reviews
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International journal of economics and finance
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Journal of applied econometrics
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The journal of finance : the journal of the American Finance Association
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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1
Can volatility models explain extreme events?
Trapin, Luca
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
2
,
pp. 297-315
Persistent link: https://www.econbiz.de/10011987768
Saved in:
2
Downside variance risk premium
Feunou, Bruno
;
Jahan-Parvar, Mohammad R.
;
Okou, Cédric
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
3
,
pp. 341-383
Persistent link: https://www.econbiz.de/10011987780
Saved in:
3
The risk and return conundrum explained : international evidence
Savva, Christos S.
;
Theodossiou, Panayiotis
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
3
,
pp. 486-521
Persistent link: https://www.econbiz.de/10011987799
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
Nonparametric tail risk, stock returns, and the macroeconomy
Almeida, Caio
;
Ardison, Kym
;
Garcia, René
;
Vicente, Jose
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 333-376
Persistent link: https://www.econbiz.de/10011987494
Saved in:
6
Comment on: nonparametric tail risk, stock returns, and the macroeconomy
Dobrev, Dobrislav
;
Schaumburg, Ernst
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 388-409
Persistent link: https://www.econbiz.de/10011987513
Saved in:
7
Rejoinder on: nonparametric tail risk, stock returns, and the macroeconomy
Almeida, Caio
;
Ardison, Kym
;
Garcia, René
;
Vicente, Jose
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 418-426
Persistent link: https://www.econbiz.de/10011987534
Saved in:
8
Indirect inference estimation of mixed frequency stochastic volatility state space models using MIDAS regressions and ARCH models
Gagliardini, Patrick
;
Ghysels, Eric
;
Rubin, M.
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
4
,
pp. 509-560
Persistent link: https://www.econbiz.de/10011987633
Saved in:
9
Real-Time GARCH
Smetanina, Ekaterina
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
4
,
pp. 561-601
Persistent link: https://www.econbiz.de/10011987644
Saved in:
10
Non-affine GARCH option pricing models, variance-dependent kernels, and diffusion limits
Badescu, Alexandru
;
Cui, Zhenyu
;
Ortega, Juan-Pablo
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
4
,
pp. 602-648
Persistent link: https://www.econbiz.de/10011987648
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