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subject:"Volatilität"
~isPartOf:"Applied financial economics"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of financial econometrics"
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Volatilität
Estimation
2,097
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2,097
Theorie
559
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559
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510
United States
509
Prognoseverfahren
248
Forecasting model
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202
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Lettau, Martin
4
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3
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3
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3
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2
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2
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2
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2
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2
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2
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2
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2
Klein, Tony
2
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2
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2
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2
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2
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2
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2
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2
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2
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1
Adrangi, Bahram
1
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1
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1
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1
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Applied financial economics
Discussion paper / Centre for Economic Policy Research
International journal of forecasting
Journal of financial econometrics
Energy economics
144
Finance research letters
127
Applied economics
125
Economic modelling
116
International review of economics & finance : IREF
115
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105
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102
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96
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83
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81
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81
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77
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68
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61
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61
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57
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54
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47
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47
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43
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42
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
39
International Journal of Energy Economics and Policy : IJEEP
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Quantitative finance
35
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Pacific-Basin finance journal
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International journal of economics and finance
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International journal of economics and financial issues : IJEFI
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ECONIS (ZBW)
202
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1
Should I open to forecast? : implications from a multi-country unobserved components model with sparse factor stochastic volatility
Wu, Ping
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 903-917
Persistent link: https://www.econbiz.de/10014547224
Saved in:
2
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:
3
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:
4
Realized GARCH, CBOE VIX, and the volatility risk premium
Hansen, Peter Reinhard
;
Huang, Zhuo
;
Tong, Chen
;
Wang, …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 187-223
Persistent link: https://www.econbiz.de/10014526311
Saved in:
5
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:
6
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:
7
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:
8
Testing hypotheses on the innovations distribution in semi-parametric conditional volatility models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1443-1482
Persistent link: https://www.econbiz.de/10014444685
Saved in:
9
News arrival, time-varying jump intensity, and realized volatility : conditional testing approach
Erdemlioglu, Deniz
;
Yang, Xiye
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1519-1556
Persistent link: https://www.econbiz.de/10014444697
Saved in:
10
Time variation in cash flows and discount rates
Cenesizoglu, Tolga
;
Ibrushi, Denada
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1557-1589
Persistent link: https://www.econbiz.de/10014444702
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