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subject:"Volatility"
type_genre:"Article in journal"
~accessRights:"restricted"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"International review of financial analysis"
~subject:"CAPM"
~subject:"Instrumental variables"
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Volatility
CAPM
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Estimation theory
29
Schätztheorie
29
Nichtparametrisches Verfahren
7
Nonparametric statistics
7
Estimation
6
Schätzung
6
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Andrews, Isaiah
1
Chesher, Andrew
1
Christensen, Timothy M.
1
Escobar, Marcos
1
Freyberger, Joachim
1
Jacod, Jean
1
Karadima, Maria
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1
Tauchen, George Eugene
1
Todorov, Viktor
1
Tunaru, Radu
1
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1
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1
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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
International review of financial analysis
Journal of econometrics
125
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
38
Econometric reviews
23
Economics letters
20
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Finance research letters
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Journal of financial econometrics
15
Quantitative finance
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Econometric theory
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Journal of empirical finance
14
The econometrics journal
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International journal of forecasting
13
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12
Computational economics
9
Journal of quantitative economics
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The North American journal of economics and finance : a journal of financial economics studies
9
Journal of banking & finance
7
Empirical economics : a quarterly journal of the Institute for Advanced Studies
6
International journal of financial engineering
6
Journal of econometric methods
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Journal of financial economics
6
Journal of risk
6
Applied economics
5
Applied economics letters
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Decisions in economics and finance : DEF ; a journal of applied mathematics
5
Journal of forecasting
5
Journal of mathematical finance
5
The journal of risk model validation
5
Energy economics
4
Finance and stochastics
4
International journal of theoretical and applied finance
4
Oxford bulletin of economics and statistics
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Theoretical economics letters
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European journal of operational research : EJOR
3
Financial markets and portfolio management
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1
Covariance dependent kernels, a Q-affine GARCH for multi-asset option pricing
Escobar, Marcos
;
Rastegari, Javad
;
Stentoft, Lars
- In:
International review of financial analysis
87
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014460484
Saved in:
2
Non-performing loans in the euro area : does bank market power matter?
Karadima, Maria
;
Louri, Helen
- In:
International review of financial analysis
72
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012437362
Saved in:
3
Generalized instrumental variable models
Chesher, Andrew
;
Rosen, Adam M.
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
3
,
pp. 959-989
Persistent link: https://www.econbiz.de/10011778835
Saved in:
4
Nonparametric stochastic discount factor decomposition
Christensen, Timothy M.
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
5
,
pp. 1501-1536
Persistent link: https://www.econbiz.de/10011791592
Saved in:
5
On completeness and consistency in nonparametric instrumental variable models
Freyberger, Joachim
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
5
,
pp. 1629-1644
Persistent link: https://www.econbiz.de/10011791598
Saved in:
6
Parameter estimation risk in asset pricing and risk management : a Bayesian approach
Tunaru, Radu
;
Zheng, Teng
- In:
International review of financial analysis
53
(
2017
),
pp. 80-93
Persistent link: https://www.econbiz.de/10011877849
Saved in:
7
Statistical properties of microstructure noise
Jacod, Jean
;
Li, Yingying
;
Zheng, Xinghua
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
4
,
pp. 1133-1174
Persistent link: https://www.econbiz.de/10011791234
Saved in:
8
Jump regressions
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
1
,
pp. 173-195
Persistent link: https://www.econbiz.de/10011738476
Saved in:
9
Assessment of uncertainty in high frequency data : the observed asymptotic variance
Mykland, Per A.
;
Zhang, Lan
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
1
,
pp. 197-231
Persistent link: https://www.econbiz.de/10011738478
Saved in:
10
Conditional linear combination tests for weakly identified models
Andrews, Isaiah
- In:
Econometrica : journal of the Econometric Society, an …
84
(
2016
)
6
,
pp. 2155-2182
Persistent link: https://www.econbiz.de/10011791221
Saved in:
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