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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Journal of financial economics"
~subject:"Faktorenanalyse"
~subject:"Statistical test"
~subject:"Statistischer Test"
~type_genre:"Bibliography included"
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Search: subject_exact:"Estimation theory"
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Volatility
Faktorenanalyse
Statistical test
Statistischer Test
Estimation theory
29
Schätztheorie
29
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10
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10
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Ang, Andrew
1
Baker, Andrew
1
Bakshi, Gurdip S.
1
Brandt, Michael W.
1
Cremers, Martijn
1
Fama, Eugene F.
1
Fleckenstein, Matthias
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
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1
Wang, Charles C. Y.
1
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Journal of financial economics
Journal of econometrics
298
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
102
Econometric reviews
79
Economics letters
68
Econometric theory
57
The econometrics journal
48
Economic modelling
32
Econometrics : open access journal
30
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
28
Journal of empirical finance
25
International journal of forecasting
23
Journal of financial econometrics
23
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
22
Journal of financial econometrics : official journal of the Society for Financial Econometrics
20
Quantitative economics : QE ; journal of the Econometric Society
20
Applied economics letters
18
Finance research letters
17
Journal of banking & finance
17
Journal of forecasting
17
Quantitative finance
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Journal of the American Statistical Association : JASA
14
Computational economics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
13
International journal of theoretical and applied finance
13
Journal of time series econometrics
13
Applied economics
11
Empirical economics : a quarterly journal of the Institute for Advanced Studies
11
Journal of applied econometrics
11
Journal of risk and financial management : JRFM
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The North American journal of economics and finance : a journal of financial economics studies
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European journal of operational research : EJOR
9
Finance and stochastics
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Journal of quantitative economics
9
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Cambridge working papers in economics
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International journal of economics and financial issues : IJEFI
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1
Empirical evaluation of overspecified asset pricing models
Manresa, Elena
;
Peñaranda, Francisco
;
Sentana, Enrique
- In:
Journal of financial economics
147
(
2023
)
2
,
pp. 338-351
Persistent link: https://www.econbiz.de/10013546675
Saved in:
2
How much should we trust staggered difference-in-differences estimates?
Baker, Andrew
;
Larcker, David F.
;
Wang, Charles C. Y.
- In:
Journal of financial economics
144
(
2022
)
2
,
pp. 370-395
Persistent link: https://www.econbiz.de/10013413101
Saved in:
3
Treasury yield implied volatility and real activity
Cremers, Martijn
;
Fleckenstein, Matthias
;
Gandhi, Priyank
- In:
Journal of financial economics
140
(
2021
)
2
,
pp. 412-435
Persistent link: https://www.econbiz.de/10012650450
Saved in:
4
Too good to be true? Fallacies in evaluating risk factor models
Gospodinov, Nikolaj
;
Kan, Raymond
;
Robotti, Cesare
- In:
Journal of financial economics
132
(
2019
)
2
,
pp. 451-471
Persistent link: https://www.econbiz.de/10012136929
Saved in:
5
Choosing factors
Fama, Eugene F.
;
French, Kenneth Ronald
- In:
Journal of financial economics
128
(
2018
)
2
,
pp. 234-252
Persistent link: https://www.econbiz.de/10011971044
Saved in:
6
Testing conditional factor models
Ang, Andrew
;
Kristensen, Dennis
- In:
Journal of financial economics
106
(
2012
)
1
,
pp. 132-156
Persistent link: https://www.econbiz.de/10009666667
Saved in:
7
Estimation of continuous-time models with an application to equity volatility dynamics
Bakshi, Gurdip S.
;
Ju, Nengjiu
;
Ou-Yang, Hui
- In:
Journal of financial economics
82
(
2006
)
1
,
pp. 227-249
Persistent link: https://www.econbiz.de/10003376065
Saved in:
8
Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets
Brandt, Michael W.
;
Santa-Clara, Pedro
- In:
Journal of financial economics
63
(
2002
)
2
,
pp. 161-210
Persistent link: https://www.econbiz.de/10001636757
Saved in:
9
Modeling the conditional distribution of interest rates as a regime-switching process
Gray, Stephen
- In:
Journal of financial economics
42
(
1996
)
1
,
pp. 27-62
Persistent link: https://www.econbiz.de/10001205760
Saved in:
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