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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Journal of financial economics"
~subject:"Momentenmethode"
~subject:"Statistical test"
~subject:"Statistischer Test"
~type_genre:"Bibliography included"
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Search: subject_exact:"Estimation theory"
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Volatility
Momentenmethode
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Estimation theory
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Adrian, Tobias
1
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1
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Bakshi, Gurdip S.
1
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1
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1
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1
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Journal of financial economics
Journal of econometrics
336
Econometric reviews
105
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
105
Economics letters
99
Econometric theory
76
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58
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39
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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
30
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Applied economics letters
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Quantitative economics : QE ; journal of the Econometric Society
24
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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International journal of forecasting
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Finance research letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International journal of theoretical and applied finance
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The North American journal of economics and finance : a journal of financial economics studies
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Oxford bulletin of economics and statistics
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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
Regression-based estimation of dynamic asset pricing models
Adrian, Tobias
;
Crump, Richard K.
;
Mönch, Emanuel
- In:
Journal of financial economics
118
(
2015
)
2
,
pp. 211-244
Persistent link: https://www.econbiz.de/10011480393
Saved in:
5
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:
6
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:
7
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:
8
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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