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subject:"Volatility"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Journal of financial economics"
~isPartOf:"Journal of international money and finance"
~type:"article"
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Volatility
Estimation
1,412
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1,402
Theorie
527
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527
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253
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253
Estimation theory
251
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239
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Todorov, Viktor
17
Bollerslev, Tim
13
Tauchen, George Eugene
8
Andersen, Torben
5
Aït-Sahalia, Yacine
5
Kim, Donggyu
5
Li, Jia
5
Patton, Andrew J.
4
Bekaert, Geert
3
Caporale, Guglielmo Maria
3
Christoffersen, Peter F.
3
Francq, Christian
3
Fusari, Nicola
3
Leippold, Markus
3
McAleer, Michael
3
Quaedvlieg, Rogier
3
Wang, Yazhen
3
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3
Xiu, Dacheng
3
Zakoïan, Jean-Michel
3
Ali, Faek Menla
2
Asai, Manabu
2
Bali, Turan G.
2
Bandi, Federico M.
2
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2
Bibinger, Markus
2
Christensen, Kim
2
Creal, Drew
2
Ergemen, Yunus Emre
2
Everaert, Gerdie
2
Fan, Jianqing
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Gallo, Giampiero M.
2
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2
Hallin, Marc
2
Harvey, Andrew C.
2
Hollstein, Fabian
2
Jacobs, Kris
2
Kelly, Bryan T.
2
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2
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Journal of econometrics
Journal of economic dynamics & control
Journal of financial economics
Journal of international money and finance
Energy economics
144
Finance research letters
130
Applied economics
125
Economic modelling
116
International review of economics & finance : IREF
115
International review of financial analysis
105
The North American journal of economics and finance : a journal of financial economics studies
96
Journal of banking & finance
83
Journal of empirical finance
81
Applied economics letters
77
Applied financial economics
75
Journal of international financial markets, institutions & money
68
Research in international business and finance
68
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61
The journal of futures markets
61
Economics letters
57
Journal of risk and financial management : JRFM
54
International journal of finance & economics : IJFE
47
International journal of forecasting
47
The European journal of finance
46
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
43
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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
37
Quantitative finance
35
Pacific-Basin finance journal
34
Journal of financial econometrics : official journal of the Society for Financial Econometrics
33
International journal of economics and finance
32
International journal of economics and financial issues : IJEFI
31
Journal of financial econometrics
31
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Cogent economics & finance
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Journal of forecasting
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Econometric reviews
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Journal of financial markets
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ECONIS (ZBW)
239
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1
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10
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239
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1
Evolution of the exchange rate pass-through into prices in Peru : an empirical application using TVP-VAR-SV models
Rodriguez, Gabriel
;
Castillo B., Paul
;
Calero, Roberto
; …
- In:
Journal of international money and finance
142
(
2024
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014549830
Saved in:
2
The volatility of capital flows in emerging markets : measures and determinants
Pagliari, Maria Sole
;
Ahmed Hannan, Swarnali
- In:
Journal of international money and finance
145
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014551409
Saved in:
3
Time-varying unobserved heterogeneity in earnings shocks
Botosaru, Irene
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1378-1393
Persistent link: https://www.econbiz.de/10014471381
Saved in:
4
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
5
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
Saved in:
6
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
Saved in:
7
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
8
Liquidity shocks and the negative premium of liquidity volatility around the world
Feng, Frank Y.
;
Kang, Wenjin
;
Zhang, Huiping
- In:
Journal of international money and finance
139
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014478240
Saved in:
9
High-dimensional conditionally Gaussian state space models with missing data
Chan, Joshua
;
Poon, Aubrey
;
Zhu, Dan
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332310
Saved in:
10
The jump leverage risk premium
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462640
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