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subject:"Volatility"
~isPartOf:"Journal of econometrics"
~subject:"Großbritannien"
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Volatility
Großbritannien
Estimation
465
Schätzung
460
Estimation theory
216
Schätztheorie
216
Theorie
166
Theory
166
Time series analysis
115
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Todorov, Viktor
13
Bollerslev, Tim
8
Tauchen, George Eugene
7
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Li, Jia
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4
Aït-Sahalia, Yacine
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McAleer, Michael
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Asai, Manabu
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Gallo, Giampiero M.
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Journal of econometrics
Discussion paper series / IZA
246
Applied economics
239
Energy economics
157
Working paper / National Bureau of Economic Research, Inc.
155
Discussion paper / Centre for Economic Policy Research
153
NBER working paper series
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Economic modelling
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Finance research letters
135
NBER Working Paper
133
International review of economics & finance : IREF
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Applied financial economics
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International review of financial analysis
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Applied economics letters
106
CESifo working papers
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The North American journal of economics and finance : a journal of financial economics studies
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94
IZA Discussion Paper
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Economics letters
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The journal of futures markets
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
71
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66
International journal of finance & economics : IJFE
66
Journal of risk and financial management : JRFM
55
International journal of forecasting
53
Discussion papers in economics
52
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
47
Working papers / Bank of England
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Discussion paper series / Forschungsinstitut zur Zukunft der Arbeit
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A semiparametric panel model for unbalanced data with application to climate change in the United Kingdom
Atak, Alev
;
Linton, Oliver
;
Xiao, Zhijie
- In:
Journal of econometrics
164
(
2011
)
1
,
pp. 92-115
Persistent link: https://www.econbiz.de/10009270405
Saved in:
92
Bayesian estimation of an extended local scale stochastic volatility model
Deschamps, Jean-Philippe
- In:
Journal of econometrics
162
(
2011
)
2
,
pp. 369-382
Persistent link: https://www.econbiz.de/10009270622
Saved in:
93
Jumps and betas : a new framework for disentangling and estimating systematic risks
Todorov, Viktor
;
Bollerslev, Tim
- In:
Journal of econometrics
157
(
2010
)
2
,
pp. 220-235
Persistent link: https://www.econbiz.de/10008663039
Saved in:
94
Quasi-maximum likelihood estimation of volatility with high frequency data
Xiu, Dacheng
- In:
Journal of econometrics
159
(
2010
)
1
,
pp. 235-250
Persistent link: https://www.econbiz.de/10008839925
Saved in:
95
Econometric analysis of jump-driven stochastic volatility models
Todorov, Viktor
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 12-21
Persistent link: https://www.econbiz.de/10009242565
Saved in:
96
An econometric analysis of asymmetric volatility : theory and application to patents
McAleer, Michael
;
Chan, Felix
;
Marinova, Dora
- In:
Journal of econometrics
139
(
2007
)
2
,
pp. 259-284
Persistent link: https://www.econbiz.de/10003485356
Saved in:
97
A multiple indicators model for volatility using intra-daily data
Engle, Robert F.
;
Gallo, Giampiero M.
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 3-27
Persistent link: https://www.econbiz.de/10003298558
Saved in:
98
Predicting volatility: getting the most out of return data sampled at different frequencies
Ghysels, Eric
;
Santa-Clara, Pedro
;
Valkanov, Rossen I.
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 59-95
Persistent link: https://www.econbiz.de/10003298564
Saved in:
99
Estimating stochastic volatility diffusion using conditional moments of integrated volatility
Bollerslev, Tim
;
Zhou, Hao
- In:
Journal of econometrics
109
(
2002
)
1
,
pp. 33-65
Persistent link: https://www.econbiz.de/10001663892
Saved in:
100
The surprise element: jumps in interest rates
Das, Sanjiv R.
- In:
Journal of econometrics
106
(
2002
)
1
,
pp. 27-65
Persistent link: https://www.econbiz.de/10001633688
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