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~accessRights:"free"
~isPartOf:"Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society"
~source:"econis"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Bibliography included"
~type_genre:"Konferenzschrift"
~type_genre:"Statistik"
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Volatility
Theorie
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Theory
41
Brasilien
20
Brazil
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Estimation theory
13
Schätztheorie
13
Estimation
11
Portfolio selection
11
Portfolio-Management
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Caldeira, João F.
2
Almeida, Caio
1
Biage, Milton
1
Borges, Bruna K.
1
Laurini, Márcio Poletti
1
Lund, Bruno
1
Nelcide, Pierre Joseph
1
Ornelas, José Renato Haas
1
Portugal, Marcelo Savino
1
Ricca, Bernardo
1
Tessari, Cristina
1
Ziegelmann, Flávio A.
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Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
Journal of risk and financial management : JRFM
78
Risks : open access journal
67
International journal of economics and financial issues : IJEFI
30
Cogent economics & finance
29
Econometrics : open access journal
27
Financial innovation : FIN
25
International Journal of Financial Studies : open access journal
18
Quantitative finance
18
International Journal of Energy Economics and Policy : IJEEP
17
Quantitative finance and economics
15
Quantitative economics : QE ; journal of the Econometric Society
12
The journal of futures markets
12
CBN journal of applied statistics
11
Borsa Istanbul Review
9
Economies : open access journal
8
Romanian journal of economic forecasting
8
Iranian economic review : journal of University of Tehran
7
Revista Brasileira de Finanças : RBFin
7
Computational economics
6
Journal of financial econometrics
6
Mathematical finance : an international journal of mathematics, statistics and financial economics
6
Central European journal of economic modelling and econometrics
5
Empirical economics : a quarterly journal of the Institute for Advanced Studies
5
Journal of Asian finance, economics and business : JAFEB
5
Review of derivatives research
5
Applied mathematical finance
4
Australasian accounting business and finance journal : AABF
4
Computational management science
4
Financial internet quarterly
4
Future Business Journal
4
Global business and finance review
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of economics, finance & administrative science
4
Journal of forecasting
4
Multinational finance journal
4
Open economies review
4
The Journal of finance and data science : JFDS
4
Decision analytics journal
3
Decisions in economics and finance : a journal of applied mathematics
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1
The role of jumps and options in the risk premia of interest rates
Lund, Bruno
- In:
Brazilian review of econometrics : BRE ; the review of …
38
(
2018
)
2
,
pp. 263-285
Persistent link: https://www.econbiz.de/10012129514
Saved in:
2
Effects of asset frequency components on value-at-risk in emerging and developed markets : analyses with MODWT and CWT wavelets
Biage, Milton
;
Nelcide, Pierre Joseph
- In:
Brazilian review of econometrics : BRE ; the review of …
40
(
2020
)
1
,
pp. 145-207
Persistent link: https://www.econbiz.de/10012271374
Saved in:
3
The forecast ability of option-implied densities from emerging markets currencies
Ornelas, José Renato Haas
- In:
Brazilian review of econometrics : BRE ; the review of …
36
(
2016
)
1
,
pp. 133-153
Persistent link: https://www.econbiz.de/10011538981
Saved in:
4
Idiosyncratic moments and the cross-section of stock returns in Brazil
Ricca, Bernardo
;
Almeida, Caio
;
Tessari, Cristina
- In:
Brazilian review of econometrics : BRE ; the review of …
36
(
2016
)
2
,
pp. 255-286
Persistent link: https://www.econbiz.de/10011644511
Saved in:
5
Selection of minimum variance portfolio using intraday data : an empirical comparison among different realized measures for BM&FBovespa data
Borges, Bruna K.
;
Caldeira, João F.
;
Ziegelmann, Flávio A.
- In:
Brazilian review of econometrics : BRE ; the review of …
35
(
2015
)
1
,
pp. 23-46
Persistent link: https://www.econbiz.de/10011538801
Saved in:
6
Bayesian inference applied to dynamic Nelson-Siegel model with stochastic volatility
Caldeira, João F.
;
Laurini, Márcio Poletti
;
Portugal, …
- In:
Brazilian review of econometrics : BRE ; the review of …
30
(
2010
)
1
,
pp. 123-161
Persistent link: https://www.econbiz.de/10009704732
Saved in:
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