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~isPartOf:"Accounting and finance : journal of the Accounting Association of Australia and New Zealand"
~isPartOf:"Econometric reviews"
~isPartOf:"Mathematics and Computers in Simulation (MATCOM)"
~subject:"Modellierung"
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Search: subject_exact:"Volatility"
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Modellierung
Volatility
120
Volatilität
110
Theorie
56
Theory
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Stochastic process
44
Stochastischer Prozess
44
Time series analysis
33
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Chan, Joshua
2
Maasoumi, Esfandiar
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McAleer, Michael
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Knaus, Simon D.
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Accounting and finance : journal of the Accounting Association of Australia and New Zealand
Econometric reviews
Mathematics and Computers in Simulation (MATCOM)
CREATES research paper
9
Econometric Institute research papers
7
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7
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6
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International journal of forecasting
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Tinbergen Institute research series
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ECON PhD dissertations
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European journal of operational research : EJOR
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Forecasting volatility in the financial markets
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Journal of economic dynamics & control
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of international money and finance
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NCER working paper series
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Springer Texts in Business and Economics
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The journal of futures markets
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ECONIS (ZBW)
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1
Bayesian analysis of moving average stochastic volatility models : modeling in-mean effects and leverage for financial time series
Dimitrakopoulos, Stefanos
;
Kolossiatis, Michalis
- In:
Econometric reviews
39
(
2020
)
4
,
pp. 319-343
Persistent link: https://www.econbiz.de/10012181420
Saved in:
2
Modeling and forecasting realized covariance matrices with accounting for leverage
Anatolyev, Stanislav
;
Kobotaev, Nikita
- In:
Econometric reviews
37
(
2018
)
1/5
,
pp. 114-139
Persistent link: https://www.econbiz.de/10012038156
Saved in:
3
Specification tests for time-varying parameter models with stochastic volatility
Chan, Joshua
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 807-823
Persistent link: https://www.econbiz.de/10012040412
Saved in:
4
Specification and testing of multiplicative time-varying GARCH models with applications
Amado, Cristina
;
Teräsvirta, Timo
- In:
Econometric reviews
36
(
2017
)
4
,
pp. 421-446
Persistent link: https://www.econbiz.de/10011795239
Saved in:
5
Lassoing the HAR model : a model selection perspective on realized volatility dynamics
Audrino, Francesco
;
Knaus, Simon D.
- In:
Econometric reviews
35
(
2016
)
8/10
,
pp. 1485-1521
Persistent link: https://www.econbiz.de/10011592369
Saved in:
6
Stochastic model specification search for time-varying parameter VARs
Eisenstat, Eric
;
Chan, Joshua
;
Strachan, Rodney W.
- In:
Econometric reviews
35
(
2016
)
8/10
,
pp. 1638-1665
Persistent link: https://www.econbiz.de/10011592382
Saved in:
7
Special issue: Realized volatility and long memory
Maasoumi, Esfandiar
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003761206
Saved in:
8
Realized volatility and long memory : an overview
Maasoumi, Esfandiar
;
McAleer, Michael
- In:
Econometric reviews
27
(
2008
)
1/3
,
pp. 1-9
Persistent link: https://www.econbiz.de/10003761209
Saved in:
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