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~isPartOf:"Annals of financial economics"
~isPartOf:"Econometric reviews"
~subject:"Time series analysis"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Volatility"
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Time series analysis
Volatility
128
Volatilität
128
Theorie
59
Theory
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Stochastic process
53
Stochastischer Prozess
53
Zeitreihenanalyse
35
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Cavaliere, Giuseppe
3
McAleer, Michael
3
Taylor, Robert
3
Teräsvirta, Timo
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Jawadi, Fredj
2
Maasoumi, Esfandiar
2
Phillips, Peter C. B.
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Amado, Cristina
1
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Annals of financial economics
Econometric reviews
Journal of econometrics
100
Energy economics
69
International journal of forecasting
60
Economic modelling
57
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
56
Journal of empirical finance
48
Finance research letters
44
Economics letters
34
Journal of forecasting
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Applied economics
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The North American journal of economics and finance : a journal of financial economics studies
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International review of financial analysis
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28
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27
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Journal of banking & finance
24
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Computational economics
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Journal of risk and financial management : JRFM
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Research in international business and finance
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Journal of economic dynamics & control
17
Econometrics : open access journal
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Applied economics letters
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Applied financial economics
14
The econometrics journal
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Journal of financial economics
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Journal of international financial markets, institutions & money
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Econometric theory
12
International Journal of Energy Economics and Policy : IJEEP
12
International journal of finance & economics : IJFE
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Journal of economics and finance
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Journal of risk
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Risks : open access journal
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
Journal of applied econometrics
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CBN journal of applied statistics
10
Empirical economics : a quarterly journal of the Institute for Advanced Studies
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International journal of economics and financial issues : IJEFI
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ECONIS (ZBW)
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1
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
De Angelis, Luca
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 725-757
Persistent link: https://www.econbiz.de/10014420355
Saved in:
2
Large dimensional portfolio allocation based on a mixed frequency dynamic factor model
Peng, Siyang
;
Shaojun, Guo
;
Long, Yonghong
- In:
Econometric reviews
41
(
2022
)
5
,
pp. 539-563
Persistent link: https://www.econbiz.de/10013364893
Saved in:
3
Data cloning estimation for asymmetric stochastic volatility models
Bermudez, P. de Zea
;
Marín, J. Miguel
;
Veiga, Helena
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 1057-1074
Persistent link: https://www.econbiz.de/10012406209
Saved in:
4
Semiparametric estimation and inference on the fractal index of Gaussian and conditionally Gaussian time series data
Bennedsen, Mikkel
- In:
Econometric reviews
39
(
2020
)
9
,
pp. 875-903
Persistent link: https://www.econbiz.de/10012295586
Saved in:
5
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:
6
A multifactor transformed diffusion model with applications to VIX and VIX futures
Bu, Ruijun
;
Jawadi, Fredj
;
Li, Yuyi
- In:
Econometric reviews
39
(
2020
)
1
,
pp. 27-53
Persistent link: https://www.econbiz.de/10012181537
Saved in:
7
Forecasting energy futures volatility with threshold augmented heterogeneous autoregressive jump models
Jawadi, Fredj
;
Ftiti, Zied
;
Louhichi, Waël
- In:
Econometric reviews
39
(
2020
)
1
,
pp. 54-70
Persistent link: https://www.econbiz.de/10012181540
Saved in:
8
Forecasting realized volatility dynamically based on adjusted dynamic model averaging (AMDA) approach : evidence from China's stock market
Ping, Yuan
- In:
Annals of financial economics
14
(
2019
)
4
,
pp. 1-21
Persistent link: https://www.econbiz.de/10012226658
Saved in:
9
Bias-corrected realized variance
Yeh, Jin-huei
;
Wang, Jying-Nan
- In:
Econometric reviews
38
(
2019
)
2
,
pp. 170-192
Persistent link: https://www.econbiz.de/10012180719
Saved in:
10
Multivariate return decomposition : theory and implications
Anatolyev, Stanislav
;
Gospodinov, Nikolaj
- In:
Econometric reviews
38
(
2019
)
5
,
pp. 487-508
Persistent link: https://www.econbiz.de/10012181325
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