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Volatility
101
Volatilität
101
Theorie
39
Theory
39
Capital income
25
Kapitaleinkommen
25
Time series analysis
25
Zeitreihenanalyse
25
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22
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22
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18
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18
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11
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9
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8
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Nonparametric statistics
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102
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Lunde, Asger
8
Santucci de Magistris, Paolo
8
Bollerslev, Tim
7
Christiansen, Charlotte
7
Christoffersen, Peter F.
7
Todorov, Viktor
7
Andersen, Torben
6
Teräsvirta, Timo
6
Christensen, Bent Jesper
5
Hansen, Peter Reinhard
5
Hounyo, Ulrich
5
Podolskij, Mark
5
Jacobs, Kris
4
Silvennoinen, Annastiina
4
Veliyev, Bezirgen
4
Asgharian, Hossein
3
Barndorff-Nielsen, Ole E.
3
Christensen, Kim
3
Hou, Ai Jun
3
Rossi, Eduardo
3
Veraart, Almut E. D.
3
Violante, Francesco
3
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2
Andreasen, Martin Møller
2
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2
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2
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2
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2
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2
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2
Olesen, Kasper V.
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CREATES research paper
NBER working paper series
688
Working paper / National Bureau of Economic Research, Inc.
646
Energy economics
610
NBER Working Paper
595
Discussion paper series / IZA
585
Finance research letters
545
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447
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439
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418
Journal of banking & finance
397
International review of economics & finance : IREF
381
The journal of futures markets
370
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363
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361
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331
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245
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242
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239
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228
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210
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207
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190
IMF Staff Country Reports
186
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
181
Pacific-Basin finance journal
178
Physica A: Statistical Mechanics and its Applications
174
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167
International Journal of Energy Economics and Policy : IJEEP
166
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ECONIS (ZBW)
102
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41
Tail risk premia and return predictability
Bollerslev, Tim
;
Todorov, Viktor
;
Xu, Lai
-
2014
Persistent link: https://www.econbiz.de/10010442441
Saved in:
42
Volatility
jumps and their economic determinants
Caporin, Massimiliano
;
Rossi, Edward
;
Santucci de …
-
2014
Persistent link: https://www.econbiz.de/10010394556
Saved in:
43
Bootstrap score tests for fractional integration in heteroskedastic ARFIMA Models, with an application to price dynamics in commodity spot and futures markets
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2014
Persistent link: https://www.econbiz.de/10010394614
Saved in:
44
Idiosyncratic
volatility
puzzle : influence of macro-finance factors
Aslanidis, Nektarios
;
Christiansen, Charlotte
; …
-
2014
Persistent link: https://www.econbiz.de/10010433247
Saved in:
45
Macro-finance determinants of the long-run stock-bond correlation : the DCC-MIDAS specification
Asgharian, Hossein
;
Christiansen, Charlotte
;
Hou, Ai Jun
-
2014
Persistent link: https://www.econbiz.de/10010346665
Saved in:
46
ABC of SV : limited information likelihood inference in stochastic
volatility
jump-diffusion models
Creel, Michael D.
;
Kristensen, Dennis
-
2014
Persistent link: https://www.econbiz.de/10010401691
Saved in:
47
Chasing
volatility
: a persistent multiplicative error model with jumps
Caporin, Massimiliano
;
Rossi, Eduardo
;
Santucci de …
-
2014
Persistent link: https://www.econbiz.de/10010401692
Saved in:
48
Factor structure in commodity futures return and
volatility
Christoffersen, Peter F.
;
Lunde, Asger
;
Olesen, Kasper V.
-
2014
Persistent link: https://www.econbiz.de/10010406918
Saved in:
49
Modeling and forecasting the
volatility
of energy forward returns : evidence from the Nordic power exchange
Lunde, Asger
;
Olesen, Kasper V.
-
2013
Persistent link: https://www.econbiz.de/10009751838
Saved in:
50
Bootstrapping pre-averaged realized
volatility
under market microstructure noise
Hounyo, Ulrich
;
Gonçalves, Sílvia
;
Meddahi, Nour
-
2013
Persistent link: https://www.econbiz.de/10009790617
Saved in:
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