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Search: subject:"Volatility"
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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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19
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19
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18
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18
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18
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17
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17
Estimation theory
15
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11
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11
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9
Scientific modelling
9
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8
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8
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7
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7
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7
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Nichtparametrisches Verfahren
6
Nonparametric statistics
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102
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102
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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
Amado, Cristina
2
Andreasen, Martin Møller
2
Barletta, Andrea
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
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2
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2
Meddahi, Nour
2
Olesen, Kasper V.
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2
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CREATES research paper
NBER working paper series
692
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646
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614
Finance research letters
606
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595
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586
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447
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440
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426
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397
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389
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372
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364
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361
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347
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331
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325
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325
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302
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293
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291
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272
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272
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267
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260
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245
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244
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240
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232
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210
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207
Quantitative finance
191
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
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180
Physica A: Statistical Mechanics and its Applications
174
International Journal of Energy Economics and Policy : IJEEP
167
Journal of economic dynamics & control
167
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164
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ECONIS (ZBW)
102
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71
Bayesian stochastic model specification search for seasonal and calendar effects
Proietti, Tommaso
;
Grassi, Stefano
-
2011
Persistent link: https://www.econbiz.de/10008841795
Saved in:
72
Conditional correlation models of autoregressive conditional heteroskedasticity with nonstationary GARCH equations
Amado, Cristina
;
Teräsvirta, Timo
-
2011
Persistent link: https://www.econbiz.de/10009152328
Saved in:
73
Coherent model-free implied
volatility
: a corridor fix for high-frequency VIX
Andersen, Torben
;
Bondarenko, Oleg
;
Gonzalez-Perez, Maria T.
-
2011
Persistent link: https://www.econbiz.de/10009385071
Saved in:
74
Forecasting with option implied information
Christoffersen, Peter F.
;
Jacobs, Kris
;
Chang, Bo Young
-
2011
Persistent link: https://www.econbiz.de/10009385092
Saved in:
75
Estimation of stochastic
volatility
models by nonparametric filtering
Kanaya, Shin
;
Kristensen, Dennis
-
2010
Persistent link: https://www.econbiz.de/10008663983
Saved in:
76
Estimating the persistence and the autocorrelation function of a time series that this measured with error
Hansen, Peter Reinhard
;
Lunde, Asger
-
2010
Persistent link: https://www.econbiz.de/10003934448
Saved in:
77
Stochastic
volatility
Andersen, Torben
;
Benzoni, Luca
-
2010
Persistent link: https://www.econbiz.de/10003937010
Saved in:
78
Latent integrated stochastic
volatility
, realized
volatility
, and implied
volatility
: a state space approach
Bach, Christian
;
Christensen, Bent Jesper
-
2010
Persistent link: https://www.econbiz.de/10008857837
Saved in:
79
Estimation of jump tails
Bollerslev, Tim
;
Todorov, Viktor
-
2010
Persistent link: https://www.econbiz.de/10003959796
Saved in:
80
Realized beta GARCH : a multivariate GARCH model with realized measures of
volatility
and covolatility
Hansen, Peter Reinhard
;
Lunde, Asger
;
Voev, Valeri
-
2010
Persistent link: https://www.econbiz.de/10008746092
Saved in:
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