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~isPartOf:"Econometric reviews"
~source:"econis"
~subject:"Börsenkurs"
~subject:"Stochastic process"
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Search: subject:"Volatility"
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Börsenkurs
Stochastic process
Volatility
90
Volatilität
90
Theorie
53
Theory
53
Stochastischer Prozess
44
Time series analysis
33
Zeitreihenanalyse
33
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29
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29
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25
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25
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22
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22
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McAleer, Michael
8
Asai, Manabu
5
Maasoumi, Esfandiar
4
Chan, Joshua
2
Gouriéroux, Christian
2
Koopman, Siem Jan
2
Meyer, Renate
2
Yu, Jun
2
Alexander, Carol
1
Alghalith, Moawia
1
Andreou, Panayiotis C.
1
Anyfantaki, Sofia
1
Ausín, M. Concepción
1
Bennedsen, Mikkel
1
Bermudez, P. de Zea
1
Bordignon, Silvano
1
Brownlees, Christian
1
Bu, Ruijun
1
Cai, Zongwu
1
Caporin, Massimiliano
1
Cartea, Álvaro
1
Cavaliere, Giuseppe
1
Chan, David
1
Chaussé, Pierre
1
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1
Dimitrakopoulos, Stefanos
1
Doz, Catherine
1
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1
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1
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1
Galeano, Pedro
1
Glickman, Mark E.
1
Gu, Wentao
1
Harvey, David I.
1
Hillebrand, Eric
1
Hu, Meidi
1
Jasiak, Joann
1
Jawadi, Fredj
1
Jungbacker, Borus
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Econometric reviews
Finance research letters
254
Energy economics
161
International review of financial analysis
150
Journal of econometrics
148
International journal of theoretical and applied finance
144
NBER working paper series
144
The North American journal of economics and finance : a journal of financial economics studies
141
Journal of banking & finance
135
International review of economics & finance : IREF
125
Working paper / National Bureau of Economic Research, Inc.
123
Applied economics
119
Quantitative finance
114
Economic modelling
112
Journal of empirical finance
111
The journal of futures markets
102
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101
Research in international business and finance
99
Applied economics letters
96
Journal of risk and financial management : JRFM
89
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
87
Journal of financial economics
87
Discussion paper / Tinbergen Institute
83
Journal of international financial markets, institutions & money
83
Working paper
83
Applied financial economics
80
Pacific-Basin finance journal
77
Economics letters
68
Applied mathematical finance
67
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
67
The European journal of finance
66
International Journal of Energy Economics and Policy : IJEEP
64
Journal of economic dynamics & control
64
Research paper series / Swiss Finance Institute
61
Computational economics
58
Mathematical finance : an international journal of mathematics, statistics and financial theory
55
The journal of computational finance
53
Journal of financial econometrics : official journal of the Society for Financial Econometrics
52
The journal of finance : the journal of the American Finance Association
52
Discussion paper / Centre for Economic Policy Research
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ECONIS (ZBW)
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1
A new Bayesian model for contagion and interdependence
Poon, Aubrey
;
Zhu, Dan
- In:
Econometric reviews
41
(
2022
)
7
,
pp. 806-826
Persistent link: https://www.econbiz.de/10013364908
Saved in:
2
Extremal quantiles and stock price crashes
Andreou, Panayiotis C.
;
Anyfantaki, Sofia
;
Maasoumi, …
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 703-724
Persistent link: https://www.econbiz.de/10014420354
Saved in:
3
Dynamic factor, leverage and realized covariances in multivariate stochastic
volatility
Yamauchi, Yuta
;
Omori, Yasuhiro
- In:
Econometric reviews
42
(
2023
)
6
,
pp. 513-539
Persistent link: https://www.econbiz.de/10014305574
Saved in:
4
The continuous limit of weak GARCH
Alexander, Carol
;
Lazar, Emese
- In:
Econometric reviews
40
(
2021
)
2
,
pp. 197-216
Persistent link: https://www.econbiz.de/10012483807
Saved in:
5
On the estimation of integrated
volatility
in the presence of jumps and microstructure noise
Brownlees, Christian
;
Nualart, Eulalia
;
Sun, Yucheng
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 991-1013
Persistent link: https://www.econbiz.de/10012406198
Saved in:
6
GMM estimation of a realized stochastic
volatility
model : a Monte Carlo study
Chaussé, Pierre
;
Xu, Dinghai
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 719-743
Persistent link: https://www.econbiz.de/10012040406
Saved in:
7
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:
8
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:
9
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:
10
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
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