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~isPartOf:"Econometric reviews"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Bibliography included"
~type_genre:"Statistik"
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Volatility
Theorie
564
Theory
564
Estimation theory
446
Schätztheorie
446
Time series analysis
197
Zeitreihenanalyse
197
Estimation
127
Schätzung
127
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126
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126
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125
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102
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102
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72
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64
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58
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McAleer, Michael
9
Asai, Manabu
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Cavaliere, Giuseppe
4
Maasoumi, Esfandiar
4
Taylor, Robert
4
Teräsvirta, Timo
3
Anatolyev, Stanislav
2
Bordignon, Silvano
2
Caporin, Massimiliano
2
Chan, Joshua
2
Gouriéroux, Christian
2
Jawadi, Fredj
2
Koopman, Siem Jan
2
Alexander, Carol
1
Alghalith, Moawia
1
Amado, Cristina
1
Andreou, Panayiotis C.
1
Anyfantaki, Sofia
1
Audrino, Francesco
1
Ausín, M. Concepción
1
Bandi, Federico M.
1
Bennedsen, Mikkel
1
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1
Boswijk, Herman Peter
1
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1
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1
Bu, Ruijun
1
Cai, Yuzhi
1
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1
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1
Chan, Felix
1
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1
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1
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1
De Angelis, Luca
1
Dellaportas, Petros
1
Denison, David G. T.
1
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1
Doz, Catherine
1
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Econometric reviews
Journal of econometrics
263
Journal of banking & finance
213
International journal of theoretical and applied finance
211
Finance research letters
191
Quantitative finance
165
Journal of empirical finance
137
Economic modelling
130
Economics letters
130
The journal of futures markets
130
Energy economics
120
Journal of economic dynamics & control
119
International review of financial analysis
118
The North American journal of economics and finance : a journal of financial economics studies
117
Journal of financial economics
116
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
114
International review of economics & finance : IREF
112
Applied economics
111
Applied mathematical finance
107
International journal of forecasting
99
Mathematical finance : an international journal of mathematics, statistics and financial theory
97
Computational economics
94
The European journal of finance
85
Journal of international money and finance
82
Journal of risk and financial management : JRFM
78
Journal of international financial markets, institutions & money
75
Finance and stochastics
74
The review of financial studies
74
The journal of computational finance
73
Journal of financial econometrics : official journal of the Society for Financial Econometrics
71
Journal of forecasting
71
Applied economics letters
70
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
69
Risks : open access journal
68
European journal of operational research : EJOR
65
Review of derivatives research
63
The journal of finance : the journal of the American Finance Association
60
Applied financial economics
59
Journal of mathematical finance
59
International journal of financial engineering
57
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ECONIS (ZBW)
72
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1
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:
2
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:
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
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:
5
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:
6
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:
7
The estimation for Lévy processes in high frequency data
Zheng, Jing
;
Gu, Wentao
;
Xu, Baolin
;
Cai, Zongwu
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 1051-1066
Persistent link: https://www.econbiz.de/10012040536
Saved in:
8
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:
9
Bayesian analysis of multivariate stochastic volatility with skew return distribution
Nakajima, Jouchi
- In:
Econometric reviews
36
(
2017
)
5
,
pp. 546-562
Persistent link: https://www.econbiz.de/10011795262
Saved in:
10
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
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