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~isPartOf:"Journal of econometrics"
~subject:"Finanzmarkt"
~subject:"Oil price"
~subject:"Portfolio selection"
~subject:"Risk"
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Search: subject_exact:"Volatility"
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Finanzmarkt
Oil price
Portfolio selection
Risk
Volatility
321
Volatilität
321
Theorie
125
Theory
125
Estimation theory
116
Schätztheorie
116
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Bollerslev, Tim
3
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Journal of econometrics
Energy economics
409
Finance research letters
190
International Journal of Energy Economics and Policy : IJEEP
130
International review of financial analysis
128
International review of economics & finance : IREF
115
Economic modelling
110
The North American journal of economics and finance : a journal of financial economics studies
109
Applied economics
94
NBER working paper series
90
Working paper / National Bureau of Economic Research, Inc.
87
Research in international business and finance
81
NBER Working Paper
76
Journal of banking & finance
70
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65
Journal of empirical finance
63
Journal of financial economics
56
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
54
Applied economics letters
52
Journal of international financial markets, institutions & money
51
CESifo working papers
50
International journal of finance & economics : IJFE
50
Journal of risk and financial management : JRFM
48
Economics letters
46
Journal of international money and finance
43
Pacific-Basin finance journal
43
Discussion paper / Centre for Economic Policy Research
42
Emerging markets, finance and trade : EMFT
38
The energy journal
38
Journal of economic dynamics & control
35
OPEC energy review
33
The European journal of finance
33
Quantitative finance
32
Cogent economics & finance
30
Management science : journal of the Institute for Operations Research and the Management Sciences
29
Research paper series / Swiss Finance Institute
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The journal of asset management
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Discussion papers / CEPR
28
International journal of forecasting
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International journal of theoretical and applied finance
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ECONIS (ZBW)
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1
A discrete-time hedging framework with multiple factors and fat tails : on what matters
Augustyniak, Maciej
;
Badescu, Alexandru
;
Bégin, …
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 416-444
Persistent link: https://www.econbiz.de/10014339997
Saved in:
2
ß in the tails
Bandi, Federico M.
;
Renò, Roberto
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 134-150
Persistent link: https://www.econbiz.de/10013441641
Saved in:
3
Efficient estimation of high-dimensional dynamic covariance by risk factor mapping : applications for financial risk management
So, Mike Ka-pui
;
Chan, Thomas W. C.
;
Chu, Amanda M. Y.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 151-167
Persistent link: https://www.econbiz.de/10013441642
Saved in:
4
Identification of structural multivariate GARCH models
Hafner, Christian M.
;
Herwartz, Helmut
;
Maxand, Simone
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 212-227
Persistent link: https://www.econbiz.de/10013441647
Saved in:
5
The drift burst hypothesis
Christensen, Kim
;
Oomen, Roel
;
Renò, Roberto
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 461-497
Persistent link: https://www.econbiz.de/10013442150
Saved in:
6
Time-varying general dynamic factor models and the measurement of financial connectedness
Barigozzi, Matteo
;
Hallin, Marc
;
Soccorsi, Stefano
; …
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 324-343
Persistent link: https://www.econbiz.de/10012619427
Saved in:
7
Volatility analysis with realized GARCH-Itô models
Song, Xinyu
;
Kim, Donggyu
;
Yuan, Huiling
;
Cui, Xiangyu
; …
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 393-410
Persistent link: https://www.econbiz.de/10012619433
Saved in:
8
New testing approaches for mean-variance predictability
Fiorentini, Gabriele
;
Sentana, Enrique
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 516-538
Persistent link: https://www.econbiz.de/10012619733
Saved in:
9
High frequency traders and the price process
Aït-Sahalia, Yacine
;
Brunetti, Celso
- In:
Journal of econometrics
217
(
2020
)
1
,
pp. 20-45
Persistent link: https://www.econbiz.de/10012482736
Saved in:
10
A coupled component DCS-EGARCH model for intraday and overnight volatility
Linton, Oliver
;
Wu, Jianbin
- In:
Journal of econometrics
217
(
2020
)
1
,
pp. 176-201
Persistent link: https://www.econbiz.de/10012482745
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