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~isPartOf:"Journal of econometrics"
~subject:"Optionspreistheorie"
~subject:"United States"
~subject:"Wechselkurs"
~subject:"World"
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Search: subject_exact:"Volatility"
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Optionspreistheorie
United States
Wechselkurs
World
Volatility
321
Volatilität
321
Theorie
125
Theory
125
Estimation theory
116
Schätztheorie
116
Stochastic process
104
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104
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102
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102
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100
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70
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Bollerslev, Tim
5
Todorov, Viktor
5
Xiu, Dacheng
4
Engle, Robert F.
3
Ghysels, Eric
3
Tauchen, George Eugene
3
Andersen, Torben
2
Aït-Sahalia, Yacine
2
Bondarenko, Oleg
2
Calvet, Laurent E.
2
Christensen, Bent Jesper
2
Fisher, Adlai
2
Gallant, A. Ronald
2
Harvey, Andrew C.
2
Nielsen, Morten Ørregaard
2
Park, Yang-Ho
2
Wang, Bin
2
Zheng, Xu
2
Zhou, Hao
2
Amengual, Dante
1
Augustyniak, Maciej
1
Badescu, Alexandru
1
Bakshi, Gurdip S.
1
Baldovin, Fulvio
1
Bandi, Federico M.
1
Bansal, Ravi
1
Barone-Adesi, Giovanni
1
Bates, David S.
1
Beltratti, Andrea
1
Blair, Bevan J.
1
Bouezmarni, Taoufik
1
Breidt, F. Jay
1
Broadie, Mark
1
Busch, Thomas
1
Bégin, Jean-François
1
Caginalp, Gunduz
1
Cao, Charles Q.
1
Caporin, Massimiliano
1
Caraglio, Michele
1
Chan, Felix
1
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Conference on Realized Volatility <2006, Montréal>
1
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Journal of econometrics
Energy economics
299
Working paper / National Bureau of Economic Research, Inc.
262
The journal of futures markets
226
Finance research letters
214
Journal of banking & finance
181
International journal of theoretical and applied finance
172
The North American journal of economics and finance : a journal of financial economics studies
164
International review of economics & finance : IREF
162
Applied economics
158
Journal of international money and finance
149
NBER working paper series
145
International review of financial analysis
135
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132
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132
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124
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116
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111
Journal of international financial markets, institutions & money
110
Research in international business and finance
104
Applied economics letters
103
Applied financial economics
95
Journal of empirical finance
91
International Journal of Energy Economics and Policy : IJEEP
87
The review of financial studies
87
Economics letters
81
International journal of finance & economics : IJFE
81
CESifo working papers
79
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
79
Applied mathematical finance
76
The journal of finance : the journal of the American Finance Association
73
Journal of risk and financial management : JRFM
72
Journal of financial economics
69
The journal of computational finance
67
Discussion paper / Tinbergen Institute
65
Journal of financial and quantitative analysis : JFQA
65
The European journal of finance
65
Mathematical finance : an international journal of mathematics, statistics and financial theory
63
Computational economics
59
The journal of derivatives : the official publication of the International Association of Financial Engineers
55
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ECONIS (ZBW)
71
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1
Bias reduction in spot volatility estimation from options
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 53-81
Persistent link: https://www.econbiz.de/10014364661
Saved in:
2
Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process
Wang, Xiaohu
;
Xiao, Weilin
;
Yu, Jun
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 389-415
Persistent link: https://www.econbiz.de/10014339985
Saved in:
3
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:
4
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
Saved in:
5
Nonparametric jump variation measures from options
Todorov, Viktor
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 255-280
Persistent link: https://www.econbiz.de/10013463804
Saved in:
6
Testing for the presence of jump components in jump diffusion models
Wang, Bin
;
Zheng, Xu
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 483-509
Persistent link: https://www.econbiz.de/10013464085
Saved in:
7
Closed-form implied volatility surfaces for stochastic volatility models with jumps
Aït-Sahalia, Yacine
;
Li, Chenxu
;
Li, Chen Xu
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 364-392
Persistent link: https://www.econbiz.de/10012619431
Saved in:
8
Nonparametric estimation of jump diffusion models
Park, Joon Y.
;
Wang, Bin
- In:
Journal of econometrics
222
(
2021
)
1,3
,
pp. 688-715
Persistent link: https://www.econbiz.de/10012619778
Saved in:
9
Liquidity and volatility in the US treasury market
Nguyen, Giang H.
;
Engle, Robert F.
;
Fleming, Michael J.
; …
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 207-229
Persistent link: https://www.econbiz.de/10012482750
Saved in:
10
High-frequency jump tests : which test should we use?
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 478-487
Persistent link: https://www.econbiz.de/10012483405
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