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~isPartOf:"Journal of financial econometrics"
~subject:"Arbeitsmarkt"
~subject:"Schätzung"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Bibliografie enthalten"
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Search: subject:"volatility"
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Arbeitsmarkt
Schätzung
Volatility
73
Volatilität
73
Estimation
32
Capital income
30
Kapitaleinkommen
30
Time series analysis
27
Zeitreihenanalyse
27
Theorie
26
Theory
26
ARCH model
25
ARCH-Modell
25
Forecasting model
24
Prognoseverfahren
24
Börsenkurs
23
Share price
23
Stochastic process
16
Stochastischer Prozess
16
Estimation theory
13
Schätztheorie
13
Option pricing theory
12
Optionspreistheorie
12
realized volatility
12
high-frequency data
11
Correlation
8
Korrelation
8
Portfolio selection
8
Portfolio-Management
8
Analysis of variance
7
CAPM
7
Risikoprämie
7
Risk premium
7
Varianzanalyse
7
forecasting
6
volatility
6
Aktienmarkt
5
Beta risk
5
Betafaktor
5
Financial market
5
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5
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Undetermined
29
Free
3
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Article
32
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Aufsatz in Zeitschrift
Bibliografie enthalten
Article in journal
32
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English
32
Author
All
Hansen, Peter Reinhard
2
Sancetta, Alessio
2
Alitab, Dario
1
Barigozzi, Matteo
1
Barunik, Jozef
1
Baur, Dirk G.
1
Bee, Marco
1
Bekierman, Jeremias
1
Berardi, Andrea
1
Bollerslev, Tim
1
Bormetti, Giacomo
1
Bu, Ruijun
1
Buccheri, Giuseppe
1
Calzolari, Giorgio
1
Cenesizoglu, Tolga
1
Chen, Jian
1
Chen, Qiang
1
Chorro, Christophe
1
Clements, Michael P.
1
Corsi, Fulvio
1
Dimpfl, Thomas
1
Dupuis, Debbie J.
1
Erdemlioglu, Deniz
1
Francq, Christian
1
Gong, Yuting
1
Gorgi, P.
1
Grassi, Stefano
1
Gribisch, Bastian
1
Grønneberg, Steffen
1
Halbleib, Roxana
1
Hallin, Marc
1
Hansen, Anne Lundgaard
1
Hassler, Uwe
1
Hong, Seok Young
1
Huang, Zhuo
1
Hung, Mao-Wei
1
Ibrushi, Denada
1
Inoue, Atsushi
1
Janus, Paweł
1
Jiang, Binyan
1
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Journal of financial econometrics
Energy economics
154
Applied economics
143
Finance research letters
131
Economic modelling
124
International review of economics & finance : IREF
119
Journal of econometrics
106
International review of financial analysis
105
The North American journal of economics and finance : a journal of financial economics studies
97
Applied economics letters
91
Journal of banking & finance
85
Journal of empirical finance
82
Applied financial economics
75
Research in international business and finance
73
Journal of international money and finance
70
Journal of international financial markets, institutions & money
68
Economics letters
67
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
65
The journal of futures markets
61
Labour economics : official journal of the European Association of Labour Economists
59
Journal of risk and financial management : JRFM
53
International journal of finance & economics : IJFE
50
International journal of forecasting
48
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
47
The European journal of finance
46
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
42
Journal of economic dynamics & control
41
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
40
International Journal of Energy Economics and Policy : IJEEP
38
Journal of financial economics
38
Pacific-Basin finance journal
35
Journal of financial econometrics : official journal of the Society for Financial Econometrics
34
Quantitative finance
34
International journal of economics and finance
32
International journal of economics and financial issues : IJEFI
31
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
30
Econometric reviews
29
Cogent economics & finance
28
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
28
Journal of applied econometrics
28
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ECONIS (ZBW)
32
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1
Modeling price and variance jump clustering using the marked Hawkes process
Chen, Jian
;
Clements, Michael P.
;
Urquhart, Andrew
- In:
Journal of financial econometrics
22
(
2024
)
3
,
pp. 743-772
Persistent link: https://www.econbiz.de/10015045178
Saved in:
2
Volatility
of
volatility
estimation : central limit theorems for the fourier transform estimator and empirical study of the daily time series stylized facts
Toscano, Giacomo
;
Livieri, Giulia
;
Mancino, Maria Elvira
; …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 252-296
Persistent link: https://www.econbiz.de/10014526318
Saved in:
3
Empirical asset pricing with functional factors
Nadler, Philip
;
Sancetta, Alessio
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1258-1281
Persistent link: https://www.econbiz.de/10014391457
Saved in:
4
News arrival, time-varying jump intensity, and realized
volatility
: conditional testing approach
Erdemlioglu, Deniz
;
Yang, Xiye
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1519-1556
Persistent link: https://www.econbiz.de/10014444697
Saved in:
5
Realized GARCH, CBOE VIX, and the
volatility
risk premium
Hansen, Peter Reinhard
;
Huang, Zhuo
;
Tong, Chen
;
Wang, …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 187-223
Persistent link: https://www.econbiz.de/10014526311
Saved in:
6
Estimating risk in illiquid markets : a model of market friction with stochastic
volatility
Buccheri, Giuseppe
;
Grassi, Stefano
;
Vocalelli, Giorgio
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 531-574
Persistent link: https://www.econbiz.de/10014526336
Saved in:
7
Intraday trades profile estimation : an intensity approach
Sancetta, Alessio
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 651-677
Persistent link: https://www.econbiz.de/10014314773
Saved in:
8
Volatility
estimation and forecasts based on price durations
Hong, Seok Young
;
Nolte, Ingmar
;
Taylor, Stephen
;
Zhao, …
- In:
Journal of financial econometrics
21
(
2023
)
1
,
pp. 106-144
Persistent link: https://www.econbiz.de/10013542852
Saved in:
9
Forecasting under long memory
Hassler, Uwe
;
Pohle, Marc-Oliver
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 742-778
Persistent link: https://www.econbiz.de/10014314818
Saved in:
10
An application of damped diffusion for modeling
volatility
dynamics
Hung, Mao-Wei
;
Ko, Yi-Chen
;
Wang, Jr-Yan
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 779-809
Persistent link: https://www.econbiz.de/10014314820
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