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~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~language:"eng"
~language:"nor"
~subject:"Volatilität"
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Search: subject:"Schätzung"
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Volatilität
Estimation
77
Schätzung
77
Theorie
43
Theory
43
Volatility
34
Capital income
31
Kapitaleinkommen
31
Börsenkurs
29
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28
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24
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Estimation theory
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Schätztheorie
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Risikomaß
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Risk measure
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Garcia, René
2
Ghysels, Eric
2
Okou, Cédric
2
Rodrigues, Paulo M. M.
2
Ahoniemi, Katja
1
Asai, Manabu
1
Badescu, Alexandru
1
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1
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1
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1
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1
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1
Cui, Zhenyu
1
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1
Dijk, Dick van
1
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1
Feunou, Bruno
1
Francq, Christian
1
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1
Gagliardini, Patrick
1
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1
Haas, Markus
1
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1
Hao, Jinji
1
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1
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1
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1
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1
Kim, Yunmi
1
Kokoszka, Piotr
1
Koopman, Siem Jan
1
Lanne, Markku
1
Lunde, Asger
1
Martens, Martin
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Energy economics
146
Finance research letters
133
Applied economics
125
Journal of econometrics
120
Economic modelling
118
International review of economics & finance : IREF
116
International review of financial analysis
107
The North American journal of economics and finance : a journal of financial economics studies
100
Journal of empirical finance
87
Journal of banking & finance
86
Working paper / National Bureau of Economic Research, Inc.
82
Applied economics letters
78
NBER working paper series
77
Applied financial economics
76
Working paper
75
Journal of international money and finance
72
NBER Working Paper
71
Research in international business and finance
69
Journal of international financial markets, institutions & money
68
Discussion paper / Tinbergen Institute
67
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
66
The journal of futures markets
63
Economics letters
61
Journal of risk and financial management : JRFM
55
CESifo working papers
54
Discussion paper / Centre for Economic Policy Research
49
International journal of forecasting
49
International journal of finance & economics : IJFE
48
The European journal of finance
48
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
45
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
45
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
Quantitative finance
36
Pacific-Basin finance journal
34
Cogent economics & finance
32
Econometric reviews
32
International journal of economics and finance
32
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ECONIS (ZBW)
34
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1
Can volatility models explain extreme events?
Trapin, Luca
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
2
,
pp. 297-315
Persistent link: https://www.econbiz.de/10011987768
Saved in:
2
Downside variance risk premium
Feunou, Bruno
;
Jahan-Parvar, Mohammad R.
;
Okou, Cédric
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
3
,
pp. 341-383
Persistent link: https://www.econbiz.de/10011987780
Saved in:
3
Range-based covariance estimation using high-frequency data : the realized co-range
Bannouh, Karim
;
Dijk, Dick van
;
Martens, Martin
- In:
Journal of financial econometrics : official journal of …
7
(
2009
)
4
,
pp. 341-372
Persistent link: https://www.econbiz.de/10003907520
Saved in:
4
Combining multivariate volatility forecasts: an economic-based approach
Caldeira, João F.
;
Moura, Guilherme Valle
;
Nogales, …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 247-285
Persistent link: https://www.econbiz.de/10011987429
Saved in:
5
Indirect inference estimation of mixed frequency stochastic volatility state space models using MIDAS regressions and ARCH models
Gagliardini, Patrick
;
Ghysels, Eric
;
Rubin, M.
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
4
,
pp. 509-560
Persistent link: https://www.econbiz.de/10011987633
Saved in:
6
Real-Time GARCH
Smetanina, Ekaterina
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
4
,
pp. 561-601
Persistent link: https://www.econbiz.de/10011987644
Saved in:
7
Non-affine GARCH option pricing models, variance-dependent kernels, and diffusion limits
Badescu, Alexandru
;
Cui, Zhenyu
;
Ortega, Juan-Pablo
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
4
,
pp. 602-648
Persistent link: https://www.econbiz.de/10011987648
Saved in:
8
Overnight news and daily equity trading risk limits
Ahoniemi, Katja
;
Fuertes, Ana María
;
Olmo, Jose
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
3
,
pp. 525-551
Persistent link: https://www.econbiz.de/10011623670
Saved in:
9
Quantile regression for long memory testing : a case of realized volatility
Hassler, Uwe
;
Rodrigues, Paulo M. M.
;
Rubia, Antonio
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 693-724
Persistent link: https://www.econbiz.de/10011623824
Saved in:
10
The geometric-VaR backtesting method
Pelletier, Denis
;
Wei, Wei
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 725-745
Persistent link: https://www.econbiz.de/10011623861
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