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~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Bibliografie enthalten"
~type_genre:"Bibliography included"
~type_genre:"Konferenzschrift"
~type_genre:"Statistik"
~type_genre:"Übersichtsarbeit"
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Volatility
Theorie
302
Theory
302
Time series analysis
154
Zeitreihenanalyse
154
Estimation
133
Schätzung
133
Estimation theory
107
Schätztheorie
107
Volatilität
69
Nichtlineare Regression
57
Nonlinear regression
57
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52
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52
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46
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Chan, Jennifer So Kuen
2
Fabozzi, Frank J.
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Kok Haur Ng
2
Peiris, Shelton
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Račev, Svetlozar T.
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1
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
263
Journal of banking & finance
213
International journal of theoretical and applied finance
211
Finance research letters
194
Quantitative finance
168
Journal of empirical finance
137
Economic modelling
130
Economics letters
130
The journal of futures markets
130
Energy economics
127
Journal of economic dynamics & control
121
International review of financial analysis
118
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
118
The North American journal of economics and finance : a journal of financial economics studies
117
Journal of financial economics
116
Applied economics
112
International review of economics & finance : IREF
112
Applied mathematical finance
109
International journal of forecasting
99
Mathematical finance : an international journal of mathematics, statistics and financial theory
97
Computational economics
96
The European journal of finance
86
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
Risks : open access journal
73
The journal of computational finance
73
Econometric reviews
72
Journal of financial econometrics : official journal of the Society for Financial Econometrics
71
Journal of forecasting
71
Applied economics letters
70
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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69
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11
Statistical characteristics of price impact in high-frequency trading
Jia, Can
;
Zhou, Tianmin
;
Li, Handong
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
3
,
pp. 19-34
Persistent link: https://www.econbiz.de/10012594148
Saved in:
12
An effcient exact Bayesian method for state space models with stochastic volatility
Huang, Yu-Fan
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
2
,
pp. 1-10
Persistent link: https://www.econbiz.de/10012507436
Saved in:
13
On the estimation of regime-switching Lévy models
Chevallier, Julien
;
Goutte, Stéphane
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
1
,
pp. 3-29
Persistent link: https://www.econbiz.de/10011650170
Saved in:
14
Causal relationships between inflation and inflation uncertainty
Barnett, William A.
;
Jawadi, Fredj
;
Ftiti, Zied
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
5
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012406029
Saved in:
15
Dissecting skewness under affine jump-diffusions
Zhen, Fang
;
Zhang, Jin E.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
4
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012299592
Saved in:
16
Bayesian analysis of periodic asymmetric power GARCH models
Aknouche, Abdelhakim
;
Demmouche, Nacer
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
4
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012299605
Saved in:
17
Constrained interest rates and changing dynamics at the zero lower bound
Bäurle, Gregor
;
Kaufmann, Daniel
;
Kaufmann, Sylvia
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012198531
Saved in:
18
Fiscal policy uncertainty and US output
Popiel, Michal Ksawery
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
2
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012198646
Saved in:
19
Estimating stochastic volatility models using realized measures
Bekierman, Jeremias
;
Gribisch, Bastian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
3
,
pp. 279-300
Persistent link: https://www.econbiz.de/10011507527
Saved in:
20
Particle Gibbs with ancestor sampling for stochastic volatility models with: heavy tails, in mean effects, leverage, serial dependence and structural breaks
Nonejad, Nima
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
19
(
2015
)
5
,
pp. 561-584
Persistent link: https://www.econbiz.de/10011431022
Saved in:
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