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~isPartOf:"Journal of econometrics"
~isPartOf:"NBER Working Paper"
~subject:"Volatilität"
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Volatilität
Theorie
7,853
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7,853
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596
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596
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544
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544
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384
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Bollerslev, Tim
11
Diebold, Francis X.
8
Andersen, Torben G.
7
Aït-Sahalia, Yacine
6
Ait-Sahalia, Yacine
5
Aizenman, Joshua
5
Todorov, Viktor
5
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4
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4
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4
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4
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4
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4
Renault, Eric
4
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4
Asai, Manabu
3
Barigozzi, Matteo
3
Caballero, Ricardo J.
3
Calvet, Laurent E.
3
Campbell, John Y.
3
Cavaliere, Giuseppe
3
Cochrane, John H.
3
Gallant, A. Ronald
3
Giglio, Stefano
3
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3
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3
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3
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3
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3
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2
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2
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2
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2
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2
Carlin, Bruce I.
2
Chan, Joshua
2
Cho, Dongchul
2
Christensen, Bent Jesper
2
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2
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2
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Journal of econometrics
NBER Working Paper
NBER working paper series
173
Working paper / National Bureau of Economic Research, Inc.
161
Journal of banking & finance
109
Finance research letters
96
Economics letters
83
Journal of empirical finance
81
Discussion paper / Tinbergen Institute
80
Discussion paper / Centre for Economic Policy Research
78
International journal of theoretical and applied finance
77
Economic modelling
76
International journal of forecasting
76
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
75
Mathematical finance : an international journal of mathematics, statistics and financial theory
72
Journal of economic dynamics & control
71
Journal of financial economics
71
Working paper
69
Journal of international money and finance
65
Energy economics
61
International review of financial analysis
61
The European journal of finance
59
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58
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58
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57
Journal of forecasting
55
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51
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50
Applied economics letters
46
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46
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45
Journal of financial econometrics : official journal of the Society for Financial Econometrics
45
The North American journal of economics and finance : a journal of financial economics studies
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44
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
44
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ECONIS (ZBW)
280
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1
Out of sample forecasts of quadratic variation
Aït-Sahalia, Yacine
;
Mancini, Loriano
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 17-33
Persistent link: https://www.econbiz.de/10003783780
Saved in:
2
Econometric estimation in long-range dependent volatility models :
theory
and practice
Casas, Isabel
;
Gao, Jiti
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 72-83
Persistent link: https://www.econbiz.de/10003783786
Saved in:
3
A multiple regime smooth transition Heterogeneous Autoregressive model for long memory and asymmetries
McAleer, Michael
;
Medeiros, Marcelo C.
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 104-119
Persistent link: https://www.econbiz.de/10003783790
Saved in:
4
A long-run pure variance common features model for the common volatilities of the Dow Jones
Engle, Robert F.
;
Marcucci, Juri
- In:
Journal of econometrics
132
(
2006
)
1
,
pp. 7-42
Persistent link: https://www.econbiz.de/10003320235
Saved in:
5
The common and specific components of dynamic volatility
Connor, Gregory
;
Korajczyk, Robert A.
;
Linton, Oliver
- In:
Journal of econometrics
132
(
2006
)
1
,
pp. 231-255
Persistent link: https://www.econbiz.de/10003320262
Saved in:
6
Asymptotic normality of narrow-band least squares in the stationary fractional cointegration model and volatility forecasting
Christensen, Bent Jesper
;
Nielsen, Morten Ørregaard
- In:
Journal of econometrics
133
(
2006
)
1
,
pp. 343-371
Persistent link: https://www.econbiz.de/10003354581
Saved in:
7
MCMC maximum likelihood for latent state models
Jacquier, Eric
;
Johannes, Michael
;
Polson, Nicholas G.
- In:
Journal of econometrics
137
(
2007
)
2
,
pp. 615-640
Persistent link: https://www.econbiz.de/10003442024
Saved in:
8
Nonstationary nonlinear heteroskedasticity in regression
Chung, Heetaik
;
Park, Joon Y.
- In:
Journal of econometrics
137
(
2007
)
1
,
pp. 230-259
Persistent link: https://www.econbiz.de/10003425535
Saved in:
9
Inference with non-Gaussian Ornstein-Uhlenbeck processes for stochastic volatility
Griffin, J. E.
;
Steel, Mark F. J.
- In:
Journal of econometrics
134
(
2006
)
2
,
pp. 605-644
Persistent link: https://www.econbiz.de/10003374347
Saved in:
10
Structural attribution of observed volatility clustering
Granger, C. W. J.
;
Machina, Mark J.
- In:
Journal of econometrics
135
(
2006
)
1/2
,
pp. 15-29
Persistent link: https://www.econbiz.de/10003376075
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