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~isPartOf:"Journal of econometrics"
~isPartOf:"Working paper"
~subject:"Kointegration"
~subject:"Volatilität"
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Kointegration
Volatilität
Volatility
575
Theorie
346
Theory
346
Schätzung
307
Estimation
306
Cointegration
246
Arbeitsmarkt
244
Deutschland
241
Labour market
239
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238
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201
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201
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197
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197
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157
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157
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141
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140
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132
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129
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113
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113
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113
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102
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101
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101
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99
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91
VAR-Modell
91
Welt
75
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75
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70
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70
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66
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3
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McAleer, Michael
51
Bollerslev, Tim
19
Chang, Chia-Lin
18
Todorov, Viktor
17
Manera, Matteo
16
Neely, Christopher J.
16
Tauchen, George Eugene
15
Mumtaz, Haroon
14
Andersen, Torben
12
Phillips, Peter C. B.
12
Aït-Sahalia, Yacine
11
Kapetanios, George
10
Mignon, Valérie
10
Asai, Manabu
9
Guo, Hui
9
Boswijk, Herman Peter
8
Li, Jia
8
Meddahi, Nour
8
Xiu, Dacheng
8
Escribano, Álvaro
7
Mykland, Per A.
7
Nielsen, Morten Ørregaard
7
Park, Joon Y.
7
Patton, Andrew J.
7
Rahbek, Anders
7
Raunig, Burkhard
7
Robinson, Peter M.
7
Yu, Jun
7
Cavaliere, Giuseppe
6
Christiansen, Charlotte
6
Corradi, Valentina
6
Ghysels, Eric
6
Hallin, Marc
6
Johansen, Søren
6
Kim, Donggyu
6
Laurent, Sébastien
6
Medeiros, Marcelo C.
6
Nguyen, Hoang
6
Reed, W. Robert
6
Shephard, Neil G.
6
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Federal Reserve Bank of St. Louis
14
University of Canterbury / Dept. of Economics and Finance
13
Institut für Schweizerisches Bankwesen <Zürich>
7
Queen Mary College / Department of Economics
5
Institut for Miljø- og Erhvervsøkonomi <Esbjerg>
2
Brussels European and Global Economic Laboratory
1
Centre d'Etudes Prospectives et d'Informations Internationales
1
Conference on Realized Volatility <2006, Montréal>
1
Cornell University / Cornell Food and Nutrition Policy Program
1
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Journal of econometrics
Working paper
Energy economics
856
Applied economics
720
Finance research letters
652
Economic modelling
585
NBER working paper series
499
Working paper / National Bureau of Economic Research, Inc.
478
International Journal of Energy Economics and Policy : IJEEP
460
International review of financial analysis
460
International review of economics & finance : IREF
439
Applied economics letters
435
NBER Working Paper
431
Economics letters
406
Journal of banking & finance
405
The journal of futures markets
384
The North American journal of economics and finance : a journal of financial economics studies
368
Research in international business and finance
342
Applied financial economics
321
Journal of international financial markets, institutions & money
292
Journal of international money and finance
292
International journal of economics and financial issues : IJEFI
279
Journal of empirical finance
278
Discussion paper / Centre for Economic Policy Research
260
CESifo working papers
252
International journal of theoretical and applied finance
249
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
246
International journal of economics and finance
242
Discussion paper / Tinbergen Institute
234
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
229
Journal of risk and financial management : JRFM
221
The empirical economics letters : a monthly international journal of economics
221
International journal of finance & economics : IJFE
201
Quantitative finance
200
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
197
Cogent economics & finance
196
IMF working papers
196
International journal of forecasting
187
Journal of financial economics
184
Pacific-Basin finance journal
175
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ECONIS (ZBW)
806
USB Cologne (business full texts)
7
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1
The empirical performance of option based densities of foreign exchange
Craig, Ben R.
;
Keller, Joachim G.
-
2002
Persistent link: https://www.econbiz.de/10001650407
Saved in:
2
Exchange rate and industrial commodity
volatility
transmissions, asymmetries and hedging strategies
Hammoudeh, Shawkat
;
Yuan, Yuan
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008689068
Saved in:
3
Realized
volatility
forecasting and option pricing
Bandi, Federico M.
;
Russell, Jeffrey R.
;
Yang, Chen
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 34-46
Persistent link: https://www.econbiz.de/10003783782
Saved in:
4
A Gaussian approximation scheme for computation of option prices in stochastic
volatility
models
Cheng, Ai-ru Meg
;
Gallant, A. Ronald
;
Ji, Chuanshu
; …
- In:
Journal of econometrics
146
(
2008
)
1
,
pp. 44-58
Persistent link: https://www.econbiz.de/10003778206
Saved in:
5
Variance dynamics : joint evidence from options and high-frequency returns
Wu, Liuren
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 280-287
Persistent link: https://www.econbiz.de/10009242518
Saved in:
6
Realized Laplace transforms for estimation of jump diffusive
volatility
models
Todorov, Viktor
;
Tauchen, George Eugene
;
Grynkiv, Iaryna
- In:
Journal of econometrics
164
(
2011
)
2
,
pp. 367-381
Persistent link: https://www.econbiz.de/10009301899
Saved in:
7
Semi-nonparametric estimation of the call-option price surface under strike and time-to-expiry no-arbitrage constraints
Fengler, Matthias R.
;
Hin, Lin-Yee
- In:
Journal of econometrics
184
(
2015
)
2
,
pp. 242-261
Persistent link: https://www.econbiz.de/10011339347
Saved in:
8
Asymptotically distribution-free tests for the
volatility
function of a diffusion
Chen, Qiang
;
Zheng, Xu
;
Pan, Zhiyuan
- In:
Journal of econometrics
184
(
2015
)
1
,
pp. 124-144
Persistent link: https://www.econbiz.de/10011326801
Saved in:
9
Variance trading and market price of variance risk
Bondarenko, Oleg
- In:
Journal of econometrics
180
(
2014
)
1
,
pp. 81-97
Persistent link: https://www.econbiz.de/10010379480
Saved in:
10
On implied
volatility
for options : some reasons to smile and more to correct
Chen, Song Xi
;
Xu, Zheng
- In:
Journal of econometrics
179
(
2014
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10010258291
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