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Börsenkurs
Estimation
466
Schätzung
462
Volatility
321
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Estimation theory
289
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168
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Tauchen, George Eugene
8
Todorov, Viktor
8
Li, Jia
5
Kim, Donggyu
4
Bollerslev, Tim
3
Wang, Yazhen
3
Xiu, Dacheng
3
Andersen, Torben
2
Andreou, Elena
2
Aït-Sahalia, Yacine
2
Christensen, Kim
2
Clinet, Simon
2
Francq, Christian
2
Gallant, A. Ronald
2
Ghysels, Eric
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Grammig, Joachim
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Li, Yingying
2
Liesenfeld, Roman
2
McAleer, Michael
2
Mykland, Per A.
2
Potiron, Yoann
2
Shephard, Neil G.
2
Yang, Xiye
2
Zakoïan, Jean-Michel
2
Zhang, Congshan
2
Zhang, Lan
2
Ahsan, Nazmul
1
Baldovin, Fulvio
1
Bauer, Gregory H.
1
Bekaert, Geert
1
Bhargava, Alok
1
Bibinger, Markus
1
Bondarenko, Oleg
1
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1
Brunetti, Celso
1
Caporin, Massimiliano
1
Caraglio, Michele
1
Cederburg, Scott
1
Chaker, Selma
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Journal of econometrics
Finance research letters
307
NBER working paper series
216
Working paper / National Bureau of Economic Research, Inc.
206
International review of financial analysis
205
International review of economics & finance : IREF
186
Journal of banking & finance
174
Applied economics letters
171
The North American journal of economics and finance : a journal of financial economics studies
165
Applied economics
162
NBER Working Paper
159
Energy economics
155
Economic modelling
144
Journal of empirical finance
144
Research in international business and finance
141
Journal of international financial markets, institutions & money
130
Applied financial economics
126
Journal of financial economics
122
Pacific-Basin finance journal
117
Journal of risk and financial management : JRFM
103
The journal of futures markets
93
Discussion paper / Centre for Economic Policy Research
90
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
90
The European journal of finance
83
CESifo working papers
79
Review of quantitative finance and accounting
79
Cogent economics & finance
76
International journal of finance & economics : IJFE
72
The journal of finance : the journal of the American Finance Association
71
Working paper
69
International Journal of Energy Economics and Policy : IJEEP
68
Economics letters
67
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
67
International journal of economics and finance
64
International journal of economics and financial issues : IJEFI
64
Journal of financial markets
63
Journal of international money and finance
63
Journal of financial and quantitative analysis : JFQA
62
Finance India : the quarterly journal of Indian Institute of Finance
59
The review of financial studies
57
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ECONIS (ZBW)
84
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1
Nonparametric
estimation
and inference for conditional density based Granger causality measures
Taamouti, Abderrahim
;
Bouezmarni, Taoufik
;
El Ghouch, Anouar
- In:
Journal of econometrics
180
(
2014
)
2
,
pp. 251-264
Persistent link: https://www.econbiz.de/10010433362
Saved in:
2
Quasi-maximum likelihood
estimation
of
volatility
with high frequency data
Xiu, Dacheng
- In:
Journal of econometrics
159
(
2010
)
1
,
pp. 235-250
Persistent link: https://www.econbiz.de/10008839925
Saved in:
3
The conditional autoregressive Wishart model for multivariate stock market
volatility
Golosnoy, Vasyl
;
Gribisch, Bastian
;
Liesenfeld, Roman
- In:
Journal of econometrics
167
(
2012
)
1
,
pp. 211-223
Persistent link: https://www.econbiz.de/10009551424
Saved in:
4
Risk-parameter
estimation
in
volatility
models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
184
(
2015
)
1
,
pp. 158-173
Persistent link: https://www.econbiz.de/10011326796
Saved in:
5
Volatility
activity : specification and
estimation
Todorov, Viktor
;
Tauchen, George Eugene
;
Grynkiv, Iaryna
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 180-193
Persistent link: https://www.econbiz.de/10010255447
Saved in:
6
Intraday Value-at-Risk : an asymmetric autoregressive conditional duration approach
Liu, Shouwei
;
Tse, Yiu Kuen
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 437-446
Persistent link: https://www.econbiz.de/10011504612
Saved in:
7
Threshold models in time series analysis : some reflections
Tong, Howell
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 485-491
Persistent link: https://www.econbiz.de/10011504634
Saved in:
8
The VIX, the variance premium and stock market
volatility
Bekaert, Geert
;
Hoerova, Marie
- In:
Journal of econometrics
183
(
2014
)
2
,
pp. 181-192
Persistent link: https://www.econbiz.de/10010506065
Saved in:
9
Stock return and cash flow predictability : the role of
volatility
risk
Bollerslev, Tim
;
Xu, Lai
;
Zhou, Hao
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 458-471
Persistent link: https://www.econbiz.de/10011499728
Saved in:
10
Option pricing with non-Gaussian scaling and infinite-state switching
volatility
Baldovin, Fulvio
;
Caporin, Massimiliano
;
Caraglio, Michele
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 486-497
Persistent link: https://www.econbiz.de/10011499748
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