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Börsenkurs
Estimation
465
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321
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287
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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
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2
Andreou, Elena
2
Aït-Sahalia, Yacine
2
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2
Clinet, Simon
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Li, Yingying
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Mykland, Per A.
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Potiron, Yoann
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Shephard, Neil G.
2
Yang, Xiye
2
Zakoïan, Jean-Michel
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Zhang, Congshan
2
Zhang, Lan
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Ahsan, Nazmul
1
Baldovin, Fulvio
1
Bauer, Gregory H.
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Journal of econometrics
Finance research letters
299
NBER working paper series
223
Working paper / National Bureau of Economic Research, Inc.
211
International review of financial analysis
209
International review of economics & finance : IREF
191
Journal of banking & finance
177
Applied economics letters
175
The North American journal of economics and finance : a journal of financial economics studies
171
Applied economics
169
NBER Working Paper
166
Economic modelling
147
Energy economics
146
Journal of empirical finance
143
Research in international business and finance
142
Journal of international financial markets, institutions & money
135
Applied financial economics
131
Journal of financial economics
126
Pacific-Basin finance journal
121
Journal of risk and financial management : JRFM
103
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
96
The journal of futures markets
94
Discussion paper / Centre for Economic Policy Research
93
Review of quantitative finance and accounting
83
The European journal of finance
82
CESifo working papers
79
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
77
Cogent economics & finance
76
International journal of economics and finance
73
International journal of finance & economics : IJFE
72
The journal of finance : the journal of the American Finance Association
70
International Journal of Energy Economics and Policy : IJEEP
69
Journal of international money and finance
69
Working paper
68
Economics letters
67
International journal of economics and financial issues : IJEFI
66
Journal of financial markets
65
The review of financial studies
61
Emerging markets, finance and trade : EMFT
60
Journal of financial and quantitative analysis : JFQA
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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
Economic tracking portfolios
Lamont, Owen A.
- In:
Journal of econometrics
105
(
2001
)
1
,
pp. 161-184
Persistent link: https://www.econbiz.de/10001617161
Saved in:
3
A causality-in-variance test and its application to financial market prices
Cheung, Yin-Wong
- In:
Journal of econometrics
72
(
1996
)
1
,
pp. 33-48
Persistent link: https://www.econbiz.de/10001198033
Saved in:
4
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:
5
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
Saved in:
6
COMFORT: a common market factor non-Gaussian returns model
Paolella, Marc S.
;
Polak, Pawel
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 593-605
Persistent link: https://www.econbiz.de/10011499783
Saved in:
7
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
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8
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:
9
Is the diurnal pattern sufficient to explain intraday variation in
volatility
? : a nonparametric assessment
Christensen, Kim
;
Hounyo, Ulrich
;
Podolskij, Mark
- In:
Journal of econometrics
205
(
2018
)
2
,
pp. 336-362
Persistent link: https://www.econbiz.de/10012110287
Saved in:
10
Stochastic tail index model for high frequency financial data with Bayesian analysis
Mao, Guangyu
;
Zhang, Zhengjun
- In:
Journal of econometrics
205
(
2018
)
2
,
pp. 470-487
Persistent link: https://www.econbiz.de/10012110325
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