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~isPartOf:"Journal of econometrics"
~subject:"Statistische Verteilung"
~subject:"United States"
~type_genre:"Article in journal"
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Statistische Verteilung
United States
Volatility
320
Volatilität
320
Theorie
210
Theory
210
Estimation theory
185
Schätztheorie
185
Cointegration
162
Kointegration
161
Time series analysis
158
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158
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128
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128
Stochastic process
118
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118
Capital income
73
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USA
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34
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75
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Bollerslev, Tim
6
Corradi, Valentina
3
Engle, Robert F.
3
Todorov, Viktor
3
Bansal, Ravi
2
Bondarenko, Oleg
2
Ghysels, Eric
2
Harvey, Andrew C.
2
McAleer, Michael
2
Meddahi, Nour
2
Paolella, Marc S.
2
Polak, Pawel
2
Swanson, Norman R.
2
Zhou, Hao
2
Abbring, Jaap H.
1
Abowd, John M.
1
Aguilar, Mike
1
Altissimo, Filippo
1
Andersen, Torben
1
Augustyniak, Maciej
1
Aït-Sahalia, Yacine
1
Badescu, Alexandru
1
Bandi, Federico M.
1
Bates, David S.
1
Bec, Frédérique
1
Beltratti, Andrea
1
Blair, Bevan J.
1
Bouezmarni, Taoufik
1
Breidt, F. Jay
1
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1
Bégin, Jean-François
1
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1
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1
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1
Chan, Felix
1
Chang, Chia-Lin
1
Cheung, Yin-Wong
1
Choi, Seungmoon
1
Christensen, Bent Jesper
1
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1
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Journal of econometrics
The journal of futures markets
183
Applied economics
134
The review of financial studies
112
Journal of banking & finance
105
Journal of international money and finance
103
The American economic review
100
Energy economics
93
Monthly labor review : MLR
91
The review of economics and statistics
91
Economics letters
90
Applied financial economics
88
The journal of finance : the journal of the American Finance Association
85
Economic modelling
84
Journal of financial and quantitative analysis : JFQA
72
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
70
International review of economics & finance : IREF
69
International review of financial analysis
66
Journal of international financial markets, institutions & money
66
The North American journal of economics and finance : a journal of financial economics studies
64
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
61
Journal of empirical finance
61
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
59
The journal of derivatives : the official publication of the International Association of Financial Engineers
57
Journal of financial economics
55
Vierteljahrshefte zur Wirtschaftsforschung
51
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
51
Finance research letters
50
Applied economics letters
49
Journal of macroeconomics
48
Journal of monetary economics
46
Journal of money, credit and banking : JMCB
46
Global finance journal
43
The journal of real estate finance and economics
43
International journal of theoretical and applied finance
41
Journal of multinational financial management
41
ILR review : the journal of work and policy
40
Journal of applied econometrics
40
Journal of economics & business
40
Journal of labor economics
40
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ECONIS (ZBW)
75
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1
Long-term equity anticipation securities and stock market
volatility
dynamics
Bollerslev, Tim
;
Mikkelsen, Hans Ole Æ.
- In:
Journal of econometrics
92
(
1999
)
1
,
pp. 75-99
Persistent link: https://www.econbiz.de/10001400092
Saved in:
2
Model-based pricing for financial derivatives
Zhu, Ke
;
Ling, Shiqing
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 447-457
Persistent link: https://www.econbiz.de/10011499705
Saved in:
3
Quanto option pricing in the presence of fat tails and asymmetric dependence
Kim, Young Shin
;
Lee, Jaesung
;
Mittnik, Stefan
;
Park, Jiho
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 512-520
Persistent link: https://www.econbiz.de/10011499753
Saved in:
4
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:
5
Time-varying jump tails
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of econometrics
183
(
2014
)
2
,
pp. 168-180
Persistent link: https://www.econbiz.de/10010506069
Saved in:
6
Testing for jumps and jump intensity path dependence
Corradi, Valentina
;
Silvapulle, Mervyn J.
;
Swanson, …
- In:
Journal of econometrics
204
(
2018
)
2
,
pp. 248-267
Persistent link: https://www.econbiz.de/10011974732
Saved in:
7
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:
8
Hermite polynomial based expansion of European option prices
Xiu, Dacheng
- In:
Journal of econometrics
179
(
2014
)
2
,
pp. 158-177
Persistent link: https://www.econbiz.de/10010372651
Saved in:
9
Post-'87 crash fears in the S&P 500 futures option market
Bates, David S.
- In:
Journal of econometrics
94
(
2000
)
1/2
,
pp. 181-238
Persistent link: https://www.econbiz.de/10001437755
Saved in:
10
A discrete-time hedging framework with multiple factors and fat tails : on what matters
Augustyniak, Maciej
;
Badescu, Alexandru
;
Bégin, …
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 416-444
Persistent link: https://www.econbiz.de/10014339997
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