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~isPartOf:"Journal of econometrics"
~type_genre:"Article in journal"
~type_genre:"Konferenzschrift"
~type_genre:"Quelle"
~type_genre:"Systematic review"
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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
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118
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118
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73
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69
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42
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37
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37
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37
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34
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526
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3
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Quelle
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529
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3
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529
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Bollerslev, Tim
19
Todorov, Viktor
17
Tauchen, George Eugene
15
Aït-Sahalia, Yacine
13
Andersen, Torben
11
Phillips, Peter C. B.
11
McAleer, Michael
9
Boswijk, Herman Peter
8
Meddahi, Nour
8
Xiu, Dacheng
8
Corradi, Valentina
7
Gouriéroux, Christian
7
Li, Jia
7
Mykland, Per A.
7
Nielsen, Morten Ørregaard
7
Park, Joon Y.
7
Patton, Andrew J.
7
Rahbek, Anders
7
Robinson, Peter M.
7
Cavaliere, Giuseppe
6
Ghysels, Eric
6
Hallin, Marc
6
Johansen, Søren
6
Kim, Donggyu
6
Lütkepohl, Helmut
6
Shephard, Neil G.
6
Swanson, Norman R.
6
Taylor, Robert
6
Asai, Manabu
5
Barigozzi, Matteo
5
Gallant, A. Ronald
5
Li, Yingying
5
Paruolo, Paolo
5
Renault, Eric
5
Renò, Roberto
5
Saikkonen, Pentti
5
Urga, Giovanni
5
Xiao, Zhijie
5
Zhou, Hao
5
Dijk, Dick van
4
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Conference on Realized Volatility <2006, Montréal>
1
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Journal of econometrics
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
6,257
Ifo-Schnelldienst
1,757
DIW-Wochenbericht : Wirtschaft, Politik, Wissenschaft
1,579
Wirtschaft und Statistik : WISTA
1,372
Der Betrieb
1,353
WSI-Mitteilungen : Zeitschrift des Wirtschafts- und Sozialwissenschaftlichen Instituts der Hans-Böckler-Stiftung
1,302
Applied economics
1,145
Energy economics
1,000
Betriebs-Berater : BB
942
Economic modelling
802
Die Bank
729
Finance research letters
721
Sozialer Fortschritt : unabhängige Zeitschrift für Sozialpolitik
720
Applied economics letters
696
Economics letters
686
Journal of banking & finance
645
Jahrbücher für Nationalökonomie und Statistik
634
The journal of futures markets
589
Intereconomics : review of European economic policy
578
International journal of theoretical and applied finance
566
International review of economics & finance : IREF
546
Monatsbericht
540
International review of financial analysis
526
WPg : Kompetenz schafft Vertrauen
520
International Journal of Energy Economics and Policy : IJEEP
502
Mitteilungen aus der Arbeitsmarkt- und Berufsforschung
488
Journal of international money and finance
464
Informationen zur Raumentwicklung : IzR
463
Journal of business economics : JBE
461
Vierteljahrshefte zur Wirtschaftsforschung
453
Finanz-Betrieb : FB ; Zeitschrift für Unternehmensfinanzierung und Finanzmanagement
447
Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung : ZfbF
437
The North American journal of economics and finance : a journal of financial economics studies
436
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
434
Aus Politik und Zeitgeschichte : APuZ
424
Applied financial economics
423
Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
418
Labour economics : official journal of the European Association of Labour Economists
386
Betriebswirtschaftliche Forschung und Praxis : BFuP
379
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ECONIS (ZBW)
529
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1
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529
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date (oldest first)
1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
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
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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9
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:
10
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
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