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~type_genre:"Article in journal"
~type_genre:"Konferenzschrift"
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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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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
6,198
Ifo-Schnelldienst
1,756
DIW-Wochenbericht : Wirtschaft, Politik, Wissenschaft
1,569
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1,352
Der Betrieb
1,347
WSI-Mitteilungen : Zeitschrift des Wirtschafts- und Sozialwissenschaftlichen Instituts der Hans-Böckler-Stiftung
1,302
Applied economics
1,137
Energy economics
983
Betriebs-Berater : BB
942
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799
Die Bank
729
Sozialer Fortschritt : unabhängige Zeitschrift für Sozialpolitik
720
Applied economics letters
689
Economics letters
686
Journal of banking & finance
645
Jahrbücher für Nationalökonomie und Statistik
632
Finance research letters
630
Intereconomics : review of European economic policy
576
The journal of futures markets
571
International journal of theoretical and applied finance
566
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WPg : Kompetenz schafft Vertrauen
519
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518
International review of financial analysis
500
International Journal of Energy Economics and Policy : IJEEP
493
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488
Informationen zur Raumentwicklung : IzR
463
Journal of business economics : JBE
461
Journal of international money and finance
451
Finanz-Betrieb : FB ; Zeitschrift für Unternehmensfinanzierung und Finanzmanagement
447
Vierteljahrshefte zur Wirtschaftsforschung
445
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
417
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
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
Learning, confidence, and option prices
Shaliastovich, Ivan
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 18-42
Persistent link: https://www.econbiz.de/10011498730
Saved in:
3
Pricing with finite dimensional dependence
Gouriéroux, Christian
;
Monfort, Alain
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 408-417
Persistent link: https://www.econbiz.de/10011499694
Saved in:
4
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:
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
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:
7
The fine structure of equity-index option dynamics
Andersen, Torben
;
Bondarenko, Oleg
;
Todorov, Viktor
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 532-546
Persistent link: https://www.econbiz.de/10011499756
Saved in:
8
What is beneath the surface? : option pricing with multifrequency latent states
Calvet, Laurent E.
;
Fearnley, Marcus
;
Fisher, Adlai
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 498-511
Persistent link: https://www.econbiz.de/10011499779
Saved in:
9
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:
10
The effects of asymmetric
volatility
and jumps on the pricing of VIX derivatives
Park, Yang-Ho
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 313-328
Persistent link: https://www.econbiz.de/10011617156
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