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Volatility
333
Volatilität
333
Theorie
134
Theory
134
Estimation theory
127
Schätztheorie
127
Estimation
111
Schätzung
111
Stochastic process
105
Stochastischer Prozess
105
Time series analysis
105
Zeitreihenanalyse
105
Börsenkurs
75
Share price
75
Capital income
74
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74
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67
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53
Prognoseverfahren
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34
Stochastic volatility
34
Noise Trading
29
Noise trading
29
High-frequency data
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26
USA
26
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26
Bayes-Statistik
23
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22
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22
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1
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Article
346
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Article in journal
347
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347
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2
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English
348
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Bollerslev, Tim
20
Todorov, Viktor
19
Tauchen, George Eugene
15
Andersen, Torben
13
Aït-Sahalia, Yacine
12
McAleer, Michael
9
Li, Jia
8
Meddahi, Nour
8
Mykland, Per A.
8
Patton, Andrew J.
8
Xiu, Dacheng
8
Cavaliere, Giuseppe
6
Ghysels, Eric
6
Kim, Donggyu
6
Li, Yingying
6
Shephard, Neil G.
6
Asai, Manabu
5
Gallant, A. Ronald
5
Gouriéroux, Christian
5
Hallin, Marc
5
Taylor, Robert
5
Zhou, Hao
5
Barigozzi, Matteo
4
Boswijk, Herman Peter
4
Francq, Christian
4
Jasiak, Joann
4
Linton, Oliver
4
Maheu, John M.
4
Park, Joon Y.
4
Rahbek, Anders
4
Renault, Eric
4
Renò, Roberto
4
Yu, Jun
4
Zakoïan, Jean-Michel
4
Zhang, Lan
4
Bandi, Federico M.
3
Calvet, Laurent E.
3
Carriero, Andrea
3
Chang, Chia-Lin
3
Chen, Dachuan
3
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Conference on Realized Volatility <2006, Montréal>
1
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Journal of econometrics
Finance research letters
1,073
NBER working paper series
967
Working paper / National Bureau of Economic Research, Inc.
907
International review of financial analysis
801
NBER Working Paper
763
Energy economics
753
Applied economics
664
Journal of banking & finance
664
International review of economics & finance : IREF
618
Nationaløkonomisk tidsskrift
606
Applied financial economics
567
Research in international business and finance
540
Working paper
540
Applied economics letters
532
Economic modelling
520
Pacific-Basin finance journal
508
The North American journal of economics and finance : a journal of financial economics studies
480
Journal of international financial markets, institutions & money
476
Discussion paper / Centre for Economic Policy Research
439
The journal of futures markets
420
Journal of empirical finance
410
Economics letters
398
Journal of international money and finance
385
Journal of financial economics
383
IMF Working Papers
365
The journal of finance : the journal of the American Finance Association
343
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
342
Review of quantitative finance and accounting
326
The European journal of finance
318
International journal of economics and finance
312
Journal of risk and financial management : JRFM
307
CESifo working papers
301
The review of financial studies
292
Discussion paper series / IZA
274
Journal of financial and quantitative analysis : JFQA
274
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
273
IMF working papers
271
International journal of theoretical and applied finance
271
MPRA Paper
247
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ECONIS (ZBW)
348
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1
Increased correlation among asset classes : Are
volatility
or jumps to blame, or both?
Aït-Sahalia, Yacine
;
Xiu, Dacheng
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 205-219
Persistent link: https://www.econbiz.de/10011705106
Saved in:
2
Words speak as loudly as actions : central bank communication and the response of equity prices to macroeconomic announcements
Gardner, Ben
;
Scotti, Chiara
;
Vega, Clara
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 387-409
Persistent link: https://www.econbiz.de/10013464819
Saved in:
3
A discrete-time model for daily S & P500 returns and realized variations : jumps and leverage effects
Bollerslev, Tim
;
Kretschmer, Uta
;
Pigorsch, Christian
; …
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 151-166
Persistent link: https://www.econbiz.de/10003858496
Saved in:
4
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:
5
Forecasting multivariate realized stock market
volatility
Bauer, Gregory H.
;
Vorkink, Keith
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 93-101
Persistent link: https://www.econbiz.de/10009242535
Saved in:
6
A Markov-switching multifractal inter-trade duration model, with application to US equities
Chen, Fei
;
Diebold, Francis X.
;
Schorfheide, Frank
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 320-342
Persistent link: https://www.econbiz.de/10010255140
Saved in:
7
Predicting
volatility
: getting the most out of return data sampled at different frequencies
Ghysels, Eric
;
Santa-Clara, Pedro
;
Valkanov, Rossen I.
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 59-95
Persistent link: https://www.econbiz.de/10003298564
Saved in:
8
Breaks and persistency: macroeconomic causes of stock market
volatility
Beltratti, Andrea
;
Morana, Claudio
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 151-177
Persistent link: https://www.econbiz.de/10003298570
Saved in:
9
Modelling structural breaks, long memory and stock market
volatility
: an overview
Banerjee, Anindya
(
contributor
);
Urga, Giovanni
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003172637
Saved in:
10
Modelling structural breaks, long memory and stock market
volatility
: an overview
Banerjee, Anindya
;
Urga, Giovanni
- In:
Journal of econometrics
129
(
2005
)
1/2
,
pp. 1-34
Persistent link: https://www.econbiz.de/10003172659
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