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Theorie
327
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327
Volatility
321
Volatilität
321
Estimation theory
259
Schätztheorie
259
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222
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220
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219
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189
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794
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Bollerslev, Tim
19
Todorov, Viktor
17
Tauchen, George Eugene
15
Aït-Sahalia, Yacine
13
Phillips, Peter C. B.
13
Andersen, Torben
12
McAleer, Michael
12
Park, Joon Y.
10
Taylor, Robert
10
Gouriéroux, Christian
9
Xiu, Dacheng
9
Linton, Oliver
8
Meddahi, Nour
8
Renault, Eric
8
Shephard, Neil G.
8
Slottje, Daniel Jonathan
8
Yu, Jun
8
Francq, Christian
7
Ghysels, Eric
7
Li, Jia
7
Mykland, Per A.
7
Patton, Andrew J.
7
Cavaliere, Giuseppe
6
Diebold, Francis X.
6
Engle, Robert F.
6
Fan, Yanqin
6
Kim, Donggyu
6
Li, Yingying
6
Ling, Shiqing
6
Nielsen, Morten Ørregaard
6
Zakoïan, Jean-Michel
6
Asai, Manabu
5
Bandi, Federico M.
5
Chang, Chia-Lin
5
Dufour, Jean-Marie
5
Fan, Jianqing
5
Gallant, A. Ronald
5
Hallin, Marc
5
Koop, Gary
5
Liao, Yuan
5
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Conference on Realized Volatility <2006, Montréal>
1
National Bureau of Economic Research
1
National Science Foundation
1
Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
1
Published in...
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Journal of econometrics
Working paper / National Bureau of Economic Research, Inc.
12,143
NBER working paper series
4,887
The American economic review
2,491
NBER Working Paper
2,380
Discussion paper / Centre for Economic Policy Research
2,278
Discussion paper series / IZA
1,911
Applied economics
1,883
The journal of finance : the journal of the American Finance Association
1,812
Journal of banking & finance
1,801
The review of financial studies
1,612
American journal of agricultural economics
1,609
Working paper
1,608
The review of economics and statistics
1,516
Finance research letters
1,492
Journal of financial economics
1,453
Economics letters
1,403
Energy economics
1,295
European journal of operational research : EJOR
1,248
The journal of futures markets
1,221
International review of financial analysis
1,092
Journal of financial and quantitative analysis : JFQA
1,088
CESifo working papers
1,073
Applied economics letters
1,047
Finance and economics discussion series
1,002
IZA Discussion Papers
954
Economic review
948
International review of economics & finance : IREF
935
Southern economic journal
906
Economic inquiry : journal of the Western Economic Association International
888
Monthly labor review : MLR
869
National tax journal
855
Applied financial economics
851
Economic modelling
850
Journal of money, credit and banking : JMCB
848
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
801
Journal of human resources : JHR
778
Journal of political economy
736
Journal of international money and finance
732
The North American journal of economics and finance : a journal of financial economics studies
730
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ECONIS (ZBW)
801
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1
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801
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1
Econometric analysis of financial derivatives: an overview
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 403-407
Persistent link: https://www.econbiz.de/10011499624
Saved in:
2
Exact Bayesian moment based inference for the distribution of the small-time movements of an Itô semimartingale
Gallant, A. Ronald
;
Tauchen, George Eugene
- In:
Journal of econometrics
205
(
2018
)
1
,
pp. 140-155
Persistent link: https://www.econbiz.de/10012110246
Saved in:
3
Inference theory for
volatility
functional dependencies
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Journal of econometrics
193
(
2016
)
1
,
pp. 17-34
Persistent link: https://www.econbiz.de/10011704756
Saved in:
4
Unified discrete-time and continuous-time models and statistical inferences for merged low-frequency and high-frequency financial data
Kim, Donggyu
;
Wang, Yazhen
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 220-230
Persistent link: https://www.econbiz.de/10011705111
Saved in:
5
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:
6
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:
7
Inference with non-Gaussian Ornstein-Uhlenbeck processes for stochastic
volatility
Griffin, J. E.
;
Steel, Mark F. J.
- In:
Journal of econometrics
134
(
2006
)
2
,
pp. 605-644
Persistent link: https://www.econbiz.de/10003374347
Saved in:
8
Consistent inference for predictive regressions in persistent economic systems
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 215-244
Persistent link: https://www.econbiz.de/10013275373
Saved in:
9
Unified inference for nonlinear factor models from panels with fixed and large time span
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
; …
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 4-25
Persistent link: https://www.econbiz.de/10012303860
Saved in:
10
Fast and accurate variational inference for models with many latent variables
Loiza-Maya, Ruben
;
Smith, Michael S.
;
Nott, David J.
; …
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 339-362
Persistent link: https://www.econbiz.de/10013463884
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