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Anstieg und Rückgang der Volat...
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Regression analysis
455
Regressionsanalyse
455
Estimation theory
375
Schätztheorie
375
Volatility
321
Volatilität
321
Theorie
240
Theory
240
Nichtparametrisches Verfahren
184
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184
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177
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177
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151
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Bollerslev, Tim
19
Todorov, Viktor
17
Linton, Oliver
15
Tauchen, George Eugene
15
Phillips, Peter C. B.
13
Andersen, Torben
12
Aït-Sahalia, Yacine
12
McAleer, Michael
11
Taylor, Robert
11
Chen, Songnian
10
Ghysels, Eric
9
Park, Joon Y.
9
Galvão Júnior, Antônio Fialho
8
Gao, Jiti
8
Meddahi, Nour
8
Su, Liangjun
8
Xiu, Dacheng
8
Li, Jia
7
Mykland, Per A.
7
Patton, Andrew J.
7
Robinson, Peter M.
7
Cai, Zongwu
6
Cavaliere, Giuseppe
6
Chernozhukov, Victor
6
Corradi, Valentina
6
Dufour, Jean-Marie
6
Fan, Jianqing
6
Hallin, Marc
6
Kim, Donggyu
6
Lee, Ji Hyung
6
Li, Qi
6
Shephard, Neil G.
6
Sun, Yiguo
6
Swanson, Norman R.
6
Asai, Manabu
5
Demetrescu, Matei
5
Gallant, A. Ronald
5
Gouriéroux, Christian
5
Hansen, Christian Bailey
5
Koop, Gary
5
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Conference on Realized Volatility <2006, Montréal>
1
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Journal of econometrics
NBER working paper series
1,047
Working paper / National Bureau of Economic Research, Inc.
932
NBER Working Paper
873
Finance research letters
764
Energy economics
731
Applied economics
678
Journal of banking & finance
573
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566
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537
International review of financial analysis
501
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484
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469
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469
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460
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420
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408
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397
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371
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361
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352
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336
Journal of international financial markets, institutions & money
321
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
318
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318
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296
International journal of theoretical and applied finance
296
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266
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261
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249
Journal of financial economics
246
International journal of forecasting
245
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240
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238
Journal of economic dynamics & control
233
Discussion papers / CEPR
230
International journal of finance & economics : IJFE
226
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
222
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ECONIS (ZBW)
772
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1
A test for
volatility
spillover with application to exchange rates
Hong, Yongmiao
- In:
Journal of econometrics
103
(
2001
)
1/2
,
pp. 183-224
Persistent link: https://www.econbiz.de/10001585360
Saved in:
2
Nonstationary nonlinear heteroskedasticity in regression
Chung, Heetaik
;
Park, Joon Y.
- In:
Journal of econometrics
137
(
2007
)
1
,
pp. 230-259
Persistent link: https://www.econbiz.de/10003425535
Saved in:
3
Risk-parameter estimation in
volatility
models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
184
(
2015
)
1
,
pp. 158-173
Persistent link: https://www.econbiz.de/10011326796
Saved in:
4
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:
5
The observed asymptotic variance : hard edges, and a regression approach
Mykland, Per A.
;
Zhang, Lan
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 411-428
Persistent link: https://www.econbiz.de/10012619653
Saved in:
6
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:
7
Volatility
regressions with fat tails
Kim, Jihyun
;
Meddahi, Nour
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 690-713
Persistent link: https://www.econbiz.de/10012483177
Saved in:
8
Nonparametric filtering of conditional state-price densities
Dalderop, Jeroen
- In:
Journal of econometrics
214
(
2020
)
2
,
pp. 295-325
Persistent link: https://www.econbiz.de/10012438391
Saved in:
9
High-frequency factor models and regressions
Aït-Sahalia, Yacine
;
Kalnina, Ilze
;
Xiu, Dacheng
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 86-105
Persistent link: https://www.econbiz.de/10012439640
Saved in:
10
On high frequency estimation of the frictionless price : the use of observed liquidity variables
Chaker, Selma
- In:
Journal of econometrics
201
(
2017
)
1
,
pp. 127-143
Persistent link: https://www.econbiz.de/10011917437
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