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Volatility
333
Volatilität
333
Estimation theory
129
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129
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128
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128
Estimation
107
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107
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Bollerslev, Tim
20
Todorov, Viktor
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15
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12
Aït-Sahalia, Yacine
12
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9
Li, Jia
8
Meddahi, Nour
8
Mykland, Per A.
8
Patton, Andrew J.
8
Xiu, Dacheng
8
Ghysels, Eric
7
Cavaliere, Giuseppe
6
Gouriéroux, Christian
6
Kim, Donggyu
6
Li, Yingying
6
Shephard, Neil G.
6
Asai, Manabu
5
Gallant, A. Ronald
5
Hallin, Marc
5
Jasiak, Joann
5
Taylor, Robert
5
Yu, Jun
5
Zhou, Hao
5
Barigozzi, Matteo
4
Boswijk, Herman Peter
4
Francq, Christian
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Linton, Oliver
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Maheu, John M.
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Park, Joon Y.
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4
Renò, Roberto
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Zakoïan, Jean-Michel
4
Zhang, Lan
4
Bandi, Federico M.
3
Calvet, Laurent E.
3
Carriero, Andrea
3
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3
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3
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Conference on Realized Volatility <2006, Montréal>
1
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Journal of econometrics
NBER working paper series
1,067
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978
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879
Energy economics
741
Finance research letters
720
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605
The journal of real estate finance and economics
550
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477
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476
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372
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367
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365
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360
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322
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302
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299
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290
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285
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270
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World development : the multi-disciplinary international journal devoted to the study and promotion of world development
258
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254
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237
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234
Journal of urban economics
230
Regional science & urban economics
230
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222
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222
Journal of economic dynamics & control
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ECONIS (ZBW)
344
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1
Stationary bubble equilibria in rational expectation models
Gouriéroux, Christian
;
Jasiak, Joann
;
Monfort, Alain
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 714-735
Persistent link: https://www.econbiz.de/10012483178
Saved in:
2
Least squares estimation in a simple random coefficient autoregressive model
Johansen, Søren
;
Lange, Theis
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 285-288
Persistent link: https://www.econbiz.de/10010255147
Saved in:
3
Testing for factor loading structural change under common breaks
Yamamoto, Yohei
;
Tanaka, Shinya
- In:
Journal of econometrics
189
(
2015
)
1
,
pp. 187-206
Persistent link: https://www.econbiz.de/10011502515
Saved in:
4
Estimating multiple breaks in nonstationary autoregressive models
Pang, Tianxiao
;
Du, Lingjie
;
Chong, Terence Tai-Leung
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 277-311
Persistent link: https://www.econbiz.de/10012618836
Saved in:
5
Random coefficient continuous systems : testing for extreme sample path behavior
Tao, Yubo
;
Phillips, Peter C. B.
;
Yu, Jun
- In:
Journal of econometrics
209
(
2019
)
2
,
pp. 208-237
Persistent link: https://www.econbiz.de/10012302568
Saved in:
6
Noncausal vector autoregressive process: representation, identification and semi-parametric estimation
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of econometrics
200
(
2017
)
1
,
pp. 118-134
Persistent link: https://www.econbiz.de/10011897706
Saved in:
7
A time-varying parameter model for local explosions
Blasques, Francisco
;
Koopman, Siem Jan
;
Nientker, Marc
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 65-84
Persistent link: https://www.econbiz.de/10013441623
Saved in:
8
A spatio-temporal model of house prices in the USA
Holly, Sean
;
Pesaran, M. Hashem
;
Yamagata, Takashi
- In:
Journal of econometrics
158
(
2010
)
1
,
pp. 160-173
Persistent link: https://www.econbiz.de/10008826865
Saved in:
9
Property taxes and home prices : a tale of two cities
Bai, ChongEn
;
Li, Qi
;
Ouyang, Min
- In:
Journal of econometrics
180
(
2014
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10010379491
Saved in:
10
Home-purchase restriction, property tax and housing price in China : a counterfactual analysis
Du, Zaichao
;
Zhang, Lin
- In:
Journal of econometrics
188
(
2015
)
2
,
pp. 558-568
Persistent link: https://www.econbiz.de/10011503723
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