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Capital income
137
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137
Volatility
70
Volatilität
70
Theorie
56
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56
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53
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Todorov, Viktor
9
Bollerslev, Tim
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Andersen, Torben
6
Xiu, Dacheng
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5
Mykland, Per A.
5
Tauchen, George Eugene
5
Demetrescu, Matei
4
Rodrigues, Paulo M. M.
4
Shephard, Neil G.
4
Taylor, Robert
4
Aït-Sahalia, Yacine
3
Bandi, Federico M.
3
Diebold, Francis X.
3
Li, Yingying
3
Renault, Eric
3
Timmermann, Allan
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Almeida, Caio
2
Asai, Manabu
2
Bekaert, Geert
2
Fisher, Mark
2
Garcia, René
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Georgiev, Iliyan
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Hautsch, Nikolaus
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Li, Canlin
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Li, Jia
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McAleer, Michael
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Paolella, Marc S.
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Perron, Benoit
2
Polak, Pawel
2
Sheppard, Kevin
2
Wachter, Jessica
2
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2
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Conference on Realized Volatility <2006, Montréal>
1
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Journal of econometrics
NBER working paper series
725
Finance research letters
691
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687
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683
Journal of financial economics
556
International review of financial analysis
555
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544
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447
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417
Pacific-Basin finance journal
405
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382
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365
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341
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335
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308
Research in international business and finance
297
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The European journal of finance
279
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270
The North American journal of economics and finance : a journal of financial economics studies
261
Discussion paper / Centre for Economic Policy Research
244
Management science : journal of the Institute for Operations Research and the Management Sciences
219
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
216
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200
Economics letters
200
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193
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175
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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170
The journal of real estate finance and economics
167
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159
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155
Journal of financial markets
152
International journal of economics and financial issues : IJEFI
151
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143
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ECONIS (ZBW)
139
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1
Improved inference in the evaluation of mutual fund performance using panel bootstrap methods
Blake, David
;
Caulfield, Tristan
;
Ioannidis, Christos
; …
- In:
Journal of econometrics
183
(
2014
)
2
,
pp. 202-210
Persistent link: https://www.econbiz.de/10010506059
Saved in:
2
Bootstrap analysis of mutual fund performance
Huang, Haitao
;
Jiang, Lei
;
Leng, Xuan
;
Peng, Liang
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 239-255
Persistent link: https://www.econbiz.de/10014434393
Saved in:
3
Bayesian inference and prediction of a multiple-change-point panel model with nonparametric priors
Fisher, Mark
;
Jensen, Mark J.
- In:
Journal of econometrics
210
(
2019
)
1
,
pp. 187-202
Persistent link: https://www.econbiz.de/10012303393
Saved in:
4
Bayesian nonparametric learning of how skill is distributed across the mutual fund industry
Fisher, Mark
;
Jensen, Mark J.
- In:
Journal of econometrics
230
(
2022
)
1
,
pp. 131-153
Persistent link: https://www.econbiz.de/10013441924
Saved in:
5
Global yield curve dynamics and interactions : a dynamic Nelson-Siegel approach
Diebold, Francis X.
;
Li, Canlin
;
Yue, Vivian Z.
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 351-363
Persistent link: https://www.econbiz.de/10003782998
Saved in:
6
The common and specific components of dynamic volatility
Connor, Gregory
;
Korajczyk, Robert A.
;
Linton, Oliver
- In:
Journal of econometrics
132
(
2006
)
1
,
pp. 231-255
Persistent link: https://www.econbiz.de/10003320262
Saved in:
7
Monte Carlo methods for estimating, smoothing, and filtering one- and two-factor stochastic volatility models
Durham, Garland B.
- In:
Journal of econometrics
133
(
2006
)
1
,
pp. 273-305
Persistent link: https://www.econbiz.de/10003354577
Saved in:
8
Forecasting the term structure of government bond yields
Diebold, Francis X.
;
Li, Canlin
- In:
Journal of econometrics
130
(
2006
)
2
,
pp. 337-364
Persistent link: https://www.econbiz.de/10003277971
Saved in:
9
Predictable returns and asset allocation : should a skeptical investor time the market?
Wachter, Jessica
;
Warusawitharana, Missaka
- In:
Journal of econometrics
148
(
2009
)
2
,
pp. 162-178
Persistent link: https://www.econbiz.de/10003833758
Saved in:
10
No-arbitrage semi-martingale restrictions for continuous-time volatility models subject to leverage effects, jumps and iid noise : theory and testable distributional implications
Andersen, Torben
;
Bollerslev, Tim
;
Dobrev, Dobrislav
- In:
Journal of econometrics
138
(
2007
)
1
,
pp. 125-180
Persistent link: https://www.econbiz.de/10003451756
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