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Estimation
465
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321
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310
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288
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288
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Bollerslev, Tim
20
Todorov, Viktor
18
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17
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13
Aït-Sahalia, Yacine
12
Francq, Christian
12
Linton, Oliver
12
Ghysels, Eric
10
McAleer, Michael
10
Gouriéroux, Christian
9
Meddahi, Nour
9
Phillips, Peter C. B.
9
Shephard, Neil G.
9
Xiu, Dacheng
9
Zakoïan, Jean-Michel
9
Gallant, A. Ronald
8
Park, Joon Y.
8
Su, Liangjun
8
Corradi, Valentina
7
Koop, Gary
7
Li, Jia
7
Mykland, Per A.
7
Patton, Andrew J.
7
Cavaliere, Giuseppe
6
Gao, Jiti
6
Kim, Donggyu
6
Rahbek, Anders
6
Taylor, Robert
6
Andreou, Elena
5
Asai, Manabu
5
Barigozzi, Matteo
5
Hallin, Marc
5
Hong, Yongmiao
5
Jasiak, Joann
5
Li, Yingying
5
Ling, Shiqing
5
Lu, Xun
5
Maheu, John M.
5
Marcellino, Massimiliano
5
Zaffaroni, Paolo
5
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Conference on Realized Volatility <2006, Montréal>
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Journal of econometrics
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3,402
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3,202
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2,897
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942
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840
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829
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813
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718
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706
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504
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486
Research in international business and finance
472
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466
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463
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ECONIS (ZBW)
767
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1
Score-driven models for realized
volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
Saved in:
2
A semiparametric GARCH model for foreign exchange
volatility
Yang, Lijian
- In:
Journal of econometrics
130
(
2006
)
2
,
pp. 365-384
Persistent link: https://www.econbiz.de/10003277973
Saved in:
3
Bayesian comparison of bivariate ARCH-type models for the main exchange rates in Poland
Osiewalski, Jacek
;
Pipień, Mateusz
- In:
Journal of econometrics
123
(
2004
)
2
,
pp. 371-391
Persistent link: https://www.econbiz.de/10002361773
Saved in:
4
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:
5
Quasi-maximum likelihood
estimation
of
volatility
with high frequency data
Xiu, Dacheng
- In:
Journal of econometrics
159
(
2010
)
1
,
pp. 235-250
Persistent link: https://www.econbiz.de/10008839925
Saved in:
6
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:
7
Asymptotically distribution-free tests for the
volatility
function of a diffusion
Chen, Qiang
;
Zheng, Xu
;
Pan, Zhiyuan
- In:
Journal of econometrics
184
(
2015
)
1
,
pp. 124-144
Persistent link: https://www.econbiz.de/10011326801
Saved in:
8
Volatility
activity : specification and
estimation
Todorov, Viktor
;
Tauchen, George Eugene
;
Grynkiv, Iaryna
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 180-193
Persistent link: https://www.econbiz.de/10010255447
Saved in:
9
Intraday Value-at-Risk : an asymmetric autoregressive conditional duration approach
Liu, Shouwei
;
Tse, Yiu Kuen
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 437-446
Persistent link: https://www.econbiz.de/10011504612
Saved in:
10
Threshold models in time series analysis : some reflections
Tong, Howell
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 485-491
Persistent link: https://www.econbiz.de/10011504634
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