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Volatility
333
Volatilität
333
Panel
322
Panel study
322
Estimation theory
294
Schätztheorie
294
Theorie
228
Theory
228
Estimation
205
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204
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153
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Bollerslev, Tim
20
Todorov, Viktor
18
Su, Liangjun
15
Tauchen, George Eugene
15
Andersen, Torben
12
Aït-Sahalia, Yacine
12
Baltagi, Badi H.
12
Pesaran, M. Hashem
11
Phillips, Peter C. B.
11
Bai, Jushan
10
McAleer, Michael
9
Gao, Jiti
8
Li, Jia
8
Meddahi, Nour
8
Mykland, Per A.
8
Patton, Andrew J.
8
Westerlund, Joakim
8
Xiu, Dacheng
8
Fernández-Val, Iván
7
Ghysels, Eric
7
Gouriéroux, Christian
7
Hsiao, Cheng
7
Lee, Lung-fei
7
Li, Kunpeng
7
Linton, Oliver
7
Yamagata, Takashi
7
Yu, Jun
7
Cavaliere, Giuseppe
6
Hallin, Marc
6
Kim, Donggyu
6
Li, Yingying
6
Moon, Hyungsik Roger
6
Robinson, Peter M.
6
Sarafidis, Vasilis
6
Schmidt, Peter
6
Shephard, Neil G.
6
Yu, Jihai
6
Asai, Manabu
5
Gallant, A. Ronald
5
Gonçalves, Sílvia
5
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Conference on Realized Volatility <2006, Montréal>
1
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Journal of econometrics
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2,115
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1,948
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1,814
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1,555
World development : the multi-disciplinary international journal devoted to the study and promotion of world development
1,339
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1,283
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1,045
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1,036
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972
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924
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870
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International review of economics & finance : IREF
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World Bank Policy Research Working Paper
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World Bank E-Library Archive
636
Journal of development economics
610
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605
International review of financial analysis
564
Journal of banking & finance
552
Research in international business and finance
544
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513
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The North American journal of economics and finance : a journal of financial economics studies
465
Journal of international financial markets, institutions & money
457
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447
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440
The world economy : the leading journal on international economic relations
427
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
411
International Journal of Energy Economics and Policy : IJEEP
405
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404
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392
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ECONIS (ZBW)
667
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1
Disentangling systematic and idiosyncratic dynamics in panels of
volatility
measures
Barigozzi, Matteo
;
Brownlees, Christian
;
Gallo, Giampiero M.
- In:
Journal of econometrics
182
(
2014
)
2
,
pp. 364-384
Persistent link: https://www.econbiz.de/10010497747
Saved in:
2
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:
3
Estimation of fractionally integrated panels with fixed effects and cross-section dependence
Ergemen, Yunus Emre
;
Velasco, Carlos
- In:
Journal of econometrics
196
(
2017
)
2
,
pp. 248-258
Persistent link: https://www.econbiz.de/10011818289
Saved in:
4
High-dimensional conditionally Gaussian state space models with missing data
Chan, Joshua
;
Poon, Aubrey
;
Zhu, Dan
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332310
Saved in:
5
Time-varying unobserved heterogeneity in earnings shocks
Botosaru, Irene
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1378-1393
Persistent link: https://www.econbiz.de/10014471381
Saved in:
6
A Gaussian approximation scheme for computation of option prices in stochastic
volatility
models
Cheng, Ai-ru Meg
;
Gallant, A. Ronald
;
Ji, Chuanshu
; …
- In:
Journal of econometrics
146
(
2008
)
1
,
pp. 44-58
Persistent link: https://www.econbiz.de/10003778206
Saved in:
7
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:
8
The role of implied
volatility
in forecasting future realized
volatility
and jumps in foreign exchange, stock, and bond markets
Busch, Thomas
;
Christensen, Bent Jesper
;
Nielsen, …
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 48-57
Persistent link: https://www.econbiz.de/10009242554
Saved in:
9
Nonparametric estimation and inference for conditional density based Granger causality measures
Taamouti, Abderrahim
;
Bouezmarni, Taoufik
;
El Ghouch, Anouar
- In:
Journal of econometrics
180
(
2014
)
2
,
pp. 251-264
Persistent link: https://www.econbiz.de/10010433362
Saved in:
10
Volatility
comovement: a multifrequency approach
Calvet, Laurent E.
;
Fisher, Adlai
;
Thompson, Samuel B.
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 179-215
Persistent link: https://www.econbiz.de/10003298573
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