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Volatility
333
Volatilität
333
Theorie
136
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136
Estimation theory
131
Schätztheorie
131
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109
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Bollerslev, Tim
20
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18
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15
Andersen, Torben
12
Aït-Sahalia, Yacine
12
McAleer, Michael
10
Gouriéroux, Christian
8
Li, Jia
8
Meddahi, Nour
8
Mykland, Per A.
8
Patton, Andrew J.
8
Xiu, Dacheng
8
Ghysels, Eric
7
Cavaliere, Giuseppe
6
Kim, Donggyu
6
Li, Yingying
6
Shephard, Neil G.
6
Asai, Manabu
5
Gallant, A. Ronald
5
Hallin, Marc
5
Monfort, Alain
5
Renault, Eric
5
Taylor, Robert
5
Zhou, Hao
5
Barigozzi, Matteo
4
Boswijk, Herman Peter
4
Chang, Chia-Lin
4
Francq, Christian
4
Jasiak, Joann
4
Linton, Oliver
4
Maheu, John M.
4
Nielsen, Morten Ørregaard
4
Park, Joon Y.
4
Rahbek, Anders
4
Renò, Roberto
4
Yu, Jun
4
Zakoïan, Jean-Michel
4
Zhang, Lan
4
Bandi, Federico M.
3
Calvet, Laurent E.
3
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Conference on Realized Volatility <2006, Montréal>
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Journal of econometrics
Energy economics
1,056
The journal of futures markets
1,041
European journal of operational research : EJOR
978
International journal of production economics
972
NBER working paper series
840
Working paper / National Bureau of Economic Research, Inc.
836
NBER Working Paper
737
Finance research letters
725
International journal of production research
697
Applied economics
600
Journal of banking & finance
577
International review of financial analysis
499
Economic modelling
455
International review of economics & finance : IREF
449
Economics letters
432
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396
International journal of theoretical and applied finance
385
The North American journal of economics and finance : a journal of financial economics studies
372
Discussion paper / Centre for Economic Policy Research
366
Applied economics letters
364
Applied financial economics
340
Research in international business and finance
337
Management science : journal of the Institute for Operations Research and the Management Sciences
333
Journal of empirical finance
296
Journal of international money and finance
296
IMF working papers
289
Journal of financial economics
284
American journal of agricultural economics
273
Journal of international financial markets, institutions & money
266
MPRA Paper
261
Discussion paper / Tinbergen Institute
260
CESifo working papers
253
The journal of finance : the journal of the American Finance Association
251
Journal of risk and financial management : JRFM
248
Quantitative finance
243
Omega : the international journal of management science
238
International Journal of Energy Economics and Policy : IJEEP
229
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
221
The European journal of finance
220
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ECONIS (ZBW)
362
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1
Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to
price
dynamics in commodity spot and futures markets
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 557-579
Persistent link: https://www.econbiz.de/10011499761
Saved in:
2
Estimating the rational expectations model of speculative storage : a Monte Carlo comparison of three simulation estimators
Michaelides, Alexander G.
;
Ng, Serena
- In:
Journal of econometrics
96
(
2000
)
2
,
pp. 231-266
Persistent link: https://www.econbiz.de/10001468767
Saved in:
3
Variance trading and market
price
of variance risk
Bondarenko, Oleg
- In:
Journal of econometrics
180
(
2014
)
1
,
pp. 81-97
Persistent link: https://www.econbiz.de/10010379480
Saved in:
4
Hermite polynomial based expansion of European option prices
Xiu, Dacheng
- In:
Journal of econometrics
179
(
2014
)
2
,
pp. 158-177
Persistent link: https://www.econbiz.de/10010372651
Saved in:
5
Learning, confidence, and option prices
Shaliastovich, Ivan
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 18-42
Persistent link: https://www.econbiz.de/10011498730
Saved in:
6
Econometric analysis of financial derivatives: an overview
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 403-407
Persistent link: https://www.econbiz.de/10011499624
Saved in:
7
Pricing with finite dimensional dependence
Gouriéroux, Christian
;
Monfort, Alain
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 408-417
Persistent link: https://www.econbiz.de/10011499694
Saved in:
8
Model-based pricing for financial derivatives
Zhu, Ke
;
Ling, Shiqing
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 447-457
Persistent link: https://www.econbiz.de/10011499705
Saved in:
9
American options with stochastic dividends and
volatility
: a nonparametric investigation
Broadie, Mark
(
contributor
)
- In:
Journal of econometrics
94
(
2000
)
1/2
,
pp. 53-92
Persistent link: https://www.econbiz.de/10001437745
Saved in:
10
A causality-in-variance test and its application to financial market prices
Cheung, Yin-Wong
- In:
Journal of econometrics
72
(
1996
)
1
,
pp. 33-48
Persistent link: https://www.econbiz.de/10001198033
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