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Estimation
466
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462
Volatility
321
Volatilität
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297
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Bollerslev, Tim
19
Todorov, Viktor
18
Tauchen, George Eugene
17
Andersen, Torben
13
Aït-Sahalia, Yacine
12
Linton, Oliver
12
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9
Gouriéroux, Christian
9
McAleer, Michael
9
Meddahi, Nour
9
Phillips, Peter C. B.
9
Xiu, Dacheng
9
Gallant, A. Ronald
8
Shephard, Neil G.
8
Su, Liangjun
8
Koop, Gary
7
Li, Jia
7
Mykland, Per A.
7
Patton, Andrew J.
7
Taylor, Robert
7
Cavaliere, Giuseppe
6
Francq, Christian
6
Gao, Jiti
6
Kim, Donggyu
6
Park, Joon Y.
6
Zakoïan, Jean-Michel
6
Asai, Manabu
5
Barigozzi, Matteo
5
Hallin, Marc
5
Jasiak, Joann
5
Koopman, Siem Jan
5
Li, Yingying
5
Lu, Xun
5
Marcellino, Massimiliano
5
Rahbek, Anders
5
Zhou, Hao
5
Baltagi, Badi H.
4
Bandi, Federico M.
4
Boswijk, Herman Peter
4
Cai, Zongwu
4
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Conference on Realized Volatility <2006, Montréal>
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Journal of econometrics
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3,645
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3,361
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1,466
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1,321
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1,228
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1,223
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1,191
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1,167
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1,129
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1,095
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1,053
International review of financial analysis
1,048
International review of economics & finance : IREF
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Artha vijñāna : journal of the Gokhale Institute of Politics and Economics
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843
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
834
The Asian economic review : journal of the Indian Institute of Economics
833
CESifo Working Paper
806
Economic developments in India : quarterly update : analysis, reports, policy documents
740
Journal of international money and finance
717
MPRA Paper
699
World development : the multi-disciplinary international journal devoted to the study and promotion of world development
691
Working Paper
684
The North American journal of economics and finance : a journal of financial economics studies
683
Indian journal of agricultural economics
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ECONIS (ZBW)
711
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711
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1
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:
2
The conditional autoregressive Wishart model for multivariate stock market
volatility
Golosnoy, Vasyl
;
Gribisch, Bastian
;
Liesenfeld, Roman
- In:
Journal of econometrics
167
(
2012
)
1
,
pp. 211-223
Persistent link: https://www.econbiz.de/10009551424
Saved in:
3
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:
4
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:
5
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:
6
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
Saved in:
7
The VIX, the variance premium and stock market
volatility
Bekaert, Geert
;
Hoerova, Marie
- In:
Journal of econometrics
183
(
2014
)
2
,
pp. 181-192
Persistent link: https://www.econbiz.de/10010506065
Saved in:
8
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:
9
Stock return and cash flow predictability : the role of
volatility
risk
Bollerslev, Tim
;
Xu, Lai
;
Zhou, Hao
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 458-471
Persistent link: https://www.econbiz.de/10011499728
Saved in:
10
Option pricing with non-Gaussian scaling and infinite-state switching
volatility
Baldovin, Fulvio
;
Caporin, Massimiliano
;
Caraglio, Michele
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 486-497
Persistent link: https://www.econbiz.de/10011499748
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