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Volatility
321
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Theorie
244
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244
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160
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154
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154
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130
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Bollerslev, Tim
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Aït-Sahalia, Yacine
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McAleer, Michael
12
Mykland, Per A.
10
Patton, Andrew J.
9
Boswijk, Herman Peter
8
Gouriéroux, Christian
8
Meddahi, Nour
8
Xiu, Dacheng
8
Hong, Yongmiao
7
Li, Jia
7
Renault, Eric
7
Zakoïan, Jean-Michel
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6
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Fan, Jianqing
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Francq, Christian
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Hsiao, Cheng
6
Härdle, Wolfgang
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Kim, Donggyu
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Shephard, Neil G.
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Taylor, Robert
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Asai, Manabu
5
Bauwens, Luc
5
Cai, Zongwu
5
Dijk, Herman K. van
5
Engle, Robert F.
5
Gallant, A. Ronald
5
Granger, C. W. J.
5
Hallin, Marc
5
Jasiak, Joann
5
Li, Yingying
5
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5
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5
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(EC)2 Conference <1, 1990; 2, 1991>
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Conference on Realized Volatility <2006, Montréal>
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Econometrisch Instituut <Rotterdam>
1
International Symposium on Econometrics of Specification Test in 30 Years <2010, Xiamen>
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Journal of econometrics
NBER working paper series
2,326
Working paper / National Bureau of Economic Research, Inc.
2,071
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1,955
IMF Working Papers
1,569
Journal of banking & finance
1,546
Finance research letters
1,204
IMF working papers
1,189
Discussion paper / Centre for Economic Policy Research
1,172
IMF Staff Country Reports
1,116
MPRA Paper
1,097
Journal of international money and finance
1,029
Applied economics
974
International review of financial analysis
943
Working paper
878
Economic modelling
874
Energy economics
843
International review of economics & finance : IREF
792
SpringerLink / Bücher
726
CESifo working papers
696
Applied economics letters
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IMF working paper
639
Journal of international financial markets, institutions & money
629
The North American journal of economics and finance : a journal of financial economics studies
629
ECB Working Paper
625
Economics letters
623
Working Paper
587
Research in international business and finance
581
Discussion papers / CEPR
570
Working paper series / European Central Bank
566
Discussion paper / Tinbergen Institute
550
Discussion paper
542
Journal of risk and financial management : JRFM
539
Journal of financial stability
532
Journal of financial economics
529
European journal of operational research : EJOR
522
CEPR Discussion Papers
486
The journal of futures markets
473
Applied financial economics
470
Journal of business research : JBR
470
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ECONIS (ZBW)
556
USB Cologne (EcoSocSci)
7
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563
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1
A stochastic dominance approach to financial risk management strategies
Chang, Chia-Lin
;
Jiménez-Martín, Juan-Ángel
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 472-485
Persistent link: https://www.econbiz.de/10011499744
Saved in:
2
Time-varying jump tails
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of econometrics
183
(
2014
)
2
,
pp. 168-180
Persistent link: https://www.econbiz.de/10010506069
Saved in:
3
High dimensional dynamic stochastic copula models
Creal, Drew
;
Tsay, Ruey S.
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 335-345
Persistent link: https://www.econbiz.de/10011504544
Saved in:
4
On the network topology of variance decompositions : measuring the connectedness of financial firms
Diebold, Francis X.
;
Yılmaz, Kamil
- In:
Journal of econometrics
182
(
2014
)
1
,
pp. 119-134
Persistent link: https://www.econbiz.de/10010497110
Saved in:
5
Pricing default events : surprise, exogeneity and contagion
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
- In:
Journal of econometrics
182
(
2014
)
2
,
pp. 397-411
Persistent link: https://www.econbiz.de/10010497742
Saved in:
6
ß in the tails
Bandi, Federico M.
;
Renò, Roberto
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 134-150
Persistent link: https://www.econbiz.de/10013441641
Saved in:
7
Efficient estimation of high-dimensional dynamic covariance by risk factor mapping : applications for financial risk management
So, Mike Ka-pui
;
Chan, Thomas W. C.
;
Chu, Amanda M. Y.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 151-167
Persistent link: https://www.econbiz.de/10013441642
Saved in:
8
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:
9
Empirical evidence on the importance of aggregation,
asymmetry
, and jumps for
volatility
prediction
Duong, Diep
;
Swanson, Norman R.
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 606-621
Persistent link: https://www.econbiz.de/10011499786
Saved in:
10
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
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