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Estimation
466
Schätzung
462
Estimation theory
260
Schätztheorie
260
Theorie
229
Theory
229
Volatility
150
Volatilität
150
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140
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Todorov, Viktor
15
Bollerslev, Tim
11
Tauchen, George Eugene
11
Linton, Oliver
10
Aït-Sahalia, Yacine
9
Andersen, Torben
8
Phillips, Peter C. B.
8
Su, Liangjun
8
Mykland, Per A.
7
Xiu, Dacheng
7
Ghysels, Eric
6
Koop, Gary
6
Shin, Yongcheol
6
Taylor, Robert
6
Bandi, Federico M.
5
Diebold, Francis X.
5
Francq, Christian
5
Gao, Jiti
5
Kim, Donggyu
5
Li, Jia
5
Lu, Xun
5
Meddahi, Nour
5
Renault, Eric
5
Shephard, Neil G.
5
Timmermann, Allan
5
Zakoïan, Jean-Michel
5
Baltagi, Badi H.
4
Cai, Zongwu
4
Callaway, Brantly
4
Demetrescu, Matei
4
Engle, Robert F.
4
Fulop, Andras
4
Gallant, A. Ronald
4
Gouriéroux, Christian
4
Hansen, Lars Peter
4
Heckman, James J.
4
Hsiao, Cheng
4
Li, Kunpeng
4
McAleer, Michael
4
Park, Joon Y.
4
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Conference on Realized Volatility <2006, Montréal>
1
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Journal of econometrics
Working paper / National Bureau of Economic Research, Inc.
3,253
NBER working paper series
3,061
Discussion paper series / IZA
3,041
NBER Working Paper
2,682
Applied economics
2,002
Discussion paper / Centre for Economic Policy Research
1,637
IZA Discussion Papers
1,562
CESifo working papers
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Applied economics letters
1,392
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1,294
Working paper
1,071
Journal of banking & finance
1,029
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1,008
Economic modelling
993
Economics letters
920
Discussion paper
819
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
771
International review of financial analysis
763
International review of economics & finance : IREF
753
Applied financial economics
749
Journal of financial economics
744
The journal of finance : the journal of the American Finance Association
719
CESifo Working Paper
687
Energy economics
666
Journal of international money and finance
600
ZEW discussion papers
580
Journal of empirical finance
579
Discussion papers / CEPR
554
The review of financial studies
535
Discussion paper / Tinbergen Institute
504
The North American journal of economics and finance : a journal of financial economics studies
503
CESifo Working Paper Series
492
Pacific-Basin finance journal
486
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
469
Journal of international financial markets, institutions & money
465
Journal of economic dynamics & control
463
ZEW Discussion Papers
457
Research in international business and finance
456
Discussion papers / Deutsches Institut für Wirtschaftsforschung
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ECONIS (ZBW)
603
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1
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1
Jumps and betas : a new framework for disentangling and estimating systematic risks
Todorov, Viktor
;
Bollerslev, Tim
- In:
Journal of econometrics
157
(
2010
)
2
,
pp. 220-235
Persistent link: https://www.econbiz.de/10008663039
Saved in:
2
Asset-pricing anomalies at the firm level
Cederburg, Scott
;
O'Doherty, Michael
- In:
Journal of econometrics
186
(
2015
)
1
,
pp. 113-128
Persistent link: https://www.econbiz.de/10011349540
Saved in:
3
The long and the short of the risk-return trade-off
Bonomo, Marco Antonio
;
Garcia, René
;
Meddahi, Nour
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 580-592
Persistent link: https://www.econbiz.de/10011499780
Saved in:
4
Dynamics of variance risk premia : a new model for disentangling the price of risk
Rombouts, Jeroen V. K.
;
Stentoft, Lars
;
Violante, Francesco
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 312-334
Persistent link: https://www.econbiz.de/10012482765
Saved in:
5
Estimating latent asset-pricing factors
Lettau, Martin
;
Pelger, Markus
- In:
Journal of econometrics
218
(
2020
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10012482858
Saved in:
6
High-frequency factor models and regressions
Aït-Sahalia, Yacine
;
Kalnina, Ilze
;
Xiu, Dacheng
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 86-105
Persistent link: https://www.econbiz.de/10012439640
Saved in:
7
Large-dimensional factor modeling based on high-frequency observations
Pelger, Markus
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 23-42
Persistent link: https://www.econbiz.de/10012139775
Saved in:
8
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:
9
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
10
Business-cycle consumption risk and asset prices
Bandi, Federico M.
;
Tamoni, Andrea
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014471828
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