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Volatility
333
Volatilität
333
Theorie
167
Theory
167
Estimation theory
157
Schätztheorie
157
Capital income
142
Kapitaleinkommen
142
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136
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136
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121
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121
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111
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110
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107
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107
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83
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42
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41
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39
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35
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Stochastic volatility
34
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32
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32
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31
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30
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Bollerslev, Tim
20
Todorov, Viktor
19
Tauchen, George Eugene
16
Andersen, Torben
13
Aït-Sahalia, Yacine
12
Xiu, Dacheng
11
McAleer, Michael
9
Meddahi, Nour
9
Taylor, Robert
9
Li, Jia
8
Mykland, Per A.
8
Patton, Andrew J.
8
Cavaliere, Giuseppe
7
Li, Yingying
7
Shephard, Neil G.
7
Francq, Christian
6
Gallant, A. Ronald
6
Ghysels, Eric
6
Kim, Donggyu
6
Asai, Manabu
5
Bandi, Federico M.
5
Diebold, Francis X.
5
Gouriéroux, Christian
5
Hallin, Marc
5
Linton, Oliver
5
Rahbek, Anders
5
Timmermann, Allan
5
Zakoïan, Jean-Michel
5
Zhang, Lan
5
Zhou, Hao
5
Barigozzi, Matteo
4
Boswijk, Herman Peter
4
Corradi, Valentina
4
Demetrescu, Matei
4
Engle, Robert F.
4
Fan, Jianqing
4
Jasiak, Joann
4
Koopman, Siem Jan
4
Maheu, John M.
4
Park, Joon Y.
4
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Conference on Realized Volatility <2006, Montréal>
1
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Journal of econometrics
Finance research letters
1,479
NBER working paper series
1,450
Working paper / National Bureau of Economic Research, Inc.
1,363
Journal of banking & finance
1,159
NBER Working Paper
1,132
International review of financial analysis
1,065
The journal of finance : the journal of the American Finance Association
942
Journal of financial economics
929
Applied economics
809
Energy economics
803
International review of economics & finance : IREF
798
Applied financial economics
765
Pacific-Basin finance journal
726
Applied economics letters
685
Journal of empirical finance
633
The review of financial studies
631
Journal of financial and quantitative analysis : JFQA
625
Research in international business and finance
618
The North American journal of economics and finance : a journal of financial economics studies
599
Economic modelling
571
Journal of international financial markets, institutions & money
568
Discussion paper / Centre for Economic Policy Research
566
Economics letters
565
The journal of futures markets
547
Review of quantitative finance and accounting
482
The European journal of finance
469
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
466
Journal of international money and finance
427
Working paper
423
The journal of real estate finance and economics
409
Journal of risk and financial management : JRFM
380
International journal of economics and finance
362
CESifo working papers
338
International journal of theoretical and applied finance
326
International journal of economics and financial issues : IJEFI
319
Research paper series / Swiss Finance Institute
319
Journal of financial markets
316
Management science : journal of the Institute for Operations Research and the Management Sciences
316
International journal of finance & economics : IJFE
299
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ECONIS (ZBW)
426
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1
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426
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1
High-frequency returns, jumps and the mixture of normals hypothesis
Fleming, Jeff
;
Paye, Bradley S.
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 119-128
Persistent link: https://www.econbiz.de/10009242531
Saved in:
2
Forecasting multivariate realized stock market
volatility
Bauer, Gregory H.
;
Vorkink, Keith
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 93-101
Persistent link: https://www.econbiz.de/10009242535
Saved in:
3
Jump tails, extreme dependencies, and the distribution of stock returns
Bollerslev, Tim
;
Todorov, Viktor
;
Li, Sophia Zhengzi
- In:
Journal of econometrics
172
(
2013
)
2
,
pp. 307-324
Persistent link: https://www.econbiz.de/10009706199
Saved in:
4
Multivariate rotated ARCH models
Noureldin, Diaa
;
Shephard, Neil G.
;
Sheppard, Kevin
- In:
Journal of econometrics
179
(
2014
)
1
,
pp. 16-30
Persistent link: https://www.econbiz.de/10010258286
Saved in:
5
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:
6
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:
7
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:
8
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:
9
COMFORT: a common market factor non-Gaussian returns model
Paolella, Marc S.
;
Polak, Pawel
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 593-605
Persistent link: https://www.econbiz.de/10011499783
Saved in:
10
Simple estimators and inference for higher-order stochastic
volatility
models
Ahsan, Nazmul
;
Dufour, Jean-Marie
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 181-197
Persistent link: https://www.econbiz.de/10013275370
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