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Capital income
137
Kapitaleinkommen
137
Volatility
71
Volatilität
71
Estimation
54
Schätzung
54
Theorie
54
Theory
54
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46
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46
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45
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Factor analysis
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Statistical distribution
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Statistische Verteilung
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Nichtparametrisches Verfahren
10
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10
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138
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Todorov, Viktor
9
Bollerslev, Tim
8
Andersen, Torben
6
Xiu, Dacheng
6
Meddahi, Nour
5
Mykland, Per A.
5
Tauchen, George Eugene
5
Bandi, Federico M.
4
Demetrescu, Matei
4
Rodrigues, Paulo M. M.
4
Shephard, Neil G.
4
Taylor, Robert
4
Aït-Sahalia, Yacine
3
Diebold, Francis X.
3
Li, Yingying
3
Renault, Eric
3
Timmermann, Allan
3
Almeida, Caio
2
Asai, Manabu
2
Bekaert, Geert
2
Garcia, René
2
Georgiev, Iliyan
2
Hautsch, Nikolaus
2
Li, Canlin
2
Li, Jia
2
Liao, Yuan
2
Linton, Oliver
2
McAleer, Michael
2
Paolella, Marc S.
2
Patton, Andrew J.
2
Pelger, Markus
2
Peng, Liang
2
Perron, Benoit
2
Polak, Pawel
2
Renò, Roberto
2
Sheppard, Kevin
2
Wachter, Jessica
2
Warusawitharana, Missaka
2
Yang, Xiye
2
Zhang, Lan
2
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Conference on Realized Volatility <2006, Montréal>
1
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Journal of econometrics
Finance research letters
646
NBER working paper series
625
Journal of banking & finance
617
Working paper / National Bureau of Economic Research, Inc.
596
International review of financial analysis
519
Journal of financial economics
517
NBER Working Paper
472
The journal of finance : the journal of the American Finance Association
406
Journal of empirical finance
397
Pacific-Basin finance journal
392
Applied financial economics
368
International review of economics & finance : IREF
360
Applied economics
321
The review of financial studies
304
Journal of financial and quantitative analysis : JFQA
288
Applied economics letters
285
Research in international business and finance
274
The European journal of finance
266
Review of quantitative finance and accounting
264
Journal of international financial markets, institutions & money
263
The North American journal of economics and finance : a journal of financial economics studies
255
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
210
Management science : journal of the Institute for Operations Research and the Management Sciences
208
Economic modelling
196
Discussion paper / Centre for Economic Policy Research
195
Economics letters
187
International journal of economics and finance
182
The journal of real estate finance and economics
168
Energy economics
166
Journal of risk and financial management : JRFM
165
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
160
Investment management and financial innovations
153
Research paper series / Swiss Finance Institute
153
IMF Working Papers
150
Journal of financial markets
147
Journal of international money and finance
147
The journal of asset management
147
The journal of corporate finance : contracting, governance and organization
144
International journal of economics and financial issues : IJEFI
140
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ECONIS (ZBW)
138
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1
Nonparametric assessment of hedge fund performance
Almeida, Caio
;
Ardison, Kym
;
Garcia, René
- In:
Journal of econometrics
214
(
2020
)
2
,
pp. 349-378
Persistent link: https://www.econbiz.de/10012438396
Saved in:
2
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:
3
Global yield curve dynamics and interactions : a dynamic Nelson-Siegel approach
Diebold, Francis X.
;
Li, Canlin
;
Yue, Vivian Z.
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 351-363
Persistent link: https://www.econbiz.de/10003782998
Saved in:
4
The common and specific components of dynamic volatility
Connor, Gregory
;
Korajczyk, Robert A.
;
Linton, Oliver
- In:
Journal of econometrics
132
(
2006
)
1
,
pp. 231-255
Persistent link: https://www.econbiz.de/10003320262
Saved in:
5
Monte Carlo methods for estimating, smoothing, and filtering one- and two-factor stochastic volatility models
Durham, Garland B.
- In:
Journal of econometrics
133
(
2006
)
1
,
pp. 273-305
Persistent link: https://www.econbiz.de/10003354577
Saved in:
6
Forecasting the term structure of government bond yields
Diebold, Francis X.
;
Li, Canlin
- In:
Journal of econometrics
130
(
2006
)
2
,
pp. 337-364
Persistent link: https://www.econbiz.de/10003277971
Saved in:
7
Predictable returns and asset allocation : should a skeptical investor time the market?
Wachter, Jessica
;
Warusawitharana, Missaka
- In:
Journal of econometrics
148
(
2009
)
2
,
pp. 162-178
Persistent link: https://www.econbiz.de/10003833758
Saved in:
8
No-arbitrage semi-martingale restrictions for continuous-time volatility models subject to leverage effects, jumps and iid noise : theory and testable distributional implications
Andersen, Torben
;
Bollerslev, Tim
;
Dobrev, Dobrislav
- In:
Journal of econometrics
138
(
2007
)
1
,
pp. 125-180
Persistent link: https://www.econbiz.de/10003451756
Saved in:
9
Inference with non-Gaussian Ornstein-Uhlenbeck processes for stochastic volatility
Griffin, J. E.
;
Steel, Mark F. J.
- In:
Journal of econometrics
134
(
2006
)
2
,
pp. 605-644
Persistent link: https://www.econbiz.de/10003374347
Saved in:
10
Multivariate locationscale mixtures of normals and meanvarianceskewness portfolio allocation
Mencía, Javier
;
Sentana, Enrique
- In:
Journal of econometrics
153
(
2009
)
2
,
pp. 105-121
Persistent link: https://www.econbiz.de/10003920279
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