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Capital income
137
Kapitaleinkommen
137
Volatility
70
Volatilität
70
Theorie
55
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55
Estimation
53
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Todorov, Viktor
9
Bollerslev, Tim
8
Andersen, Torben
6
Xiu, Dacheng
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Meddahi, Nour
5
Mykland, Per A.
5
Tauchen, George Eugene
5
Demetrescu, Matei
4
Rodrigues, Paulo M. M.
4
Shephard, Neil G.
4
Taylor, Robert
4
Aït-Sahalia, Yacine
3
Bandi, Federico M.
3
Diebold, Francis X.
3
Li, Yingying
3
Renault, Eric
3
Timmermann, Allan
3
Almeida, Caio
2
Asai, Manabu
2
Bekaert, Geert
2
Dufour, Jean-Marie
2
Garcia, René
2
Georgiev, Iliyan
2
Hautsch, Nikolaus
2
Li, Canlin
2
Li, Jia
2
Liao, Yuan
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Linton, Oliver
2
McAleer, Michael
2
Paolella, Marc S.
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Patton, Andrew J.
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Peng, Liang
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Perron, Benoit
2
Polak, Pawel
2
Sheppard, Kevin
2
Wachter, Jessica
2
Warusawitharana, Missaka
2
Yang, Xiye
2
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Conference on Realized Volatility <2006, Montréal>
1
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Journal of econometrics
Finance research letters
644
NBER working paper series
635
Working paper / National Bureau of Economic Research, Inc.
601
Journal of banking & finance
578
International review of financial analysis
508
NBER Working Paper
485
Journal of financial economics
467
Benchmarking: An International Journal
427
Journal of empirical finance
384
The journal of finance : the journal of the American Finance Association
380
Pacific-Basin finance journal
376
Applied financial economics
358
International review of economics & finance : IREF
347
Applied economics
331
Applied economics letters
287
The review of financial studies
274
Research in international business and finance
269
The European journal of finance
258
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257
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256
Journal of financial and quantitative analysis : JFQA
254
Review of quantitative finance and accounting
250
The North American journal of economics and finance : a journal of financial economics studies
250
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
207
Management science : journal of the Institute for Operations Research and the Management Sciences
198
Economic modelling
197
Economics letters
196
Discussion paper / Centre for Economic Policy Research
193
International journal of economics and finance
182
Energy economics
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Journal of risk and financial management : JRFM
166
The journal of real estate finance and economics
164
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
157
Investment management and financial innovations
152
The journal of asset management
149
International journal of economics and financial issues : IJEFI
142
Research paper series / Swiss Finance Institute
142
Journal of international money and finance
141
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ECONIS (ZBW)
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1
Improved inference in the evaluation of mutual fund performance using panel bootstrap methods
Blake, David
;
Caulfield, Tristan
;
Ioannidis, Christos
; …
- In:
Journal of econometrics
183
(
2014
)
2
,
pp. 202-210
Persistent link: https://www.econbiz.de/10010506059
Saved in:
2
The benefits of prenatal care : evidence from the PAT bus strike
Evans, William N.
;
Lien, Diana S.
- In:
Journal of econometrics
125
(
2005
)
1/2
,
pp. 207-239
Persistent link: https://www.econbiz.de/10002527007
Saved in:
3
The likelihood of mixed hitting times
Abbring, Jaap H.
;
Salimans, Tim
- In:
Journal of econometrics
223
(
2021
)
2
,
pp. 361-375
Persistent link: https://www.econbiz.de/10012619975
Saved in:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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
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