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Estimation
499
Schätzung
495
Volatility
333
Volatilität
333
Estimation theory
317
Schätztheorie
317
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287
Theory
287
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178
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178
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137
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Bollerslev, Tim
20
Todorov, Viktor
19
Tauchen, George Eugene
17
Aït-Sahalia, Yacine
14
Andersen, Torben
13
Linton, Oliver
12
Ghysels, Eric
9
Gouriéroux, Christian
9
McAleer, Michael
9
Meddahi, Nour
9
Mykland, Per A.
9
Phillips, Peter C. B.
9
Xiu, Dacheng
9
Gallant, A. Ronald
8
Li, Jia
8
Patton, Andrew J.
8
Shephard, Neil G.
8
Su, Liangjun
8
Cavaliere, Giuseppe
7
Gao, Jiti
7
Koop, Gary
7
Li, Yingying
7
Baltagi, Badi H.
6
Francq, Christian
6
Kim, Donggyu
6
Park, Joon Y.
6
Rahbek, Anders
6
Sasaki, Yuya
6
Taylor, Robert
6
Zakoïan, Jean-Michel
6
Asai, Manabu
5
Barigozzi, Matteo
5
Corradi, Valentina
5
Diebold, Francis X.
5
Fan, Jianqing
5
Hallin, Marc
5
Heckman, James J.
5
Jasiak, Joann
5
Lu, Xun
5
Marcellino, Massimiliano
5
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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.
4,154
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4,060
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3,629
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3,264
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2,488
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2,424
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2,073
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1,676
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1,652
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1,646
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1,433
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1,414
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1,389
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1,351
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1,241
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1,094
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1,074
International review of economics & finance : IREF
1,069
Discussion paper
1,065
CESifo Working Paper
1,018
Journal of banking & finance
975
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
857
International review of financial analysis
848
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827
IMF Working Papers
796
Discussion paper / Tinbergen Institute
752
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750
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727
The North American journal of economics and finance : a journal of financial economics studies
687
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648
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637
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628
Working Paper
627
ZEW discussion papers
614
MPRA Paper
598
Journal of international financial markets, institutions & money
587
European economic review : EER
563
Journal of economic dynamics & control
559
Journal of financial economics
545
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ECONIS (ZBW)
764
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1
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:
2
Estimating stochastic
volatility
diffusion using conditional moments of integrated
volatility
Bollerslev, Tim
;
Zhou, Hao
- In:
Journal of econometrics
109
(
2002
)
1
,
pp. 33-65
Persistent link: https://www.econbiz.de/10001663892
Saved in:
3
Testing for a slowly changing level with special reference to stochastic
volatility
Harvey, Andrew C.
- In:
Journal of econometrics
87
(
1998
)
1
,
pp. 167-189
Persistent link: https://www.econbiz.de/10001248302
Saved in:
4
Score-driven models for realized
volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
Saved in:
5
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:
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
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:
8
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:
9
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:
10
A Gaussian approximation scheme for computation of option prices in stochastic
volatility
models
Cheng, Ai-ru Meg
;
Gallant, A. Ronald
;
Ji, Chuanshu
; …
- In:
Journal of econometrics
146
(
2008
)
1
,
pp. 44-58
Persistent link: https://www.econbiz.de/10003778206
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