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Volatility
321
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321
Theorie
177
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177
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154
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147
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Bollerslev, Tim
20
Todorov, Viktor
17
Tauchen, George Eugene
15
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12
Francq, Christian
12
Aït-Sahalia, Yacine
11
McAleer, Michael
10
Zakoïan, Jean-Michel
9
Meddahi, Nour
8
Xiu, Dacheng
8
Ghysels, Eric
7
Li, Jia
7
Mykland, Per A.
7
Patton, Andrew J.
7
Shephard, Neil G.
7
Cavaliere, Giuseppe
6
Corradi, Valentina
6
Gouriéroux, Christian
6
Kim, Donggyu
6
Park, Joon Y.
6
Asai, Manabu
5
Gallant, A. Ronald
5
Hallin, Marc
5
Li, Yingying
5
Ling, Shiqing
5
Linton, Oliver
5
Maheu, John M.
5
Rahbek, Anders
5
Taylor, Robert
5
Zaffaroni, Paolo
5
Zhou, Hao
5
Zhu, Ke
5
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4
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4
Boswijk, Herman Peter
4
Clark, Todd E.
4
Jasiak, Joann
4
Laurent, Sébastien
4
Marcellino, Massimiliano
4
Paolella, Marc S.
4
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Conference on Realized Volatility <2006, Montréal>
1
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Journal of econometrics
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1,737
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1,566
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614
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584
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555
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412
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408
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398
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378
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374
ECB Working Paper
374
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371
Journal of economic dynamics & control
370
Research in international business and finance
356
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351
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346
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ECONIS (ZBW)
447
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1
A semiparametric
GARCH
model for foreign exchange
volatility
Yang, Lijian
- In:
Journal of econometrics
130
(
2006
)
2
,
pp. 365-384
Persistent link: https://www.econbiz.de/10003277973
Saved in:
2
Bayesian comparison of bivariate ARCH-type models for the main exchange rates in Poland
Osiewalski, Jacek
;
Pipień, Mateusz
- In:
Journal of econometrics
123
(
2004
)
2
,
pp. 371-391
Persistent link: https://www.econbiz.de/10002361773
Saved in:
3
A test for
volatility
spillover with application to exchange rates
Hong, Yongmiao
- In:
Journal of econometrics
103
(
2001
)
1/2
,
pp. 183-224
Persistent link: https://www.econbiz.de/10001585360
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
Bad environments, good environments : a non-Gaussian asymmetric
volatility
model
Bekaert, Geert
;
Engstrom, Eric
;
Ermolov, Andrey
- In:
Journal of econometrics
186
(
2015
)
1
,
pp. 258-275
Persistent link: https://www.econbiz.de/10011349501
Saved in:
6
Risk-parameter estimation in
volatility
models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
184
(
2015
)
1
,
pp. 158-173
Persistent link: https://www.econbiz.de/10011326796
Saved in:
7
Option pricing with non-Gaussian scaling and infinite-state switching
volatility
Baldovin, Fulvio
;
Caporin, Massimiliano
;
Caraglio, Michele
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 486-497
Persistent link: https://www.econbiz.de/10011499748
Saved in:
8
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:
9
A coupled component DCS-EGARCH model for intraday and overnight
volatility
Linton, Oliver
;
Wu, Jianbin
- In:
Journal of econometrics
217
(
2020
)
1
,
pp. 176-201
Persistent link: https://www.econbiz.de/10012482745
Saved in:
10
Generalized dynamic factor models and volatilities : consistency, rates, and prediction intervals
Barigozzi, Matteo
;
Hallin, Marc
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 4-34
Persistent link: https://www.econbiz.de/10012439634
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