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Volatility
321
Volatilität
321
Theorie
172
Theory
172
Estimation theory
145
Schätztheorie
145
Estimation
125
Schätzung
125
Time series analysis
117
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117
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108
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105
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409
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Bollerslev, Tim
19
Todorov, Viktor
17
Tauchen, George Eugene
15
Andersen, Torben
12
Aït-Sahalia, Yacine
12
Xiu, Dacheng
10
McAleer, Michael
9
Meddahi, Nour
9
Mykland, Per A.
8
Ghysels, Eric
7
Li, Jia
7
Patton, Andrew J.
7
Shephard, Neil G.
7
Taylor, Robert
7
Bandi, Federico M.
6
Cavaliere, Giuseppe
6
Engle, Robert F.
6
Francq, Christian
6
Kim, Donggyu
6
Renault, Eric
6
Asai, Manabu
5
Gallant, A. Ronald
5
Gouriéroux, Christian
5
Grammig, Joachim
5
Hallin, Marc
5
Li, Yingying
5
Zhang, Lan
5
Zhou, Hao
5
Barigozzi, Matteo
4
Boswijk, Herman Peter
4
Jasiak, Joann
4
Linton, Oliver
4
Maheu, John M.
4
Park, Joon Y.
4
Rahbek, Anders
4
Renò, Roberto
4
Yang, Xiye
4
Yu, Jun
4
Zakoïan, Jean-Michel
4
Andreou, Elena
3
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Conference on Realized Volatility <2006, Montréal>
1
Published in...
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Journal of econometrics
NBER working paper series
1,384
Finance research letters
1,381
Working paper / National Bureau of Economic Research, Inc.
1,248
Journal of banking & finance
1,061
NBER Working Paper
1,048
International review of financial analysis
1,007
The journal of finance : the journal of the American Finance Association
882
Journal of financial economics
876
Applied economics
747
International review of economics & finance : IREF
747
Energy economics
742
Applied economics letters
630
Pacific-Basin finance journal
625
The review of financial studies
614
Applied financial economics
585
Journal of empirical finance
580
The journal of futures markets
576
The North American journal of economics and finance : a journal of financial economics studies
575
Economic modelling
574
Research in international business and finance
568
Economics letters
556
Journal of financial and quantitative analysis : JFQA
547
Journal of international financial markets, institutions & money
525
Discussion paper / Centre for Economic Policy Research
519
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
441
Review of quantitative finance and accounting
427
Journal of international money and finance
416
Working paper
416
Journal of risk and financial management : JRFM
407
The European journal of finance
391
Journal of economic dynamics & control
374
International journal of theoretical and applied finance
357
CESifo working papers
339
Management science : journal of the Institute for Operations Research and the Management Sciences
314
International journal of economics and financial issues : IJEFI
301
International journal of economics and finance
300
Research paper series / Swiss Finance Institute
293
Journal of financial markets
288
Quantitative finance
287
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ECONIS (ZBW)
410
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1
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410
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1
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
2
A non-linear dynamic model of the variance risk premium
Eraker, Bjørn
;
Wang, Jiakou
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 547-556
Persistent link: https://www.econbiz.de/10011499758
Saved in:
3
Between data cleaning and inference : pre-averaging and robust estimators of the efficient price
Mykland, Per A.
;
Zhang, Lan
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 242-262
Persistent link: https://www.econbiz.de/10011705124
Saved in:
4
Predicting the VIX and the
volatility
risk premium : the role of short-run funding spreads
Volatility
Factors
Andreou, Elena
;
Ghysels, Eric
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 366-398
Persistent link: https://www.econbiz.de/10012618520
Saved in:
5
Bayesian estimation of dynamic asset pricing models with informative observations
Fulop, Andras
;
Li, Junye
- In:
Journal of econometrics
209
(
2019
)
1
,
pp. 114-138
Persistent link: https://www.econbiz.de/10012302530
Saved in:
6
High-frequency jump tests : which test should we use?
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 478-487
Persistent link: https://www.econbiz.de/10012483405
Saved in:
7
Variation and efficiency of high-frequency betas
Zhang, Congshan
;
Li, Jia
;
Todorov, Viktor
;
Tauchen, …
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 156-175
Persistent link: https://www.econbiz.de/10013441735
Saved in:
8
A causality-in-variance test and its application to financial market prices
Cheung, Yin-Wong
- In:
Journal of econometrics
72
(
1996
)
1
,
pp. 33-48
Persistent link: https://www.econbiz.de/10001198033
Saved in:
9
Econometric analysis of financial derivatives: an overview
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 403-407
Persistent link: https://www.econbiz.de/10011499624
Saved in:
10
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
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