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Food Price Volatility
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Volatility
321
Volatilität
321
Theorie
161
Theory
161
ARCH model
147
ARCH-Modell
147
Estimation theory
142
Schätztheorie
142
Time series analysis
120
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120
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113
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113
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111
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111
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72
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72
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68
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53
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34
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26
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26
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26
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26
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25
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English
407
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Bollerslev, Tim
20
Todorov, Viktor
17
Tauchen, George Eugene
15
Andersen, Torben
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
Kim, Donggyu
6
Park, Joon Y.
6
Asai, Manabu
5
Corradi, Valentina
5
Gallant, A. Ronald
5
Gouriéroux, Christian
5
Hallin, Marc
5
Li, Yingying
5
Ling, Shiqing
5
Maheu, John M.
5
Rahbek, Anders
5
Taylor, Robert
5
Zaffaroni, Paolo
5
Zhou, Hao
5
Zhu, Ke
5
Andreou, Elena
4
Barigozzi, Matteo
4
Boswijk, Herman Peter
4
Jasiak, Joann
4
Laurent, Sébastien
4
Linton, Oliver
4
Paolella, Marc S.
4
Renault, Eric
4
Renò, Roberto
4
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Conference on Realized Volatility <2006, Montréal>
1
Published in...
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Journal of econometrics
World development : the multi-disciplinary international journal devoted to the study and promotion of world development
1,363
NBER working paper series
1,050
Policy research working paper : WPS
1,048
Working paper / National Bureau of Economic Research, Inc.
970
NBER Working Paper
895
IMF working papers
787
Intereconomics : review of European economic policy
780
Energy economics
778
Finance research letters
696
Food policy : economics planning and politics of food and agriculture
635
Applied economics
633
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616
World Bank E-Library Archive
601
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527
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521
World Bank Policy Research Working Paper
518
Discussion paper / Centre for Economic Policy Research
510
Journal of banking & finance
471
IMF working paper
468
International review of financial analysis
468
International review of economics & finance : IREF
461
ILO Working Papers
455
Economics letters
404
The journal of futures markets
394
Applied economics letters
392
The journal of development studies : JDS
376
MPRA Paper
372
Research in international business and finance
365
The North American journal of economics and finance : a journal of financial economics studies
362
Revue tiers monde
357
Journal of international development : the journal of the Development Studies Association
351
CESifo working papers
349
Journal of international money and finance
328
Policy Research Working Paper
326
Applied financial economics
320
Discussion paper series / IZA
307
Journal of empirical finance
306
Journal of international financial markets, institutions & money
302
Working paper / World Institute for Development Economics Research
292
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ECONIS (ZBW)
407
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1
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:
2
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:
3
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:
4
Structural attribution of observed
volatility
clustering
Granger, C. W. J.
;
Machina, Mark J.
- In:
Journal of econometrics
135
(
2006
)
1/2
,
pp. 15-29
Persistent link: https://www.econbiz.de/10003376075
Saved in:
5
Quasi-maximum likelihood estimation of
volatility
with high frequency data
Xiu, Dacheng
- In:
Journal of econometrics
159
(
2010
)
1
,
pp. 235-250
Persistent link: https://www.econbiz.de/10008839925
Saved in:
6
Volatillity forecast comparison using imperfect
volatility
proxies
Patton, Andrew J.
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 246-256
Persistent link: https://www.econbiz.de/10009242521
Saved in:
7
High-frequency returns, jumps and the mixture of normals hypothesis
Fleming, Jeff
;
Paye, Bradley S.
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 119-128
Persistent link: https://www.econbiz.de/10009242531
Saved in:
8
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:
9
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:
10
Asymptotically distribution-free tests for the
volatility
function of a diffusion
Chen, Qiang
;
Zheng, Xu
;
Pan, Zhiyuan
- In:
Journal of econometrics
184
(
2015
)
1
,
pp. 124-144
Persistent link: https://www.econbiz.de/10011326801
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