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Asset Volatility
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Volatility
321
Volatilität
321
Theorie
144
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144
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130
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130
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119
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119
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Bollerslev, Tim
19
Todorov, Viktor
17
Tauchen, George Eugene
15
Andersen, Torben
12
Aït-Sahalia, Yacine
11
McAleer, Michael
9
Xiu, Dacheng
9
Meddahi, Nour
8
Li, Jia
7
Mykland, Per A.
7
Patton, Andrew J.
7
Shephard, Neil G.
7
Taylor, Robert
7
Cavaliere, Giuseppe
6
Ghysels, Eric
6
Kim, Donggyu
6
Asai, Manabu
5
Francq, Christian
5
Gallant, A. Ronald
5
Gouriéroux, Christian
5
Hallin, Marc
5
Li, Yingying
5
Zhou, Hao
5
Barigozzi, Matteo
4
Boswijk, Herman Peter
4
Engle, Robert F.
4
Jasiak, Joann
4
Linton, Oliver
4
Maheu, John M.
4
Park, Joon Y.
4
Rahbek, Anders
4
Renault, Eric
4
Renò, Roberto
4
Yang, Xiye
4
Yu, Jun
4
Zakoïan, Jean-Michel
4
Zhang, Lan
4
Andreou, Elena
3
Bandi, Federico M.
3
Calvet, Laurent E.
3
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Conference on Realized Volatility <2006, Montréal>
1
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Journal of econometrics
Finance research letters
1,215
MPRA Paper
1,214
NBER working paper series
1,155
Working paper / National Bureau of Economic Research, Inc.
953
NBER Working Papers
902
Journal of banking & finance
867
International review of financial analysis
865
Economics Papers from University Paris Dauphine
852
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820
Energy economics
763
The journal of finance : the journal of the American Finance Association
674
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670
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665
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657
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585
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565
Applied economics letters
563
Applied financial economics
526
Research in international business and finance
522
CEPR Discussion Papers
518
The North American journal of economics and finance : a journal of financial economics studies
516
The journal of futures markets
503
Economic modelling
502
Journal of empirical finance
478
ECB Working Paper
472
Research paper series / Swiss Finance Institute
465
Journal of financial and quantitative analysis : JFQA
447
Journal of international financial markets, institutions & money
446
Economics letters
445
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438
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436
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433
The review of financial studies
429
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408
Review of quantitative finance and accounting
373
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
373
Journal of risk and financial management : JRFM
360
Journal of international money and finance
337
Journal of Banking & Finance
333
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ECONIS (ZBW)
359
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1
A multiple regime smooth transition Heterogeneous Autoregressive model for long memory and asymmetries
McAleer, Michael
;
Medeiros, Marcelo C.
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 104-119
Persistent link: https://www.econbiz.de/10003783790
Saved in:
2
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:
3
The conditional autoregressive Wishart model for multivariate stock market
volatility
Golosnoy, Vasyl
;
Gribisch, Bastian
;
Liesenfeld, Roman
- In:
Journal of econometrics
167
(
2012
)
1
,
pp. 211-223
Persistent link: https://www.econbiz.de/10009551424
Saved in:
4
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:
5
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:
6
Forecasting multivariate realized stock market
volatility
Bauer, Gregory H.
;
Vorkink, Keith
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 93-101
Persistent link: https://www.econbiz.de/10009242535
Saved in:
7
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:
8
Jump tails, extreme dependencies, and the distribution of stock returns
Bollerslev, Tim
;
Todorov, Viktor
;
Li, Sophia Zhengzi
- In:
Journal of econometrics
172
(
2013
)
2
,
pp. 307-324
Persistent link: https://www.econbiz.de/10009706199
Saved in:
9
Variance trading and market price of variance risk
Bondarenko, Oleg
- In:
Journal of econometrics
180
(
2014
)
1
,
pp. 81-97
Persistent link: https://www.econbiz.de/10010379480
Saved in:
10
Multivariate rotated ARCH models
Noureldin, Diaa
;
Shephard, Neil G.
;
Sheppard, Kevin
- In:
Journal of econometrics
179
(
2014
)
1
,
pp. 16-30
Persistent link: https://www.econbiz.de/10010258286
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