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Volatility
333
Volatilität
333
Theorie
169
Theory
169
Estimation theory
141
Schätztheorie
141
Estimation
119
Schätzung
119
Stochastic process
111
Stochastischer Prozess
111
Time series analysis
109
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109
Capital income
92
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92
Börsenkurs
79
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79
ARCH model
71
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71
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71
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71
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66
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46
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45
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40
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40
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39
Risk
39
CAPM
36
Stochastic volatility
34
High-frequency data
29
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29
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29
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27
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27
USA
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3
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408
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Article in journal
410
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3
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3
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2
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English
412
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Bollerslev, Tim
21
Todorov, Viktor
18
Tauchen, George Eugene
16
Aït-Sahalia, Yacine
13
Andersen, Torben
12
Xiu, Dacheng
10
McAleer, Michael
9
Meddahi, Nour
9
Mykland, Per A.
9
Patton, Andrew J.
9
Li, Jia
8
Li, Yingying
8
Shephard, Neil G.
7
Cavaliere, Giuseppe
6
Gallant, A. Ronald
6
Ghysels, Eric
6
Kim, Donggyu
6
Linton, Oliver
6
Asai, Manabu
5
Fan, Jianqing
5
Francq, Christian
5
Gouriéroux, Christian
5
Hallin, Marc
5
Sentana, Enrique
5
Taylor, Robert
5
Zakoïan, Jean-Michel
5
Zheng, Xinghua
5
Zhou, Hao
5
Bandi, Federico M.
4
Barigozzi, Matteo
4
Boswijk, Herman Peter
4
Calvet, Laurent E.
4
Chang, Chia-Lin
4
Jasiak, Joann
4
Maheu, John M.
4
Park, Joon Y.
4
Quaedvlieg, Rogier
4
Rahbek, Anders
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
NBER working paper series
1,572
Working paper / National Bureau of Economic Research, Inc.
1,384
Finance research letters
1,326
NBER Working Paper
1,219
Journal of banking & finance
1,058
Energy economics
871
MPRA Paper
848
International review of financial analysis
791
Applied economics
749
Economics letters
747
European journal of operational research : EJOR
727
Discussion paper / Centre for Economic Policy Research
674
Insurance / Mathematics & economics
651
International review of economics & finance : IREF
633
Economic modelling
613
Working paper
607
CESifo working papers
597
Journal of financial economics
543
Applied economics letters
521
Journal of economic dynamics & control
520
Research in international business and finance
517
The North American journal of economics and finance : a journal of financial economics studies
509
Working Paper
492
The journal of futures markets
482
International journal of theoretical and applied finance
480
Journal of empirical finance
480
Management science : journal of the Institute for Operations Research and the Management Sciences
463
Research paper series / Swiss Finance Institute
455
Journal of risk and financial management : JRFM
441
The journal of finance : the journal of the American Finance Association
439
Discussion paper / Tinbergen Institute
437
The review of financial studies
424
Journal of international money and finance
419
Risks : open access journal
413
Applied financial economics
407
Journal of international financial markets, institutions & money
403
Quantitative finance
394
Pacific-Basin finance journal
393
CESifo Working Paper
391
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ECONIS (ZBW)
412
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1
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412
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date (oldest first)
1
Macroeconomic uncertainty prices when beliefs are tenuous
Hansen, Lars Peter
;
Sargent, Thomas J.
- In:
Journal of econometrics
223
(
2021
)
1
,
pp. 222-250
Persistent link: https://www.econbiz.de/10012619969
Saved in:
2
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:
3
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:
4
Optimal frequency of portfolio evaluation in a choice experiment with ambiguity and loss aversion
Bellemare, Charles
;
Kröger, Sabine
;
Sossou, Kouamé Marius
- In:
Journal of econometrics
231
(
2022
)
1
,
pp. 248-264
Persistent link: https://www.econbiz.de/10013441984
Saved in:
5
"Stochastically more
risk
averse" : a contextual theory of stochastic discrete choice under
risk
Wilcox, Nathaniel T.
- In:
Journal of econometrics
162
(
2011
)
1
,
pp. 89-104
Persistent link: https://www.econbiz.de/10009270696
Saved in:
6
Risks of large portfolios
Fan, Jianqing
;
Liao, Yuan
;
Shi, Xiaofeng
- In:
Journal of econometrics
186
(
2015
)
2
,
pp. 367-387
Persistent link: https://www.econbiz.de/10011349458
Saved in:
7
New testing approaches for mean-variance predictability
Fiorentini, Gabriele
;
Sentana, Enrique
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 516-538
Persistent link: https://www.econbiz.de/10012619733
Saved in:
8
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:
9
Variance
risk
: a bird's eye view
Hollstein, Fabian
;
Wese Simen, Chardin
- In:
Journal of econometrics
215
(
2020
)
2
,
pp. 517-535
Persistent link: https://www.econbiz.de/10012439498
Saved in:
10
Dynamic conditional angular correlation
Jarjour, Riad
;
Chan, Kung-sik
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 137-150
Persistent link: https://www.econbiz.de/10012439656
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