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Enduring Momentum
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Method of moments
209
Momentenmethode
208
Theorie
157
Theory
157
Estimation theory
155
Schätztheorie
155
Capital income
137
Kapitaleinkommen
137
Volatility
86
Volatilität
86
Estimation
74
Schätzung
74
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64
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64
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53
Prognoseverfahren
53
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50
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50
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Undetermined
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English
387
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Bollerslev, Tim
11
Todorov, Viktor
10
Lee, Lung-fei
8
Tauchen, George Eugene
8
Andersen, Torben
7
Gallant, A. Ronald
7
Schmidt, Peter
7
Linton, Oliver
6
Meddahi, Nour
6
Renault, Eric
6
Sentana, Enrique
6
Xiu, Dacheng
6
Antoine, Bertille
5
Hwang, Jungbin
5
Li, Kunpeng
5
Mykland, Per A.
5
Sarafidis, Vasilis
5
Shi, Xiaoxia
5
Aït-Sahalia, Yacine
4
Bandi, Federico M.
4
Chen, Xiaohong
4
Demetrescu, Matei
4
Diebold, Francis X.
4
Dovonon, Prosper
4
Fan, Jianqing
4
Hall, Alastair R.
4
Hsiao, Cheng
4
Li, Yingying
4
Rodrigues, Paulo M. M.
4
Shephard, Neil G.
4
Smith, Richard J.
4
Su, Liangjun
4
Sun, Yiguo
4
Sun, Yixiao
4
Taylor, Robert
4
Ahn, Seung Chan
3
Andrews, Donald W. K.
3
Caner, Mehmet
3
Carrasco, Marine
3
Chernov, Mikhail
3
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Conference on Realized Volatility <2006, Montréal>
1
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Journal of econometrics
NBER working paper series
1,313
Journal of banking & finance
1,156
Working paper / National Bureau of Economic Research, Inc.
1,135
Finance research letters
1,049
MPRA Paper
994
NBER Working Paper
912
International review of financial analysis
826
Journal of financial economics
724
The journal of finance : the journal of the American Finance Association
673
Pacific-Basin finance journal
578
The review of financial studies
565
Journal of empirical finance
555
International review of economics & finance : IREF
553
Applied economics
545
Working Paper
511
Journal of financial and quantitative analysis : JFQA
498
IZA Discussion Papers
487
ECB Working Paper
475
Applied financial economics
472
Applied economics letters
463
Discussion paper / Centre for Economic Policy Research
458
Research paper series / Swiss Finance Institute
442
Economics letters
432
European journal of operational research : EJOR
418
The European journal of finance
418
The North American journal of economics and finance : a journal of financial economics studies
417
Management science : journal of the Institute for Operations Research and the Management Sciences
416
Economic modelling
412
Insurance / Mathematics & economics
408
Research in international business and finance
403
CESifo working papers
399
Journal of international financial markets, institutions & money
378
Journal of economic dynamics & control
377
Discussion paper / Tinbergen Institute
375
Working paper
361
Review of quantitative finance and accounting
353
Discussion paper series / IZA
347
Journal of risk and financial management : JRFM
337
The journal of portfolio management : a publication of Institutional Investor
337
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ECONIS (ZBW)
387
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1
Simple estimators and inference for higher-order stochastic volatility models
Ahsan, Nazmul
;
Dufour, Jean-Marie
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 181-197
Persistent link: https://www.econbiz.de/10013275370
Saved in:
2
Spanning tests in return and stochastic discount factor mean-variance frontiers : a unifying approach
Peñaranda, Francisco
;
Sentana, Enrique
- In:
Journal of econometrics
170
(
2012
)
2
,
pp. 303-324
Persistent link: https://www.econbiz.de/10009685912
Saved in:
3
The nonlinear price dynamics of US equity ETFs
Caginalp, Gunduz
;
DeSantis, Mark
;
Sayrak, Akin
- In:
Journal of econometrics
183
(
2014
)
2
,
pp. 193-201
Persistent link: https://www.econbiz.de/10010506060
Saved in:
4
Local mispricing and microstructural noise : a parametric perspective
Andersen, Torben
;
Archakov, Ilya
;
Cebiroglu, Gökhan
; …
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 510-534
Persistent link: https://www.econbiz.de/10013464102
Saved in:
5
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:
6
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:
7
Using conditional moments of asset payoffs to infer the volatility of intertemporal marginal rates of substitution
Gallant, A. Ronald
- In:
Journal of econometrics
45
(
1990
)
1
,
pp. 141-179
Persistent link: https://www.econbiz.de/10001332076
Saved in:
8
What is the chance that the equity premium varies over time? : evidence from regressions on the dividend-price ratio
Wachter, Jessica
;
Warusawitharana, Missaka
- In:
Journal of econometrics
186
(
2015
)
1
,
pp. 74-93
Persistent link: https://www.econbiz.de/10011349544
Saved in:
9
Large-dimensional factor modeling based on high-frequency observations
Pelger, Markus
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 23-42
Persistent link: https://www.econbiz.de/10012139775
Saved in:
10
Knowing factors or factor loadings, or neither? : evaluating estimators of large covariance matrices with noisy and asynchronous data
Dai, Chaoxing
;
Lu, Kun
;
Xiu, Dacheng
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 43-79
Persistent link: https://www.econbiz.de/10012139780
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