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Stochastic process
219
Stochastischer Prozess
219
Theorie
191
Theory
191
Volatility
178
Volatilität
178
Estimation theory
128
Schätztheorie
128
Time series analysis
106
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106
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87
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87
Option pricing theory
66
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64
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60
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Todorov, Viktor
13
Tauchen, George Eugene
12
Aït-Sahalia, Yacine
11
Bollerslev, Tim
11
Xiu, Dacheng
10
Linton, Oliver
9
McAleer, Michael
9
Phillips, Peter C. B.
9
Andersen, Torben
8
Renault, Eric
8
Li, Yingying
7
Zakoïan, Jean-Michel
7
Yu, Jun
6
Francq, Christian
5
Ghysels, Eric
5
Gouriéroux, Christian
5
Mykland, Per A.
5
Park, Joon Y.
5
Sentana, Enrique
5
Asai, Manabu
4
Chang, Chia-Lin
4
Christensen, Kim
4
Diebold, Francis X.
4
Fan, Jianqing
4
Gallant, A. Ronald
4
Kristensen, Dennis
4
Li, Jia
4
Lieberman, Offer
4
Monfort, Alain
4
Renò, Roberto
4
Shephard, Neil G.
4
Taylor, Robert
4
Veredas, David
4
Zhang, Lan
4
Zhang, Zhengjun
4
Zheng, Xinghua
4
Amengual, Dante
3
Arvanitis, Stelios
3
Bandi, Federico M.
3
Bondarenko, Oleg
3
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Journal of econometrics
European journal of operational research : EJOR
3,279
Computers & operations research : and their applications to problems of world concern ; an international journal
1,550
NBER working paper series
1,279
Working paper / National Bureau of Economic Research, Inc.
1,163
International journal of production research
1,118
Journal of banking & finance
1,099
NBER Working Paper
980
Finance research letters
853
Operations research letters
834
International journal of theoretical and applied finance
795
Journal of economic dynamics & control
776
Insurance / Mathematics & economics
671
SpringerLink / Bücher
657
Management science : journal of the Institute for Operations Research and the Management Sciences
616
Operations research
605
Discussion paper / Centre for Economic Policy Research
590
International journal of production economics
560
Mathematics of operations research
544
International review of financial analysis
532
Finance and stochastics
507
Journal of financial economics
506
Quantitative finance
483
Economic modelling
476
Working paper
467
Mathematical finance : an international journal of mathematics, statistics and financial theory
461
Economics letters
458
Discussion paper / Tinbergen Institute
450
Applied economics
445
Computational economics
436
INFORMS journal on computing : JOC
435
IMF working papers
421
Research paper series / Swiss Finance Institute
413
The journal of finance : the journal of the American Finance Association
405
Risks : open access journal
397
International review of economics & finance : IREF
386
The journal of futures markets
384
IMF Working Papers
382
The European journal of finance
381
Transportation research / E : an international journal
381
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ECONIS (ZBW)
427
USB Cologne (EcoSocSci)
1
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1
Realized volatility forecasting and option pricing
Bandi, Federico M.
;
Russell, Jeffrey R.
;
Yang, Chen
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 34-46
Persistent link: https://www.econbiz.de/10003783782
Saved in:
2
Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility prediction
Duong, Diep
;
Swanson, Norman R.
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 606-621
Persistent link: https://www.econbiz.de/10011499786
Saved in:
3
The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing
Christensen, Kim
;
Thyrsgaard, Martin
;
Veliyev, Bezirgen
- In:
Journal of econometrics
212
(
2019
)
2
,
pp. 556-583
Persistent link: https://www.econbiz.de/10012304092
Saved in:
4
Efficient asymptotic variance reduction when estimating volatility in high frequency data
Clinet, Simon
;
Potiron, Yoann
- In:
Journal of econometrics
206
(
2018
)
1
,
pp. 103-142
Persistent link: https://www.econbiz.de/10012110370
Saved in:
5
Inference from high-frequency data : a subsampling approach
Christensen, Kimberly
;
Podolskij, Mark
;
Thamrongrat, Nopporn
- In:
Journal of econometrics
197
(
2017
)
2
,
pp. 245-272
Persistent link: https://www.econbiz.de/10011818358
Saved in:
6
Pricing and hedging derivative securities with neural networks and a homogeneity hint
Garcia, René
;
Gençay, Ramazan
- In:
Journal of econometrics
94
(
2000
)
1/2
,
pp. 93-115
Persistent link: https://www.econbiz.de/10001437747
Saved in:
7
Index models with integrated time series
Chang, Yoosoon
;
Park, Joon Y.
- In:
Journal of econometrics
114
(
2003
)
1
,
pp. 73-106
Persistent link: https://www.econbiz.de/10001738918
Saved in:
8
A Markov-switching multifractal inter-trade duration model, with application to US equities
Chen, Fei
;
Diebold, Francis X.
;
Schorfheide, Frank
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 320-342
Persistent link: https://www.econbiz.de/10010255140
Saved in:
9
Estimating spot volatility with high-frequency financial data
Zu, Yang
;
Boswijk, Herman Peter
- In:
Journal of econometrics
181
(
2014
)
2
,
pp. 117-135
Persistent link: https://www.econbiz.de/10010473332
Saved in:
10
High frequency traders and the price process
Aït-Sahalia, Yacine
;
Brunetti, Celso
- In:
Journal of econometrics
217
(
2020
)
1
,
pp. 20-45
Persistent link: https://www.econbiz.de/10012482736
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