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Volatility
333
Volatilität
333
Theorie
152
Theory
152
Estimation theory
148
Schätztheorie
148
Estimation
130
Schätzung
130
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118
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110
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Bollerslev, Tim
20
Todorov, Viktor
19
Tauchen, George Eugene
15
Andersen, Torben
13
Aït-Sahalia, Yacine
12
McAleer, Michael
9
Xiu, Dacheng
9
Li, Jia
8
Meddahi, Nour
8
Mykland, Per A.
8
Patton, Andrew J.
8
Cavaliere, Giuseppe
7
Shephard, Neil G.
7
Taylor, Robert
7
Ghysels, Eric
6
Gouriéroux, Christian
6
Kim, Donggyu
6
Li, Yingying
6
Asai, Manabu
5
Francq, Christian
5
Gallant, A. Ronald
5
Hallin, Marc
5
Jasiak, Joann
5
Linton, Oliver
5
Rahbek, Anders
5
Zhang, Lan
5
Zhou, Hao
5
Barigozzi, Matteo
4
Boswijk, Herman Peter
4
Engle, Robert F.
4
Maheu, John M.
4
Park, Joon Y.
4
Renault, Eric
4
Renò, Roberto
4
Yang, Xiye
4
Yu, Jun
4
Zakoïan, Jean-Michel
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
NBER working paper series
1,805
Finance research letters
1,570
Working paper / National Bureau of Economic Research, Inc.
1,426
NBER Working Paper
1,347
International review of financial analysis
1,094
Journal of banking & finance
1,009
Applied economics
896
Energy economics
846
International review of economics & finance : IREF
808
Applied economics letters
765
Journal of financial economics
749
The journal of finance : the journal of the American Finance Association
741
Pacific-Basin finance journal
738
Working paper
733
Applied financial economics
708
Research in international business and finance
686
Economic modelling
640
Economics letters
611
The North American journal of economics and finance : a journal of financial economics studies
592
Discussion paper series / IZA
586
Journal of international financial markets, institutions & money
581
CESifo working papers
557
Discussion papers / CEPR
557
Journal of empirical finance
527
Discussion paper / Centre for Economic Policy Research
522
The journal of futures markets
522
Journal of financial and quantitative analysis : JFQA
520
Journal of risk and financial management : JRFM
511
The review of financial studies
491
Covid economics : vetted and real-time papers
476
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
456
Journal of international money and finance
425
IMF Working Papers
418
Review of quantitative finance and accounting
418
The European journal of finance
404
IMF working papers
397
International journal of economics and finance
370
IZA Discussion Paper
354
International journal of economics and financial issues : IJEFI
346
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ECONIS (ZBW)
400
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1
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:
2
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:
3
Moments, shocks and spillovers in Markov-switching VAR models
Kole, Erik
;
Dijk, Dick van
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365495
Saved in:
4
Stock co-jump networks
Ding, Yi
;
Li, Yingying
;
Liu, Guoli
;
Zheng, Xinghua
- In:
Journal of econometrics
239
(
2024
)
2
,
pp. 1-12
Persistent link: https://www.econbiz.de/10015074466
Saved in:
5
A discrete-time model for daily S & P500 returns and realized variations : jumps and leverage effects
Bollerslev, Tim
;
Kretschmer, Uta
;
Pigorsch, Christian
; …
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 151-166
Persistent link: https://www.econbiz.de/10003858496
Saved in:
6
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:
7
Predicting
volatility
: getting the most out of return data sampled at different frequencies
Ghysels, Eric
;
Santa-Clara, Pedro
;
Valkanov, Rossen I.
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 59-95
Persistent link: https://www.econbiz.de/10003298564
Saved in:
8
Breaks and persistency: macroeconomic causes of stock market
volatility
Beltratti, Andrea
;
Morana, Claudio
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 151-177
Persistent link: https://www.econbiz.de/10003298570
Saved in:
9
Modelling structural breaks, long memory and stock market
volatility
: an overview
Banerjee, Anindya
(
contributor
);
Urga, Giovanni
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003172637
Saved in:
10
Modelling structural breaks, long memory and stock market
volatility
: an overview
Banerjee, Anindya
;
Urga, Giovanni
- In:
Journal of econometrics
129
(
2005
)
1/2
,
pp. 1-34
Persistent link: https://www.econbiz.de/10003172659
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