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~isPartOf:"Journal of empirical finance"
~subject:"United States"
~subject:"Volatilität"
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United States
Volatilität
Estimation
256
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256
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122
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101
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Nelson, Charles R.
3
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Journal of empirical finance
Working paper / National Bureau of Economic Research, Inc.
1,842
Discussion paper series / IZA
558
Discussion paper / Centre for Economic Policy Research
460
Applied economics
417
NBER working paper series
369
CESifo working papers
246
Applied economics letters
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The review of economics and statistics
206
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196
NBER Working Paper
187
The American economic review
185
Energy economics
184
Economic modelling
181
Applied financial economics
176
Finance and economics discussion series
175
Journal of international money and finance
172
International review of economics & finance : IREF
165
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
162
The journal of finance : the journal of the American Finance Association
159
Finance research letters
158
Journal of econometrics
155
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
152
Economics letters
150
Journal of banking & finance
144
Europäische Hochschulschriften / 5
131
International review of financial analysis
129
The North American journal of economics and finance : a journal of financial economics studies
128
The journal of futures markets
126
Journal of applied econometrics
125
Discussion paper
119
Discussion paper / Tinbergen Institute
107
Journal of international financial markets, institutions & money
107
Journal of money, credit and banking : JMCB
106
The review of financial studies
103
SpringerLink / Bücher
92
Southern economic journal
91
Journal of monetary economics
89
Economic inquiry : journal of the Western Economic Association International
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Journal of financial and quantitative analysis : JFQA
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ECONIS (ZBW)
107
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1
Option pricing under linear autoregressive dynamics, heteroskedasticity, and conditional leptokurtosis
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Journal of empirical finance
8
(
2001
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10001568288
Saved in:
2
Firm level return-volatility analysis using dynamic panels
Smith, L. Vanessa
;
Yamagata, Takashi
- In:
Journal of empirical finance
18
(
2011
)
5
,
pp. 847-867
Persistent link: https://www.econbiz.de/10009492528
Saved in:
3
Do interest rate differentials drive the volatility of exchange rates? : evidence from an extended stochastic volatility model
Ulm, Maren
;
Hambuckers, Julien
- In:
Journal of empirical finance
65
(
2022
),
pp. 125-148
Persistent link: https://www.econbiz.de/10013286403
Saved in:
4
Endogenous risk in rational-expectations commodity models : a multivariate generalized ARCH-M approach
Holt, Matthew T.
;
Aradhyula, Satheesh V.
- In:
Journal of empirical finance
5
(
1998
)
2
,
pp. 99-129
Persistent link: https://www.econbiz.de/10001374882
Saved in:
5
Testing for mean reversion in heteroskedastic data based on Gibbs-sampling-augmented randomization
Kim, Chang-Jin
;
Nelson, Charles R.
;
Startz, Richard
- In:
Journal of empirical finance
5
(
1998
)
2
,
pp. 131-154
Persistent link: https://www.econbiz.de/10001374883
Saved in:
6
Multivariate stochastic volatility models : estimation and a comparison with VGARCH models
Daníelsson, Jón
- In:
Journal of empirical finance
5
(
1998
)
2
,
pp. 155-173
Persistent link: https://www.econbiz.de/10001374884
Saved in:
7
Testing for mean reversion in heteroskedastic data II : autoregression tests based on Gibbs-sampling-augmented randomization
Kim, Chang-Jin
;
Nelson, Charles R.
- In:
Journal of empirical finance
5
(
1998
)
4
,
pp. 385-396
Persistent link: https://www.econbiz.de/10001375196
Saved in:
8
Volatility and cross correlation across major stock markets
Ramchand, Latha
;
Susmel, Raul
- In:
Journal of empirical finance
5
(
1998
)
4
,
pp. 397-416
Persistent link: https://www.econbiz.de/10001375197
Saved in:
9
Asset pricing models with and without consumption data : an empirical evaluation
Hardouvelis, Gikas A.
- In:
Journal of empirical finance
3
(
1996
)
3
,
pp. 267-301
Persistent link: https://www.econbiz.de/10001206313
Saved in:
10
Long term dependence in stock returns
Jacobsen, Ben
- In:
Journal of empirical finance
3
(
1996
)
4
,
pp. 393-417
Persistent link: https://www.econbiz.de/10001215361
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