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Measuring volatility with the...
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Capital income
Volatilität
879
Volatility
877
Realized volatility
514
Schätzung
435
Kapitaleinkommen
428
Estimation
416
realized volatility
413
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93
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forecasting
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jumps
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Gupta, Rangan
21
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17
Pierdzioch, Christian
14
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10
Todorov, Viktor
10
Tauchen, George Eugene
9
Li, Jia
8
Yao, Wenying
7
Liang, Chao
6
Stübinger, Johannes
6
Xu, Yongdeng
6
Andersen, Torben
5
Bonato, Matteo
5
Brooks, Robert
5
Caporin, Massimiliano
5
Lai, Yu-Sheng
5
Lyócsa, Štefan
5
McAleer, Michael
5
Meddahi, Nour
5
Sirimon Treepongkaruna
5
Winkelmann, Lars
5
Baruník, Jozef
4
Bauwens, Luc
4
Degiannakis, Stavros
4
Dungey, Mardi H.
4
Endres, Sylvia
4
Gallo, Giampiero M.
4
Gillas, Konstantinos Gkillas
4
Gonçalves, Sílvia
4
Hansen, Peter Reinhard
4
Hounyo, Ulrich
4
Li, Yan
4
Liu, Xiaoquan
4
Molnár, Peter
4
Patton, Andrew J.
4
Sévi, Benoît
4
Wang, Jiqian
4
Watanabe, Toshiaki
4
Wei, Yu
4
Wohar, Mark E.
4
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Gottfried Wilhelm Leibniz Universität Hannover
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Journal of econometrics
26
Finance research letters
19
International journal of forecasting
16
International review of economics & finance : IREF
16
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12
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12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
11
The North American journal of economics and finance : a journal of financial economics studies
11
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10
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10
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10
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8
Econometrics : open access journal
7
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7
International review of financial analysis
7
Journal of banking & finance
7
Research in international business and finance
7
Discussion paper / Tinbergen Institute
6
Global finance journal
6
Journal of international financial markets, institutions & money
6
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6
Department of Economics working paper series
5
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5
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5
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5
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4
China finance review international
4
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4
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4
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4
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3
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Review of quantitative finance and accounting
3
The European journal of finance
3
Applied financial economics
2
Australian journal of management
2
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ECONIS (ZBW)
426
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1
Bootstrap inference for pre-averaged realized volatility based on nonoverlapping returns
Gonçalves, Sílvia
;
Hounyo, Ulrich
;
Meddahi, Nour
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
4
,
pp. 679-707
Persistent link: https://www.econbiz.de/10010512286
Saved in:
2
Stock market volatility forecasting : do we need high-frequency data?
Lyócsa, Štefan
;
Molnár, Peter
;
Výrost, Tomáš
- In:
International journal of forecasting
37
(
2021
)
3
,
pp. 1092-1110
Persistent link: https://www.econbiz.de/10012794812
Saved in:
3
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
4
Bootstrapping pre-averaged realized volatility under market microstructure noise
Hounyo, Ulrich
;
Gonçalves, Sílvia
;
Meddahi, Nour
-
2016
Persistent link: https://www.econbiz.de/10011479764
Saved in:
5
Bootstrapping pre-averaged realized volatility under market microstructure noise
Hounyo, Ulrich
;
Gonçalves, Sílvia
;
Meddahi, Nour
-
2017
Persistent link: https://www.econbiz.de/10012265896
Saved in:
6
Bootstrapping pre-averaged realized volatility under market microstructure noise
Hounyo, Ulrich
;
Gonçalves, Sílvia
;
Meddahi, Nour
-
2017
Persistent link: https://www.econbiz.de/10011731265
Saved in:
7
Efficient estimation of integrated volatility incorporating trading information
Li, Yingying
;
Xie, Shangyu
;
Zheng, Xinghua
- In:
Journal of econometrics
195
(
2016
)
1
,
pp. 33-50
Persistent link: https://www.econbiz.de/10011705231
Saved in:
8
Weighted least squares realized covariation estimation
Li, Yifan
;
Nolte, Ingmar
;
Vasios, Michalis
;
Voev, Valeri
; …
- In:
Journal of banking & finance
137
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013460187
Saved in:
9
Inference for nonparametric high-frequency estimators with an application to time variation in betas
Kalnina, Ilze
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 538-549
Persistent link: https://www.econbiz.de/10014448338
Saved in:
10
The intraday effect of nature disaster and production safety accident announcement based on high-frequency data from China’s stock markets
Li, Ping
;
Tang, Huailin
;
Liao, Jingchi
- In:
China finance review international
5
(
2015
)
3
,
pp. 277-302
Persistent link: https://www.econbiz.de/10011391745
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