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~subject:"Estimation"
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Estimation
Theorie
139
Theory
139
Volatility
93
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85
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85
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77
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English
71
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Engle, Robert F.
69
Rosenberg, Joshua V.
13
Acharya, Viral V.
7
Pierret, Diane
7
Kane, Alex
6
Noh, Jaesun
6
Bali, Turan G.
5
Gallo, Giampiero M.
4
Lange, Joe
4
Patton, Andrew J.
4
Tang, Yi
4
Dufour, Alfonso
3
Manganelli, Simone
3
Ng, Victor K.
3
Ito, Takatoshi
2
Itō, Takatoshi
2
Lee, Gary G. J.
2
Russell, Jeffrey R.
2
Sheppard, Kevin
2
Barone-Adesi, Giovanni
1
Bewley, Ronald A.
1
Burns, Patrick
1
Cho, Young-Hye
1
Cho, Young-hye
1
Lin, Wen-Ling
1
Lin, Wen-ling
1
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1
Lin, Wenling
1
Liu, Lily Y.
1
Lucas, Deborah J.
1
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1
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National Bureau of Economic Research
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Discussion paper / Department of Economics, University of California San Diego
13
Working paper / National Bureau of Economic Research, Inc.
11
NBER working paper series
8
NBER Working Paper
5
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
4
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
Discussion paper / Centre for Economic Policy Research
2
Journal of econometrics
2
Journal of monetary economics
2
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2
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1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Forecasting volatility in the financial markets
1
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1
Georgetown McDonough School of Business Research Paper 2012-16
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
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1
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1
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1
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1
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ECONIS (ZBW)
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1
Three essays on modeling conditional correlation
Sheppard, Kevin
-
2004
Persistent link: https://www.econbiz.de/10003550225
Saved in:
2
Does anything beat 5-minute RV? : a comparison of realized measures across multiple asset classes
Liu, Lily Y.
;
Patton, Andrew J.
;
Sheppard, Kevin
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 293-311
Persistent link: https://www.econbiz.de/10011499439
Saved in:
3
The econometrics of ultra-high frequency data
Engle, Robert F.
-
1996
Persistent link: https://www.econbiz.de/10000613076
Saved in:
4
Dynamic conditional beta
Engle, Robert F.
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 643-667
Persistent link: https://www.econbiz.de/10011623818
Saved in:
5
Index-option pricing with stochastic volatility and the value of accurate variance forecasts
Engle, Robert F.
;
Kane, Alex
;
Noh, Jaesun
-
1993
Persistent link: https://www.econbiz.de/10000886028
Saved in:
6
Forecasting volatility and option prices of the S&P 500 index
Noh, Jaesun
;
Engle, Robert F.
;
Kane, Alex
-
1994
-
Rev
Persistent link: https://www.econbiz.de/10000891511
Saved in:
7
Measuring and testing the impact of news on volatility
Engle, Robert F.
;
Ng, Victor K.
-
1991
Persistent link: https://www.econbiz.de/10000814056
Saved in:
8
Meteor showers or heat waves? : heteroskedastic intra-daily volatility in the foreign exchange market
Engle, Robert F.
;
Itō, Takatoshi
;
Lin, Wen-ling Tsai
-
1988
Persistent link: https://www.econbiz.de/10000757954
Saved in:
9
Index-option pricing with stochastic volatility and the value of accurate variance forecasts
Engle, Robert F.
;
Kane, Alex
;
Noh, Jaesun
-
1993
Persistent link: https://www.econbiz.de/10000877913
Saved in:
10
Long run volatility forecasting for individual stocks in a one factor model
Engle, Robert F.
;
Lee, Gary G. J.
-
1993
Persistent link: https://www.econbiz.de/10000877958
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