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[Rezension von: Klein, L. R.,...
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Volatility
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Bollerslev, Tim
75
Diebold, Francis X.
60
McAleer, Michael
57
Andersen, Torben
45
Koopman, Siem Jan
41
Lux, Thomas
40
Härdle, Wolfgang
39
Aizenman, Joshua
33
Chiarella, Carl
32
Gupta, Rangan
32
Caporin, Massimiliano
31
Bekaert, Geert
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Herwartz, Helmut
27
Pierdzioch, Christian
27
Asai, Manabu
25
Fernández-Villaverde, Jesús
25
Hafner, Christian M.
25
Todorov, Viktor
25
Clark, Todd E.
23
Hautsch, Nikolaus
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Meddahi, Nour
23
Bauwens, Luc
22
Caballero, Ricardo J.
22
Ghysels, Eric
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Lucas, André
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Westerhoff, Frank H.
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Yu, Jun
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Andersen, Torben G.
21
Christoffersen, Peter F.
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Schlag, Christian
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Aït-Sahalia, Yacine
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Chan, Joshua
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Engle, Robert F.
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Carriero, Andrea
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Giglio, Stefano
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Gonçalves, Sílvia
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Li, Kai
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Mittnik, Stefan
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Mumtaz, Haroon
19
Renault, Eric
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National Bureau of Economic Research
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Ekonomiska forskningsinstitutet <Stockholm>
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Rodney L. White Center for Financial Research
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Internationaler Währungsfonds / Research Department
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Birkbeck College / Department of Economics
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Svenska Handelshögskolan <Helsinki>
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Instituto Valenciano de Investigaciones Económicas
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The Wharton Financial Institutions Center
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Federal Reserve Bank of San Francisco
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Federal Reserve System / Division of Research and Statistics
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International Monetary Fund
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Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
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Springer Fachmedien Wiesbaden
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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World Bank
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Brown University / Department of Economics
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Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification <Paris>
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Centre for Economic Policy Research
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Centre for Growth and Business Cycle Research <Manchester>
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Goethe-Universität Frankfurt am Main
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Gottfried Wilhelm Leibniz Universität Hannover
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Institut für Weltwirtschaft
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Internationaler Währungsfonds / Western Hemisphere Department
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Judge Institute of Management Studies
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Kansantaloustieteen Laitos <Tampere>
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Umeå Universitet / Institutionen för Nationalekonomi
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University of British Columbia / Finance Division
2
University of Exeter / Department of Economics
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NBER working paper series
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Working paper / National Bureau of Economic Research, Inc.
160
NBER Working Paper
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Journal of econometrics
126
Journal of banking & finance
109
Finance research letters
97
Economics letters
83
Discussion paper / Tinbergen Institute
81
Journal of empirical finance
81
Economic modelling
77
Discussion paper / Centre for Economic Policy Research
76
International journal of forecasting
76
International journal of theoretical and applied finance
76
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of financial economics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Journal of economic dynamics & control
71
Working paper
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Journal of international money and finance
65
Energy economics
62
International review of financial analysis
60
The European journal of finance
59
International review of economics & finance : IREF
58
The review of financial studies
58
Applied economics
57
Journal of forecasting
55
Econometric reviews
51
Quantitative finance
51
Computational economics
47
The North American journal of economics and finance : a journal of financial economics studies
47
Applied economics letters
46
Journal of financial econometrics : official journal of the Society for Financial Econometrics
45
Research paper series / Swiss Finance Institute
45
Applied mathematical finance
44
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
44
The journal of finance : the journal of the American Finance Association
43
Finance and stochastics
42
Journal of monetary economics
41
The journal of futures markets
40
CREATES research paper
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ECONIS (ZBW)
9,803
EconStor
9
RePEc
2
BASE
1
ArchiDok
1
Other ZBW resources
1
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1
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10
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9,817
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date (oldest first)
1
The
econometrics
of stochastic volatility
Harvey, Andrew C.
;
Shephard, Neil G.
-
1993
Persistent link: https://www.econbiz.de/10000865088
Saved in:
2
Statistical methods in finance
Maddala, Gangadharrao S.
(
contributor
); …
-
1996
Persistent link: https://www.econbiz.de/10000610528
Saved in:
3
Applied quantitative finance
Härdle, Wolfgang
(
ed.
);
Hautsch, Nikolaus
(
ed.
); …
-
2009
-
2. ed.
Persistent link: https://www.econbiz.de/10003719524
Saved in:
4
On the correlation structure of microstructure noise in
theory
and practice
Diebold, Francis X.
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003769457
Saved in:
5
On the correlation structure of microstructure noise in
theory
and practice
Diebold, Francis X.
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003790675
Saved in:
6
Volatility and time series
econometrics
: essays in honor of Robert Engle
Bollerslev, Tim
(
ed.
);
Engle, Robert F.
(
honouree
); …
-
2010
-
1. publ.
Persistent link: https://www.econbiz.de/10003861657
Saved in:
7
Variation, jumps and high-frequency data in financial
econometrics
Barndorff-Nielsen, Ole E.
;
Shephard, Neil G.
-
2007
Persistent link: https://www.econbiz.de/10003691562
Saved in:
8
Topics on high-frequency financial
econometrics
: measuring and forecasting volatility
Christensen, Kim
-
2007
Persistent link: https://www.econbiz.de/10003596774
Saved in:
9
Nonlinear financial
econometrics
: Markov switching models, persistence and nonlinear cointegration
Gregoriou, Greg N.
(
ed.
);
Pascalau, Razvan
(
contributor
)
-
2011
Persistent link: https://www.econbiz.de/10008654596
Saved in:
10
Econometric analysis of jump-driven stochastic volatility models
Todorov, Viktor
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 12-21
Persistent link: https://www.econbiz.de/10009242565
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