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Volatility
Schätztheorie
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Todorov, Viktor
32
Härdle, Wolfgang
26
Gupta, Rangan
21
Koopman, Siem Jan
21
Bollerslev, Tim
20
Diebold, Francis X.
19
Li, Jia
18
Hafner, Christian M.
17
Linton, Oliver
17
Andersen, Torben
16
Kumar, Dilip
16
Li, Yingying
15
Tauchen, George Eugene
15
Teräsvirta, Timo
15
Balcilar, Mehmet
14
Maheswaran, S.
14
Renò, Roberto
14
Brandt, Michael W.
13
Lucas, André
13
Mykland, Per A.
13
Swanson, Norman R.
13
Kim, Donggyu
12
Jensen, Mark J.
11
Maheu, John M.
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Mancino, Maria Elvira
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Clements, Adam
10
Ghysels, Eric
10
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10
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Podolskij, Mark
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9
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Fan, Jianqing
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European University Institute / Department of Economics
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Federal Reserve Bank of Cleveland
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International Workshop Empirical Science of Financial Fluctuations <2000, Tōkyō, Tokio>
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International Workshop on Statistics and Finance <1999, Hongkong>
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Leibniz-Institut für Agrarentwicklung in Transformationsökonomien
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Nikkei Econophysics Symposium <2, 2002, Tokio>
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University of Chicago / Graduate School of Business
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University of Chicago / Graduate School of Business / Department of Economics
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University of Exeter / Department of Economics
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Journal of econometrics
137
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Discussion paper / Tinbergen Institute
36
Economics letters
30
Econometric reviews
26
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Economic modelling
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Journal of empirical finance
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International journal of forecasting
19
CREATES research paper
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Econometric theory
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SFB 649 discussion paper
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Finance research letters
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Quantitative finance
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The North American journal of economics and finance : a journal of financial economics studies
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Journal of financial econometrics
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Journal of banking & finance
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International journal of theoretical and applied finance
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Journal of risk and financial management : JRFM
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The econometrics journal
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Econometrics : open access journal
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Journal of forecasting
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Energy economics
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Finance and stochastics
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Journal of mathematical finance
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International journal of economics and financial issues : IJEFI
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The European journal of finance
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ECONIS (ZBW)
1,947
EconStor
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1
Nonparametric autoregression with multiplicative volatility and additive mean
Yang, Lijian
;
Härdle, Wolfgang
;
Nielsen, Jens Perch
-
1998
Persistent link: https://www.econbiz.de/10000168636
Saved in:
2
Nonparametric modelling of financial time series
Heid, Frank
-
1998
Persistent link: https://www.econbiz.de/10000668367
Saved in:
3
Quasi-maximum likelihood estimation of long-memory stochastic volatility models
Ferraz, Rosemeire O.
;
Hotta, Luiz K.
- In:
Brazilian review of econometrics : the review of the …
27
(
2007
)
2
,
pp. 225-233
Persistent link: https://www.econbiz.de/10003743610
Saved in:
4
A semiparametric GARCH model for foreign exchange volatility
Yang, Lijian
- In:
Journal of econometrics
130
(
2006
)
2
,
pp. 365-384
Persistent link: https://www.econbiz.de/10003277973
Saved in:
5
Nonparametric modeling in financial time series
Franke, Jürgen
;
Kreiß, Jens-Peter
;
Mammen, Enno
- In:
Handbook of financial time series
,
(pp. 927-952)
.
2009
Persistent link: https://www.econbiz.de/10003834268
Saved in:
6
Stochastic volatility of volatility in continuous time
Barndorff-Nielsen, Ole E.
;
Veraart, Almut E. D.
-
2009
Persistent link: https://www.econbiz.de/10003849562
Saved in:
7
Unstable volatility functions : the break preserving local linear estimator
Casas, Isabel
;
Gijbels, Irène
-
2009
Persistent link: https://www.econbiz.de/10003892556
Saved in:
8
Nonparametric estimation of state-price densities implicit in interest rate cap prices
Li, Haitao
;
Zhao, Feng
- In:
The review of financial studies
22
(
2009
)
11
,
pp. 4335-4376
Persistent link: https://www.econbiz.de/10003896303
Saved in:
9
Nonparametric transition-based tests for jump diffusions
Aït-Sahalia, Yacine
;
Fan, Jianqing
;
Peng, Heng
- In:
Journal of the American Statistical Association : JASA
104
(
2009
)
487
,
pp. 1102-1116
Persistent link: https://www.econbiz.de/10003902802
Saved in:
10
Forecasting implied volatility surfaces
Audrino, Francesco
;
Colangelo, Dominik
-
2008
Persistent link: https://www.econbiz.de/10003903349
Saved in:
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