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Volatility
Stochastischer Prozess
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68
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Chan, Joshua
41
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39
Andersen, Torben
36
Lucas, André
34
Cui, Zhenyu
33
Chiarella, Carl
30
Bollerslev, Tim
25
Gupta, Rangan
25
Härdle, Wolfgang
25
Mumtaz, Haroon
25
Shephard, Neil G.
25
Tauchen, George Eugene
25
Benth, Fred Espen
24
Escobar, Marcos
24
Platen, Eckhard
24
Barndorff-Nielsen, Ole E.
23
Clark, Todd E.
23
Marcellino, Massimiliano
23
Fouque, Jean-Pierre
22
Yu, Jun
22
Alòs, Elisa
20
Carr, Peter
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Carriero, Andrea
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Martin, Gael M.
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Takahashi, Akihiko
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Bos, Charles S.
19
Jacquier, Antoine (Jack)
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Nguyen, Duy
19
Jacobs, Kris
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Madan, Dilip B.
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Renò, Roberto
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Christoffersen, Peter F.
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Diebold, Francis X.
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Kang, Boda
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Rodriguez, Gabriel
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International journal of theoretical and applied finance
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Journal of econometrics
141
Quantitative finance
116
Discussion paper / Tinbergen Institute
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Finance research letters
78
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Applied mathematical finance
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Energy economics
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Computational economics
59
Finance and stochastics
59
The journal of computational finance
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Journal of banking & finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
51
The North American journal of economics and finance : a journal of financial economics studies
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Journal of economic dynamics & control
49
Journal of financial econometrics : official journal of the Society for Financial Econometrics
49
Risks : open access journal
49
Economics letters
46
The journal of futures markets
46
Econometric reviews
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Journal of empirical finance
45
Applied economics
44
Economic modelling
41
Working paper
41
European journal of operational research : EJOR
40
Journal of mathematical finance
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Annals of finance
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International journal of forecasting
39
Research paper series / Swiss Finance Institute
37
International journal of financial engineering
36
Journal of financial econometrics
35
Journal of forecasting
35
Insurance
34
Journal of risk and financial management : JRFM
34
International review of financial analysis
32
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Review of derivatives research
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CREATES research paper
28
International review of economics & finance : IREF
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Journal of financial economics
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ECONIS (ZBW)
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EconStor
1
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1
Volatility forecasting via SVR-GARCH with mixture of Gaussian kernels
Bezerra, Pedro Correia S.
;
Albuquerque, Pedro Henrique M.
- In:
Computational Management Science : CMS
14
(
2017
)
2
,
pp. 179-196
Persistent link: https://www.econbiz.de/10011710726
Saved in:
2
Measuring skewness premia
Langlois, Hugues
- In:
Journal of financial economics
135
(
2020
)
2
,
pp. 399-424
Persistent link: https://www.econbiz.de/10012543092
Saved in:
3
Discrete-time volatility forecasting : a quantile regression approach
Oliveira, Víctor Henriques
;
De Oliveira Horta, Eduardo
- In:
Revista Brasileira de Finanças : RBFin
18
(
2020
)
4
,
pp. 77-114
Persistent link: https://www.econbiz.de/10012437048
Saved in:
4
Volatility regressions with fat tails
Kim, Jihyun
;
Meddahi, Nour
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 690-713
Persistent link: https://www.econbiz.de/10012483177
Saved in:
5
Evaluating Density Forecasts with an Application to Stock Market Returns
Raunig, Burkhard
-
2016
Persistent link: https://www.econbiz.de/10012991280
Saved in:
6
Realized skewness and the short-term predictability for aggregate stock market volatility
Zhang, Zhikai
;
He, Mengxi
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Economic modelling
103
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013163911
Saved in:
7
Adaptive Bayesian estimation of conditional discrete-continuous distributions with an application to stock market trading activity
Norets, Andriy
;
Pelenis, Justinas
- In:
Journal of econometrics
230
(
2022
)
1
,
pp. 62-82
Persistent link: https://www.econbiz.de/10013441915
Saved in:
8
Evaluating density forecasts from models of stock market returns
Raaij, Gabriela de
;
Raunig, Burkhard
- In:
The European journal of finance
11
(
2005
)
2
,
pp. 151-166
Persistent link: https://www.econbiz.de/10002841826
Saved in:
9
The nonlinear and negative tail dependence and risk spillovers between foreign exchange and stock markets in emerging economies
Tian, Maoxi
;
El Khoury, Rim
;
Alshater, Muneer Maher
- In:
Journal of international financial markets, …
82
(
2023
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014246021
Saved in:
10
Testing hypotheses on the innovations distribution in semi-parametric conditional volatility models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1443-1482
Persistent link: https://www.econbiz.de/10014444685
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