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Volatility
Schätztheorie
35,747
Estimation theory
35,122
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12,441
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11,913
Nichtparametrisches Verfahren
8,734
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8,362
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6,871
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6,727
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2,053
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USA
1,942
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1,872
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1,871
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1,753
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1,708
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1,483
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1,463
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1,252
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Todorov, Viktor
31
Härdle, Wolfgang
24
Bollerslev, Tim
20
Koopman, Siem Jan
20
Diebold, Francis X.
19
Gupta, Rangan
19
Li, Jia
17
Linton, Oliver
17
Andersen, Torben
16
Kumar, Dilip
16
Hafner, Christian M.
15
Li, Yingying
15
Tauchen, George Eugene
15
Teräsvirta, Timo
15
Balcilar, Mehmet
14
Maheswaran, S.
14
Brandt, Michael W.
13
Mykland, Per A.
13
Renò, Roberto
13
Swanson, Norman R.
13
Kim, Donggyu
12
Jensen, Mark J.
11
Lucas, André
11
Maheu, John M.
11
Mancino, Maria Elvira
11
Clements, Adam
10
Ghysels, Eric
10
Hurvich, Clifford M.
10
Silvennoinen, Annastiina
10
Corradi, Valentina
9
Fan, Jianqing
9
Kristensen, Dennis
9
Liu, Zhi
9
Rodriguez, Gabriel
9
Spokojnyj, Vladimir G.
9
Alizadeh, Sassan
8
Aït-Sahalia, Yacine
8
Bibinger, Markus
8
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8
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National Bureau of Economic Research
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Birkbeck College / Department of Economics
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Rodney L. White Center for Financial Research
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Ekonomiska forskningsinstitutet <Stockholm>
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Centre for Analytical Finance <Århus>
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European University Institute / Department of Economics
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Federal Reserve Bank of Cleveland
1
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Leibniz-Institut für Agrarentwicklung in Transformationsökonomien
1
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Springer Fachmedien Wiesbaden
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State University of New York at Albany / Department of Economics
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The Wharton Financial Institutions Center
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University of Chicago / Graduate School of Business
1
University of Chicago / Graduate School of Business / Department of Economics
1
University of Exeter / Department of Economics
1
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1
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1
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Journal of econometrics
136
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
46
Discussion paper / Tinbergen Institute
33
Economics letters
29
Econometric reviews
26
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
25
Journal of empirical finance
23
Economic modelling
22
Journal of financial econometrics : official journal of the Society for Financial Econometrics
22
International journal of forecasting
19
SFB 649 discussion paper
18
CREATES research paper
17
Econometric theory
17
Quantitative finance
17
The North American journal of economics and finance : a journal of financial economics studies
17
Finance research letters
16
Journal of financial econometrics
16
International journal of theoretical and applied finance
14
Journal of banking & finance
14
Journal of risk and financial management : JRFM
13
Econometrics : open access journal
12
The econometrics journal
12
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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Journal of forecasting
10
NBER Working Paper
10
Finance and stochastics
9
Journal of mathematical finance
9
Working paper / National Bureau of Economic Research, Inc.
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Applied economics
8
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
8
International journal of economics and financial issues : IJEFI
8
The European journal of finance
8
Working paper / Department of Econometrics and Business Statistics, Monash University
8
Working papers / Rutgers University, Department of Economics
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Cambridge working papers in economics
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Computational economics
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NBER working paper series
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The journal of risk model validation
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ECONIS (ZBW)
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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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